MacdHistogram
interface cAlgo.API.Indicators
DesktopCLICloud
The calculation of the MACD Histogram.
Definition
public interface MacdHistogram
Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator
Remarks
MACD (moving average convergence/divergence) is used to spot changes in the strength, direction, momentum, and duration of a trend.
Examples
Example 1
var macd = Indicators.MacdHistogram(Bars.ClosePrices, 26, 12, 9);
Print("Histogram: {0}, Signal: {1}", macd.Histogram.Last(1), macd.Signal.Last(1));
macd = api.Indicators.MacdHistogram(api.Bars.ClosePrices, 26, 12, 9)
api.Print(f"Histogram: {macd.Histogram.Last(1)}, Signal: {macd.Signal.Last(1)}")
Example 2
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the MACD Histogram indicator
public partial class MacdHistogramSample : Robot
{
private double _volumeInUnits;
private MacdHistogram _macdHistogram;
public Position[] BotPositions
{
get
{
return Positions.FindAll(Label);
}
}
protected override void OnStart()
{
_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
_macdHistogram = Indicators.MacdHistogram(Bars.ClosePrices, 26, 12, 9);
}
protected override void OnBar()
{
if (_macdHistogram.Histogram.Last(1) > 0 && _macdHistogram.Histogram.Last(2) <= 0)
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (_macdHistogram.Histogram.Last(1) < 0 && _macdHistogram.Histogram.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 MacdHistogramSample():
def on_start(self):
self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
self.macdHistogram = api.Indicators.MacdHistogram(api.Bars.ClosePrices, 26, 12, 9)
def on_bar_closed(self):
if self.macdHistogram.Histogram.Last(0) > 0 and self.macdHistogram.Histogram.Last(1) <= 0:
self.close_positions(TradeType.Sell)
api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
elif self.macdHistogram.Histogram.Last(0) < 0 and self.macdHistogram.Histogram.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 |
|---|---|
HistogramDesktopCLICloudIndicatorDataSeries | The histogram (bar graph). The difference between the short and long cycles. |
SignalDesktopCLICloudIndicatorDataSeries | The signal (red line). The exponential moving average of the MACD histogram. |
Inherited members
From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars