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StochasticOscillator

Summary

The Stochastic Oscillator is a momentum indicator that aims to show price reversals by comparing the closing price to the price range.

Remarks

Calculates the range between the high and low price during a given period of time. The current price is then expressed as a percentage of this range with 0% indicating the bottom of the range and 100% indicating the top of the range over this time period. Based on the theory that prices tend to close near the boundaries of the recent range.

Signature 

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public abstract interface StochasticOscillator

Namespace

cAlgo.API.Indicators

Examples

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 private StochasticOscillator _stochastic;
 protected override void Initialize()
 {
     // Initialize the Stochastic Oscillator indicator
      _stochastic = Indicators.StochasticOscillator(kPeriods, kSlowing, dPeriods, maType);
 }

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Stochastic Oscillator indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class StochasticOscillatorSample : Robot
     {
         private double _volumeInUnits;
         private StochasticOscillator _stochasticOscillator;
         [Parameter("Volume (Lots)", DefaultValue = 0.01)]
         public double VolumeInLots { get; set; }
         [Parameter("Stop Loss (Pips)", DefaultValue = 10)]
         public double StopLossInPips { get; set; }
         [Parameter("Take Profit (Pips)", DefaultValue = 10)]
         public double TakeProfitInPips { get; set; }
         [Parameter("Label", DefaultValue = "Sample")]
         public string Label { get; set; }
         public Position[] BotPositions
         {
             get
             {
                 return Positions.FindAll(Label);
             }
         }
         protected override void OnStart()
         {
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
             _stochasticOscillator = Indicators.StochasticOscillator(9, 3, 9, MovingAverageType.Simple);
         }
         protected override void OnBar()
         {
             if (_stochasticOscillator.PercentK.HasCrossedAbove(_stochasticOscillator.PercentD, 0) && _stochasticOscillator.PercentK.Last(1) <= 20)
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_stochasticOscillator.PercentK.HasCrossedBelow(_stochasticOscillator.PercentD, 0) && _stochasticOscillator.PercentK.Last(1) >= 80)
             {
                 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);
             }
         }
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 import math
 class Test():    
     def initialize(self):
         # Initialize the Stochastic Oscillator indicator
         # KPeriods, KSlowing, DPeriods, and MaType are parameters defined in C# file of indicator
         self.stochasticOscillator = api.Indicators.StochasticOscillator(api.KPeriods, api.KSlowing, api.DPeriods, api.MaType)

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 import clr
 clr.AddReference("cAlgo.API")
 # Import cAlgo API types
 from cAlgo.API import *
 # Import trading wrapper functions
 from robot_wrapper import *
 class StochasticOscillatorSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.stochasticOscillator = api.Indicators.StochasticOscillator(api.KPeriods, api.KSlowing, api.DPeriods, api.MaType)
     def on_bar_closed(self):
         if Functions.HasCrossedAbove(self.stochasticOscillator.PercentK, self.stochasticOscillator.PercentD, 0) and self.stochasticOscillator.PercentK.Last(1) <= api.DownValue:
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         elif Functions.HasCrossedBelow(self.stochasticOscillator.PercentK, self.stochasticOscillator.PercentD, 0) and self.stochasticOscillator.PercentK.Last(1) >= api.UpValue:
             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)

Properties

PercentD

Summary

%D is 3 Period Exponential Moving Average of %K.

Signature 

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public abstract IndicatorDataSeries PercentD {get;}

Return Value

IndicatorDataSeries

Examples

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 double result = _stochastic.PercentK[index];

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 result = self.stochastic.PercentK[index]

PercentK

Summary

Calculation of %K is 100 multiplied by the ratio of the closing price minus the lowest price over the last N periods over the highest price over the last N minus the lowest price over the last N periods.

Signature 

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public abstract IndicatorDataSeries PercentK {get;}

Return Value

IndicatorDataSeries

Examples

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 double result = _stochastic.PercentD[index];

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 result = self.stochastic.PercentD[index]