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MacdHistogram

Summary

The calculation of the MACD Histogram.

Remarks

MACD (moving average convergence/divergence) is used to spot changes in the strength, direction, momentum, and duration of a trend.

Signature 

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public abstract interface MacdHistogram

Namespace

cAlgo.API.Indicators

Examples

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 //...
 private MacdHistogram macd;
 //...
 macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
 //...

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 using cAlgo.API.Internals;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the MACD Histogram indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class MacdHistogramSample : Robot
     {
         private double _volumeInUnits;
         private MacdHistogram _macdHistogram;
         [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);
             _macdHistogram = Indicators.MacdHistogram(Bars.ClosePrices, 26, 12, 9);
         }
         protected override void OnBar()
         {
             if (_macdHistogram.Histogram.Last(1) > 0 && _macdHistogram.Histogram.Last(2) <= 0)
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_macdHistogram.Histogram.Last(1) < 0 && _macdHistogram.Histogram.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);
             }
         }
     }
 }

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 # LongCycle, ShortCycle, and Periods are parameters defined in C# file of indicator
 self.macdHistogram = apiIndicators.MacdHistogram(api.LongCycle, api.ShortCycle, api.Periods)

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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 MacdHistogramSample():
     def on_start(self):
         self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
         self.macdHistogram = api.Indicators.MacdHistogram(api.Source, api.LongCycle, api.ShortCycle, api.SignalPeriods)
     def on_bar_closed(self):
         if self.macdHistogram.Histogram.Last(0) > 0 and self.macdHistogram.Histogram.Last(1) <= 0:
             self.close_positions(TradeType.Sell)
             api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
         elif self.macdHistogram.Histogram.Last(0) < 0 and self.macdHistogram.Histogram.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)

Properties

Histogram

Summary

The histogram (bar graph). The difference between the short and long cycles.

Signature 

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public abstract IndicatorDataSeries Histogram {get;}

Return Value

IndicatorDataSeries

Examples

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 //...
 private MacdHistogram macd;
 macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
 //...
 public override void Calculate(int index)
 {
     double macdHistogramResult = macd.Histogram[index];
     //...
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def initialize(self):
         # LongCycle, ShortCycle, and Periods are parameters defined in C# file of indicator
         self.macd = apiIndicators.MacdHistogram(api.LongCycle, api.ShortCycle, api.Periods)
     def calculate(self, index):
         macdHistogramResult = self.macd.Histogram[index]

Signal

Summary

The signal (red line). The exponential moving average of the MACD histogram.

Signature 

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public abstract IndicatorDataSeries Signal {get;}

Return Value

IndicatorDataSeries

Examples

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 //...
 private MacdHistogram macd;
 macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
 //...
 public override void Calculate(int index)
 {
     double macdSignalResult = macd.Signal[index];
     //...
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def initialize(self):
         # LongCycle, ShortCycle, and Periods are parameters defined in C# file of indicator
         self.macd = apiIndicators.MacdHistogram(api.LongCycle, api.ShortCycle, api.Periods)
     def calculate(self, index):
         macdSignalResult = self.macd.Signal[index]