LinearRegressionRSquared

private LinearRegressionRSquared rSquared;

protected override void OnStart()
{
    // initialize rSquared indicator
    rSquared = Indicators.LinearRegressionRSquared(Bars.ClosePrices, 20);
}
protected override void OnTick()
{
    Print("{0}", rSquared.Result.LastValue);
}

import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *

# Import trading wrapper functions
from robot_wrapper import *

class Test():
    def on_start(self):
        # Initialize rSquared indicator
        self.rSquared = api.Indicators.LinearRegressionRSquared(api.Bars.ClosePrices, 20)

    def on_tick(self):
        api.Print(f"{self.rSquared.Result.LastValue}")

using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Linear Regression R Squared indicator
    public partial class LinearRegressionRSquaredSample : Robot
    {
        private double _volumeInUnits;

        private LinearRegressionRSquared _linearRegressionRSquared;

        private SimpleMovingAverage _simpleMovingAverage;

        private ExponentialMovingAverage _exponentialMovingAverage;

        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }

        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

            _linearRegressionRSquared = Indicators.LinearRegressionRSquared(Bars.ClosePrices, 20);

            _simpleMovingAverage = Indicators.SimpleMovingAverage(_linearRegressionRSquared.Result, 10);

            _exponentialMovingAverage = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 20);
        }

        protected override void OnBar()
        {
            if (Bars.ClosePrices.Last(1) > _exponentialMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) <= _exponentialMovingAverage.Result.Last(2))
            {
                ClosePositions(TradeType.Sell);

                if (_linearRegressionRSquared.Result.Last(1) > _simpleMovingAverage.Result.Last(1))
                {
                    ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                }
            }
            else if (Bars.ClosePrices.Last(1) < _exponentialMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) >= _exponentialMovingAverage.Result.Last(2))
            {
                ClosePositions(TradeType.Buy);

                if (_linearRegressionRSquared.Result.Last(1) > _simpleMovingAverage.Result.Last(1))
                {
                    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 LinearRegressionRSquaredSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.linearRegressionRSquared = api.Indicators.LinearRegressionRSquared(api.Bars.ClosePrices, 20)
        self.simpleMovingAverage = api.Indicators.SimpleMovingAverage(self.linearRegressionRSquared.Result, 10)
        self.exponentialMovingAverage = api.Indicators.ExponentialMovingAverage(api.Bars.ClosePrices, 20)

    def on_bar_closed(self):
        if api.Bars.ClosePrices.Last(0) > self.exponentialMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) <= self.exponentialMovingAverage.Result.Last(1):
            self.close_positions(TradeType.Sell)
            if self.linearRegressionRSquared.Result.Last(0) > self.simpleMovingAverage.Result.Last(0):
                api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif api.Bars.ClosePrices.Last(0) < self.exponentialMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) >= self.exponentialMovingAverage.Result.Last(1):
            self.close_positions(TradeType.Buy)
            if self.linearRegressionRSquared.Result.Last(0) > self.simpleMovingAverage.Result.Last(0):
                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"
    }
  ]
}