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AverageDirectionalMovementIndexRating

Summary

The Average Directional Movement Index Rating (ADXR) measures the strength of the Average Directional Movement Index (ADX). It's calculated by taking the average of the current ADX and the ADX from one time period before.

Signature 

1
public abstract interface AverageDirectionalMovementIndexRating

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 Average Directional Movement Index Rating indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class AverageDirectionalMovementIndexRatingSample : Robot
     {
         private double _volumeInUnits;
         private AverageDirectionalMovementIndexRating _averageDirectionalMovementIndexRating;
         [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);
             _averageDirectionalMovementIndexRating = Indicators.AverageDirectionalMovementIndexRating(20);
         }
         protected override void OnBar()
         {
             if (_averageDirectionalMovementIndexRating.ADXR.Last(1) < 25) return;
             if (_averageDirectionalMovementIndexRating.DIPlus.Last(1) > _averageDirectionalMovementIndexRating.DIMinus.Last(1) && _averageDirectionalMovementIndexRating.DIPlus.Last(2) <= _averageDirectionalMovementIndexRating.DIMinus.Last(2))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_averageDirectionalMovementIndexRating.DIPlus.Last(1) < _averageDirectionalMovementIndexRating.DIMinus.Last(1) && _averageDirectionalMovementIndexRating.DIPlus.Last(2) >= _averageDirectionalMovementIndexRating.DIMinus.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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 """
 VolumeInLots, 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 AverageDirectionalMovementIndexRatingSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.averageDirectionalMovementIndexRating = api.Indicators.AverageDirectionalMovementIndexRating(20);
     def on_bar_closed(self):
         if self.averageDirectionalMovementIndexRating.ADXR.Last(0) < api.ADXRLevel:
             return
         if self.averageDirectionalMovementIndexRating.DIPlus.Last(0) > self.averageDirectionalMovementIndexRating.DIMinus.Last(0) and self.averageDirectionalMovementIndexRating.DIPlus.Last(1) <= self.averageDirectionalMovementIndexRating.DIMinus.Last(1):
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         elif self.averageDirectionalMovementIndexRating.DIPlus.Last(0) < self.averageDirectionalMovementIndexRating.DIMinus.Last(0) and self.averageDirectionalMovementIndexRating.DIPlus.Last(1) >= self.averageDirectionalMovementIndexRating.DIMinus.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)

See Also

Properties

ADX

Summary

The Average Directional Movement Index (ADX) indicates whether the market is trending or ranging.

Signature 

1
public abstract IndicatorDataSeries ADX {get; set;}

Return Value

IndicatorDataSeries

ADXR

Summary

The rating of Average Directional Movement Index (ADX)

Signature 

1
public abstract IndicatorDataSeries ADXR {get; set;}

Return Value

IndicatorDataSeries

DIMinus

Summary

The Positive Direction Indicator (+DI) indicates upward trend movement.

Signature 

1
public abstract IndicatorDataSeries DIMinus {get; set;}

Return Value

IndicatorDataSeries

DIPlus

Summary

The Negative Direction Indicator (-DI) indicates downward trend movement.

Signature 

1
public abstract IndicatorDataSeries DIPlus {get; set;}

Return Value

IndicatorDataSeries