Price Channel Upper (PCU).

Namespace: OpenQuant.API.Indicators
Assembly: OpenQuant.API (in OpenQuant.API.dll)

Syntax

Visual Basic (Declaration)
Public Class PCU Inherits Indicator

C#
public class PCU : Indicator

C++
ref class PCU : Indicator

J#
public class PCU extends Indicator

JScript
public class PCU extends Indicator

Remarks

Price Channel is one of the simplest and oldest trend-following models. It requires no calculations. The rules are: Buy when the weekly closing price moves up to a new 20-period high; sell and sell short when the weekly closing price moves down to a new 20-period low. In other words, when price moves out of its n-period range, go in the direction of this new trend.

Formula:

Inheritance Hierarchy

System.Object
OpenQuant.API.Indicator
OpenQuant.API.Indicators.PCU

Thread Safety

Public static (Shared in Visual Basic)staticShared members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Syntax

Remarks

Inheritance Hierarchy

Thread Safety

See Also