Price predictions in calgo bot ?

PanagiotisCharalampous
30 Dec 2024, 07:39

Hi there,

Can you please explain which example you are referring to?

Best regards,

Panagiotis

algobeginner
30 Dec 2024, 10:31 ( Updated at: 30 Dec 2024, 10:41 )

RE: Price predictions in calgo bot ?

PanagiotisCharalampous said: 

Hi there,

Can you please explain which example you are referring to?

Best regards,

Panagiotis

it using indicator LinearRegressionForecast _ which I'm wonder if is trained model as name would suggest from Machine Learning ,or just some formula do calculations based on median's of source  ?

if this utilise trained model could we somehow import our own model from MLX into Bot to improve accuracy for specific pair   ? 

Ctrader heavy load CPU during optimisation but it have lot of spare computing power on GPU left so it could use it .

This example code :  → 
using cAlgo.API;

using cAlgo.API.Indicators;

using cAlgo.API.Internals;

namespace cAlgo.Robots

{

[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None, AddIndicators = true)]

public class LinearRegressionForecastSample : Robot

{

private double _volumeInUnits;

private LinearRegressionForecast _linearRegressionForecast;

[Parameter("Volume (Lots)", DefaultValue = 0.01)]

public double VolumeInLots { get; set; }

[Parameter("Stop Loss (Pips)", DefaultValue = 10, MaxValue = 100, MinValue = 1, Step = 1)]

public double StopLossInPips { get; set; }

[Parameter("Take Profit (Pips)", DefaultValue = 10, MaxValue = 100, MinValue = 1, Step = 1)]

public double TakeProfitInPips { get; set; }

[Parameter("Label", DefaultValue = "LinearRegressionForecastSample")]

public string Label { get; set; }

[Parameter("Source", Group = "Linear Regression Forecast")]

public DataSeries Source { get; set; }

[Parameter("Periods", DefaultValue = 9, Group = "Linear Regression Forecast", MinValue = 0)]

public int Periods { get; set; }

public Position[] BotPositions

{

get

{

return Positions.FindAll(Label);

}

}

protected override void OnStart()

{

_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

_linearRegressionForecast = Indicators.LinearRegressionForecast(Source, Periods);

}

protected override void OnBarClosed()

{

if (Bars.ClosePrices.Last(0) > _linearRegressionForecast.Result.Last(0) && Bars.ClosePrices.Last(1) <= _linearRegressionForecast.Result.Last(1))

{

ClosePositions(TradeType.Sell);

ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);

}

else if (Bars.ClosePrices.Last(0) < _linearRegressionForecast.Result.Last(0) && Bars.ClosePrices.Last(1) >= _linearRegressionForecast.Result.Last(1))

{

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);

}

}

}

}