Does anyone have a demo using the Regression Channel algorithm but on crypto? The demos use equities...
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Regression Channel on crypto in python
Iman Mohtashemi | January 2018
Does anyone have a demo using the Regression Channel algorithm but on crypto? The demos use equities...
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Mat mat
+1 , I'm new and have same question. Pls share if you have the answer
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Mat mat
Hi, i tried this and it seems to work but i have no idea if what i do is correct.
from clr import AddReference AddReference ("System") AddReference ("QuantConnect.Algorithm") AddReference ("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Brokerages import * class BTC_Reg_Channel (QCAlgorithm) : def Initialize(self): self.SetStartDate (2018, 1, 1) self.SetEndDate (2018, 5, 1) self.SetCash (100000) self.SetBrokerageModel (BrokerageName.GDAX, AccountType.Cash) crypto = self.AddCrypto ("ETHUSD", Resolution.Daily) self.sym = crypto.Symbol self.rc = self.RC (self.sym, 30, 2, Resolution.Daily) def OnData (self, data): if (not self.rc.IsReady) or (not data.ContainsKey(self.sym)): return if data[self.sym] is None: return holdings = self.Portfolio [self.sym].Quantity price = self.Securities [self.sym].Close quantity = 1 if (holdings <= 0): if (price > self.rc.LowerChannel.Current.Value) : self.SetHoldings (self.sym, quantity) if (holdings > 0) : if (price > self.rc.UpperChannel.Current.Value) : self.SetHoldings(self.sym, - quantity)
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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