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Vidya

Summary

Volatility Index Dynamic Average (VIDYA) is a smoothing (moving average) based on dynamically changing periods.

Signature

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public abstract interface Vidya

Namespace

cAlgo.API.Indicators

Examples

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 [Parameter]
 public DataSeries Price { get; set; }
 [Parameter("Period", DefaultValue = 14)]
 public int Period { get; set; }
 [Parameter("Sigma", DefaultValue = 0.65, MinValue = 0.1, MaxValue = 0.95)]
 public double Sigma { get; set; }
 [Output("Main")]
 public IndicatorDataSeries Result { get; set; }
 private Vidya vidya;
 protected override void Initialize()
 {
     vidya = Indicators.Vidya(Price, Period, Sigma);
 }
 public override void Calculate(int index)
 {
     // Plot VIDYA to the chart
     Result[index] = vidya.Result.LastValue;
 }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Vidya indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class VidyaSample : Robot
     {
         private double _volumeInUnits;
         private Vidya _fastVidya;
         private Vidya _slowVidya;
         [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);
             _fastVidya = Indicators.Vidya(FastMaSource, FastMaPeriod, 0.65);
             _slowVidya = Indicators.Vidya(SlowMaSource, SlowMaPeriod, 0.6);
         }
         protected override void OnBar()
         {
             if (_fastVidya.Result.HasCrossedAbove(_slowVidya.Result, 0))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_fastVidya.Result.HasCrossedBelow(_slowVidya.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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