Logistic Regression calculation

deletedaccount051022 · 2022-04-22T11:00:53+00:00

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

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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

Legend

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

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

Legend

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 ?
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