The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html More...
Public Member Functions | |
| RegressionChannel (string name, int period, decimal k) | |
| Initializes a new instance of the RegressionChannel class. More... | |
| RegressionChannel (int period, decimal k) | |
| Initializes a new instance of the LeastSquaresMovingAverage class. More... | |
| override void | Reset () |
| Resets this indicator and all sub-indicators (StandardDeviation, LowerBand, MiddleBand, UpperBand) More... | |
Public Attributes | |
| IndicatorBase< IndicatorDataPoint > | Intercept => LinearRegression.Intercept |
| The point where the regression line crosses the y-axis (price-axis) More... | |
| IndicatorBase< IndicatorDataPoint > | Slope => LinearRegression.Slope |
| The regression line slope More... | |
| override bool | IsReady => _standardDeviation.IsReady && LinearRegression.IsReady && UpperChannel.IsReady && LowerChannel.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IndicatorDataPoint input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.Indicator | |
| Indicator (string name) | |
| Initializes a new instance of the Indicator class using the specified name. More... | |
Properties | |
| LeastSquaresMovingAverage | LinearRegression [get] |
| Gets the linear regression More... | |
| IndicatorBase< IndicatorDataPoint > | UpperChannel [get] |
| Gets the upper channel (linear regression + k * stdDev) More... | |
| IndicatorBase< IndicatorDataPoint > | LowerChannel [get] |
| Gets the lower channel (linear regression - k * stdDev) More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Properties inherited from QuantConnect.Indicators.Indicator | |
| static int | DefaultWindowSize = 2 [get] |
| The default size of the history window for the indicator More... | |
| Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Detailed Description
The Regression Channel indicator extends the LeastSquaresMovingAverage with the inclusion of two (upper and lower) channel lines that are distanced from the linear regression line by a user defined number of standard deviations. Reference: http://www.onlinetradingconcepts.com/TechnicalAnalysis/LinRegChannel.html
Definition at line 24 of file RegressionChannel.cs.
Constructor & Destructor Documentation
◆ RegressionChannel() [1/2]
| QuantConnect.Indicators.RegressionChannel.RegressionChannel | ( | string | name, |
| int | period, | ||
| decimal | k | ||
| ) |
Initializes a new instance of the RegressionChannel class.
- Parameters
-
name The name of this indicator period The number of data points to hold in the window k The number of standard deviations specifying the distance between the linear regression and upper or lower channel lines
Definition at line 72 of file RegressionChannel.cs.
◆ RegressionChannel() [2/2]
| QuantConnect.Indicators.RegressionChannel.RegressionChannel | ( | int | period, |
| decimal | k | ||
| ) |
Initializes a new instance of the LeastSquaresMovingAverage class.
- Parameters
-
period The number of data points to hold in the window. k The number of standard deviations specifying the distance between the linear regression and upper or lower channel lines
Definition at line 87 of file RegressionChannel.cs.
Member Function Documentation
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator
- Returns
- A new value for this indicator
Definition at line 99 of file RegressionChannel.cs.
◆ Reset()
| override void QuantConnect.Indicators.RegressionChannel.Reset | ( | ) |
Resets this indicator and all sub-indicators (StandardDeviation, LowerBand, MiddleBand, UpperBand)
Definition at line 110 of file RegressionChannel.cs.
Member Data Documentation
◆ Intercept
| IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.RegressionChannel.Intercept => LinearRegression.Intercept |
The point where the regression line crosses the y-axis (price-axis)
Definition at line 49 of file RegressionChannel.cs.
◆ Slope
| IndicatorBase<IndicatorDataPoint> QuantConnect.Indicators.RegressionChannel.Slope => LinearRegression.Slope |
The regression line slope
Definition at line 54 of file RegressionChannel.cs.
◆ IsReady
| override bool QuantConnect.Indicators.RegressionChannel.IsReady => _standardDeviation.IsReady && LinearRegression.IsReady && UpperChannel.IsReady && LowerChannel.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 59 of file RegressionChannel.cs.
Property Documentation
◆ LinearRegression
|
get |
Gets the linear regression
Definition at line 34 of file RegressionChannel.cs.
◆ UpperChannel
|
get |
Gets the upper channel (linear regression + k * stdDev)
Definition at line 39 of file RegressionChannel.cs.
◆ LowerChannel
|
get |
Gets the lower channel (linear regression - k * stdDev)
Definition at line 44 of file RegressionChannel.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 64 of file RegressionChannel.cs.
The documentation for this class was generated from the following file:
- Indicators/RegressionChannel.cs
