DetrendedPriceOscillator

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);
            }
        }
    }
}

Reference