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Linear Regression Channel - MetaTrader 5용 지표
- 조회수:
- 20631
- 평가:
- 게시됨:
- 2011.01.07 10:22
- 업데이트됨:
- 2016.11.22 07:32
- 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동
The indicator plots a channel using the linear regression model: y=b+a*x.
When calculation of regression coefficients (a and b) it uses only completed bars. The number of bars should be greater than 2 (and less than total bars in history-1), it is specified in InChPeriod input parameter. The indicator values for the last (uncompleted) bar is calculated using the values of calculated regression coefficients.
It's assumed, that:
- not less than 68.26% of price values are located between the "Up" and "Down" lines.
- not less than 95.44% of price values are located between the "High" and "Low" lines.
The recalculation of the regression coefficient is performed when total bars in the history has changed, for example, for the case of a new bar.
MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/249
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