Example: Polynomial Regression for Spread Analysis

Example of applying polynomial regression channel to spreads or hedges between 2 assets.
Release Notes: changed method to support multivariate series as input to the polynomial regression function.
NOTE: this script is very demanding, it may time out if its processing too much data..

Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.


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