ChaikinVolatility
interface cAlgo.API.Indicators
DesktopCLICloud
The Chaikin Volatility Indicator interface.
Definition
public interface ChaikinVolatility
Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator
Remarks
The Chaikin Volatility's main purpose is to confirm price trends and to forecast price reversals.
Examples
Example 1
private ChaikinVolatility chaikinVolatility;
protected override void Initialize()
{
chaikinVolatility = Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple);
}
public override void Calculate(int index)
{
// Display Result of Indicator
Result[index] = chaikinVolatility.Result[index];
}
import clr
clr.AddReference("cAlgo.API")
from cAlgo.API import *
class Test():
def initialize(self):
self.chaikinVolatility = api.Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple)
def calculate(self, index):
api.Result[index] = self.chaikinVolatility.Result[index]
{
"LineOutputs": [
{
"Name": "Result",
"DisplayName": "Main"
}
]
}
Example 2
using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Chaikin Volatility indicator
public partial class ChaikinVolatilitySample : Robot
{
private double _volumeInUnits;
private ChaikinVolatility _chaikinVolatility;
private SimpleMovingAverage _simpleMovingAverage;
public Position[] BotPositions
{
get
{
return Positions.FindAll(Label);
}
}
protected override void OnStart()
{
_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
_chaikinVolatility = Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple);
_simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 9);
}
protected override void OnBar()
{
if (_chaikinVolatility.Result.Last(1) > 0)
{
if (Bars.ClosePrices.Last(1) > _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) < _simpleMovingAverage.Result.Last(2))
{
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (Bars.ClosePrices.Last(1) < _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) > _simpleMovingAverage.Result.Last(2))
{
ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
}
else
{
ClosePositions();
}
}
private void ClosePositions()
{
foreach (var position in BotPositions)
{
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 ChaikinVolatilitySample():
def on_start(self):
self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
self.chaikinVolatility = api.Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple)
self.movingAverage = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 9)
def on_bar_closed(self):
if self.chaikinVolatility.Result.Last(0) > 0:
if api.Bars.ClosePrices.Last(0) > self.movingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) < self.movingAverage.Result.Last(1):
api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
elif api.Bars.ClosePrices.Last(0) < self.movingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) > self.movingAverage.Result.Last(1):
api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
else:
self.close_positions()
def get_bot_positions(self):
return api.Positions.FindAll(api.Label)
def close_positions(self):
for position in self.get_bot_positions():
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"
}
]
}
Properties
| Name | Description |
|---|---|
ResultDesktopCLICloudIndicatorDataSeries | Chaikin Volatility Result Series. |
Inherited members
From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars