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SwingIndex

interface cAlgo.API.Indicators

DesktopCLICloud

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.

Definition

public interface SwingIndex

Namespace: cAlgo.API.Indicators · Group: Indicators · Implements: StandardIndicator

Examples

Example 1

using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    public partial class Test:Indicator
    {
        private SwingIndex _swingIndex;

        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]);
        }
    }
}
import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *
import math

class Test():
    def initialize(self):
        self.swingIndex = api.Indicators.SwingIndex(api.LimitMoveValue)

    def calculate(self, index):
        # Print the current value of SwingIndex to the log
        api.Print(f"The current value of SwingIndex is {self.swingIndex.Result[index]}")
{
  "Parameters": [
    {
      "Name": "LimitMoveValue",
      "Type": "Integer",
      "DefaultValue": 12
    }
  ]
}

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Swing Index indicator
    public partial class SwingIndexSample : Robot
    {
        private double _volumeInUnits;

        private SwingIndex _swingIndex;

        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);
            }
        }
    }
}
import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *

# Import trading wrapper functions
from robot_wrapper import *

class SwingIndexSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.swingIndex = api.Indicators.SwingIndex(12)

    def on_bar_closed(self):
        if self.swingIndex.Result.Last(0) > 0 and self.swingIndex.Result.Last(1) <= 0:
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif self.swingIndex.Result.Last(0) < 0 and self.swingIndex.Result.Last(1) >= 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": "VolumeInLots",
      "DisplayName": "Volume (Lots)",
      "Type": "Double",
      "DefaultValue": 0.01
    },
    {
      "Name": "StopLossInPips",
      "DisplayName": "Stop Loss (Pips)",
      "Type": "Double",
      "DefaultValue": 10
    },
    {
      "Name": "TakeProfitInPips",
      "DisplayName": "Take Profit (Pips)",
      "Type": "Double",
      "DefaultValue": 10
    },
    {
      "Name": "Label",
      "Type": "String",
      "DefaultValue": "Sample"
    }
  ]
}

Properties

Name Description
ResultDesktopCLICloudIndicatorDataSeries Gets the Result Series of the Swing Index indicator.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars