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.

Syntax

public interface LinearRegressionIntercept

Members

NameTypeSummary
Result PropertyThe Result Series of the Linear Regression Intercept Indicator

Example 1

[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);
}

Example 2

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);
            }
        }
    }
}
Reference