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HighMinusLow

interface cAlgo.API.Indicators

DesktopCLICloud

Difference between Bars.HighPrices and Bars.LowPrices calculation for each index

Definition

public interface HighMinusLow

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

Remarks

This volatility indicator works by calculating the difference between the high and the low of each trendbar. The larger the difference between high and low, the more volatile the market during that period.

Examples

Example 1

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

namespace cAlgo.Indicators
{
    public partial class Example : Indicator
    {
        private HighMinusLow _highMinusLow;

        protected override void Initialize()
        {
            _highMinusLow = Indicators.HighMinusLow();
        }

        public override void Calculate(int index)
        {
            // same as Bars.HighPrices[index] - Bars.LowPrices[index];
            Print("High minus Low result = {0}", _highMinusLow.Result[index]);
        }
    }
}
import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class Test():
    def initialize(self):
        self.highMinusLow = api.Indicators.HighMinusLow()

    def calculate(self, index):
        # same as api.Bars.HighPrices[index] - api.Bars.LowPrices[index]
        api.Print(f"High minus Low result = {self.highMinusLow.Result[index]}")
{
  "AccessRights": "None"
}

Example 2

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

namespace cAlgo.Robots
{
    // This sample cBot shows how to use the High Minus Low indicator
    public partial class HighMinusLowSample : Robot
    {
        private double _volumeInUnits;

        private HighMinusLow _highMinusLow;

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

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

            _highMinusLow = Indicators.HighMinusLow();
        }

        protected override void OnBar()
        {
            if (_highMinusLow.Result.Last(1) < _highMinusLow.Result.Maximum(10)) return;

            if (Bars.ClosePrices.Last(1) > Bars.OpenPrices.Last(1))
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (Bars.ClosePrices.Last(1) < Bars.OpenPrices.Last(1))
            {
                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 HighMinusLowSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.highMinusLow = api.Indicators.HighMinusLow()

    def on_bar_closed(self):
        if self.highMinusLow.Result.Last(0) < Functions.Maximum(self.highMinusLow.Result, 10):
            return

        if api.Bars.ClosePrices.Last(0) > api.Bars.OpenPrices.Last(0):
            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) < api.Bars.OpenPrices.Last(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 The resulting time series of the calculation.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars