Functions

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

namespace cAlgo
{
    // This sample shows how to use the data series functions
    public partial class DataSeriesFunctionsSample : Indicator
    {
        private SimpleMovingAverage _smaFast, _smaSlow;

        protected override void Initialize()
        {
            _smaFast = Indicators.SimpleMovingAverage(Bars.ClosePrices, 9);
            _smaSlow = Indicators.SimpleMovingAverage(Bars.ClosePrices, 20);
        }

        public override void Calculate(int index)
        {
            if (!IsLastBar)
                return;

            if (_smaFast.Result.HasCrossedAbove(_smaSlow.Result, 1))
                Print("Fast MA crossed above slow MA");

            if (_smaFast.Result.HasCrossedBelow(_smaSlow.Result, 1))
                Print("Fast MA crossed below slow MA");

            if (_smaFast.Result.Maximum(10) > _smaSlow.Result.Maximum(10))
                Print("Fast MA last 10 values maximum is larger than slow MA last 10 values");

            if (_smaFast.Result.Minimum(10) < _smaSlow.Result.Minimum(10))
                Print("Fast MA last 10 values minimum is smaller than slow MA last 10 values");

            // IsFalling and IsRising compare the last two values of the data series
            if (_smaFast.Result.IsFalling() && _smaSlow.Result.IsRising())
                Print("Fast MA is falling and slow MA is rising");

            if (_smaFast.Result.Sum(10) > _smaSlow.Result.Sum(10))
                Print("Fast MA last 10 values sum is larger than slow MA last 10 values sum");
        }
    }
}

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

from cAlgo.API import *

class DataSeriesFunctionsSample():
    def initialize(self):
        self.fastSma = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 9)
        self.slowSma = api.Indicators.SimpleMovingAverage(api.Bars.ClosePrices, 20)

    def calculate(self, index):
        if not api.IsLastBar:
            return

        if Functions.HasCrossedAbove(self.fastSma.Result, self.slowSma.Result, 1):
            api.Print("Fast MA crossed above slow MA")

        if Functions.HasCrossedBelow(self.fastSma.Result, self.slowSma.Result, 1):
            api.Print("Fast MA crossed below slow MA")

        if Functions.Maximum(self.fastSma.Result, 10) > Functions.Maximum(self.slowSma.Result, 10):
            api.Print("Fast MA last 10 values maximum is larger than slow MA last 10 values")

        if Functions.Minimum(self.fastSma.Result, 10) < Functions.Minimum(self.slowSma.Result, 10):
            api.Print("Fast MA last 10 values minimum is smaller than slow MA last 10 values")

        # IsFalling and IsRising compare the last two values of the data series
        if Functions.IsFalling(self.fastSma.Result) and Functions.IsRising(self.slowSma.Result):
            api.Print("Fast MA is falling and slow MA is rising")

        if Functions.Sum(self.fastSma.Result, 10) > Functions.Sum(self.slowSma.Result, 10):
            api.Print("Fast MA last 10 values sum is larger than slow MA last 10 values sum")

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  "AccessRights": "None",
  "TimeZone": "UTC",
  "IsOverlay": true
}