Your browser does not seem to support JavaScript. As a result, your viewing experience will be diminished, and you have been placed in read-only mode.

Please download a browser that supports JavaScript, or enable it if it's disabled (i.e. NoScript).

For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

slope and intercept inverted in OLS_Slope_InterceptN

Indicators/Strategies/Analyzers

3

3

320

Log in to reply

André Tavares last edited by

The class OLS_Slope_InterceptN calculates slope and intercept. However I think it is on the wrong order. It is as follows:

slope, intercept = sm.OLS(p0, p1).fit().params

I think the correct is:

intercept, slope = sm.OLS(p0, p1).fit().params

I am right?
1 Reply Last reply
Reply Quote 1
Tom Feron last edited by

Yes. I came here to report the same issue.
1 Reply Last reply
Reply Quote 1
run-out last edited by

Added as an issue in Backtrader2... https://github.com/backtrader2/backtrader/issues/28
RunBacktest.com
1 Reply Last reply
Reply Quote 1