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Supertrend

interface cAlgo.API.Indicators

DesktopCLICloud

Supertrend is one of the most popular trend trading indicators

Definition

public interface Supertrend

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

Examples

Example 1

var supertrend = Indicators.Supertrend(10, 3);
var isUpTrend = !double.IsNaN(supertrend.UpTrend.Last(1));
Print("Supertrend direction: {0}", isUpTrend ? "up" : "down");
import math

supertrend = api.Indicators.Supertrend(10, 3)
isUpTrend = not math.isnan(supertrend.UpTrend.Last(1))
api.Print(f"Supertrend direction: {'up' if isUpTrend else 'down'}")

Example 2

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

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

        private Supertrend _supertrend;

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

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

            _supertrend = Indicators.Supertrend(10, 3);
        }

        protected override void OnBar()
        {
            if (_supertrend.UpTrend.Last(1) < Bars.LowPrices.Last(1) && _supertrend.DownTrend.Last(2) > Bars.HighPrices.Last(2))
            {
                ClosePositions(TradeType.Sell);

                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_supertrend.DownTrend.Last(1) > Bars.HighPrices.Last(1) && _supertrend.UpTrend.Last(2) < Bars.LowPrices.Last(2))
            {
                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 SupertrendSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.supertrend = api.Indicators.Supertrend(10, 3)

    def on_bar_closed(self):
        if self.supertrend.UpTrend.Last(0) < api.Bars.LowPrices.Last(0) and self.supertrend.DownTrend.Last(1) > api.Bars.HighPrices.Last(1):
            self.close_positions(TradeType.Sell)
            api.ExecuteMarketOrder(TradeType.Buy, api.SymbolName, self.volumeInUnits, api.Label, api.StopLossInPips, api.TakeProfitInPips)
        elif self.supertrend.DownTrend.Last(0) > api.Bars.HighPrices.Last(0) and self.supertrend.UpTrend.Last(1) < api.Bars.LowPrices.Last(1):
            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
DownTrendDesktopCLICloudIndicatorDataSeries Gets the Supertrend Down trend data series
UpTrendDesktopCLICloudIndicatorDataSeries Gets the Supertrend Up trend data series

Inherited members

From StandardIndicator: AddToChart, Symbol, TimeFrame, Bars