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DetrendedPriceOscillator

Summary

The Detrended Price Oscillator Indicator interface.

Remarks

The Detrended Price Oscillator eliminates trends in prices, showing only absolute changes in price movement.

Signature 

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public abstract interface DetrendedPriceOscillator

Namespace

cAlgo.API.Indicators

Examples

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    private DetrendedPriceOscillator _detrendedPriceOscillator;
    [Output("Main")]
    public IndicatorDataSeries Result { get; set; }
    protected override void Initialize()
    {
        _detrendedPriceOscillator = Indicators.DetrendedPriceOscillator(Source, Periods, MaType);
    }
    public override void Calculate(int index)
    {
      // Display Result of Indicator
        Result[index] = _detrendedPriceOscillator.Result[index];
    }

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Detrended Price Oscillator indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class DetrendedPriceOscillatorSample : Robot
     {
         private double _volumeInUnits;
         private DetrendedPriceOscillator _detrendedPriceOscillator;
         [Parameter("Volume (Lots)", DefaultValue = 0.01)]
         public double VolumeInLots { get; set; }
         [Parameter("Stop Loss (Pips)", DefaultValue = 10)]
         public double StopLossInPips { get; set; }
         [Parameter("Take Profit (Pips)", DefaultValue = 10)]
         public double TakeProfitInPips { get; set; }
         [Parameter("Label", DefaultValue = "Sample")]
         public string Label { get; set; }
         public Position[] BotPositions
         {
             get
             {
                 return Positions.FindAll(Label);
             }
         }
         protected override void OnStart()
         {
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
             _detrendedPriceOscillator = Indicators.DetrendedPriceOscillator(Bars.ClosePrices, 14, MovingAverageType.Simple);
         }
         protected override void OnBar()
         {
             if (_detrendedPriceOscillator.Result.Last(1) > 0 && _detrendedPriceOscillator.Result.Last(2) <= 0)
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_detrendedPriceOscillator.Result.Last(1) < 0 && _detrendedPriceOscillator.Result.Last(2) >= 0)
             {
                 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);
             }
         }
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def initialize(self):
         # Source, Periods, and MaType are parameters defined in C# file of indicator
         self.detrendedPriceOscillator = api.Indicators.DetrendedPriceOscillator(api.Source, api.Periods, api.MaType)
     def calculate(self, index):
         # Result is an output defined in C# file of indicator
         # Display Result of Indicator
         api.Result[index] = self.detrendedPriceOscillator.Result[index]

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 """
 VolumeInLots, Periods, MaType, StopLossInPips, TakeProfitInPips, and Label are parameters defined in C# file of cBot.
 """
 import clr
 clr.AddReference("cAlgo.API")
 # Import cAlgo API types
 from cAlgo.API import *
 # Import trading wrapper functions
 from robot_wrapper import *
 class DetrendedPriceOscillatorSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.detrendedPriceOscillator  = api.Indicators.DetrendedPriceOscillator(api.Bars.ClosePrices, api.Periods, api.MaType)
     def on_bar_closed(self):
         if self.detrendedPriceOscillator.Result.Last(0) > 0 and self.detrendedPriceOscillator.Result.Last(1) <= 0:
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         elif self.detrendedPriceOscillator.Result.Last(0) < 0 and self.detrendedPriceOscillator.Result.Last(1) >= 0:
             self.close_positions(TradeType.Buy)
             api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
     def get_bot_positions(self):
         return api.Positions.FindAll(api.Label)
     def close_positions(self, tradeType):
         for position in self.get_bot_positions():
             if position.TradeType != tradeType:
                 continue
             api.ClosePosition(position)

Properties

Result

Summary

The resulting time series of Detrended Price Oscillator calculation.

Signature 

1
public abstract IndicatorDataSeries Result {get;}

Return Value

IndicatorDataSeries

Examples

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 private _detrendedPriceOscillator _dpoFast;
 private _detrendedPriceOscillator _dpoSlow;
 protected override void OnStart()
 {
     _dpoFast = Indicators.DetrendedPriceOscillator(Source, PeriodFast, MaType);
     _dpoSlow = Indicators.DetrendedPriceOscillator(Source, PeriodSlow, MaType);
 }
 protected override void OnBar()
 {
     if(_dpoFast.Result.Count < 1)
         return;
     int currentIndex = _dpoFast.Result.Count - 1;
     int prevIndex = currentIndex - 1;
     if (_dpoFast.Result[prevIndex] > _dpoSlow.Result[prevIndex])
     {
         //Do something
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 # Import cAlgo API types
 from cAlgo.API import *
 # Import trading wrapper functions
 from robot_wrapper import *
 class Test():
     def on_start(self):
         # Source, PeriodFast, PeriodSlow, and MaType are parameters defined in C# file of cBot
         self.dpoFast = api.Indicators.DetrendedPriceOscillator(api.Source, api.PeriodFast, api.MaType)
         self.dpoSlow = api.Indicators.DetrendedPriceOscillator(api.Source, api.PeriodSlow, api.MaType)
     def on_bar(self):
         if self.dpoFast.Result.Count < 1:
             return
         currentIndex = self.dpoFast.Result.Count - 1
         prevIndex = currentIndex - 1
         if self.dpoFast.Result[prevIndex] > self.dpoSlow.Result[prevIndex]:
             # Do something