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VolumeROC

Summary

The Volume Rate of Change indicator measures the Rate Of Change of the tick volume.

Remarks

It shows whether or not a volume trend is developing and can be used to confirm price moves.

Signature

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public abstract interface VolumeROC

Namespace

cAlgo.API.Indicators

Examples

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 private VolumeROC _volumeROC;
 [Parameter("Period", DefaultValue = 14)]
 public int Period { get; set; }
 [Output("Main")]
 public IndicatorDataSeries Result { get; set; }
 protected override void Initialize()
 {
    _volumeROC = Indicators.VolumeROC(Period);
 }
 public override void Calculate(int index)
 {
    // Display Result of Indicator
    Result[index] = _volumeROC.Result[index];
 }
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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     /// 
     /// This sample cBot shows how to use the Volume ROC indicator
     /// 
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class VolumeROCSample : Robot
     {
         private double _volumeInUnits;
         private VolumeROC _volumeROC;
         private SimpleMovingAverage _priceSimpleMovingAverage;
         private SimpleMovingAverage _volumeROCSimpleMovingAverage;
         [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);
             _volumeROC = Indicators.VolumeROC(14);
             _volumeROCSimpleMovingAverage = Indicators.SimpleMovingAverage(_volumeROC.Result, 14);
             _priceSimpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
         }
         protected override void OnBar()
         {
             if (_volumeROC.Result.Last(1) < _volumeROCSimpleMovingAverage.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 or sets the time series of the Volume ROC indicator.

Signature

1
public abstract IndicatorDataSeries Result {get; set;}

Return Value

IndicatorDataSeries

Examples

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 //...
 private VolumeROC _volumeROC;
 //...
 protected override void OnBar()
 {
     var currentValue = _volumeROC.Result.LastValue;
     //...
 }