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
Name | Type | Summary |
---|---|---|
Result | Property | The 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); } } } }