KeltnerChannels
Summary
The Keltner Channels are volatility-based envelopes set above and below an exponential moving average.
Signature
| public abstract interface KeltnerChannels
|
Namespace
cAlgo.API.Indicators
Examples
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51 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Keltner Channels indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class KeltnerChannelsSample : Robot
{
private double _volumeInUnits;
private KeltnerChannels _keltnerChannels;
[Parameter("Volume (Lots)", DefaultValue = 0.01)]
public double VolumeInLots { get; set; }
[Parameter("Label", DefaultValue = "Sample")]
public string Label { get; set; }
[Parameter("Source")]
public DataSeries Source { get; set; }
public Position[] BotPositions
{
get
{
return Positions.FindAll(Label);
}
}
protected override void OnStart()
{
_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
_keltnerChannels = Indicators.KeltnerChannels(20, MovingAverageType.Exponential, 10, MovingAverageType.Simple, 2);
}
protected override void OnBar()
{
if (Bars.LowPrices.Last(1) <= _keltnerChannels.Bottom.Last(1) && Bars.LowPrices.Last(2) > _keltnerChannels.Bottom.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label);
}
else if (Bars.HighPrices.Last(1) >= _keltnerChannels.Top.Last(1) && Bars.HighPrices.Last(2) < _keltnerChannels.Top.Last(2))
{
ClosePositions(TradeType.Buy);
ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label);
}
}
private void ClosePositions(TradeType tradeType)
{
foreach (var position in BotPositions)
{
if (position.TradeType != tradeType) continue;
ClosePosition(position);
}
}
}
}
|
Properties
Main
Summary
Moving Average Line
Signature
| public abstract IndicatorDataSeries Main {get;}
|
Return Value
IndicatorDataSeries
Top
Summary
Moving Average + ATR * BandDistance
Signature
| public abstract IndicatorDataSeries Top {get;}
|
Return Value
IndicatorDataSeries
Bottom
Summary
Moving Average - ATR * BandDistance
Signature
| public abstract IndicatorDataSeries Bottom {get;}
|
Return Value
IndicatorDataSeries