LinearRegressionAngle — Linear Regression Angle

The regression slope expressed as an angle in degrees. Bounded to ±90 regardless of the instrument’s price, which makes it readable at a glance — though the mapping still depends on the chart’s scale, so it is a presentation of the slope, not a normalisation of it.

Signature

LinearRegressionAngle(period, on=<source>)

Argument	Type	Required	Notes
period	int Param or literal	Yes	Regression window. Default 14, bounds 2–400.
on=	symbol, OHLCV field, or indicator	No	Source. Defaults to the trade symbol’s close.

Formula

$$ \text{angle} = \arctan(\text{slope}) \cdot \frac{180}{\pi} $$

Warmup

period bars; 0 until then.

Reading the value

ang.value
ang > 45
ang.crossed_above(0)

Example

class SteepTrend(Strategy):
    """Only join a trend once the regression is genuinely steep."""
    trade = Symbol()
    sizing = FixedCapital()

    def execute(self):
        ang = LinearRegressionAngle(14, on=self.trade)
        if ang.value > 45 and self.trade.is_flat:
            self.buy(self.trade, reason=f"Angle {ang.value:.0f} deg")
        if ang.value < 0 and self.trade.is_long:
            self.sell(self.trade, self.trade.position, reason="Angle negative")

Notes

• TA-Lib LINEARREG_ANGLE.
• Proven by an assert-via-trade run on SPY daily (matched a strategy-side arctangent of the OLS slope to 1e-3 on every bar; zero alarm trades).
• The angle is only meaningful relative to the price scale: one point per bar on a $10 stock and on a $600 index give the same angle here but are wildly different moves. Prefer LinearRegressionSlope divided by price for cross-instrument work.