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TriangularMovingAverage

Summary

The Triangular Moving Average is a moving average that gives more weith to values located in the middle of aggregated period.

Signature

1
public abstract interface TriangularMovingAverage

Namespace

cAlgo.API.Indicators

Examples

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 private TriangularMovingAverage _triangularMovingAverage;
 protected override void Initialize()
 {
     _triangularMovingAverage = Indicators.TriangularMovingAverage(MarketSeries.Close, 9);
 }
 public override void Calculate(int index)
 {
     //Print the current value of _triangularMovingAverage to the log
     Print("The current Triangular Moving Average is {0}", _triangularMovingAverage.Result[index]);
 }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Triangular Moving Average indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class TriangularMovingAverageSample : Robot
     {
         private double _volumeInUnits;
         private TriangularMovingAverage _fastTriangularMovingAverage;
         private TriangularMovingAverage _slowTriangularMovingAverage;
         [Parameter("Source", Group = "Fast MA")]
         public DataSeries FastMaSource { get; set; }
         [Parameter("Period", DefaultValue = 9, Group = "Fast MA")]
         public int FastMaPeriod { 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("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);
             _fastTriangularMovingAverage = Indicators.TriangularMovingAverage(FastMaSource, FastMaPeriod);
             _slowTriangularMovingAverage = Indicators.TriangularMovingAverage(SlowMaSource, SlowMaPeriod);
         }
         protected override void OnBar()
         {
             if (_fastTriangularMovingAverage.Result.HasCrossedAbove(_slowTriangularMovingAverage.Result, 0))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_fastTriangularMovingAverage.Result.HasCrossedBelow(_slowTriangularMovingAverage.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: June 26, 2022

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