MovingAverage


Summary

The Moving Average Indicator calculation.

Remarks

Used to smooth the price data to form a trend following indicator

Syntax

public interface MovingAverage : IIndicator

Members

NameTypeSummary
Result PropertyThe resulting time series of the calculation.

Example 1

private MovingAverage ma;
protected override void Initialize()
{
    ma = Indicators.MovingAverage(Source, MAPeriods, MAType);
}
//...
public override void Calculate(int index)
{
    MA[index] = ma.Result[index];
    //...
}

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Moving Average indicator
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MovingAverageSample : Robot
    {
        private double _volumeInUnits;
        private MovingAverage _fastMa;
        private MovingAverage _slowMa;
        [Parameter("Source", Group = "Fast MA")]
        public DataSeries FastMaSource { get; set; }
        [Parameter("Period", DefaultValue = 9, Group = "Fast MA")]
        public int FastMaPeriod { get; set; }
        [Parameter("Type", DefaultValue = MovingAverageType.Exponential, Group = "Fast MA")]
        public MovingAverageType FastMaType { get; set; }
        [Parameter("Source", Group = "Slow MA")]
        public DataSeries SlowMaSource { get; set; }
        [Parameter("Period", DefaultValue = 20, Group = "Slow MA")]
        public int SlowMaPeriod { get; set; }
        [Parameter("Type", DefaultValue = MovingAverageType.Exponential, Group = "Slow MA")]
        public MovingAverageType SlowMaType { get; set; }
        [Parameter("Volume (Lots)", DefaultValue = 0.01, Group = "Trade")]
        public double VolumeInLots { get; set; }
        [Parameter("Stop Loss (Pips)", DefaultValue = 10, Group = "Trade")]
        public double StopLossInPips { get; set; }
        [Parameter("Take Profit (Pips)", DefaultValue = 10, Group = "Trade")]
        public double TakeProfitInPips { get; set; }
        [Parameter("Label", DefaultValue = "Sample", Group = "Trade")]
        public string Label { get; set; }
        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }
        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
            _fastMa = Indicators.MovingAverage(FastMaSource, FastMaPeriod, FastMaType);
            _slowMa = Indicators.MovingAverage(SlowMaSource, SlowMaPeriod, SlowMaType);
        }
        protected override void OnBar()
        {
            if (_fastMa.Result.HasCrossedAbove(_slowMa.Result, 0))
            {
                ClosePositions(TradeType.Sell);
                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_fastMa.Result.HasCrossedBelow(_slowMa.Result, 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