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描述
Expected Behavior
Lean supports LeastSquaresMovingAverage as a Lean Indicator which takes a Symbol object, a benchmark Symbol, and a look-back period.
Actual Behavior
The current implementation assumes a constant slope: LeastSquaresMovingAverage.cs#L59. See #83.
Potential Solution
Implement this indicator.
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue