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MovingAverage

Summary

The Moving Average Indicator calculation.

Remarks

Used to smooth the price data to form a trend following indicator

Signature

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public abstract interface MovingAverage

Namespace

cAlgo.API.Indicators

Examples

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 private MovingAverage ma;
 protected override void Initialize()
 {
     ma = Indicators.MovingAverage(Source, MAPeriods, MAType);
 }
 //...
 public override void Calculate(int index)
 {
     MA[index] = ma.Result[index];
     //...
 }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Moving Average indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class MovingAverageSample : Robot
     {
         private double _volumeInUnits;
         private MovingAverage _fastMa;
         private MovingAverage _slowMa;
         [Parameter("Source", Group = "Fast MA")]
         public DataSeries FastMaSource { get; set; }
         [Parameter("Period", DefaultValue = 9, Group = "Fast MA")]
         public int FastMaPeriod { get; set; }
         [Parameter("Type", DefaultValue = MovingAverageType.Exponential, Group = "Fast MA")]
         public MovingAverageType FastMaType { get; set; }
         [Parameter("Source", Group = "Slow MA")]
         public DataSeries SlowMaSource { get; set; }
         [Parameter("Period", DefaultValue = 20, Group = "Slow MA")]
         public int SlowMaPeriod { get; set; }
         [Parameter("Type", DefaultValue = MovingAverageType.Exponential, Group = "Slow MA")]
         public MovingAverageType SlowMaType { get; set; }
         [Parameter("Volume (Lots)", DefaultValue = 0.01, Group = "Trade")]
         public double VolumeInLots { get; set; }
         [Parameter("Stop Loss (Pips)", DefaultValue = 10, Group = "Trade")]
         public double StopLossInPips { get; set; }
         [Parameter("Take Profit (Pips)", DefaultValue = 10, Group = "Trade")]
         public double TakeProfitInPips { get; set; }
         [Parameter("Label", DefaultValue = "Sample", Group = "Trade")]
         public string Label { get; set; }
         public Position[] BotPositions
         {
             get
             {
                 return Positions.FindAll(Label);
             }
         }
         protected override void OnStart()
         {
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
             _fastMa = Indicators.MovingAverage(FastMaSource, FastMaPeriod, FastMaType);
             _slowMa = Indicators.MovingAverage(SlowMaSource, SlowMaPeriod, SlowMaType);
         }
         protected override void OnBar()
         {
             if (_fastMa.Result.HasCrossedAbove(_slowMa.Result, 0))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_fastMa.Result.HasCrossedBelow(_slowMa.Result, 0))
             {
                 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 *
 class Test():    
     def initialize(self):
         # Source, MaPeriods, and MaType are parameters defined in C# file of indicator
         self.ma = api.Indicators.MovingAverage(api.Source, api.MaPeriods, api.MaType)
     def calculate(self, index):
         # MA is an indicator output defined in C# file of indicator
         api.MA[index] = self.ma.Result[index]
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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 MovingAverageSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.fastMa = api.Indicators.MovingAverage(api.FastMaSource, api.FastMaPeriod, api.FastMaType);
         self.slowMa = api.Indicators.MovingAverage(api.SlowMaSource, api.SlowMaPeriod, api.SlowMaType);
         self.fastMa.Result.Line.Color = Color.Blue;
         self.slowMa.Result.Line.Color = Color.Red;
     def on_bar_closed(self):
         if Functions.HasCrossedAbove(self.fastMa.Result, self.slowMa.Result, 0):
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         elif Functions.HasCrossedBelow(self.fastMa.Result, self.slowMa.Result, 0):
             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

Result

Summary

The resulting time series of the calculation.

Signature

1
public abstract IndicatorDataSeries Result {get;}

Return Value

IndicatorDataSeries

Examples

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 //...
 [Output]
 public IndicatorDataSeries Result { get; set; }
 private MovingAverage ma;
 protected override void Initialize()
 {
     ma = Indicators.MovingAverage(Source, MAPeriods, MAType);
 }
 public override void Calculate(int index)
 {
     Result[index] = ma.Result[index];
     //...
 }
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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def initialize(self):
         # Source, MaPeriods, and MaType are parameters defined in C# file of indicator
         self.ma = api.Indicators.MovingAverage(api.Source, api.MaPeriods, api.MaType)
     def calculate(self, index):
         # MA is an indicator output defined in C# file of indicator
         api.Result[index] = self.ma.Result[index]