Linear Regression between 2 or more symbols

[fxshrat]

You just need to read T.J. post here

Calculating half life for mean reverting series

Also you can code just from scratch like below. Code uses ALL bars and produces single value of intercept / slope for all bars. X = /* independent var */; Y = /* dependent var */; bars = BarCount - 1; // use all bars // calculate mean values mX = LastValue( MA( X, bars ) ); mY = LastValue( MA( Y, bars ) ); // differences x - mean(x) and y - mean(y) dX = X - mX; dY = Y - mY; // sums of squared differences sumX2 = LastValue( Sum( dX * dX, bars ) ); sumXY = LastValue( Sum( dX * dY, bars ) ); …