# Regression reference

> All 4 regression in AlgoBarsX, each with its parameters, defaults, ranges and an example: linreg_slope, linreg_intercept, r_squared, ols.

Source: https://algobarsx.com/docs/ref-fn-regression/

### `linreg_slope(source = close, length = 20)` → series<number>

Slope of the least-squares line.

#### Parameters

| Name | Type | Default | Range | What it is |
| --- | --- | --- | --- | --- |
| `source` | series<number> | `close` |  | Series to calculate from. |
| `length` | int | `20` | 1 to 5000 | Number of bars in the calculation. |

```algobarsx
slope = linreg_slope(close, 20)
```

Works in: strategy, indicator, alert, library. Since 1.0.

### `linreg_intercept(source = close, length = 20)` → series<number>

Intercept of the least-squares line.

#### Parameters

| Name | Type | Default | Range | What it is |
| --- | --- | --- | --- | --- |
| `source` | series<number> | `close` |  | Series to calculate from. |
| `length` | int | `20` | 1 to 5000 | Number of bars in the calculation. |

```algobarsx
intercept = linreg_intercept(close, 20)
```

Works in: strategy, indicator, alert, library. Since 1.0.

### `r_squared(source = close, length = 20)` → series<number>

Coefficient of determination of the least-squares line.

#### Parameters

| Name | Type | Default | Range | What it is |
| --- | --- | --- | --- | --- |
| `source` | series<number> | `close` |  | Series to calculate from. |
| `length` | int | `20` | 1 to 5000 | Number of bars in the calculation. |

```algobarsx
fit_quality = r_squared(close, 20)
```

Works in: strategy, indicator, alert, library. Since 1.0.

### `ols(target, factors, length = 100)` → Regression

Multi-factor least-squares regression.

#### Parameters

| Name | Type | Default | Range | What it is |
| --- | --- | --- | --- | --- |
| `target` | series<number> | required |  | Dependent series. |
| `factors` | list<series<number>> | required |  | Explanatory series. |
| `length` | int | `100` | 1 to 5000 | Number of bars in the calculation. |

#### Outputs, read with a dot

| Name | Type | What it is |
| --- | --- | --- |
| `coefficients` | list<number> | One per factor. |
| `intercept` | number | Intercept. |
| `r_squared` | number | Fit quality. |
| `residual` | series<number> | Latest residual. |

```algobarsx
model = ols(returns(close), [returns(close_of(EURUSD)), returns(close_of(XAUUSD))], 100)
```

Works in: strategy, indicator, alert, library. Since 1.0.