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HighMinusLow

Summary

Difference between Bars.HighPrices and Bars.LowPrices calculation for each index

Remarks

This volatility indicator works by calculating the difference between the high and the low of each trendbar. The larger the difference between high and low, the more volatile the market during that period.

Signature 

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public abstract interface HighMinusLow

Namespace

cAlgo.API.Indicators

Examples

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    using cAlgo.API;
    using cAlgo.API.Indicators;
    namespace cAlgo.Indicators
    {
        [Indicator]
        public class Example : Indicator
        {
            private HighMinusLow _highMinusLow;
            protected override void Initialize()
            {
                _highMinusLow = Indicators.HighMinusLow();
            }
            public override void Calculate(int index)
            {
              // same as Bars.HighPrices[index] - Bars.LowPrices[index];
                Print("High minus Low result = {0}", _highMinusLow.Result[index]);
            }
        }
    }

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     /// 
     /// This sample cBot shows how to use the High Minus Low indicator
     /// 
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class HighMinusLowSample : Robot
     {
         private double _volumeInUnits;
         private HighMinusLow _highMinusLow;
         [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);
             _highMinusLow = Indicators.HighMinusLow();
         }
         protected override void OnBar()
         {
             if (_highMinusLow.Result.Last(1) < _highMinusLow.Result.Maximum(10)) return;
             if (Bars.ClosePrices.Last(1) > Bars.OpenPrices.Last(1))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (Bars.ClosePrices.Last(1) < Bars.OpenPrices.Last(1))
             {
                 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):
         self.highMinusLow = api.Indicators.HighMinusLow()
     def calculate(self, index):
         # same as api.Bars.HighPrices[index] - api.Bars.LowPrices[index]
         print(f"High minus Low result = {api.highMinusLow.Result[index]}")

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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 HighMinusLowSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.highMinusLow  = api.Indicators.HighMinusLow()
     def on_bar_closed(self):
         if self.highMinusLow.Result.Last(0) < Functions.Maximum(self.highMinusLow.Result, 10):
             return
         if api.Bars.ClosePrices.Last(0) > api.Bars.OpenPrices.Last(0):
             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) < api.Bars.OpenPrices.Last(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 the calculation.

Signature 

1
public abstract IndicatorDataSeries Result {get;}

Return Value

IndicatorDataSeries

Examples

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 Print("High minus Low result = {0}", _highMinusLow.Result[index]);

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 print(f"High minus Low result = {self.highMinusLow.Result[index]}")