DetrendedPriceOscillator Summary The Detrended Price Oscillator Indicator interface.
The Detrended Price Oscillator eliminates trends in prices, showing only absolute changes in price movement.
Signature public abstract interface DetrendedPriceOscillator
Namespace cAlgo.API.Indicators
Properties Name Description Result { get; } The resulting time series of Detrended Price Oscillator calculation.
Examples Example 1 Example 2
1
2
3
4
5
6
7
8
9
10
11
12 private DetrendedPriceOscillator _detrendedPriceOscillator ;
[Output("Main")]
public IndicatorDataSeries Result { get ; set ; }
protected override void Initialize ()
{
_detrendedPriceOscillator = Indicators . DetrendedPriceOscillator ( Source , Periods , MaType );
}
public override void Calculate ( int index )
{
// Display Result of Indicator
Result [ index ] = _detrendedPriceOscillator . Result [ index ];
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53 using cAlgo.API ;
using cAlgo.API.Indicators ;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Detrended Price Oscillator indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class DetrendedPriceOscillatorSample : Robot
{
private double _volumeInUnits ;
private DetrendedPriceOscillator _detrendedPriceOscillator ;
[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 );
_detrendedPriceOscillator = Indicators . DetrendedPriceOscillator ( Bars . ClosePrices , 14 , MovingAverageType . Simple );
}
protected override void OnBar ()
{
if ( _detrendedPriceOscillator . Result . Last ( 1 ) > 0 && _detrendedPriceOscillator . Result . Last ( 2 ) <= 0 )
{
ClosePositions ( TradeType . Sell );
ExecuteMarketOrder ( TradeType . Buy , SymbolName , _volumeInUnits , Label , StopLossInPips , TakeProfitInPips );
}
else if ( _detrendedPriceOscillator . Result . Last ( 1 ) < 0 && _detrendedPriceOscillator . Result . Last ( 2 ) >= 0 )
{
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: March 23, 2023