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ChaikinVolatility

Summary

The Chaikin Volatility Indicator interface.

Remarks

The Chaikin Volatility's main purpose is to confirm price trends and to forecast price reversals.

Signature

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public abstract interface ChaikinVolatility

Namespace

cAlgo.API.Indicators

Properties

Name Description
Result { get; } Chaikin Volatility Result Series.

Examples

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 private ChaikinVolatility chaikinVolatility;
 [Output("Main")]
    public IndicatorDataSeries Result { get; set; }
    protected override void Initialize()
    {
     chaikinVolatility = Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple);
    }
    public override void Calculate(int index)
    {
     // Display Result of Indicator
        Result[index] = _chaikinVolatility.Result[index];
    }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Chaikin Volatility indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class ChaikinVolatilitySample : Robot
     {
         private double _volumeInUnits;
         private ChaikinVolatility _chaikinVolatility;
         private SimpleMovingAverage _simpleMovingAverage;
         [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);
             _chaikinVolatility = Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple);
             _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 9);
         }
         protected override void OnBar()
         {
             if (_chaikinVolatility.Result.Last(1) > 0)
             {
                 if (Bars.ClosePrices.Last(1) > _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) < _simpleMovingAverage.Result.Last(2))
                 {
                     ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                 }
                 else if (Bars.ClosePrices.Last(1) < _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) > _simpleMovingAverage.Result.Last(2))
                 {
                     ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                 }
             }
             else
             {
                 ClosePositions();
             }
         }
         private void ClosePositions()
         {
             foreach (var position in BotPositions)
             {
                 ClosePosition(position);
             }
         }
     }
 }

Last update: July 1, 2022

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