Summary
The Detrended Price Oscillator Indicator interface.
Remarks
The Detrended Price Oscillator eliminates trends in prices, showing only absolute changes in price movement.
Syntax
public interface DetrendedPriceOscillator
Members
Name | Type | Summary |
---|---|---|
Result | Property | The resulting time series of Detrended Price Oscillator calculation. |
Example 1
private DetrendedPriceOscillator _detrendedPriceOscillator; [Output("Main")] public IndicatorDataSeries Result { get; set; } protected override void Initialize() { _detrendedPriceOscillator = Indicators.DetrendedPriceOscillator(Source, Periods, MaType); } public override void Calculate(int index) { // Display Result of Indicator Result[index] = _detrendedPriceOscillator.Result[index]; }
Example 2
using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Robots { // This sample cBot shows how to use the Detrended Price Oscillator indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class DetrendedPriceOscillatorSample : Robot { private double _volumeInUnits; private DetrendedPriceOscillator _detrendedPriceOscillator; [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); _detrendedPriceOscillator = Indicators.DetrendedPriceOscillator(Bars.ClosePrices, 14, MovingAverageType.Simple); } protected override void OnBar() { if (_detrendedPriceOscillator.Result.Last(1) > 0 && _detrendedPriceOscillator.Result.Last(2) <= 0) { ClosePositions(TradeType.Sell); ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } else if (_detrendedPriceOscillator.Result.Last(1) < 0 && _detrendedPriceOscillator.Result.Last(2) >= 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); } } } }