LinReg TPL For MultiCharts
The LinReg TPL for MC has a bug - it doesn't correctly translate Shift.
Code in TPL is (note the end hard-coded 1):
<@compress_single_line>
(Open[0]<@printInput block /> > SQ_LinearRegression(<@printComputedFromParam block /><@printInput block />, <@printParam block "#Period#" />)[1])
</@compress_single_line>
(Open[0]<@printInput block /> > SQ_LinearRegression(<@printComputedFromParam block /><@printInput block />, <@printParam block "#Period#" />)[1])
</@compress_single_line>
Should be:
<@compress_single_line>
(Open[0]<@printInput block /> > SQ_LinearRegression(<@printComputedFromParam block /><@printInput block />, <@printParam block "#Period#" />)[<@printShift block shift />])
</@compress_single_line>
(Open[0]<@printInput block /> > SQ_LinearRegression(<@printComputedFromParam block /><@printInput block />, <@printParam block "#Period#" />)[<@printShift block shift />])
</@compress_single_line>
Most likely the hard-coded Open[0] is also not right.
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Votes +2
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Project StrategyQuant X
-
Type Bug
-
Status Fixed
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Priority Normal
History
Votes: +2
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