Summary
Standard Deviation measures the market volatility with a commonly used statisctical function.
Syntax
public interface StandardDeviation
Members
Name | Type | Summary |
---|---|---|
Result | Property | Gets the resulting time series of the Standard Deviation indicator calculation. |
Example 1
private StandardDeviation _standardDeviation; protected override void Initialize() { _standardDeviation = Indicators.StandardDeviation(MarketSeries.Close, 14, MovingAverageType.Simple); } public override void Calculate(int index) { double result = _standardDeviation.Result[index]; }
Example 2
using cAlgo.API; using cAlgo.API.Indicators; using System; namespace cAlgo.Robots { // This sample cBot shows how to use the Standard Deviation indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class StandardDeviationSample : Robot { private double _volumeInUnits; private StandardDeviation _standardDeviation; private SimpleMovingAverage _simpleMovingAverage; [Parameter("Volume (Lots)", DefaultValue = 0.01)] public double VolumeInLots { 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); _standardDeviation = Indicators.StandardDeviation(Bars.ClosePrices, 20, MovingAverageType.Simple); _simpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14); } protected override void OnBar() { if (Bars.ClosePrices.HasCrossedAbove(_simpleMovingAverage.Result, 0)) { ClosePositions(TradeType.Sell); ExecuteOrder(TradeType.Buy); } else if (Bars.ClosePrices.HasCrossedBelow(_simpleMovingAverage.Result, 0)) { ClosePositions(TradeType.Buy); ExecuteOrder(TradeType.Sell); } } private void ClosePositions(TradeType tradeType) { foreach (var position in BotPositions) { if (position.TradeType != tradeType) continue; ClosePosition(position); } } private void ExecuteOrder(TradeType tradeType) { var standardDeviationInPips = _standardDeviation.Result.Last(1) * (Symbol.TickSize / Symbol.PipSize * Math.Pow(10, Symbol.Digits)); var stopLossInPips = standardDeviationInPips * 2; var takeProfitInPips = stopLossInPips * 2; ExecuteMarketOrder(tradeType, SymbolName, _volumeInUnits, Label, stopLossInPips, takeProfitInPips); } } }