LEAST SQUARES MOVING AVERAGE - Machine Learning 😯 Technical Trading Indicator in Python

Publicado el: 01 noviembre 2022
en el canal de: Algovibes

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Hi everyone,
A very interesting technical indicator built with a linear regression (OLS) as an alternative for Moving averages.
I am going to show you how the regression is set up (you will also learn how to run a linear regression in the stock market (or whatever asset you are interested in), then we are running hundreds of OLS regressions to estimate the Least Squares Moving Average values and finally we set up a simple Trading strategy with the LSMA and backtest it.

Someone ask me to look into this - thanks a lot for the suggestion!

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More in depth consideration of the LSMA indicator (maybe in combination with other technicals)? Like the video and let me know below!

Interested in automated Cryptocurrency Trading?
Check out the videos in the Cryptobot playlist here:
   • Cryptocurrency Bots / Automated Cryptotrading

Disclaimer: This video is not an investment advice and is for informational and educational purposes only.

Check out my age old video on setting up a linear regression here:
   • Linear regression in Python without librar...

00:00 - 01:20 Introduction / Disclaimer
01:20 - 02:06 Libraries / pulling stock prices
02:06 - 08:52 Regression for the very first date
08:52 - 15:38 Running ALL regressions
15:38 - 17:25 Data Handling (merging etc.)
17:25 - 21:20 Simple Trading Strategy using the indicator
21:20 - 24:35 Results (profit, win rate, etc.)
24:35 - 25:01 MORE ON LSMA?!
#python #trading #machinelearning #regression

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