ChaikinVolatility

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);
            }
        }
    }
}

Reference