Support Board
Date/Time: Wed, 12 Feb 2025 21:01:00 +0000
Linear Regression function in ACSIL
View Count: 1736
| [2017-02-20 17:32:22] |
| User71961 - Posts: 144 |
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the function sc.LinearRegressionIndicator() documentation is pretty sparse http://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Functions.html#scLinearRegressionIndicator is there a page with more detail on how to use this function? i'm going to need to iteratively calculate a regression over a data set, as an intermediary step in my custom study...but i don't see the detailed documentation that i need to help with this. Also, is there a multi-factor regression function available in the sc functions? |
| [2017-02-20 18:41:48] |
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The documentation has been updated along with a link to the study which includes detailed formulas: http://www.sierrachart.com/index.php?page=doc/ACSIL_Members_Functions.html#scLinearRegressionIndicator There are several examples showing exactly how to use it. When this function is called at each chart bar, it does calculate the Moving Average-Least Squares/Linear Regression. Sierra Chart does not have a multi factor linear regression function but maybe you can make that from the source code we provide. Have a look at the CalculateRegressionStatistics function in the /ACS_Source/SCStudyFunctions.cpp file. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-02-20 18:42:17
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| [2020-11-17 07:23:09] |
| ycomp - Posts: 321 |
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how would I plot a linear regression moving average using ACSIL?
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| [2020-11-17 10:56:51] |
| Ackin - Posts: 1865 |
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How to Build an Advanced Custom Study from Source Code: Searching for Source Code for Sierra Chart Built-In Studies Studies3.cpp SCSFExport scsf_MovingLinearRegressionLine(SCStudyInterfaceRef sc) { SCSubgraphRef Subgraph_MLR = sc.Subgraph[0]; SCInputRef Input_InputData = sc.Input[0]; SCInputRef Input_Length = sc.Input[2]; if(sc.SetDefaults) { sc.GraphName = "Moving Linear Regression"; sc.GraphRegion = 0; sc.ValueFormat = 3; sc.AutoLoop = 1; Subgraph_MLR.Name = "MLR"; Subgraph_MLR.DrawStyle = DRAWSTYLE_LINE; Subgraph_MLR.PrimaryColor = RGB(0,255,0); Subgraph_MLR.DrawZeros = false; Input_InputData.Name = "Input Data"; Input_InputData.SetInputDataIndex(SC_LAST); Input_Length.Name = "Length"; Input_Length.SetInt(14); Input_Length.SetIntLimits(1, MAX_STUDY_LENGTH); return; } sc.DataStartIndex = Input_Length.GetInt()-1; sc.LinearRegressionIndicator(sc.BaseDataIn[Input_InputData.GetInputDataIndex()], Subgraph_MLR, Input_Length.GetInt()); } |
| [2020-11-17 17:36:07] |
| SC Support Tom - Posts: 450 |
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WRT Post #3: how would I plot a linear regression moving average using ACSIL? Sierra Chart has a built-in study that accomplishes this, namely Moving Average - Linear Regression. Moving Linear Regression / Moving Average - Linear Regression You can add the study to the chart by following these instructions: Chart Studies: Adding/Modifying Chart Studies |
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