PolynomialRegressionChannels
interface cAlgo.API.Indicators
DesktopCLICloud
Polynomial Regression Channel (PRC) is an RTX Extension indicator that draws a best fit n-degree polynomial regression line through a recent period of data.
Definition
public interface PolynomialRegressionChannels
Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator
Examples
Example 1
var prc = Indicators.PolynomialRegressionChannels(3, 120, 1.62, 2);
Print("Regression: {0}, Upper: {1}, Lower: {2}", prc.Prc.Last(1), prc.Sqh.Last(1), prc.Sql.Last(1));
prc = api.Indicators.PolynomialRegressionChannels(3, 120, 1.62, 2)
api.Print(f"Regression: {prc.Prc.Last(1)}, Upper: {prc.Sqh.Last(1)}, Lower: {prc.Sql.Last(1)}")
Example 2
using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Polynomial Regression Channels indicator
public partial class PolynomialRegressionChannelsSample : Robot
{
private double _volumeInUnits;
private PolynomialRegressionChannels _polynomialRegressionChannels;
public Position[] BotPositions
{
get
{
return Positions.FindAll(Label);
}
}
protected override void OnStart()
{
_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
_polynomialRegressionChannels = Indicators.PolynomialRegressionChannels(3, 120, 1.62, 2);
}
protected override void OnBar()
{
if (Bars.LowPrices.Last(1) <= _polynomialRegressionChannels.Sql.Last(1) && Bars.LowPrices.Last(2) > _polynomialRegressionChannels.Sql.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label);
}
else if (Bars.HighPrices.Last(1) >= _polynomialRegressionChannels.Sqh.Last(1) && Bars.HighPrices.Last(2) < _polynomialRegressionChannels.Sqh.Last(2))
{
ClosePositions(TradeType.Buy);
ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label);
}
}
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 PolynomialRegressionChannelsSample():
def on_start(self):
self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
self.polynomialRegressionChannels = api.Indicators.PolynomialRegressionChannels(3, 120, 1.62, 2)
def on_bar_closed(self):
if api.Bars.LowPrices.Last(0) <= self.polynomialRegressionChannels.Sql.Last(0) and api.Bars.LowPrices.Last(1) > self.polynomialRegressionChannels.Sql.Last(1):
self.close_positions(TradeType.Sell)
api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label)
elif api.Bars.HighPrices.Last(0) >= self.polynomialRegressionChannels.Sqh.Last(0) and api.Bars.HighPrices.Last(1) < self.polynomialRegressionChannels.Sqh.Last(1):
self.close_positions(TradeType.Buy)
api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label)
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": "Label",
"Type": "String",
"DefaultValue": "Sample"
},
{
"Name": "Source",
"Type": "DataSeries"
}
]
}
Properties
| Name | Description |
|---|---|
PrcDesktopCLICloudIndicatorDataSeries | Get the Polynomial Regression Channels Prc data series |
SqhDesktopCLICloudIndicatorDataSeries | Get the Polynomial Regression Channels Sqh data series |
Sqh2DesktopCLICloudIndicatorDataSeries | Get the Polynomial Regression Channels Sqh2 data series |
SqlDesktopCLICloudIndicatorDataSeries | Get the Polynomial Regression Channels Sql data series |
Sql2DesktopCLICloudIndicatorDataSeries | Get the Polynomial Regression Channels Sql2 data series |
Inherited members
From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars