WellesWilderSmoothing

interface cAlgo.API.Indicators

DesktopCLICloud

The Welles Wilder's Smoothing indicator is an exponential moving average, but it has different alpha ration. As a result it responds to price changes slower.

Definition

public interface WellesWilderSmoothing

Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: MovingAverage, StandardIndicator

Remarks

Usage is the same as EMA usage. Please mind the different in alpha ration.

Examples

Example 1

C#Python

private WellesWilderSmoothing _wellesWilderSmoothing;
protected override void Initialize()
{
    _wellesWilderSmoothing = Indicators.WellesWilderSmoothing(Bars.ClosePrices, 14);
}
public override void Calculate(int index)
{
    double result = _wellesWilderSmoothing.Result[index];
}

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

from cAlgo.API import *

class Test():
    def initialize(self):
        self.wellesWilderSmoothing = api.Indicators.WellesWilderSmoothing(api.Bars.ClosePrices, 14)

    def calculate(self, index):
        result = self.wellesWilderSmoothing.Result[index]

Example 2

C#Pythonconfig.json

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

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Welles Wilder Smoothing indicator
    public partial class WellesWilderSmoothingSample : Robot
    {
        private double _volumeInUnits;

        private WellesWilderSmoothing _fastWellesWilderSmoothing;

        private WellesWilderSmoothing _slowWellesWilderSmoothing;

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

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

            _fastWellesWilderSmoothing = Indicators.WellesWilderSmoothing(FastMaSource, FastMaPeriod);
            _slowWellesWilderSmoothing = Indicators.WellesWilderSmoothing(SlowMaSource, SlowMaPeriod);
        }

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

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_fastWellesWilderSmoothing.Result.HasCrossedBelow(_slowWellesWilderSmoothing.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 WellesWilderSmoothingSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.fastWellesWilderSmoothing = api.Indicators.WellesWilderSmoothing(api.FastMaSource, api.FastMaPeriod)
        self.slowWellesWilderSmoothing = api.Indicators.WellesWilderSmoothing(api.SlowMaSource, api.SlowMaPeriod)

    def on_bar_closed(self):
        if Functions.HasCrossedAbove(self.fastWellesWilderSmoothing.Result, self.slowWellesWilderSmoothing.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.fastWellesWilderSmoothing.Result, self.slowWellesWilderSmoothing.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"
    }
  ]
}

Inherited members

From MovingAverage: Result

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars