Fractals
Summary
The fractal indicator is a trading indicator used in technical analysis that is used to identify potential trend reversal points in a market.
Signature
| public abstract interface Fractals
|
Namespace
cAlgo.API.Indicators
Examples
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54 | using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Fractals indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class FractalsSample : Robot
{
private double _volumeInUnits;
private Fractals _fractals;
[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);
_fractals = Indicators.Fractals(5);
}
protected override void OnBar()
{
if (!double.IsNaN(_fractals.DownFractal.Last(1)))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (!double.IsNaN(_fractals.UpFractal.Last(1)))
{
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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25 | import clr
clr.AddReference("cAlgo.API")
# Import cAlgo API types
from cAlgo.API import *
# Import trading wrapper functions
from robot_wrapper import *
import math
class FractalChaosBandsSample():
def on_start(self):
self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
self.fractals = api.Indicators.Fractals(5)
def on_bar(self):
if math.isnan(self.fractals.DownFractal.Last(1)) == False:
self.close_positions(TradeType.Sell)
api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
elif math.isnan(self.fractals.UpFractal.Last(1)) == False:
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
UpFractal
Summary
The up fractals plot/output
Signature
| public abstract IndicatorDataSeries UpFractal {get; set;}
|
Return Value
IndicatorDataSeries
DownFractal
Summary
The down fractals plot/output
Signature
| public abstract IndicatorDataSeries DownFractal {get; set;}
|
Return Value
IndicatorDataSeries