Multiple Regression Trend Analysis

Multiple Regression Trend Analysis is a trend-following indicator that uses the average of three regressions. These regressions are related to each other by their lengths: the length of the second regression is subtracted from the length of the first regression, and the length of the third regression is added to the length of the first regression. This method results in a more smoothed signal. Due to its trend-following nature, the indicator does not perform well in mean-reverting markets.

The coded inputs are optimized for the BTC index price.