Summary
A Median Price is an average of one period’s high and low values.
A Median Price is often used as a component for calculating other indicators.
Signature
| public abstract interface MedianPrice
|
Namespace
cAlgo.API.Indicators
Examples
| private MedianPrice _price;
protected override void Initialize()
{
_price = Indicators.MedianPrice();
}
public override void Calculate(int index)
{
double price = _price.Result[index];
}
|
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Momentum Oscillator indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class MedianPriceSample : Robot
{
private double _volumeInUnits;
private MedianPrice _medianPrice;
[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);
_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")
from cAlgo.API import *
class Test():
def initialize(self):
self.medianPrice = api.Indicators.MedianPrice()
def calculate(self, index):
price = self.medianPrice.Result[index]
|
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26 | 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)
|
Properties
Result
Summary
The resulting series of the calculation of Median Price
Signature
| public abstract IndicatorDataSeries Result {get;}
|
Return Value
IndicatorDataSeries
Examples