Skip to content

WeightedMovingAverage

Summary

The Weighted Moving Average is a moving average that gives more weith to the latest values.

Signature

1
public abstract interface WeightedMovingAverage

Namespace

cAlgo.API.Indicators

Properties

Name Description
Result { get; } Gets the resulting time series of the Weighted Moving Average indicator calculation.

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
 private WeightedMovingAverage _weightedMovingAverage;
 protected override void OnStart()
 {
     _weightedMovingAverage = Indicators.WeightedMovingAverage(Source, Period);
 }
 protected override void OnTick()
 {
     if(Trade.IsExecuting)
         return;
     int index = MarketSeries.Close.Count - 1;
     if(Symbol.Bid > _weightedMovingAverage.Result[index])
     {
         Trade.CreateMarketOrder(TradeType.Buy, Symbol, Volume);
     }
  }
 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Weighted Moving Average indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class WeightedMovingAverageSample : Robot
     {
         private double _volumeInUnits;
         private WeightedMovingAverage _fastWeightedMovingAverage;
         private WeightedMovingAverage _slowWeightedMovingAverage;
         [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);
             _fastWeightedMovingAverage = Indicators.WeightedMovingAverage(FastMaSource, FastMaPeriod);
             _slowWeightedMovingAverage = Indicators.WeightedMovingAverage(SlowMaSource, SlowMaPeriod);
         }
         protected override void OnBar()
         {
             if (_fastWeightedMovingAverage.Result.HasCrossedAbove(_slowWeightedMovingAverage.Result, 0))
             {
                 ClosePositions(TradeType.Sell);
                 ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
             }
             else if (_fastWeightedMovingAverage.Result.HasCrossedBelow(_slowWeightedMovingAverage.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: December 8, 2022

Comments