ExponentialMovingAverage

public partial class EmaExample : Indicator
{
    private ExponentialMovingAverage _emaFast;
    private ExponentialMovingAverage _emaSlow;

    protected override void Initialize()
    {
        // initialize new instances of ExponentialMovingAverage Indicator class
        _emaFast = Indicators.ExponentialMovingAverage(Price, FastPeriods);
        // _emaSlow is the exponential moving average of the emaFast
        _emaSlow = Indicators.ExponentialMovingAverage(_emaFast.Result, SlowPeriods);
    }

    public override void Calculate(int index)
    {
        // If the index is less than SlowPeriods don't calculate
        if(index <= SlowPeriods)
        {
            return;
        }

        if(_emaFast.Result.HasCrossedAbove(_emaSlow.Result,0))
        {
            // Print the index at which the fast ema crossed the slow ema
            Print("Fast EMA Has Crossed Above at index = {0}", index);
        }
    }
}

import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class Test():
    def initialize(self):
        self.emaFast = api.Indicators.ExponentialMovingAverage(api.Price, api.FastPeriods)
        # emaSlow is the exponential moving average of the emaFast
        self.emaSlow = api.Indicators.ExponentialMovingAverage(self.emaFast.Result, api.SlowPeriods)

    def calculate(self, index):
        # If the index is less than SlowPeriods don't calculate
        if index <= api.SlowPeriods:
            return

        if Functions.HasCrossedAbove(self.emaFast.Result, self.emaSlow.Result, 0):
            # Print the index at which the fast ema crossed the slow ema
            api.Print(f"Fast EMA Has Crossed Above at index = {index}")

{
  "Parameters": [
    {
      "Name": "Price",
      "DisplayName": "Data Source",
      "Type": "DataSeries"
    },
    {
      "Name": "SlowPeriods",
      "DisplayName": "Slow Periods",
      "Type": "Integer",
      "DefaultValue": 10
    },
    {
      "Name": "FastPeriods",
      "DisplayName": "Fast Periods",
      "Type": "Integer",
      "DefaultValue": 5
    }
  ]
}

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

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Exponential Moving Average indicator
    public partial class ExponentialMovingAverageSample : Robot
    {
        private double _volumeInUnits;

        private ExponentialMovingAverage _fastExponentialMovingAverage;

        private ExponentialMovingAverage _slowExponentialMovingAverage;

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

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

            _fastExponentialMovingAverage = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 9);

            _slowExponentialMovingAverage = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 20);
        }

        protected override void OnBar()
        {
            if (_fastExponentialMovingAverage.Result.Last(1) > _slowExponentialMovingAverage.Result.Last(1) && _fastExponentialMovingAverage.Result.Last(2) < _slowExponentialMovingAverage.Result.Last(2))
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_fastExponentialMovingAverage.Result.Last(1) < _slowExponentialMovingAverage.Result.Last(1) && _fastExponentialMovingAverage.Result.Last(2) > _slowExponentialMovingAverage.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 ExponentialMovingAverageSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.fastExponentialMovingAverage = api.Indicators.ExponentialMovingAverage(api.Bars.ClosePrices, 9)
        self.slowExponentialMovingAverage = api.Indicators.ExponentialMovingAverage(api.Bars.ClosePrices, 20)

    def on_bar_closed(self):
        if self.fastExponentialMovingAverage.Result.Last(0) > self.slowExponentialMovingAverage.Result.Last(0) and self.fastExponentialMovingAverage.Result.Last(1) < self.slowExponentialMovingAverage.Result.Last(1):
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label)
        elif self.fastExponentialMovingAverage.Result.Last(0) < self.slowExponentialMovingAverage.Result.Last(0) and self.fastExponentialMovingAverage.Result.Last(1) > self.slowExponentialMovingAverage.Result.Last(1):
            self.close_positions(TradeType.Buy)
            api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label)

    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"
    }
  ]
}