LinearRegressionIntercept
interface cAlgo.API.Indicators
DesktopCLICloud
Linear Regression Intercept is one of the indicators calculated by the Linear Regression approach.
Definition
public interface LinearRegressionIntercept
Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator
Remarks
Linear regression is a statistical tool used to predict the future from past data.
Examples
Example 1
private LinearRegressionIntercept _linearRegressionIntercept;
protected override void OnStart()
{
// initialize a new instance of LinearRegressionIntercept indicator class
_linearRegressionIntercept = Indicators.LinearRegressionIntercept(Bars.ClosePrices, Period);
}
import clr
clr.AddReference("cAlgo.API")
from cAlgo.API import *
class Test():
def initialize(self):
self.linearRegressionIntercept = api.Indicators.LinearRegressionIntercept(api.Bars.ClosePrices, api.Period)
{
"Parameters": [
{
"Name": "Period",
"Type": "Integer",
"DefaultValue": 14
}
]
}
Example 2
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Linear Regression Intercept indicator
public partial class LinearRegressionInterceptSample : Robot
{
private double _volumeInUnits;
private LinearRegressionIntercept _linearRegressionIntercept;
public Position[] BotPositions
{
get
{
return Positions.FindAll(Label);
}
}
protected override void OnStart()
{
_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
_linearRegressionIntercept = Indicators.LinearRegressionIntercept(Bars.ClosePrices, 20);
}
protected override void OnBar()
{
if (Bars.ClosePrices.Last(1) > _linearRegressionIntercept.Result.Last(1) && Bars.ClosePrices.Last(2) <= _linearRegressionIntercept.Result.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (Bars.ClosePrices.Last(1) < _linearRegressionIntercept.Result.Last(1) && Bars.ClosePrices.Last(2) >= _linearRegressionIntercept.Result.Last(2))
{
ClosePositions(TradeType.Buy);
ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
}
private void ClosePositions(TradeType tradeType)
{
foreach (var position in BotPositions)
{
if (position.TradeType != tradeType) continue;
ClosePosition(position);
}
}
}
}
import clr
clr.AddReference("cAlgo.API")
# Import cAlgo API types
from cAlgo.API import *
# Import trading wrapper functions
from robot_wrapper import *
class LinearRegressionInterceptSample():
def on_start(self):
self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
self.linearRegressionIntercept = api.Indicators.LinearRegressionIntercept(api.Bars.ClosePrices, 20)
def on_bar_closed(self):
if api.Bars.ClosePrices.Last(0) > self.linearRegressionIntercept.Result.Last(0) and api.Bars.ClosePrices.Last(1) <= self.linearRegressionIntercept.Result.Last(1):
self.close_positions(TradeType.Sell)
api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
elif api.Bars.ClosePrices.Last(0) < self.linearRegressionIntercept.Result.Last(0) and api.Bars.ClosePrices.Last(1) >= self.linearRegressionIntercept.Result.Last(1):
self.close_positions(TradeType.Buy)
api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
def get_bot_positions(self):
return api.Positions.FindAll(api.Label)
def close_positions(self, tradeType):
for position in self.get_bot_positions():
if position.TradeType != tradeType:
continue
api.ClosePosition(position)
{
"AccessRights": "None",
"TimeZone": "UTC",
"Parameters": [
{
"Name": "VolumeInLots",
"DisplayName": "Volume (Lots)",
"Type": "Double",
"DefaultValue": 0.01
},
{
"Name": "StopLossInPips",
"DisplayName": "Stop Loss (Pips)",
"Type": "Double",
"DefaultValue": 10
},
{
"Name": "TakeProfitInPips",
"DisplayName": "Take Profit (Pips)",
"Type": "Double",
"DefaultValue": 10
},
{
"Name": "Label",
"Type": "String",
"DefaultValue": "Sample"
}
]
}
Properties
| Name | Description |
|---|---|
ResultDesktopCLICloudIndicatorDataSeries | The Result Series of the Linear Regression Intercept Indicator |
Inherited members
From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars