MacdHistogram
Summary
The calculation of the MACD Histogram.
MACD (moving average convergence/divergence) is used to spot changes in the strength, direction, momentum, and duration of a trend.
Signature
| public abstract interface MacdHistogram
|
Namespace
cAlgo.API.Indicators
Examples
| //...
private MacdHistogram macd;
//...
macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
//...
|
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54 | using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the MACD Histogram indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class MacdHistogramSample : Robot
{
private double _volumeInUnits;
private MacdHistogram _macdHistogram;
[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);
_macdHistogram = Indicators.MacdHistogram(Bars.ClosePrices, 26, 12, 9);
}
protected override void OnBar()
{
if (_macdHistogram.Histogram.Last(1) > 0 && _macdHistogram.Histogram.Last(2) <= 0)
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (_macdHistogram.Histogram.Last(1) < 0 && _macdHistogram.Histogram.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);
}
}
}
}
|
Properties
Histogram
Summary
The histogram (bar graph). The difference between the short and long cycles.
Signature
| public abstract IndicatorDataSeries Histogram {get;}
|
Return Value
IndicatorDataSeries
Examples
| //...
private MacdHistogram macd;
macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
//...
public override void Calculate(int index)
{
double macdHistogramResult = macd.Histogram[index];
//...
}
|
Signal
Summary
The signal (red line). The exponential moving average of the MACD histogram.
Signature
| public abstract IndicatorDataSeries Signal {get;}
|
Return Value
IndicatorDataSeries
Examples
| //...
private MacdHistogram macd;
macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period);
//...
public override void Calculate(int index)
{
double macdSignalResult = macd.Signal[index];
//...
}
|