Linear Regression

LINEARREG calculates the linear regression of a security’s closing prices.

Method

tm.ta.linearreg(source, timeperiod)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-
timeperiod	int	Number of periods for the indicator	14

Outputs

Output	Type
linearreg	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Linear Regression
    linearreg = tm.ta.linearreg(data.close, timeperiod=14)

    # Get the last value and print
    last_value = linearreg.iloc[-1]
    tm.log(f"Last value of Linear Regression is {last_value}")

    # Plot the values of linearreg
    tm.plot(linearreg, title="Linear Regression", overlay=False)