WeightedMovingAverage

private WeightedMovingAverage _weightedMovingAverage;

protected override void OnStart()
{
    _weightedMovingAverage = Indicators.WeightedMovingAverage(Bars.ClosePrices, 14);
}

protected override void OnTick()
{
    if (Symbol.Bid > _weightedMovingAverage.Result.LastValue)
        Print("Bid {0} is above the Weighted Moving Average {1}", Symbol.Bid, _weightedMovingAverage.Result.LastValue);
}

def on_start(self):
    self.weightedMovingAverage = api.Indicators.WeightedMovingAverage(api.Bars.ClosePrices, 14)

def on_tick(self):
    if api.Symbol.Bid > self.weightedMovingAverage.Result.LastValue:
        api.Print(f"Bid {api.Symbol.Bid} is above the Weighted Moving Average {self.weightedMovingAverage.Result.LastValue}")

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

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

        private WeightedMovingAverage _fastWeightedMovingAverage;

        private WeightedMovingAverage _slowWeightedMovingAverage;

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

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

            _fastWeightedMovingAverage = Indicators.WeightedMovingAverage(FastMaSource, FastMaPeriod);
            _slowWeightedMovingAverage = Indicators.WeightedMovingAverage(SlowMaSource, SlowMaPeriod);
        }

        protected override void OnBar()
        {
            if (_fastWeightedMovingAverage.Result.HasCrossedAbove(_slowWeightedMovingAverage.Result, 0))
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_fastWeightedMovingAverage.Result.HasCrossedBelow(_slowWeightedMovingAverage.Result, 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);
            }
        }
    }
}

import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *

# Import trading wrapper functions
from robot_wrapper import *

class WeightedMovingAverageSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.fastWeightedMovingAverage = api.Indicators.WeightedMovingAverage(api.FastMaSource, api.FastMaPeriod)
        self.slowWeightedMovingAverage = api.Indicators.WeightedMovingAverage(api.SlowMaSource, api.SlowMaPeriod)

    def on_bar_closed(self):
        if Functions.HasCrossedAbove(self.fastWeightedMovingAverage.Result, self.slowWeightedMovingAverage.Result, 0):
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif Functions.HasCrossedBelow(self.fastWeightedMovingAverage.Result, self.slowWeightedMovingAverage.Result, 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)

{
  "AccessRights": "None",
  "TimeZone": "UTC",
  "Parameters": [
    {
      "Name": "FastMaSource",
      "DisplayName": "Source",
      "Type": "DataSeries",
      "Group": "Fast MA"
    },
    {
      "Name": "FastMaPeriod",
      "DisplayName": "Period",
      "Type": "Integer",
      "DefaultValue": 9,
      "Group": "Fast MA"
    },
    {
      "Name": "SlowMaSource",
      "DisplayName": "Source",
      "Type": "DataSeries",
      "Group": "Slow MA"
    },
    {
      "Name": "SlowMaPeriod",
      "DisplayName": "Period",
      "Type": "Integer",
      "DefaultValue": 20,
      "Group": "Slow MA"
    },
    {
      "Name": "VolumeInLots",
      "DisplayName": "Volume (Lots)",
      "Type": "Double",
      "DefaultValue": 0.01,
      "Group": "Trade"
    },
    {
      "Name": "StopLossInPips",
      "DisplayName": "Stop Loss (Pips)",
      "Type": "Double",
      "DefaultValue": 10,
      "Group": "Trade"
    },
    {
      "Name": "TakeProfitInPips",
      "DisplayName": "Take Profit (Pips)",
      "Type": "Double",
      "DefaultValue": 10,
      "Group": "Trade"
    },
    {
      "Name": "Label",
      "Type": "String",
      "DefaultValue": "Sample",
      "Group": "Trade"
    }
  ]
}