LINEARREG
Summary
Least-squares straight-line fit over the last optInTimePeriod bars, reported as the fitted line value at the window endpoint (b + m*(period-1)).
Inputs
inReal— Series to fit
Outputs
outReal— Regression line value at the window endpoint
Parameters
optInTimePeriod— Number of bars in each regression window
Implementation
TA-Lib Definition: linearreg.c · linearreg.yaml
| Native | File |
|---|---|
| C | ta_LINEARREG.c |
| Rust | linearreg.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Linear Regression, Least Squares, Best Fit Line
See Also
LINEARREG_SLOPE · LINEARREG_ANGLE · LINEARREG_INTERCEPT · TSF