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HighMinusLow

Summary

Difference between MarketSeries.High and MarketSeries.Low calculation for each index

Remarks

This volatility indicator works by calculating the difference between the high and the low of each trendbar. The larger the difference between high and low, the more volatile the market during that period.

Signature

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public abstract interface HighMinusLow

Namespace

cAlgo.API.Indicators

Properties

Name Description
Result { get; } The resulting time series of the calculation.

Examples

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    using cAlgo.API;
    using cAlgo.API.Indicators;
    namespace cAlgo.Indicators
    {
        [Indicator]
        public class Example : Indicator
        {
            private HighMinusLow _highMinusLow;
            protected override void Initialize()
            {
                _highMinusLow = Indicators.HighMinusLow();
            }
            public override void Calculate(int index)
            {
              // same as MarketSeries.High[index] - MarketSeries.Low[index];
                Print("High minus Low result = {0}", _highMinusLow.Result[index]);
            }
        }
    }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     /// 
     /// This sample cBot shows how to use the High Minus Low indicator
     /// 
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class HighMinusLowSample : Robot
     {
         private double _volumeInUnits;
         private HighMinusLow _highMinusLow;
         [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);
             _highMinusLow = Indicators.HighMinusLow();
         }
         protected override void OnBar()
         {
             if (_highMinusLow.Result.Last(1) < _highMinusLow.Result.Maximum(10)) return;
             if (Bars.ClosePrices.Last(1) > Bars.OpenPrices.Last(1))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (Bars.ClosePrices.Last(1) < Bars.OpenPrices.Last(1))
             {
                 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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