UltimateOscillator

interface cAlgo.API.Indicators

DesktopCLICloud

The Ultimate Oscillator is a technical analysis oscillator based on a notion of buying or selling "pressure".

Definition

public interface UltimateOscillator

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

Remarks

It uses the weighted average of three different time periods to reduce the volatility and false transaction signals that are associated with many other indicators that mainly rely on a single time period.

Examples

Example 1

C#Pythonconfig.json

private UltimateOscillator ultimateOscillator;

protected override void Initialize()
{
    ultimateOscillator = Indicators.UltimateOscillator(Cycle1,Cycle2,Cycle3);
}
public override void Calculate(int index)
{
    Result[index] = ultimateOscillator.Result[index];
}

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

from cAlgo.API import *

class Test():
    def initialize(self):
        self.ultimateOscillator = api.Indicators.UltimateOscillator(api.Cycle1, api.Cycle2, api.Cycle3)

    def calculate(self, index):
        api.Result[index] = self.ultimateOscillator.Result[index]

{
  "Parameters": [
    {
      "Name": "Cycle1",
      "DisplayName": "Cycle 1",
      "Type": "Integer",
      "DefaultValue": 7
    },
    {
      "Name": "Cycle2",
      "DisplayName": "Cycle 2",
      "Type": "Integer",
      "DefaultValue": 14
    },
    {
      "Name": "Cycle3",
      "DisplayName": "Cycle 3",
      "Type": "Integer",
      "DefaultValue": 28
    }
  ],
  "LineOutputs": [
    {
      "Name": "Result",
      "DisplayName": "Main",
      "Color": "Green"
    }
  ]
}

Example 2

C#Pythonconfig.json

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

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Ultimate Oscillator indicator
    public partial class UltimateOscillatorSample : Robot
    {
        private double _volumeInUnits;

        private UltimateOscillator _ultimateOscillator;

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

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

            _ultimateOscillator = Indicators.UltimateOscillator(7, 14, 28);
        }

        protected override void OnBar()
        {
            if (_ultimateOscillator.Result.Last(1) > 70 && _ultimateOscillator.Result.Last(2) < 70)
            {
                ClosePositions(TradeType.Buy);

                ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_ultimateOscillator.Result.Last(1) < 30 && _ultimateOscillator.Result.Last(2) > 30)
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, 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 UltimateOscillatorSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.ultimateOscillator = api.Indicators.UltimateOscillator(7, 14, 28)

    def on_bar_closed(self):
        if self.ultimateOscillator.Result.Last(0) > 70 and self.ultimateOscillator.Result.Last(1) < 70:
            self.close_positions(TradeType.Buy)
            api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif self.ultimateOscillator.Result.Last(0) < 30 and self.ultimateOscillator.Result.Last(1) > 30:
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, 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
ResultDesktopCLICloud`IndicatorDataSeries`	Gets the resulting time series of the Ultimate Oscillator indicator calculation.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars