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.
Syntax
public interface PolynomialRegressionChannels
Members
Name | Type | Summary |
---|---|---|
Prc | Property | |
Sqh | Property | |
Sqh2 | Property | |
Sql | Property | |
Sql2 | Property |
Example 1
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); } } } }