Supertrend
Summary
Supertrend is one of the most popular trend trading indicators
Signature
| public abstract interface Supertrend
|
Namespace
cAlgo.API.Indicators
Examples
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53 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Supertrend indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class SupertrendSample : Robot
{
private double _volumeInUnits;
private Supertrend _supertrend;
[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);
_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);
}
}
}
}
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24 | 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(api.Periods, api.Multiplier)
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)
|
Properties
UpTrend
Summary
Gets the Supertrend Up trend data series
Signature
| public abstract IndicatorDataSeries UpTrend {get; set;}
|
Return Value
IndicatorDataSeries
DownTrend
Summary
Gets the Supertrend Down trend data series
Signature
| public abstract IndicatorDataSeries DownTrend {get; set;}
|
Return Value
IndicatorDataSeries