Standard Error of Regression (STDERR)

Category: volatility

Measures the dispersion of price data points around a linear regression line, quantifying the accuracy of a trend model.

Formula

\text{STDERR} = \sqrt{\frac{\sum (y_i - \hat{y}_i)^2}{n - 2}} \\ \text{where } \hat{y}_i = \text{intercept} + \text{slope} \cdot i \text{ (Least Squares Regression)}

Inputs

• Period (default: 14)
• Source (default: close)

See signal primitives and every published strategy that uses Standard Error of Regression (STDERR) on WOBR StrategyVerse.