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StochasticOscillator

interface cAlgo.API.Indicators

DesktopCLICloud

The Stochastic Oscillator is a momentum indicator that aims to show price reversals by comparing the closing price to the price range.

Definition

public interface StochasticOscillator

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

Remarks

Calculates the range between the high and low price during a given period of time. The current price is then expressed as a percentage of this range with 0% indicating the bottom of the range and 100% indicating the top of the range over this time period. Based on the theory that prices tend to close near the boundaries of the recent range.

Examples

Example 1

private StochasticOscillator _stochastic;
protected override void Initialize()
{
    // Initialize the Stochastic Oscillator indicator
     _stochastic = Indicators.StochasticOscillator(9, 3, 9, MovingAverageType.Simple);
}

import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *
import math

class Test():
    def initialize(self):
        # Initialize the Stochastic Oscillator indicator
        self.stochasticOscillator = api.Indicators.StochasticOscillator(9, 3, 9, MovingAverageType.Simple)

Example 2

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

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

        private StochasticOscillator _stochasticOscillator;

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

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

            _stochasticOscillator = Indicators.StochasticOscillator(9, 3, 9, MovingAverageType.Simple);
        }

        protected override void OnBar()
        {
            if (_stochasticOscillator.PercentK.HasCrossedAbove(_stochasticOscillator.PercentD, 0) && _stochasticOscillator.PercentK.Last(1) <= 20)
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_stochasticOscillator.PercentK.HasCrossedBelow(_stochasticOscillator.PercentD, 0) && _stochasticOscillator.PercentK.Last(1) >= 80)
            {
                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 StochasticOscillatorSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.stochasticOscillator = api.Indicators.StochasticOscillator(9, 3, 9, MovingAverageType.Simple)

    def on_bar_closed(self):
        if Functions.HasCrossedAbove(self.stochasticOscillator.PercentK, self.stochasticOscillator.PercentD, 0) and self.stochasticOscillator.PercentK.Last(1) <= 20:
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif Functions.HasCrossedBelow(self.stochasticOscillator.PercentK, self.stochasticOscillator.PercentD, 0) and self.stochasticOscillator.PercentK.Last(1) >= 80:
            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
PercentDDesktopCLICloudIndicatorDataSeries %D is 3 Period Exponential Moving Average of %K.
PercentKDesktopCLICloudIndicatorDataSeries Calculation of %K is 100 multiplied by the ratio of the closing price minus the lowest price over the last N periods over the highest price over the last N minus the lowest price over the last N periods.

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars

Deprecated members (2)
  • IndicatorDataSeries PersentsD {get;} — Use PercentD property instead.
  • IndicatorDataSeries PersentsK {get;} — Use PercentK property instead.