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Supertrend

Summary

Supertrend is one of the most popular trend trading indicators

Signature

1
public abstract interface Supertrend

Namespace

cAlgo.API.Indicators

Examples

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Supertrend indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class SupertrendSample : Robot
     {
         private double _volumeInUnits;
         private Supertrend _supertrend;
         [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);
             _supertrend = Indicators.Supertrend(10, 3);
         }
         protected override void OnBar()
         {
             if (_supertrend.UpTrend.Last(1) < Bars.LowPrices.Last(1) && _supertrend.DownTrend.Last(2) > Bars.HighPrices.Last(2))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_supertrend.DownTrend.Last(1) > Bars.HighPrices.Last(1) && _supertrend.UpTrend.Last(2) < Bars.LowPrices.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);
             }
         }
     }
 }
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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 SupertrendSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.supertrend = api.Indicators.Supertrend(api.Periods, api.Multiplier)
     def on_bar_closed(self):
         if self.supertrend.UpTrend.Last(0) < api.Bars.LowPrices.Last(0) and self.supertrend.DownTrend.Last(1) > api.Bars.HighPrices.Last(1):
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         elif self.supertrend.DownTrend.Last(0) > api.Bars.HighPrices.Last(0) and self.supertrend.UpTrend.Last(1) < api.Bars.LowPrices.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)

Properties

UpTrend

Summary

Gets the Supertrend Up trend data series

Signature

1
public abstract IndicatorDataSeries UpTrend {get; set;}

Return Value

IndicatorDataSeries

DownTrend

Summary

Gets the Supertrend Down trend data series

Signature

1
public abstract IndicatorDataSeries DownTrend {get; set;}

Return Value

IndicatorDataSeries