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CommodityChannelIndex

Summary

The Commodity Channel Index interface.

Remarks

The Commodity Channel Index is used to determine overbought and oversold conditions relating to a symbol. The Commodity Channel Index can be used to forecast changes in price direction.

Signature

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public abstract interface CommodityChannelIndex

Namespace

cAlgo.API.Indicators

Properties

Name Description
Result { get; } Commodity Channel Index Result Series.

Examples

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    using cAlgo.API;
    using cAlgo.API.Indicators;
    namespace cAlgo.Indicator
    {
        [Indicator]
        public class CommodityChannelIndexReferenceExample:Indicator
        {
            private CommodityChannelIndex _commodityChannelIndex;
            [Parameter("Periods", DefaultValue = 14)]
          public int Periods { get; set; }
            [Output("Main")]
            public IndicatorDataSeries Result { get; set; }
            protected override void Initialize()
            {
                _commodityChannelIndex = Indicators.CommodityChannelIndex(Periods);
            }
            public override void Calculate(int index)
            {
              // Display Result of Indicator
                Result[index] = _commodityChannelIndex.Result[index];
            }
        }
    }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Commodity Channel Index indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class CommodityChannelIndexSample : Robot
     {
         private double _volumeInUnits;
         private CommodityChannelIndex _commodityChannelIndex;
         [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);
             _commodityChannelIndex = Indicators.CommodityChannelIndex(14);
         }
         protected override void OnBar()
         {
             if (_commodityChannelIndex.Result.Last(1) > 100 && _commodityChannelIndex.Result.Last(2) <= 100)
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_commodityChannelIndex.Result.Last(1) < -100 && _commodityChannelIndex.Result.Last(2) >= -100)
             {
                 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: June 26, 2022

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