PriceROC

Summary

The Price ROC calculates the percentage change between the most recent price and the n-periods of the past price.

Remarks

Can be used to determine whether an instrument is overbought or oversold.

Syntax

public interface PriceROC

Members

Name	Type	Summary
Result	Property	Gets the resulting time series of the Price ROC indicator calculation.

Example 1

private PriceROC _result;
protected override void Initialize()
{
    _result = Indicators.PriceROC(MarketSeries.Close, 14);
}
public override void Calculate(int index)
{
    double result = _result.Result[index];
}

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Price ROC indicator
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class PriceROCSample : Robot
    {
        private double _volumeInUnits;
        private PriceROC _priceROC;
        [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);
            _priceROC = Indicators.PriceROC(Bars.ClosePrices, 12);
        }
        protected override void OnBar()
        {
            if (_priceROC.Result.Last(1) > 0 && _priceROC.Result.Last(2) <= 0)
            {
                ClosePositions(TradeType.Sell);
                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (_priceROC.Result.Last(1) < 0 && _priceROC.Result.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);
            }
        }
    }
}

Reference