WilliamsAccumulationDistribution¶

 private WilliamsAccumulationDistribution _result;
 protected override void Initialize()
 {
     _result = Indicators.WilliamsAccumulationDistribution();
 }
 public override void Calculate(int index)
 {
     double result = _result.Result[index];
 }

 using cAlgo.API;
 using cAlgo.API.Indicators;
 using System;
 using System.Linq;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Williams Accumulation Distribution indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class WilliamsAccumulationDistributionSample : Robot
     {
         private double _volumeInUnits;
         private WilliamsAccumulationDistribution _williamsAccumulationDistribution;
         private SimpleMovingAverage _simpleMovingAverage;
         [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);
             _williamsAccumulationDistribution = Indicators.WilliamsAccumulationDistribution();
             _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
         }
         protected override void OnBar()
         {
             var correlation = GetCorrelation(14);
             if (correlation > 0.85) return;
             if (Bars.ClosePrices.Last(1) > _simpleMovingAverage.Result.Last(1))
             {
                 ClosePositions(TradeType.Buy);
                 ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (Bars.ClosePrices.Last(1) < _simpleMovingAverage.Result.Last(1))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
         }
         private void ClosePositions(TradeType tradeType)
         {
             foreach (var position in BotPositions)
             {
                 if (position.TradeType != tradeType) continue;
                 ClosePosition(position);
             }
         }
         private double GetCorrelation(int period)
         {
             var x = _williamsAccumulationDistribution.Result.Skip(_williamsAccumulationDistribution.Result.Count - period).ToArray();
             var y = Bars.ClosePrices.Skip(Bars.ClosePrices.Count - period).ToArray();
             if (!x.Any() || !y.Any())
             {
                 return double.NaN;
             }
             var xSum = x.Sum();
             var ySum = y.Sum();
             var xSumSquared = Math.Pow(xSum, 2);
             var ySumSquared = Math.Pow(ySum, 2);
             var xSquaredSum = x.Select(value => Math.Pow(value, 2)).Sum();
             var ySquaredSum = y.Select(value => Math.Pow(value, 2)).Sum();
             var xAndyProductSum = x.Zip(y, (value1, value2) => value1 * value2).Sum();
             double n = x.Count();
             return (n * xAndyProductSum - xSum * ySum) / Math.Sqrt((n * xSquaredSum - xSumSquared) * (n * ySquaredSum - ySumSquared));
         }
     }
 }