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DetrendedPriceOscillator

Summary

The Detrended Price Oscillator Indicator interface.

Remarks

The Detrended Price Oscillator eliminates trends in prices, showing only absolute changes in price movement.

Signature

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public abstract interface DetrendedPriceOscillator

Namespace

cAlgo.API.Indicators

Properties

Name Description
Result { get; } The resulting time series of Detrended Price Oscillator calculation.

Examples

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    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];
    }
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 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: December 8, 2022

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