Summary
The simple moving average is an average of price within n previous periods.
Remarks
The simple moving average is the unweighted mean of the previous n price data,
where n is the period used for the calculation and price data the price data source, e.g. The closing price.
Syntax
public interface SimpleMovingAverage : MovingAverage, IIndicator
Members
Name | Type | Summary |
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Example 1
[Indicator] public class SimpleMovingAverageExample : Indicator { [Parameter] public DataSeries Source { get; set; } [Parameter(DefaultValue = 14, MinValue = 2)] public int Periods { get; set; } [Output("Result", Color = Colors.Orange)] public IndicatorDataSeries Result { get; set; } private SimpleMovingAverage _simpleMovingAverage; protected override void Initialize() { _simpleMovingAverage = Indicators.SimpleMovingAverage(Source, Periods); } public override void Calculate(int index) { var average = _simpleMovingAverage.Result[index]; double sum = 0; for (var period = 0; period < Periods; period++) { sum += Math.Pow(Source[index - period] - average, 2.0); } Result[index] = Math.Sqrt(sum / Periods); } }
Example 2
using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Robots { // This sample cBot shows how to use the Simple Moving Average indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class SimpleMovingAverageSample : Robot { private double _volumeInUnits; private SimpleMovingAverage _fastSimpleMovingAverage; private SimpleMovingAverage _slowSimpleMovingAverage; [Parameter("Source", Group = "Fast MA")] public DataSeries FastMaSource { get; set; } [Parameter("Period", DefaultValue = 9, Group = "Fast MA")] public int FastMaPeriod { 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("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); _fastSimpleMovingAverage = Indicators.SimpleMovingAverage(FastMaSource, FastMaPeriod); _slowSimpleMovingAverage = Indicators.SimpleMovingAverage(SlowMaSource, SlowMaPeriod); } protected override void OnBar() { if (_fastSimpleMovingAverage.Result.HasCrossedAbove(_slowSimpleMovingAverage.Result, 0)) { ClosePositions(TradeType.Sell); ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } else if (_fastSimpleMovingAverage.Result.HasCrossedBelow(_slowSimpleMovingAverage.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); } } } }