Summary
The Commodity Channel Index interface.
Remarks
The Commodity Channel Index is used to determine overbought and oversold conditions relating to a symbol. The Commodity Channel Index can be used to forecast changes in price direction.
Syntax
public interface CommodityChannelIndex
Members
Name | Type | Summary |
---|---|---|
Result | Property | Commodity Channel Index Result Series. |
Example 1
using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Indicator { [Indicator] public class CommodityChannelIndexReferenceExample:Indicator { private CommodityChannelIndex _commodityChannelIndex; [Parameter("Periods", DefaultValue = 14)] public int Periods { get; set; } [Output("Main")] public IndicatorDataSeries Result { get; set; } protected override void Initialize() { _commodityChannelIndex = Indicators.CommodityChannelIndex(Periods); } public override void Calculate(int index) { // Display Result of Indicator Result[index] = _commodityChannelIndex.Result[index]; } } }
Example 2
using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Robots { // This sample cBot shows how to use the Commodity Channel Index indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class CommodityChannelIndexSample : Robot { private double _volumeInUnits; private CommodityChannelIndex _commodityChannelIndex; [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); _commodityChannelIndex = Indicators.CommodityChannelIndex(14); } protected override void OnBar() { if (_commodityChannelIndex.Result.Last(1) > 100 && _commodityChannelIndex.Result.Last(2) <= 100) { ClosePositions(TradeType.Sell); ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } else if (_commodityChannelIndex.Result.Last(1) < -100 && _commodityChannelIndex.Result.Last(2) >= -100) { 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); } } } }