Indicator
Linear Regression
Linear Regression, LinReg
Definition
Fits a straight line to the last N prices by least squares, with the slope showing trend direction and strength.
Boundary
It is sensitive to outliers and lags at trend turning points.
205 Strategies
322 Text mentions
593 Code hits
Role distribution
Market regimes
Uptrend25/2Downtrend26/7Range15/23Breakout Onset0/0High Volatility3/0Low Volatility0/0Reversal Inflection7/1All Regimes0/0
Common parameters
| Default | Occurrences |
|---|---|
| 13 | 3 |
| 11 | 2 |
| 89 | 1 |
| 3 | 1 |
| 50 | 1 |
| 55 | 1 |
Frequent co-occurrence
- False Signal36
- Breakout32
- EMA28
- Stop Loss22
- ATR20
- Channel16
- Cross Above16
- False Breakout15
- Bollinger Bands13
- Cross Below13
Semantic relations
- Basis ← CandlestickLinear regression fits a straight line to the candlestick price series.
- Basis → Gaussian ChannelThe Gaussian channel can use regression or Gaussian smoothing as its middle band.
Evidence strategies
- 动态意识形态趋势反转策略Dynamic-Pattern-Trend-Reversal-StrategyFilter
- TrippleMACD均线交叉与相对强弱指标结合的高频加密货币交易策略High-Frequency-Cryptocurrency-Trading-Strategy-Combining-TrippleMACD-Crossover-and-Relative-Strength-IndexFilter
- 基于频道和线性回归的Hull-MA摆荡策略Hull-MA-Channel-and-Linear-Regression-Swing-Trading-StrategyTrigger
- 双线性回归趋势跟踪策略Bilinear-Regression-Trend-Following-StrategyTrigger
- 动态ATR止损中心线策略Dynamic-ATR-Stop-Loss-Center-Line-StrategyFilter
- 基于波动率和回归线的多空市场机制优化策略-Volatility-and-Linear-Regression-based-Long-Short-Market-Regime-Optimization-StrategyFilter
- 动态线性回归通道与海因安士出场优化交易策略-Advanced-Linear-Regression-Channel-Trading-Strategy-with-Dynamic-Exit-SystemFilter
- 动态回归通道策略Dynamic-Regression-Channel-StrategyTrigger
- 动态趋势线突破反转交易策略-Dynamic-Trendline-Breakout-Reversal-Trading-StrategyTrigger
- RSI与线性回归通道交易策略-RSI-and-Linear-Regression-Channel-Trading-StrategyTrigger
- 双重确认的优势均线策略A-Dual-Moving-Average-Confirmation-Advantage-Line-StrategyFilter
- 双均线回归交易策略-Dual-Moving-Average-Regression-Trading-StrategyTrigger
- 均值回归动量策略Mean-Reversion-Momentum-StrategyTrigger
- 枢轴点预测震荡指标回测策略Pivot-Point-Forecast-Oscillator-Backtesting-StrategyFilterInferred
- 量化波浪挤压策略Momentum-Squeeze-StrategyFilter
- 基于LazyBear压缩动量指标的量化交易策略Squeeze-Momentum-Trading-Strategy-Based-on-LazyBear-IndicatorFilter
Corpus quotes
Combine with trend indicators like linear regression to determine overall trend.
短线动量反转策略Momentum-Reversal-Strategy · risks EN
Its core principle is using two linear regression lines with different parameters and generating trading signals based on their crossover situations.
双均线交叉策略Dual-Moving-Average-Crossover-Strategy · overview EN
The reverse linear regression strategy is a reversal trading strategy based on price fluctuations.
逆向线性回归策略Reverse-Linear-Regression-Strategy · overview EN