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VolumeROC

Summary

The Volume Rate of Change indicator measures the Rate Of Change of the tick volume.

Remarks

It shows whether a volume trend is developing and can be used to confirm price moves or not.

Signature 

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public abstract interface VolumeROC

Namespace

cAlgo.API.Indicators

Examples

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 private VolumeROC _volumeROC;
 [Parameter("Period", DefaultValue = 14)]
 public int Period { get; set; }
 [Output("Main")]
 public IndicatorDataSeries Result { get; set; }
 protected override void Initialize()
 {
    _volumeROC = Indicators.VolumeROC(Period);
 }
 public override void Calculate(int index)
 {
    // Display Result of Indicator
    Result[index] = _volumeROC.Result[index];
 }

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     /// 
     /// This sample cBot shows how to use the Volume ROC indicator
     /// 
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class VolumeROCSample : Robot
     {
         private double _volumeInUnits;
         private VolumeROC _volumeROC;
         private SimpleMovingAverage _priceSimpleMovingAverage;
         private SimpleMovingAverage _volumeROCSimpleMovingAverage;
         [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);
             _volumeROC = Indicators.VolumeROC(14);
             _volumeROCSimpleMovingAverage = Indicators.SimpleMovingAverage(_volumeROC.Result, 14);
             _priceSimpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
         }
         protected override void OnBar()
         {
             if (_volumeROC.Result.Last(1) < _volumeROCSimpleMovingAverage.Result.Last(1)) return;
             if (Bars.ClosePrices.Last(1) > _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) <= _priceSimpleMovingAverage.Result.Last(2))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (Bars.ClosePrices.Last(1) < _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) >= _priceSimpleMovingAverage.Result.Last(2))
             {
                 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):
         # Periods is a parameter defined in C# file of indicator
         self.volumeROC = api.Indicators.VolumeROC(api.Periods)
     def calculate(self, index):
         # Result is an output defined in C# file of indicator
         api.Result[index] = self.volumeROC.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 VolumeROCSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.volumeROC = api.Indicators.VolumeROC(api.Periods)
         self.volumeROCSimpleMovingAverage = api.Indicators.SimpleMovingAverage(self.volumeROC.Result, 14)
         self.priceSimpleMovingAverage = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 14)
     def on_bar_closed(self):
         if self.volumeROC.Result.Last(0) < self.volumeROCSimpleMovingAverage.Result.Last(0):
             return
         if api.Bars.ClosePrices.Last(0) > self.priceSimpleMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) <= self.priceSimpleMovingAverage.Result.Last(1):
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         elif api.Bars.ClosePrices.Last(0) < self.priceSimpleMovingAverage.Result.Last(0) and api.Bars.ClosePrices.Last(1) >= self.priceSimpleMovingAverage.Result.Last(1):
             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

Gets or sets the time series of the Volume ROC indicator.

Signature 

1
public abstract IndicatorDataSeries Result {get; set;}

Return Value

IndicatorDataSeries

Examples

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 //...
 private VolumeROC _volumeROC;
 //...
 protected override void OnBar()
 {
     var currentValue = _volumeROC.Result.LastValue;
     //...
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def on_start(self):
         # Periods is a parameter defined in C# file of indicator
         self.volumeROC = api.Indicators.VolumeROC(api.Periods)
     def on_bar(self):
         currentValue = self.volumeROC.Result.LastValue