Momentum Linear Regression

Momentum Linear Regression

This is an indicator made of the linear regression applied to the rate of change of price (or momentum).

I made a simple signal line just by duplicating the first one within a period decay in the past, to make those 2 lines cross. You can add more periods decay to made signal smoother with less false entry.

 

 

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linear regression momentum
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07/23/2015

576 posts • 1870 Followers
  1. avatar
    Vicari0us • 07/23/2015 #

    Really liking this indicator. Thanks

  2. avatar
    SB-FO • 07/23/2015 #

    Moving your last response to this post. Thanks for conforming the code below. How does PRT/PRC code Momentum? Is it (C / CP) ?

    Using the code above, LRMOM = LinearRegression [LR] (MOMENT) I get a volatile result. If I use
    LRMOM = LinearRegression[LR] – (MOMENT) I get a smooth result.

    Hence my question, please advise.

    SB-FO • 17 hours ago #
    Nicolas, can you share with me how PRT calculates LinearRegression ? Is it (3 * WeightedAverage Close X – 2 * AVERAGE Close X) X= Period?

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    Nicolas • 8 hours ago #
    The above code is the way it is calculated in PRT. However the exact indicator can be found here: https://www.prorealcode.com/prorealtime-indicators/standard-deviation-standard-error-linear-regression-channel/

    • avatar
      Nicolas • 07/23/2015 #

      It is obtained by substracting the x days before Close from today’s Close. X is the parameter associated with Momentum.
      https://www.prorealcode.com/documentation/momentum/

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