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Multiple linear regression

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Line_Trader
28
Line_Trader 2016.09.02 18:45 

I'm looking to perform multiple linear regression calculations within MQL4.

Yt = b0 + b1*X1 + b2*X2 + b3*X3 + e  

Does anyone know a solution how to do this? I have written code to perform this calculations for two independent variables. But I need to use more variables. Perhaps anyone can point me to existing code for this? 

Fernando Carreiro
2351
Fernando Carreiro 2016.09.02 19:37  
Line_Trader:

I'm looking to perform multiple linear regression calculations within MQL4.

Yt = b0 + b1*X1 + b2*X2 + b3*X3 + e  

Does anyone know a solution how to do this? I have written code to perform this calculations for two independent variables. But I need to use more variables. Perhaps anyone can point me to existing code for this?

There are several Articles and submissions to the Code Base on Linear Regression and Multiple Regression. So, just do a Search (filtering for either Articles, CodeBase or even Forum discussions) and do some research.

However, it seems more likely that your query is not so much about the maths, but more about the general lack of MQL skills to apply the maths. If that is the case than I suggest first learning MQL and coding a few standard Indicators until you understand how to apply the maths.

Alternatively, if you are in a hurry, just hire someone at the Freelance section to code it for you.

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