Skip to content

SwingIndex

Summary

Developed by Welles Wilder, the Swing Index compares current Open, high, Low and Close prices to find of current and previous periods to find "real" price.

Signature

1
public abstract interface SwingIndex

Namespace

cAlgo.API.Indicators

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
    using cAlgo.API;
    using cAlgo.API.Indicators;
    namespace cAlgo.Indicators
    {
        [Indicator]
        public class Test:Indicator
        {
            private SwingIndex _swingIndex;
            [Parameter(DefaultValue = 12)]
            public int LimitMoveValue { get; set; }
            protected override void Initialize()
            {
                _swingIndex = Indicators.SwingIndex(LimitMoveValue);
            }
            public override void Calculate(int index)
            {
                //Print the current value of SwingIndex to the log
                Print("The current value of SwingIndex is {0}", _swingIndex.Result[index]);
            }
        }
    }
 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Swing Index indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class SwingIndexSample : Robot
     {
         private double _volumeInUnits;
         private SwingIndex _swingIndex;
         [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);
             _swingIndex = Indicators.SwingIndex(12);
         }
         protected override void OnBar()
         {
             if (_swingIndex.Result.Last(1) > 0 && _swingIndex.Result.Last(2) <= 0)
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_swingIndex.Result.Last(1) < 0 && _swingIndex.Result.Last(2) >= 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);
             }
         }
     }
 }

Properties

Result

Summary

Gets the Result Series of the Swing Index indicator.

Signature

1
public abstract IndicatorDataSeries Result {get;}

Return Value

IndicatorDataSeries

Examples

1
2
3
4
5
 public override void Calculate(int index)
 {
      //Print the current value of SwingIndex to the log
      Print("The current value of SwingIndex is {0}", _swingIndex.Result[index]);
 }