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

Publicado em: 01 Novembro 2022
no canal de: Algovibes

11,886

346

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!

Get the Notebook/Source code by becoming a Tier-3 Channel member or get other perks like Discord to exchange with like minded people here:
   / algovibes

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

Nesta página do site você pode assistir ao vídeo on-line LEAST SQUARES MOVING AVERAGE - Machine Learning 😯 Technical Trading Indicator in Python duração hora minuto segundo em boa qualidade , que foi baixado pelo usuário Algovibes 01 Novembro 2022, compartilhe o link com seus amigos e conhecidos, no youtube este vídeo já foi visto 11,886 vezes e gostou 346 espectadores. Boa visualização!

107