Linear regression forecast - FXB.ta.LRF

The FXB.ta.LRF class calculates linear forecast. It is a value-based calculation, and can be applied to any series of values including the output of another FXB.ta calculation. Parameters are as follows:

Parameter

Description

period

Rolling period for the calculation

In addition to the primary output, the class also sets the signal values to the slope of the linear regression (same as FXB.ta.Slope).