MedianPrice

Summary

A Median Price is an average of one period’s high and low values.

Remarks

A Median Price is often used as a component for calculating other indicators.

Syntax

public interface MedianPrice

Members

Name	Type	Summary
Result	Property	The resulting series of the calculation of Median Price

Example 1

private MedianPrice _price;
protected override void Initialize()
{
    _price = Indicators.MedianPrice();
}
public override void Calculate(int index)
{
    double price = _price.Result[index];
}

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Momentum Oscillator indicator
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MedianPriceSample : Robot
    {
        private double _volumeInUnits;
        private MedianPrice _medianPrice;
        [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);
            _medianPrice = Indicators.MedianPrice();
        }
        protected override void OnBar()
        {
            if (Bars.ClosePrices.Last(1) > _medianPrice.Result.Last(1))
            {
                ClosePositions(TradeType.Sell);
                if (BotPositions.Length == 0)
                {
                    ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                }
            }
            else if (Bars.ClosePrices.Last(1) < _medianPrice.Result.Last(1))
            {
                ClosePositions(TradeType.Buy);
                if (BotPositions.Length == 0)
                {
                    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