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PriceVolumeTrend

interface cAlgo.API.Indicators

DesktopCLICloud

Price and Volume Trend is a variation of On Balance Volume, used to determine the strength of trends and warn of reversals.

Definition

public interface PriceVolumeTrend

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

Examples

Example 1

private PriceVolumeTrend _priceVolumeTrend;

protected override void Initialize()
{
   _priceVolumeTrend = Indicators.PriceVolumeTrend(Source);
}
public override void Calculate(int index)
{
   // Display Result of Indicator
   Result[index] = _priceVolumeTrend.Result[index];
}
import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class Test():
    def initialize(self):
        self.priceVolumeTrend = api.Indicators.PriceVolumeTrend(api.Source)

    def calculate(self, index):
        # Display Result of Indicator
        api.Result[index] = self.priceVolumeTrend.Result[index]
{
  "Parameters": [
    {
      "Name": "Source",
      "Type": "DataSeries"
    }
  ],
  "LineOutputs": [
    {
      "Name": "Result",
      "DisplayName": "Main"
    }
  ]
}

Example 2

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

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

        private PriceVolumeTrend _priceVolumeTrend;

        private SimpleMovingAverage _simpleMovingAverage;

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

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

            _priceVolumeTrend = Indicators.PriceVolumeTrend(Bars.ClosePrices);
            _simpleMovingAverage = Indicators.SimpleMovingAverage(_priceVolumeTrend.Result, 20);
        }

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

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_priceVolumeTrend.Result.HasCrossedBelow(_simpleMovingAverage.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 PriceVolumeTrendSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.priceVolumeTrend = api.Indicators.PriceVolumeTrend(api.Bars.ClosePrices)
        self.simpleMovingAverage = api.Indicators.SimpleMovingAverage(self.priceVolumeTrend.Result, 20)

    def on_bar_closed(self):
        if Functions.HasCrossedAbove(self.priceVolumeTrend.Result, self.simpleMovingAverage.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.priceVolumeTrend.Result, self.simpleMovingAverage.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": "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 Gets or sets the time series of the Price Volume Trend indicator.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars