Summary
The Chaikin Volatility Indicator interface.
Remarks
The Chaikin Volatility's main purpose is to confirm price trends and to forecast price reversals.
Syntax
public interface ChaikinVolatility
Members
Name | Type | Summary |
---|---|---|
Result | Property | Chaikin Volatility Result Series. |
Example 1
private ChaikinVolatility chaikinVolatility; [Output("Main")] public IndicatorDataSeries Result { get; set; } protected override void Initialize() { chaikinVolatility = Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple); } public override void Calculate(int index) { // Display Result of Indicator Result[index] = _chaikinVolatility.Result[index]; }
Example 2
using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Robots { // This sample cBot shows how to use the Chaikin Volatility indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class ChaikinVolatilitySample : Robot { private double _volumeInUnits; private ChaikinVolatility _chaikinVolatility; private SimpleMovingAverage _simpleMovingAverage; [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); _chaikinVolatility = Indicators.ChaikinVolatility(14, 10, MovingAverageType.Simple); _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 9); } protected override void OnBar() { if (_chaikinVolatility.Result.Last(1) > 0) { if (Bars.ClosePrices.Last(1) > _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) < _simpleMovingAverage.Result.Last(2)) { ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } else if (Bars.ClosePrices.Last(1) < _simpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) > _simpleMovingAverage.Result.Last(2)) { ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } } else { ClosePositions(); } } private void ClosePositions() { foreach (var position in BotPositions) { ClosePosition(position); } } } }