Example: Polynomial Regression for Spread Analysis — Indicator by RicardoSantos

oscillator educational example polynomial regression hedge spread

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.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

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