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PriceROC

interface cAlgo.API.Indicators

DesktopCLICloud

The Price ROC calculates the percentage change between the most recent price and the n-periods of the past price.

Definition

public interface PriceROC

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

Remarks

Can be used to determine whether an instrument is overbought or oversold.

Examples

Example 1

private PriceROC _result;
protected override void Initialize()
{
    _result = Indicators.PriceROC(Bars.ClosePrices, 14);
}
public override void Calculate(int index)
{
    double result = _result.Result[index];
}
import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class Test():
    def initialize(self):
        self.priceRoc = api.Indicators.PriceROC(api.Bars.ClosePrices, 14)

    def calculate(self, index):
        result = self.priceRoc.Result[index]

Example 2

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

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Price ROC indicator
    public partial class PriceROCSample : Robot
    {
        private double _volumeInUnits;

        private PriceROC _priceROC;

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

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

            _priceROC = Indicators.PriceROC(Bars.ClosePrices, 12);
        }

        protected override void OnBar()
        {
            if (_priceROC.Result.Last(1) > 0 && _priceROC.Result.Last(2) <= 0)
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_priceROC.Result.Last(1) < 0 && _priceROC.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);
            }
        }
    }
}
import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *

# Import trading wrapper functions
from robot_wrapper import *

class PriceROCSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.priceROC = api.Indicators.PriceROC(api.Bars.ClosePrices, 12)

    def on_bar_closed(self):
        if self.priceROC.Result.Last(0) > 0 and self.priceROC.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.priceROC.Result.Last(0) < 0 and self.priceROC.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)
{
  "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
ResultDesktopCLICloudIndicatorDataSeries Gets the resulting time series of the Price ROC indicator calculation.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars