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ChaikinVolatility

Summary

The Chaikin Volatility Indicator interface.

Remarks

The Chaikin Volatility's main purpose is to confirm price trends and to forecast price reversals.

Signature 

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public abstract interface ChaikinVolatility

Namespace

cAlgo.API.Indicators

Examples

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 private ChaikinVolatility chaikinVolatility;
 [Output("Main")]
    public IndicatorDataSeries Result { get; set; }
    protected override void Initialize()
    {
     chaikinVolatility = Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple);
    }
    public override void Calculate(int index)
    {
     // Display Result of Indicator
        Result[index] = _chaikinVolatility.Result[index];
    }

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Chaikin Volatility indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class ChaikinVolatilitySample : Robot
     {
         private double _volumeInUnits;
         private ChaikinVolatility _chaikinVolatility;
         private SimpleMovingAverage _simpleMovingAverage;
         [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);
             _chaikinVolatility = Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple);
             _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 9);
         }
         protected override void OnBar()
         {
             if (_chaikinVolatility.Result.Last(1) > 0)
             {
                 if (Bars.ClosePrices.Last(1) > _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) < _simpleMovingAverage.Result.Last(2))
                 {
                     ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                 }
                 else if (Bars.ClosePrices.Last(1) < _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) > _simpleMovingAverage.Result.Last(2))
                 {
                     ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                 }
             }
             else
             {
                 ClosePositions();
             }
         }
         private void ClosePositions()
         {
             foreach (var position in BotPositions)
             {
                 ClosePosition(position);
             }
         }
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def initialize(self):
         self.chaikinVolatility = api.Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple)
     def calculate(self, index):
         # Result is an output defined in C# file of indicator
         # Display Result of Indicator
         api.Result[index] = self.chaikinVolatility.Result[index]

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 """
 VolumeInLots, ChaikinPeriods, RateOfChange, MaTypeChaikin, SmaPeriods, MaType,
 StopLossInPips, TakeProfitInPips, and Label are parameters defined in C# file of cBot.
 """
 import clr
 clr.AddReference("cAlgo.API")
 # Import cAlgo API types
 from cAlgo.API import *
 # Import trading wrapper functions
 from robot_wrapper import *
 class ChaikinVolatilitySample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.chaikinVolatility = api.Indicators.ChaikinVolatility(api.ChaikinPeriods, api.RateOfChange, api.MaTypeChaikin)
         self.movingAverage = api.Indicators.MovingAverage(api.Bars.ClosePrices, api.SmaPeriods, api.MaType)
     def on_bar_closed(self):
         if self.chaikinVolatility.Result.Last(0) > 0:
             if api.Bars.ClosePrices.Last(0) > self.movingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) < self.movingAverage.Result.Last(1):
                 api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
             elif api.Bars.ClosePrices.Last(0) < self.movingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) > self.movingAverage.Result.Last(1):
                 api.ExecuteMarketOrder(TradeType.Sell, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         else:
             self.close_positions()
     def get_bot_positions(self):
         return api.Positions.FindAll(api.Label)
     def close_positions(self):
         for position in self.get_bot_positions():
             api.ClosePosition(position)

Properties

Result

Summary

Chaikin Volatility Result Series.

Signature 

1
public abstract IndicatorDataSeries Result {get;}

Return Value

IndicatorDataSeries

Examples

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 private ChaikinVolatility _chaikinVolatility;
 protected override void OnStart()
 {
     _chaikinVolatility = Indicators.ChaikinVolatility(Periods, _roc, MaType);
 }
 protected override void OnBar()
 {
     // Print to log
     Print("The Current Chaikin Volatility Value is: {0}",
             _chaikinVolatility.Result.LastValue);
 }

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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 Test():
     def on_start(self):
         # RateOfChange, Periods, and MaType are parameters defined in C# file of cBot
         self.chaikinVolatility = api.Indicators.ChaikinVolatility(api.Periods, api.RateOfChange, api.MaType)
     def on_bar(self):
         print(f"The Current Chaikin Volatility Value is: {self.chaikinVolatility.Result.LastValue}")