Logistic Regression calculation

Viewing 5 posts - 1 through 5 (of 5 total)
  • Author
    Posts
  • 04/22/2022 at 12:00 PM #192063 quote
    deletedaccount051022
    Participant
    New

    Hi,

    Was wondering if anyone has managed to produce a logistic regression within the PRT platform please?  Am trying to find a solution to migrate a strategy across from another platform but not had much success on the logistic regression yet.

    Thanks very much

    04/22/2022 at 1:12 PM #192066 quote
    Nicolas
    Keymaster
    Master

    Do you have source code or formula of a logistic regression please? What platform is your original code, so I can look for the exact same formula.

    04/22/2022 at 6:26 PM #192084 quote
    deletedaccount051022
    Participant
    New

    Hi Nicolas

    Thank you, appreciate you taking a look.  The platform uses python, I’ve taken a quick look and it calls a stored function.

    logisticRegr = LogisticRegression()

    However, I can re-create a close match in Excel but it requires the Solver Add-In to finish the process.  Will search for the complete formula.

    Thank you

    Logistical.png Logistical.png
    04/26/2022 at 7:36 AM #192214 quote
    paisantrader
    Participant
    Senior

    I’ve come across it a few times in some articles, but never got around to using it. But here’s a few scripts that has the formula:

    Pine script: https://www.tradingview.com/script/49YIV1jW-Machine-Learning-Logistic-Regression/
    MT5: https://www.mql5.com/en/articles/10626

    04/26/2022 at 8:51 AM #192219 quote
    Nicolas
    Keymaster
    Master

    Seems ok to me to translate the pinescript code, but is it really that version (applied on price) that is needed in your strategy @samsampop ?

  • Author
    Posts
Viewing 5 posts - 1 through 5 (of 5 total)
  • You must be logged in to reply to this topic.

Logistic Regression calculation


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
deletedaccount051022 @deletedaccount051022 Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by Nicolas
3 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/22/2022
Status: Active
Attachments: 1 files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™