VerticalHorizontalFilter
Summary
Vertical Horizontal Filter determines whether a price is going through a congestion phase or a trending phase.
Vertical Horizontal Filter rises when trend is strong and falls when trend is weak.
Signature
| public abstract interface VerticalHorizontalFilter
|
Namespace
cAlgo.API.Indicators
Examples
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13 | //...
private VerticalHorizontalFilter VHFilter;
//...
protected override void Initialize()
{
VHFilter = Indicators.VerticalHorizontalFilter(MarketSeries.Open, 28);
//...
}
public override void Calculate(int index)
{
double value = VHFilter.Result[index];
//...
}
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58 | using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
// This sample cBot shows how to use the Vertical Horizontal Filter indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class VerticalHorizontalFilterSample : Robot
{
private double _volumeInUnits;
private VerticalHorizontalFilter _verticalHorizontalFilter;
private SimpleMovingAverage _priceSimpleMovingAverage;
private SimpleMovingAverage _verticalHorizontalFilterSimpleMovingAverage;
[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);
_verticalHorizontalFilter = Indicators.VerticalHorizontalFilter(Bars.ClosePrices, 28);
_verticalHorizontalFilterSimpleMovingAverage = Indicators.SimpleMovingAverage(_verticalHorizontalFilter.Result, 14);
_priceSimpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
}
protected override void OnBar()
{
if (_verticalHorizontalFilter.Result.Last(1) < _verticalHorizontalFilterSimpleMovingAverage.Result.Last(1)) return;
if (Bars.ClosePrices.Last(1) > _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) <= _priceSimpleMovingAverage.Result.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
}
else if (Bars.ClosePrices.Last(1) < _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) >= _priceSimpleMovingAverage.Result.Last(2))
{
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 Vertical Horizontal Filter indicator calculation.
Signature
| public abstract IndicatorDataSeries Result {get;}
|
Return Value
IndicatorDataSeries
Examples
| public override void Calculate(int index)
{
double result = VHFilter.Result[index];
//...
}
|
Last update: June 1, 2023