Skip to content

PolynomialRegressionChannels

Summary

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.

Signature

1
public abstract interface PolynomialRegressionChannels

Namespace

cAlgo.API.Indicators

Examples

 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
 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Polynomial Regression Channels indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class PolynomialRegressionChannelsSample : Robot
     {
         private double _volumeInUnits;
         private PolynomialRegressionChannels _polynomialRegressionChannels;
         [Parameter("Volume (Lots)", DefaultValue = 0.01)]
         public double VolumeInLots { get; set; }
         [Parameter("Label", DefaultValue = "Sample")]
         public string Label { get; set; }
         [Parameter("Source")]
         public DataSeries Source { get; set; }
         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);
             }
         }
     }
 }

Properties

Prc

Summary

Get the Polynomial Regression Channels Prc data series

Signature

1
public abstract IndicatorDataSeries Prc {get; set;}

Return Value

IndicatorDataSeries

Sqh

Summary

Get the Polynomial Regression Channels Sqh data series

Signature

1
public abstract IndicatorDataSeries Sqh {get; set;}

Return Value

IndicatorDataSeries

Sql

Summary

Get the Polynomial Regression Channels Sql data series

Signature

1
public abstract IndicatorDataSeries Sql {get; set;}

Return Value

IndicatorDataSeries

Sql2

Summary

Get the Polynomial Regression Channels Sql2 data series

Signature

1
public abstract IndicatorDataSeries Sql2 {get; set;}

Return Value

IndicatorDataSeries

Sqh2

Summary

Get the Polynomial Regression Channels Sqh2 data series

Signature

1
public abstract IndicatorDataSeries Sqh2 {get; set;}

Return Value

IndicatorDataSeries