AverageDirectionalMovementIndexRating
Summary
The Average Directional Movement Index Rating (ADXR) measures the strength of the Average Directional Movement Index (ADX). It's calculated by taking the average of the current ADX and the ADX from one time period before.
Signature
| public abstract interface AverageDirectionalMovementIndexRating
|
Namespace
cAlgo.API.Indicators
Examples
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54 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Average Directional Movement Index Rating indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class AverageDirectionalMovementIndexRatingSample : Robot
{
private double _volumeInUnits;
private AverageDirectionalMovementIndexRating _averageDirectionalMovementIndexRating;
[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);
_averageDirectionalMovementIndexRating = Indicators.AverageDirectionalMovementIndexRating(20);
}
protected override void OnBar()
{
if (_averageDirectionalMovementIndexRating.ADXR.Last(1) < 25) return;
if (_averageDirectionalMovementIndexRating.DIPlus.Last(1) > _averageDirectionalMovementIndexRating.DIMinus.Last(1) && _averageDirectionalMovementIndexRating.DIPlus.Last(2) <= _averageDirectionalMovementIndexRating.DIMinus.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (_averageDirectionalMovementIndexRating.DIPlus.Last(1) < _averageDirectionalMovementIndexRating.DIMinus.Last(1) && _averageDirectionalMovementIndexRating.DIPlus.Last(2) >= _averageDirectionalMovementIndexRating.DIMinus.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);
}
}
}
}
|
See Also
Properties
ADX
Summary
The Average Directional Movement Index (ADX) indicates whether the market is trending or ranging.
Signature
| public abstract IndicatorDataSeries ADX {get; set;}
|
Return Value
IndicatorDataSeries
ADXR
Summary
The rating of Average Directional Movement Index (ADX)
Signature
| public abstract IndicatorDataSeries ADXR {get; set;}
|
Return Value
IndicatorDataSeries
DIMinus
Summary
The Positive Direction Indicator (+DI) indicates upward trend movement.
Signature
| public abstract IndicatorDataSeries DIMinus {get; set;}
|
Return Value
IndicatorDataSeries
DIPlus
Summary
The Negative Direction Indicator (-DI) indicates downward trend movement.
Signature
| public abstract IndicatorDataSeries DIPlus {get; set;}
|
Return Value
IndicatorDataSeries
Last update: December 6, 2023