Support Board
Date/Time: Thu, 13 Feb 2025 23:26:48 +0000
Post From: Linear regression of two price series
| [2020-12-22 14:30:10] |
| User820318 - Posts: 40 |
|
I would like to run a linear regression using the price series of two instruments as my dependent and independent variables and compute the residuals. - e.g. y=c+m*x, where y = last price of GC and x = last price of SL. From what I understand the sc.LinearRegressionIndicator() only takes one input variable as well as index (time).Is there a way to achieve what I am trying? |