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MedianPrice

interface cAlgo.API.Indicators

DesktopCLICloud

A Median Price is an average of one period’s high and low values.

Definition

public interface MedianPrice

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

Remarks

A Median Price is often used as a component for calculating other indicators.

Examples

Example 1

private MedianPrice _price;
protected override void Initialize()
{
    _price = Indicators.MedianPrice();
}
public override void Calculate(int index)
{
    double price = _price.Result[index];
}
import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class Test():
    def initialize(self):
        self.medianPrice = api.Indicators.MedianPrice()

    def calculate(self, index):
        price = self.medianPrice.Result[index]

Example 2

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

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

        private MedianPrice _medianPrice;

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

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

            _medianPrice = Indicators.MedianPrice();
        }

        protected override void OnBar()
        {
            if (Bars.ClosePrices.Last(1) > _medianPrice.Result.Last(1))
            {
                ClosePositions(TradeType.Sell);

                if (BotPositions.Length == 0)
                {
                    ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                }
            }
            else if (Bars.ClosePrices.Last(1) < _medianPrice.Result.Last(1))
            {
                ClosePositions(TradeType.Buy);

                if (BotPositions.Length == 0)
                {
                    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 MedianPriceSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.medianPrice = api.Indicators.MedianPrice()

    def on_bar_closed(self):
        if api.Bars.ClosePrices.Last(0) > self.medianPrice.Result.Last(0):
            self.close_positions(TradeType.Sell)
            if len(self.get_bot_positions()) == 0:
                api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif api.Bars.ClosePrices.Last(0) < self.medianPrice.Result.Last(0):
            self.close_positions(TradeType.Buy)
            if len(self.get_bot_positions()) == 0:
                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 series of the calculation of Median Price

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars