MacdCrossOver


Summary

Calculates the MACD (Moving Average Convergence/Divergence) indicator.

Remarks

MACD (Moving Average Convergence/Divergence) is used to spot changes in the strength, direction, momentum, and duration of a trend.

Syntax

public interface MacdCrossOver

Members

NameTypeSummary
Histogram PropertyGets the Histogram (bar graph).
MACD PropertyGets the main MACD line (blue line).
Signal PropertyGets the Signal line of MACD (red line).

Example 1

//...
private MacdCrossOver _macdCrossOver;
[Output("MACD")]
public IndicatorDataSeries Macd { get; set; }
protected override void Initialize()
{
    _macdCrossOver = Indicators.MacdCrossOver(LongCycle, ShortCycle, Period);
    //...
}
public override void Calculate(int index)
{
    Macd[index] = _macdCrossOver.MACD[index];
    //...
}

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo.Robots
{
    // This sample cBot shows how to use the MACD Cross Over indicator
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MacdCrossOverSample : Robot
    {
        private double _volumeInUnits;
        private MacdCrossOver _macdCrossOver;
        [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);
            _macdCrossOver = Indicators.MacdCrossOver(Bars.ClosePrices, 26, 12, 9);
        }
        protected override void OnBar()
        {
            if (_macdCrossOver.MACD.Last(1) > _macdCrossOver.Signal.Last(1) && _macdCrossOver.MACD.Last(2) <= _macdCrossOver.Signal.Last(2))
            {
                ClosePositions(TradeType.Sell);
                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_macdCrossOver.MACD.Last(1) < _macdCrossOver.Signal.Last(1) && _macdCrossOver.MACD.Last(2) >= _macdCrossOver.Signal.Last(2))
            {
                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