LinearRegressionStudy

[BobT]

I've been using the built in LinearRegressionStudy in a script to return to upper and lower values of the right edge of the channel. This works well during the normal course of the day and even when I run the script in replay mode. However it does not work correctly when used with the Back Testing tool. The study seems to start working after the last price has been loaded. Is there a way around this? I am willing to duplicate the function for backtesting. If been able to duplicate the LR line, but I've been having trouble with the Std Dev Channel. Does anyone know how to do this.

Many Thanks in advance

Bob

[eSignal_JasonK]

Hello Bob,

There's a utility EFS in our library, StandardDeviation.efs, that you can use via callFunction() within your formula to calculate the standard deviation to add/subtract from your LR line to get the channel. Is this what you need?