Logistic Regression calculation

• 04/22/2022 at 12:00 PM #192063
  deletedaccount051022

  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

  

  deletedaccount051022

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

  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.

  

  Nicolas

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

  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

   

  

  deletedaccount051022

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  04/26/2022 at 7:36 AM #192214
  paisantrader

  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

  

  paisantrader

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

  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 ?

  

  Nicolas

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