Aroon
Summary
An indicator for identifying trends in a currency pair, as well as for gauging the probability of a trend reversal.
The indicator fluctuates between 0 and 100, with values above 80 signalling an upward trend, and values below 20 signalling a downward trend.
Signature
| public abstract interface Aroon
|
Namespace
cAlgo.API.Indicators
Properties
Examples
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25 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Indicators
{
[Indicator]
public class AroonReferenceExample:Indicator
{
private Aroon _aroon;
[Parameter("Periods", DefaultValue = 25)]
public int Periods { get; set; }
[Output("Up")]
public IndicatorDataSeries ResultAroonUp { get; set; }
[Output("Down")]
public IndicatorDataSeries ResultAroonDown { get; set; }
protected override void Initialize()
{
_aroon = Indicators.Aroon(Periods);
}
public override void Calculate(int index)
{
ResultAroonUp[index] = _aroon.Up[index];
ResultAroonDown[index] = _aroon.Down[index];
}
}
}
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53 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use an Aroon indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class AroonSample : Robot
{
private double _volumeInUnits;
private Aroon _accumulativeSwingIndex;
[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);
_accumulativeSwingIndex = Indicators.Aroon(25);
}
protected override void OnBar()
{
if (_accumulativeSwingIndex.Up.Last(1) > _accumulativeSwingIndex.Down.Last(1) && _accumulativeSwingIndex.Up.Last(2) < _accumulativeSwingIndex.Down.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (_accumulativeSwingIndex.Up.Last(1) < _accumulativeSwingIndex.Down.Last(1) && _accumulativeSwingIndex.Up.Last(2) > _accumulativeSwingIndex.Down.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);
}
}
}
}
|
Last update: July 1, 2022