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VolumeROC

interface cAlgo.API.Indicators

DesktopCLICloud

The Volume Rate of Change indicator measures the Rate Of Change of the tick volume.

Definition

public interface VolumeROC

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

Remarks

It shows whether a volume trend is developing and can be used to confirm price moves or not.

Examples

Example 1

private VolumeROC _volumeROC;

protected override void Initialize()
{
   _volumeROC = Indicators.VolumeROC(Period);
}
public override void Calculate(int index)
{
   // Display Result of Indicator
   Result[index] = _volumeROC.Result[index];
}
import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class Test():
    def initialize(self):
        self.volumeROC = api.Indicators.VolumeROC(api.Period)

    def calculate(self, index):
        api.Result[index] = self.volumeROC.Result[index]
{
  "Parameters": [
    {
      "Name": "Period",
      "Type": "Integer",
      "DefaultValue": 14
    }
  ],
  "LineOutputs": [
    {
      "Name": "Result",
      "DisplayName": "Main"
    }
  ]
}

Example 2

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

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

        private VolumeROC _volumeROC;

        private SimpleMovingAverage _priceSimpleMovingAverage;
        private SimpleMovingAverage _volumeROCSimpleMovingAverage;

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

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

            _volumeROC = Indicators.VolumeROC(14);

            _volumeROCSimpleMovingAverage = Indicators.SimpleMovingAverage(_volumeROC.Result, 14);

            _priceSimpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
        }

        protected override void OnBar()
        {
            if (_volumeROC.Result.Last(1) < _volumeROCSimpleMovingAverage.Result.Last(1)) return;

            if (Bars.ClosePrices.Last(1) > _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) <= _priceSimpleMovingAverage.Result.Last(2))
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (Bars.ClosePrices.Last(1) < _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) >= _priceSimpleMovingAverage.Result.Last(2))
            {
                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 VolumeROCSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.volumeROC = api.Indicators.VolumeROC(14)
        self.volumeROCSimpleMovingAverage = api.Indicators.SimpleMovingAverage(self.volumeROC.Result, 14)
        self.priceSimpleMovingAverage = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 14)

    def on_bar_closed(self):
        if self.volumeROC.Result.Last(0) < self.volumeROCSimpleMovingAverage.Result.Last(0):
            return

        if api.Bars.ClosePrices.Last(0) > self.priceSimpleMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) <= self.priceSimpleMovingAverage.Result.Last(1):
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif api.Bars.ClosePrices.Last(0) < self.priceSimpleMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) >= self.priceSimpleMovingAverage.Result.Last(1):
            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 or sets the time series of the Volume ROC indicator.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars