Linear Regression with Alglib

[arturmeier]

Hi, I'm trying to do a linear regression with the closing prices of stocks, and I found the Alglib library to MT5 here, and it seems it has a function to do it in the dataanalysis include file. The problem is that I'm can't find out how I should input my data to the function on Alglib. I would to know if anyone could explain to me how to organize the data to feed the CLinReg Class on the dataanalysis include file. Or even if anyone knows another library to handle with linear regression, ordinary least squares, or even matrices.

[strolch00]

Hi arturmeier,

have you found a solution or an good example for this? I have the same problem...

[Song Ming Da Ming Da]

There are some ref in test code.

Scripts/UnitTests/Alglib/TestClasses

Scripts/UnitTests/Alglib/TestInterfaces

But Interface test is fails ><