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SwingIndex

Summary

Developed by Welles Wilder, the Swing Index compares current Open, high, Low and Close prices to find of current and previous periods to find "real" price.

Signature 

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public abstract interface SwingIndex

Namespace

cAlgo.API.Indicators

Examples

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    using cAlgo.API;
    using cAlgo.API.Indicators;
    namespace cAlgo.Indicators
    {
        [Indicator]
        public class Test:Indicator
        {
            private SwingIndex _swingIndex;
            [Parameter(DefaultValue = 12)]
            public int LimitMoveValue { get; set; }
            protected override void Initialize()
            {
                _swingIndex = Indicators.SwingIndex(LimitMoveValue);
            }
            public override void Calculate(int index)
            {
                //Print the current value of SwingIndex to the log
                Print("The current value of SwingIndex is {0}", _swingIndex.Result[index]);
            }
        }
    }

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Swing Index indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class SwingIndexSample : Robot
     {
         private double _volumeInUnits;
         private SwingIndex _swingIndex;
         [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);
             _swingIndex = Indicators.SwingIndex(12);
         }
         protected override void OnBar()
         {
             if (_swingIndex.Result.Last(1) > 0 && _swingIndex.Result.Last(2) <= 0)
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_swingIndex.Result.Last(1) < 0 && _swingIndex.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);
             }
         }
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 import math
 class Test():    
     def initialize(self):
         # LimitMoveValue is a parameter defined in C# file of indicator
         self.swingIndex = api.Indicators.SwingIndex(api.LimitMoveValue)
     def calculate(self, index):
         # Print the current value of SwingIndex to the log
         print(f"The current value of SwingIndex is {self.swingIndex.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 SwingIndexSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.swingIndex = api.Indicators.SwingIndex(api.LimitMoveValue)
     def on_bar_closed(self):
         if self.swingIndex.Result.Last(0) > 0 and self.swingIndex.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.swingIndex.Result.Last(0) < 0 and self.swingIndex.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)

Properties

Result

Summary

Gets the Result Series of the Swing Index indicator.

Signature 

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public abstract IndicatorDataSeries Result {get;}

Return Value

IndicatorDataSeries

Examples

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 public override void Calculate(int index)
 {
      //Print the current value of SwingIndex to the log
      Print("The current value of SwingIndex is {0}", _swingIndex.Result[index]);
 }

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 def calculate(self, index):
     # Print the current value of SwingIndex to the log
     print(f"The current value of SwingIndex is {self.swingIndex.Result[index]}")