Price Channel Upper (PCU).

For a list of all members of this type, see PCU Members.

System.Object
   RQuant.Indicator.TTimeArray
      RQuant.Indicator.TDoubleArray
         RQuant.Indicator.TIndicator
            RQuant.Indicator.PCU

Thread Safety

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

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:

Example

 TDataManager.cd("Demo");

 TDailyArray Daily1 = TDataManager.GetStock("YHOO").DailyArray;

    DateTime Date1 = DateTime.Parse("1999/02/08"); 
    DateTime Date2 = DateTime.Parse("2000/12/29"); 

    TDailyArray Daily = Daily1.Clone(Date1, Date2);

    TCanvas Canvas = new TCanvas("Canvas","PCU DEMO",600,400);
        
    Canvas.Divide(1,2);
    
    PCU PCU = new PCU(Daily, 14);
    
    Canvas.cd(1);
    Daily.Draw("c");
    
    Canvas.cd(2);
    PCU.Draw(Color.Red);
    

Requirements

Namespace: RQuant.Indicator

Assembly: RQuant.Indicator (in RQuant.Indicator.dll)

See Also

PCU Members | RQuant.Indicator Namespace

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