Skip to content

LinearRegressionSlope

Summary

The calculation of the Linear Regression Slope Indicator.

Remarks

Linear Regression Slope refers to the slope of the Least Squares Line. This slope represents how prices change per unit of time.

Signature

1
public abstract interface LinearRegressionSlope

Namespace

cAlgo.API.Indicators

Properties

Name Description
Result { get; } The resulting time series of the calculation of the Linear Regression Slope indicator.

Examples

1
2
3
4
5
 private LinearRegressionSlope _lrSlope;
 protected override void Initialize()
 {
     _lrSlope = Indicators.LinearRegressionSlope(MarketSeries.Close, 14);
 }
 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
 using cAlgo.API;
 using cAlgo.API.Indicators;
 using cAlgo.API.Internals;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Linear Regression Slope indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class LinearRegressionSlopeSample : Robot
     {
         private double _volumeInUnits;
         private LinearRegressionSlope _linearRegressionSlope;
         private SimpleMovingAverage _simpleMovingAverage;
         private ExponentialMovingAverage _exponentialMovingAverage;
         [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);
             _linearRegressionSlope = Indicators.LinearRegressionSlope(Bars.ClosePrices, 20);
             _simpleMovingAverage = Indicators.SimpleMovingAverage(_linearRegressionSlope.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 (_linearRegressionSlope.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 (_linearRegressionSlope.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);
             }
         }
     }
 }

Last update: June 26, 2022

Comments