SimpleMovingAverage

public partial class SimpleMovingAverageExample : Indicator
{
    private SimpleMovingAverage _simpleMovingAverage;

    protected override void Initialize()
    {
        _simpleMovingAverage = Indicators.SimpleMovingAverage(Source, Periods);
    }

    public override void Calculate(int index)
    {
        var average = _simpleMovingAverage.Result[index];

        double sum = 0;

        for (var period = 0; period < Periods; period++)
        {
            sum += Math.Pow(Source[index - period] - average, 2.0);
        }

        Result[index] = Math.Sqrt(sum / Periods);
    }
}

import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *
import math

class Test():
    def initialize(self):
        self.simpleMovingAverage = api.Indicators.SimpleMovingAverage(api.Source, api.Periods)

    def calculate(self, index):
        average = self.simpleMovingAverage.Result[index]
        sumResult = 0

        for period in range(api.Periods):
            sumResult += pow(api.Source[index - period] - average, 2.0)
        api.Result[index] = math.sqrt(sumResult / api.Periods)

{
  "Parameters": [
    {
      "Name": "Source",
      "Type": "DataSeries"
    },
    {
      "Name": "Periods",
      "Type": "Integer",
      "DefaultValue": 14,
      "MinValue": 2
    }
  ],
  "LineOutputs": [
    {
      "Name": "Result",
      "Color": "Orange"
    }
  ]
}

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

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Simple Moving Average indicator
    public partial class SimpleMovingAverageSample : Robot
    {
        private double _volumeInUnits;

        private SimpleMovingAverage _fastSimpleMovingAverage;

        private SimpleMovingAverage _slowSimpleMovingAverage;

        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }

        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

            _fastSimpleMovingAverage = Indicators.SimpleMovingAverage(FastMaSource, FastMaPeriod);
            _slowSimpleMovingAverage = Indicators.SimpleMovingAverage(SlowMaSource, SlowMaPeriod);
        }

        protected override void OnBar()
        {
            if (_fastSimpleMovingAverage.Result.HasCrossedAbove(_slowSimpleMovingAverage.Result, 0))
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_fastSimpleMovingAverage.Result.HasCrossedBelow(_slowSimpleMovingAverage.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 SimpleMovingAverageSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.fastSimpleMovingAverage = api.Indicators.SimpleMovingAverage(api.FastMaSource, api.FastMaPeriod)
        self.slowSimpleMovingAverage = api.Indicators.SimpleMovingAverage(api.SlowMaSource, api.SlowMaPeriod)

    def on_bar_closed(self):
        if Functions.HasCrossedAbove(self.fastSimpleMovingAverage.Result, self.slowSimpleMovingAverage.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.fastSimpleMovingAverage.Result, self.slowSimpleMovingAverage.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": "SlowMaSource",
      "DisplayName": "Source",
      "Type": "DataSeries",
      "Group": "Slow MA"
    },
    {
      "Name": "SlowMaPeriod",
      "DisplayName": "Period",
      "Type": "Integer",
      "DefaultValue": 20,
      "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"
    }
  ]
}