PositiveVolumeIndex

interface cAlgo.API.Indicators

DesktopCLICloud

The positive volume index measures the trend of the stock prices for days when volume increases from previous day's volume.

Definition

public interface PositiveVolumeIndex

Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator

Remarks

Assumes that the smart money is active on days when volume decreases (measured by the Negative Volume Index) and the not-so-smart money is active on days when volume increases.

Examples

Example 1

C#Pythonconfig.json

private PositiveVolumeIndex _positiveVolume;

protected override void Initialize()
{
   _positiveVolume = Indicators.PositiveVolumeIndex(Source);
}
public override void Calculate(int index)
{
   // Display Result of Indicator
   Result[index] = _positiveVolume.Result[index];
}

import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class Test():
    def initialize(self):
        self.positiveVolumeIndex = api.Indicators.PositiveVolumeIndex(api.Source)

    def calculate(self, index):
        api.Result[index] = self.positiveVolumeIndex.Result[index]

{
  "Parameters": [
    {
      "Name": "Source",
      "Type": "DataSeries"
    }
  ],
  "LineOutputs": [
    {
      "Name": "Result",
      "DisplayName": "Main"
    }
  ]
}

Example 2

C#Pythonconfig.json

using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Positive/Negative Volume Index indicators
    public partial class VolumeIndexSample : Robot
    {
        private double _volumeInUnits;

        private PositiveVolumeIndex _positiveVolumeIndex;
        private NegativeVolumeIndex _negativeVolumeIndex;

        private SimpleMovingAverage _simpleMovingAverage;

        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }

        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

            _positiveVolumeIndex = Indicators.PositiveVolumeIndex(Bars.ClosePrices);
            _negativeVolumeIndex = Indicators.NegativeVolumeIndex(Bars.ClosePrices);

            _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 20);
        }

        protected override void OnBar()
        {
            if (Bars.ClosePrices.Last(1) > _simpleMovingAverage.Result.Last(1))
            {
                ClosePositions(TradeType.Sell);

                if (BotPositions.Length == 0 && _negativeVolumeIndex.Result.Last(1) > _positiveVolumeIndex.Result.Last(1))
                {
                    ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                }
            }
            else if (Bars.ClosePrices.Last(1) < _simpleMovingAverage.Result.Last(1))
            {
                ClosePositions(TradeType.Buy);

                if (BotPositions.Length == 0 && _negativeVolumeIndex.Result.Last(1) > _positiveVolumeIndex.Result.Last(1))
                {
                    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);
            }
        }
    }
}

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):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.positiveVolumeIndex = api.Indicators.PositiveVolumeIndex(api.Bars.ClosePrices)
        self.negativeVolumeIndex = api.Indicators.NegativeVolumeIndex(api.Bars.ClosePrices)
        self.simpleMovingAverage = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 20)

    def on_bar(self):
        if api.Bars.ClosePrices.Last(1) > self.simpleMovingAverage.Result.Last(1):
            self.close_positions(TradeType.Sell)
            if len(self.get_bot_positions()) == 0 and self.negativeVolumeIndex.Result.Last(1) > self.positiveVolumeIndex.Result.Last(1):
                api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif api.Bars.ClosePrices.Last(1) < self.simpleMovingAverage.Result.Last(1):
            self.close_positions(TradeType.Buy)
            if len(self.get_bot_positions()) == 0 and self.negativeVolumeIndex.Result.Last(1) > self.positiveVolumeIndex.Result.Last(1):
                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)

{
  "AccessRights": "None",
  "TimeZone": "UTC",
  "Parameters": [
    {
      "Name": "VolumeInLots",
      "DisplayName": "Volume (Lots)",
      "Type": "Double",
      "DefaultValue": 0.01
    },
    {
      "Name": "StopLossInPips",
      "DisplayName": "Stop Loss (Pips)",
      "Type": "Double",
      "DefaultValue": 10
    },
    {
      "Name": "TakeProfitInPips",
      "DisplayName": "Take Profit (Pips)",
      "Type": "Double",
      "DefaultValue": 10
    },
    {
      "Name": "Label",
      "Type": "String",
      "DefaultValue": "Sample"
    }
  ]
}

Properties

Name	Description
ResultDesktopCLICloud`IndicatorDataSeries`	Gets or sets the time series result of the Positive Volume Index indicator instance.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars