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PriceROC

Summary

The Price ROC calculates the percentage change between the most recent price and the n-periods of the past price.

Remarks

Can be used to determine whether an instrument is overbought or oversold.

Signature

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public abstract interface PriceROC

Namespace

cAlgo.API.Indicators

Properties

Name Description
Result { get; } Gets the resulting time series of the Price ROC indicator calculation.

Examples

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 private PriceROC _result;
 protected override void Initialize()
 {
     _result = Indicators.PriceROC(MarketSeries.Close, 14);
 }
 public override void Calculate(int index)
 {
     double result = _result.Result[index];
 }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Price ROC indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class PriceROCSample : Robot
     {
         private double _volumeInUnits;
         private PriceROC _priceROC;
         [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);
             _priceROC = Indicators.PriceROC(Bars.ClosePrices, 12);
         }
         protected override void OnBar()
         {
             if (_priceROC.Result.Last(1) > 0 && _priceROC.Result.Last(2) <= 0)
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_priceROC.Result.Last(1) < 0 && _priceROC.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);
             }
         }
     }
 }

Last update: July 1, 2022

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