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Aroon

Summary

An indicator for identifying trends in a currency pair, as well as for gauging the probability of a trend reversal.

Remarks

The indicator fluctuates between 0 and 100, with values above 80 signalling an upward trend, and values below 20 signalling a downward trend.

Signature 

1
public abstract interface Aroon

Namespace

cAlgo.API.Indicators

Examples

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    using cAlgo.API;
    using cAlgo.API.Indicators;
    namespace cAlgo.Indicators
    {
        [Indicator]
        public class AroonReferenceExample:Indicator
        {
            private Aroon _aroon;
            [Parameter("Periods", DefaultValue = 25)]
            public int Periods { get; set; }
            [Output("Up")]
            public IndicatorDataSeries ResultAroonUp { get; set; }
            [Output("Down")]
            public IndicatorDataSeries ResultAroonDown { get; set; }
            protected override void Initialize()
            {
                _aroon = Indicators.Aroon(Periods);
            }
            public override void Calculate(int index)
            {
                ResultAroonUp[index] = _aroon.Up[index];
                ResultAroonDown[index] = _aroon.Down[index];
            }
        }
    }

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use an Aroon indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class AroonSample : Robot
     {
         private double _volumeInUnits;
         private Aroon _accumulativeSwingIndex;
         [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);
             _accumulativeSwingIndex = Indicators.Aroon(25);
         }
         protected override void OnBar()
         {
             if (_accumulativeSwingIndex.Up.Last(1) > _accumulativeSwingIndex.Down.Last(1) && _accumulativeSwingIndex.Up.Last(2) < _accumulativeSwingIndex.Down.Last(2))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_accumulativeSwingIndex.Up.Last(1) < _accumulativeSwingIndex.Down.Last(1) && _accumulativeSwingIndex.Up.Last(2) > _accumulativeSwingIndex.Down.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")
 from cAlgo.API import *
 class Test():    
     def initialize(self):
         # Periods is a parameter defined in C# file of indicator
         self.aroon = Indicators.Aroon(api.Periods)
     def calculate(self, index):
         # ResultAroonUp, and ResultAroonDown are outputs defined in C# file of indicator
         api.ResultAroonUp[index] = self.aroon.Up[index]
         api.ResultAroonDown[index] = self.aroon.Down[index]

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 """
 VolumeInLots, Periods, StopLossInPips, TakeProfitInPips, and Label are parameters defined in C# file of cBot.
 """
 import clr
 clr.AddReference("cAlgo.API")
 # Import cAlgo API types
 from cAlgo.API import *
 # Import trading wrapper functions
 from robot_wrapper import *
 class AroonSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.aroon = api.Indicators.Aroon(api.Periods)
     def on_bar_closed(self):
         if self.aroon.Up.Last(0) > self.aroon.Down.Last(0) and self.aroon.Up.Last(1) < self.aroon.Down.Last(1):
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         elif self.aroon.Up.Last(0) < self.aroon.Down.Last(0) and self.aroon.Up.Last(1) > self.aroon.Down.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

Up

Summary

Aroon Up

Signature 

1
public abstract IndicatorDataSeries Up {get;}

Return Value

IndicatorDataSeries

Examples

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 //...
 [Parameter("Periods", DefaultValue = 25)]
 public int Periods { get; set; }
 //...
    private Aroon _aroon;
 //...
 protected override void OnStart()
 {
     _aroon = Indicators.Aroon(Periods);
 }
 protected override void OnBar()
 {
     Print("Current Aroon Up Value is: {0}", _aroon.Up.LastValue);
 }
 //...

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def on_start(self):
         # Periods is a parameter defined in C# file of indicator
         self.aroon = Indicators.Aroon(api.Periods)
     def on_bar(self):
         print(f"Current Aroon Up Value is: {self.aroon.Up.LastValue}")

Down

Summary

Aroon Down

Signature 

1
public abstract IndicatorDataSeries Down {get;}

Return Value

IndicatorDataSeries

Examples

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 //...
 [Parameter("Periods", DefaultValue = 25)]
 public int Periods { get; set; }
 //...
    private Aroon _aroon;
 //...
 protected override void OnStart()
 {
     _aroon = Indicators.Aroon(Periods);
 }
 protected override void OnBar()
 {
     Print("Current Aroon Down Value is: {0}", _aroon.Down.LastValue);
 }
 //...

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def on_start(self):
         # Periods is a parameter defined in C# file of indicator
         self.aroon = Indicators.Aroon(api.Periods)
     def on_bar(self):
         print(f"Current Aroon Up Value is: {self.aroon.Down.LastValue}")