Summary
A Median Price is an average of one period’s high and low values.
A Median Price is often used as a component for calculating other indicators.
Signature
| public abstract interface MedianPrice
|
Namespace
cAlgo.API.Indicators
Properties
| Name | Description |
| Result { get; } | The resulting series of the calculation of Median Price |
Examples
| private MedianPrice _price;
protected override void Initialize()
{
_price = Indicators.MedianPrice();
}
public override void Calculate(int index)
{
double price = _price.Result[index];
}
|
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59 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Momentum Oscillator indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class MedianPriceSample : Robot
{
private double _volumeInUnits;
private MedianPrice _medianPrice;
[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);
_medianPrice = Indicators.MedianPrice();
}
protected override void OnBar()
{
if (Bars.ClosePrices.Last(1) > _medianPrice.Result.Last(1))
{
ClosePositions(TradeType.Sell);
if (BotPositions.Length == 0)
{
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
}
else if (Bars.ClosePrices.Last(1) < _medianPrice.Result.Last(1))
{
ClosePositions(TradeType.Buy);
if (BotPositions.Length == 0)
{
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: March 17, 2023