Skip to content

MacdCrossOver

Summary

Calculates the MACD (Moving Average Convergence/Divergence) indicator.

Remarks

MACD (Moving Average Convergence/Divergence) is used to spot changes in the strength, direction, momentum, and duration of a trend.

Signature 

1
public abstract interface MacdCrossOver

Namespace

cAlgo.API.Indicators

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
 //...
 private MacdCrossOver _macdCrossOver;
 [Output("MACD")]
 public IndicatorDataSeries Macd { get; set; }
 protected override void Initialize()
 {
     _macdCrossOver = Indicators.MacdCrossOver(LongCycle, ShortCycle, Period);
     //...
 }
 public override void Calculate(int index)
 {
     Macd[index] = _macdCrossOver.MACD[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
54
 using cAlgo.API;
 using cAlgo.API.Indicators;
 using cAlgo.API.Internals;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the MACD Cross Over indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class MacdCrossOverSample : Robot
     {
         private double _volumeInUnits;
         private MacdCrossOver _macdCrossOver;
         [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);
             _macdCrossOver = Indicators.MacdCrossOver(Bars.ClosePrices, 26, 12, 9);
         }
         protected override void OnBar()
         {
             if (_macdCrossOver.MACD.Last(1) > _macdCrossOver.Signal.Last(1) && _macdCrossOver.MACD.Last(2) <= _macdCrossOver.Signal.Last(2))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_macdCrossOver.MACD.Last(1) < _macdCrossOver.Signal.Last(1) && _macdCrossOver.MACD.Last(2) >= _macdCrossOver.Signal.Last(2))
             {
                 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);
             }
         }
     }
 }

Properties

Histogram

Summary

Gets the Histogram (bar graph).

Remarks

The histogram of MACD: difference between the blue and red lines.

Signature 

1
public abstract IndicatorDataSeries Histogram {get;}

Return Value

IndicatorDataSeries

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
 //...
 private MacdCrossOver _macdCrossOver;
 [Output("Histogram")]
 public IndicatorDataSeries Histogram { get; set; }
 protected override void Initialize()
 {
     _macdCrossOver = Indicators.MacdCrossOver(LongCycle, ShortCycle, Period);
 }
 public override void Calculate(int index)
 {
     Histogram[index] = _macdCrossOver.Histogram[index];
     //...
 }

MACD

Summary

Gets the main MACD line (blue line).

Remarks

MACD line: difference between the 12 and 26 days EMAs

Signature 

1
public abstract IndicatorDataSeries MACD {get;}

Return Value

IndicatorDataSeries

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
 //...
 private MacdCrossOver _macdCrossOver;
 [Output("MACD")]
 public IndicatorDataSeries Macd { get; set; }
 protected override void Initialize()
 {
     _macdCrossOver = Indicators.MacdCrossOver(LongCycle, ShortCycle, Period);
 }
 public override void Calculate(int index)
 {
     Macd[index] = _macdCrossOver.MACD[index];
     //...
 }

Signal

Summary

Gets the Signal line of MACD (red line).

Remarks

Signal: 9 day EMA of the blue line

Signature 

1
public abstract IndicatorDataSeries Signal {get;}

Return Value

IndicatorDataSeries

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
 //...
 private MacdCrossOver _macdCrossOver;
 [Output("Signal")]
 public IndicatorDataSeries Signal { get; set; }
 protected override void Initialize()
 {
     _macdCrossOver = Indicators.MacdCrossOver(LongCycle, ShortCycle, Period);
 }
 public override void Calculate(int index)
 {
     Signal[index] = _macdCrossOver.Signal[index];
     //...
 }