Summary
The calculation of the MACD Histogram.
Remarks
MACD (moving average convergence/divergence) is used to spot changes in the strength, direction, momentum, and duration of a trend.
Syntax
public interface MacdHistogram
Members
Name | Type | Summary |
---|---|---|
Histogram | Property | The histogram (bar graph). The difference between the short and long cycles. |
Signal | Property | The signal (red line). The exponential moving average of the MACD histogram. |
Example 1
//... private MacdHistogram macd; //... macd = Indicators.MacdHistogram(LongCycle, ShortCycle, Period); //...
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 Histogram indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class MacdHistogramSample : Robot { private double _volumeInUnits; private MacdHistogram _macdHistogram; [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); _macdHistogram = Indicators.MacdHistogram(Bars.ClosePrices, 26, 12, 9); } protected override void OnBar() { if (_macdHistogram.Histogram.Last(1) > 0 && _macdHistogram.Histogram.Last(2) <= 0) { ClosePositions(TradeType.Sell); ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } else if (_macdHistogram.Histogram.Last(1) < 0 && _macdHistogram.Histogram.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); } } } }