I would like to create a custom window indicator from more than one serie (let's say a X1, X2, X3) and compute a linear regression X1 = b0 + b1*X2 + b2*X3

I found the class Lean/Indicators/LeastSquaresMovingAverage.cs but it's only based on one serie and the time.

The probleme is not the linear regression obiously but creating a aggregator indicator hat takes as input N series.

Is it something possible?

Thank you for your help,