PriceOscillator
Summary
The Price Oscillator calculates the spread between a short-period moving average and a long-period moving average.
Signature
| public abstract interface PriceOscillator
|
Namespace
cAlgo.API.Indicators
Examples
| //...
private PriceOscillator priceOscillator;
protected override void Initialize()
{
priceOscillator = Indicators.PriceOscillator
(Price, LongCycle, ShortCycle, MAType);
}
public override void Calculate(int index)
{
double current = priceOscillator.Result[index];
}
|
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53 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Price Oscillator indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class PriceOscillatorSample : Robot
{
private double _volumeInUnits;
private PriceOscillator _priceOscillator;
[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);
_priceOscillator = Indicators.PriceOscillator(Bars.ClosePrices, 22, 9, MovingAverageType.Simple);
}
protected override void OnBar()
{
if (_priceOscillator.Result.Last(1) > 0 && _priceOscillator.Result.Last(2) <= 0)
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (_priceOscillator.Result.Last(1) < 0 && _priceOscillator.Result.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
Result
Summary
Gets the resulting time series of the Price Oscillator indicator calculation.
Signature
| public abstract IndicatorDataSeries Result {get;}
|
Return Value
IndicatorDataSeries
Examples
| private PriceOscillator priceOscillator;
protected override void Initialize()
{
priceOscillator = Indicators.PriceOscillator
(MarketSeries.Close, 14, 5, MovingAverageType.Simple);
}
public override void Calculate(int index)
{
double result = priceOscillator.Result[index];
}
|