CommodityChannelIndex

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);
            }
        }
    }
}

Reference