Skip to content

AverageDirectionalMovementIndexRating

interface cAlgo.API.Indicators

DesktopCLICloud

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.

Definition

public interface AverageDirectionalMovementIndexRating

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

Examples

Example 1

var adxr = Indicators.AverageDirectionalMovementIndexRating(14);
Print("ADXR: {0}, +DI: {1}, -DI: {2}", adxr.ADXR.Last(1), adxr.DIPlus.Last(1), adxr.DIMinus.Last(1));

adxr = api.Indicators.AverageDirectionalMovementIndexRating(14)
api.Print(f"ADXR: {adxr.ADXR.Last(1)}, +DI: {adxr.DIPlus.Last(1)}, -DI: {adxr.DIMinus.Last(1)}")

Example 2

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

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Average Directional Movement Index Rating indicator
    public partial class AverageDirectionalMovementIndexRatingSample : Robot
    {
        private double _volumeInUnits;

        private AverageDirectionalMovementIndexRating _averageDirectionalMovementIndexRating;

        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);
            }
        }
    }
}

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) < 25:
            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)

{
  "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
ADXDesktopCLICloudIndicatorDataSeries The Average Directional Movement Index (ADX) indicates whether the market is trending or ranging.
ADXRDesktopCLICloudIndicatorDataSeries The rating of Average Directional Movement Index (ADX)
DIMinusDesktopCLICloudIndicatorDataSeries The Positive Direction Indicator (+DI) indicates upward trend movement.
DIPlusDesktopCLICloudIndicatorDataSeries The Negative Direction Indicator (-DI) indicates downward trend movement.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars

See also