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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

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public abstract interface PolynomialRegressionChannels

Namespace

cAlgo.API.Indicators

Properties

Name Description
Prc { get; set; } Get the Polynomial Regression Channels Prc data series
Sqh { get; set; } Get the Polynomial Regression Channels Sqh data series
Sql { get; set; } Get the Polynomial Regression Channels Sql data series
Sql2 { get; set; } Get the Polynomial Regression Channels Sql2 data series
Sqh2 { get; set; } Get the Polynomial Regression Channels Sqh2 data series

Examples

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 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);
             }
         }
     }
 }

Last update: December 7, 2022

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