Linear Regression

[Doji3333]

Why does this not work for Backtesting?? I've included a LR in a clients piece of code and all of the historical values are NULL. It appears to only work on the most recent bar??

Is there a solution to this or am I faced with having to develop my own LR study to resolve this issue?

B

Hi Brad,

From what I can see with the "customLinearRegression.efs" study in the "EFS 2 Custom" folder is that it only returns values from the last "length" number of bars on the chart.

You probably need to write your own solution for this. This should be quite simple as Alex has already written a nice LR study you can use in this thread.