Indicator MNK

MNK Trend Line Indicator

This indicator builds a linear trend line based on the method of least squares (OLS). It helps you detect the main price trend for any symbol or timeframe.

  • Customizable period

  • Shows trend strength

  • Can be used in expert advisors (via iCustom)

Works on any instrument and timeframe.

Индикатор по методу наименьших квадратов (МНК), также известный как Least Squares Moving Average (LSMA), — это разновидность скользящей средней, которая использует линейную регрессию для оценки направления цены и возможных разворотов тренда.

В отличие от обычных скользящих средних, LSMA строит линию наилучшего соответствия (линейную регрессию) по последним n точкам цены. Эта линия показывает, как бы вела себя цена, если бы сохранялась текущая тенденция. Благодаря этому индикатор реагирует быстрее, чем простая или экспоненциальная скользящая средняя, и может предсказывать краткосрочные движения рынка.

Основные параметры:

  • LSMA_Period — количество баров, по которым строится линия регрессии.
  • Prediction — количество баров вперёд, на которое строится прогноз (если задано).
  • Display_Bars — сколько баров отображать на графике.

Преимущества:

  • Высокая чувствительность к изменениям тренда.
  • Возможность прогнозирования краткосрочного движения.
  • Математическая строгость и точность расчёта.
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