MovingAverage
interface cAlgo.API.Indicators
DesktopCLICloud
The Moving Average Indicator calculation.
Definition
public interface MovingAverage
Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator
Remarks
Used to smooth the price data to form a trend following indicator
Examples
Example 1
private MovingAverage _ma;
protected override void Initialize()
{
_ma = Indicators.MovingAverage(Bars.ClosePrices, Periods, MAType);
}
public override void Calculate(int index)
{
Result[index] = _ma.Result[index];
}
import clr
clr.AddReference("cAlgo.API")
from cAlgo.API import *
class Test():
def initialize(self):
self.ma = api.Indicators.MovingAverage(api.Bars.ClosePrices, api.Periods, api.MAType)
def calculate(self, index):
api.Result[index] = self.ma.Result[index]
{
"Parameters": [
{
"Name": "Periods",
"Type": "Integer",
"DefaultValue": 14
},
{
"Name": "MAType",
"DisplayName": "MA Type",
"Type": "Enum",
"EnumTypeFullName": "cAlgo.API.MovingAverageType",
"DefaultValue": "Simple"
}
],
"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 Moving Average indicator
public partial class MovingAverageSample : Robot
{
private double _volumeInUnits;
private MovingAverage _fastMa;
private MovingAverage _slowMa;
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);
}
}
}
}
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)
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)
{
"AccessRights": "None",
"TimeZone": "UTC",
"Parameters": [
{
"Name": "FastMaSource",
"DisplayName": "Source",
"Type": "DataSeries",
"Group": "Fast MA"
},
{
"Name": "FastMaPeriod",
"DisplayName": "Period",
"Type": "Integer",
"DefaultValue": 9,
"Group": "Fast MA"
},
{
"Name": "FastMaType",
"DisplayName": "Type",
"Type": "Enum",
"EnumTypeFullName": "cAlgo.API.MovingAverageType",
"DefaultValue": "Exponential",
"Group": "Fast MA"
},
{
"Name": "SlowMaSource",
"DisplayName": "Source",
"Type": "DataSeries",
"Group": "Slow MA"
},
{
"Name": "SlowMaPeriod",
"DisplayName": "Period",
"Type": "Integer",
"DefaultValue": 20,
"Group": "Slow MA"
},
{
"Name": "SlowMaType",
"DisplayName": "Type",
"Type": "Enum",
"EnumTypeFullName": "cAlgo.API.MovingAverageType",
"DefaultValue": "Exponential",
"Group": "Slow MA"
},
{
"Name": "VolumeInLots",
"DisplayName": "Volume (Lots)",
"Type": "Double",
"DefaultValue": 0.01,
"Group": "Trade"
},
{
"Name": "StopLossInPips",
"DisplayName": "Stop Loss (Pips)",
"Type": "Double",
"DefaultValue": 10,
"Group": "Trade"
},
{
"Name": "TakeProfitInPips",
"DisplayName": "Take Profit (Pips)",
"Type": "Double",
"DefaultValue": 10,
"Group": "Trade"
},
{
"Name": "Label",
"Type": "String",
"DefaultValue": "Sample",
"Group": "Trade"
}
]
}
Properties
| Name | Description |
|---|---|
ResultDesktopCLICloudIndicatorDataSeries | The resulting time series of the calculation. |
Inherited members
From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars