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.

Syntax

public interface LinearRegressionSlope

Members

Name	Type	Summary
Result	Property	The resulting time series of the calculation of the Linear Regression Slope indicator.

Example 1

private LinearRegressionSlope _lrSlope;
protected override void Initialize()
{
    _lrSlope = Indicators.LinearRegressionSlope(MarketSeries.Close, 14);
}

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 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);
            }
        }
    }
}

Reference