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MovingAverage

Summary

The Moving Average Indicator calculation.

Remarks

Used to smooth the price data to form a trend following indicator

Signature

1
public abstract interface MovingAverage

Namespace

cAlgo.API.Indicators

Properties

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

Examples

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 private MovingAverage ma;
 protected override void Initialize()
 {
     ma = Indicators.MovingAverage(Source, MAPeriods, MAType);
 }
 //...
 public override void Calculate(int index)
 {
     MA[index] = ma.Result[index];
     //...
 }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Moving Average indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class MovingAverageSample : Robot
     {
         private double _volumeInUnits;
         private MovingAverage _fastMa;
         private MovingAverage _slowMa;
         [Parameter("Source", Group = "Fast MA")]
         public DataSeries FastMaSource { get; set; }
         [Parameter("Period", DefaultValue = 9, Group = "Fast MA")]
         public int FastMaPeriod { get; set; }
         [Parameter("Type", DefaultValue = MovingAverageType.Exponential, Group = "Fast MA")]
         public MovingAverageType FastMaType { get; set; }
         [Parameter("Source", Group = "Slow MA")]
         public DataSeries SlowMaSource { get; set; }
         [Parameter("Period", DefaultValue = 20, Group = "Slow MA")]
         public int SlowMaPeriod { get; set; }
         [Parameter("Type", DefaultValue = MovingAverageType.Exponential, Group = "Slow MA")]
         public MovingAverageType SlowMaType { get; set; }
         [Parameter("Volume (Lots)", DefaultValue = 0.01, Group = "Trade")]
         public double VolumeInLots { get; set; }
         [Parameter("Stop Loss (Pips)", DefaultValue = 10, Group = "Trade")]
         public double StopLossInPips { get; set; }
         [Parameter("Take Profit (Pips)", DefaultValue = 10, Group = "Trade")]
         public double TakeProfitInPips { get; set; }
         [Parameter("Label", DefaultValue = "Sample", Group = "Trade")]
         public string Label { get; set; }
         public Position[] BotPositions
         {
             get
             {
                 return Positions.FindAll(Label);
             }
         }
         protected override void OnStart()
         {
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
             _fastMa = Indicators.MovingAverage(FastMaSource, FastMaPeriod, FastMaType);
             _slowMa = Indicators.MovingAverage(SlowMaSource, SlowMaPeriod, SlowMaType);
         }
         protected override void OnBar()
         {
             if (_fastMa.Result.HasCrossedAbove(_slowMa.Result, 0))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_fastMa.Result.HasCrossedBelow(_slowMa.Result, 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);
             }
         }
     }
 }

Last update: July 1, 2022

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