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LinearRegressionIntercept

Summary

Linear Regression Intercept is one of the indicators calculated by the Linear Regression approach.

Remarks

Linear regression is a statistical tool used to predict the future from past data.

Signature

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public abstract interface LinearRegressionIntercept

Namespace

cAlgo.API.Indicators

Properties

Name Description
Result { get; } The Result Series of the Linear Regression Intercept Indicator

Examples

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 [Parameter("Period", DefaultValue = 14)]
    public int Period { get; set; }
    protected override void OnStart()
 {
     // initialize a new instance of LinearRegressionIntercept indicator class
        _linearRegressionIntercept = Indicators.LinearRegressionIntercept(MarketSeries.Close, Period);
    }
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 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
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class LinearRegressionInterceptSample : Robot
     {
         private double _volumeInUnits;
         private LinearRegressionIntercept _linearRegressionIntercept;
         [Parameter("Volume (Lots)", DefaultValue = 0.01)]
         public double VolumeInLots { get; set; }
         [Parameter("Stop Loss (Pips)", DefaultValue = 10)]
         public double StopLossInPips { get; set; }
         [Parameter("Take Profit (Pips)", DefaultValue = 10)]
         public double TakeProfitInPips { get; set; }
         [Parameter("Label", DefaultValue = "Sample")]
         public string Label { get; set; }
         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);
             }
         }
     }
 }

Last update: December 8, 2022

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