---
url: /indicators/slope.md
description: >-
  Slope of the best fit line is determined by an ordinary least-squares simple
  linear regression on price.  It can be used to help identify trend strength
  and direction.  This indicator can be used to produce both a rolling slope
  value and a straight line through a specified lookback window.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/slope
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Slope and linear regression

[Slope of the best fit line](https://www.google.com/search?q=Slope+linear+regression+indicator) is determined by an [ordinary least-squares simple linear regression](https://en.wikipedia.org/wiki/Simple_linear_regression) on price.  It can be used to help identify trend strength and direction.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/241 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<SlopeResult> results =
  bars.ToSlope(lookbackPeriods);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) for the linear regression.  Must be greater than 1. |

### Historical price bars requirements

You must have at least `N` periods of `bars` to cover the warmup periods.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<SlopeResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The first `N-1` periods will have `null` values for `Slope` since there's not enough data to calculate.
* `Line` values are only provided for the last `N` periods of your bar history

> [!WARNING]
> **️🖌️ Repaint warning**
>
> The `Line` is continuously repainted since it is based on the last bar and lookback period.

### `SlopeResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `Slope` | *`double`* | Slope `𝑚` of the best-fit line of price |
| `Intercept` | *`double`* | Y-intercept `𝑏` of the best-fit line |
| `StdDev` | *`double`* | Standard deviation of price over `N` lookback periods |
| `RSquared` | *`double`* | R-squared (R²), aka Coefficient of determination |
| `Line` | *`decimal`* | Best-fit line `𝑦` over the last `N` periods (i.e. `𝑦=𝑚𝑥+𝑏` using last period values) |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

This indicator may be generated from any chain-enabled indicator or method.

```csharp
// example
var results = bars
    .ToEma(..)
    .ToSlope(..);
```

Results can be further processed on `Slope` with additional chain-enabled indicators.

```csharp
// example
var results = bars
    .ToSlope(..)
    .ToRsi(..);
```

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
SlopeList slopeList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  slopeList.Add(bar);
}

// based on `ICollection<SlopeResult>`
IReadOnlyList<SlopeResult> results = slopeList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
SlopeHub observer = barHub.ToSlopeHub(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<SlopeResult> results = observer.Results;
```

> [!WARNING]
> **️🖌️ Repaint warning**
>
> The streaming implementation exhibits the same repaint behavior as the series version. `Line` values are recalculated for the last `N` periods as new data arrives, matching the series implementation's behavior.

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.