backtest LinearRegression values

[jchyr]

I have some code to do the back test with LinearRegression, but the values are return up to 9 only. How to get all values of the 10 days 3 minutes chart. So I can test my trade strategies results. Attached is the sample files

L1 null
L null
L1 null
L null
L1 null
L 10650.407407407398
L1 null
L 10649.129629629622
L1 10650.407407407398
L 10647.851851851847
L1 10649.129629629622

[eSignal_JasonK]

Hello jchyr,

You will not be able to back test the built-in study because of how this study works. It only returns the regression line for the specified period and the end of the data series. To accomplish what you're trying to do, you will need to code a moving linear regression line to get the historical values you need. For an example of how to do this please take a look at MR_MovLinReg2.efs.