The Hidden Edge: Trading using Linear Regression
QuantProgram QuantProgram
76.5K subscribers
12,822 views
0

 Published On Nov 17, 2023

Today we will discuss how we can use the linear regression indicator to create a mean reverting strategy that has beaten the SPY buy and hold. You can download the pinescript code for the strategy below.

https://www.quantprogram.com/LRegress...

The high performance edition is only for students and can be found in the "Codes" section in the QuantProgram Prometheus Course

Our Course's
https://www.quantprogram.com/store

Full Beginner Tutorial for Tradingview Pinecript:    • Tradingview Pinescript Version 5 FULL...  
RSI Strategy Backtested Pinescript:    • RSI Strategy Backtested In Pinescript...  
Backtesting Pullback Strategy Pinecript:    • Pullback Strategy Backtested in Tradi...  
Stan Weinstein Strategy Pinecript code:    • Stan Weinstein's Trading Strategy Exp...  
Create Stop Loss Take Profit Code:    • Create Stop Loss and Take profit for ...  
Creating Trailing stop Loss in Tradingview Pinescript:    • Trailing Stop Loss Code for your Back...  
RSI divergence V4 Pinescript code:    • RSI Divergence Pinescript Code Tradin...  
Donchian Breakout Pinescript Code:    • Donchian Channel Breakout Pinescript ...  
Inside day Strategy Pinescript Code:    • Backtesting  Inside day Strategy in P...  
Bullish Engulfing Strategy Pinescript Code:    • BACKTESTING Candlestick Patterns(Bull...  
https://www.quantprogram.com/RSI_Dive...

Disclaimer: The contents provided in the channel are purely educational. We do not provide any financial or investment advice. There is a very high degree of risk involved in trading. Past results are not indicative of future returns. quantprogram.com and all individuals affiliated with this site assume no responsibilities for your trading and investment results. The contents, videos, columns, articles and all other features are for educational purposes only and should not be construed as investment advice.

Chapters
00:00 What you'll learn today
02:05 Personal Portfolio Performance
06:01 Definition Linear regression
07:28 Regression Indicator in Tradingview
08:38 Strategy Code Explanation
10:45 Improving the Strategy
12:33 Course Regression Strategy results
13:27 Blueprint for approving Trading strategies
14:41 Strategy results in Quantconnect with commisions

show more

Share/Embed