VolumeROC
interface cAlgo.API.Indicators
DesktopCLICloud
The Volume Rate of Change indicator measures the Rate Of Change of the tick volume.
Definition
public interface VolumeROC
Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator
Remarks
It shows whether a volume trend is developing and can be used to confirm price moves or not.
Examples
Example 1
private VolumeROC _volumeROC;
protected override void Initialize()
{
_volumeROC = Indicators.VolumeROC(Period);
}
public override void Calculate(int index)
{
// Display Result of Indicator
Result[index] = _volumeROC.Result[index];
}
import clr
clr.AddReference("cAlgo.API")
from cAlgo.API import *
class Test():
def initialize(self):
self.volumeROC = api.Indicators.VolumeROC(api.Period)
def calculate(self, index):
api.Result[index] = self.volumeROC.Result[index]
{
"Parameters": [
{
"Name": "Period",
"Type": "Integer",
"DefaultValue": 14
}
],
"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 Volume ROC indicator
public partial class VolumeROCSample : Robot
{
private double _volumeInUnits;
private VolumeROC _volumeROC;
private SimpleMovingAverage _priceSimpleMovingAverage;
private SimpleMovingAverage _volumeROCSimpleMovingAverage;
public Position[] BotPositions
{
get
{
return Positions.FindAll(Label);
}
}
protected override void OnStart()
{
_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
_volumeROC = Indicators.VolumeROC(14);
_volumeROCSimpleMovingAverage = Indicators.SimpleMovingAverage(_volumeROC.Result, 14);
_priceSimpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
}
protected override void OnBar()
{
if (_volumeROC.Result.Last(1) < _volumeROCSimpleMovingAverage.Result.Last(1)) return;
if (Bars.ClosePrices.Last(1) > _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) <= _priceSimpleMovingAverage.Result.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (Bars.ClosePrices.Last(1) < _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) >= _priceSimpleMovingAverage.Result.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 VolumeROCSample():
def on_start(self):
self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
self.volumeROC = api.Indicators.VolumeROC(14)
self.volumeROCSimpleMovingAverage = api.Indicators.SimpleMovingAverage(self.volumeROC.Result, 14)
self.priceSimpleMovingAverage = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 14)
def on_bar_closed(self):
if self.volumeROC.Result.Last(0) < self.volumeROCSimpleMovingAverage.Result.Last(0):
return
if api.Bars.ClosePrices.Last(0) > self.priceSimpleMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) <= self.priceSimpleMovingAverage.Result.Last(1):
self.close_positions(TradeType.Sell)
api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
elif api.Bars.ClosePrices.Last(0) < self.priceSimpleMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) >= self.priceSimpleMovingAverage.Result.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 |
|---|---|
ResultDesktopCLICloudIndicatorDataSeries | Gets or sets the time series of the Volume ROC indicator. |
Inherited members
From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars