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VerticalHorizontalFilter

Summary

Vertical Horizontal Filter determines whether a price is going through a congestion phase or a trending phase.

Remarks

Vertical Horizontal Filter rises when trend is strong and falls when trend is weak.

Signature 

1
public abstract interface VerticalHorizontalFilter

Namespace

cAlgo.API.Indicators

Examples

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 //...
 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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 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 

1
public abstract IndicatorDataSeries Result {get;}

Return Value

IndicatorDataSeries

Examples

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 public override void Calculate(int index)
 {
     double result = VHFilter.Result[index];
     //...
 }