Summary
A Time Series Moving Average is moving average based on linear regression forecast.
Syntax
public interface TimeSeriesMovingAverage : MovingAverage, IIndicator
Members
Name | Type | Summary |
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Example 1
private TimeSeriesMovingAverage _timeSeriesMovingAverage; protected override void Initialize() { _timeSeriesMovingAverage = Indicators.TimeSeriesMovingAverage(MarketSeries.Close, 9); } public override void Calculate(int index) { //Print the current value of TimeSeries Moving Average to the log Print("The current TimeSeries Moving Average is {0}", _timeSeriesMovingAverage.Result[index]); }
Example 2
using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Robots { // This sample cBot shows how to use the Time Series Moving Average indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class TimeSeriesMovingAverageSample : Robot { private double _volumeInUnits; private TimeSeriesMovingAverage _fastTimeSeriesMovingAverage; private TimeSeriesMovingAverage _slowTimeSeriesMovingAverage; [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); _fastTimeSeriesMovingAverage = Indicators.TimeSeriesMovingAverage(FastMaSource, FastMaPeriod); _slowTimeSeriesMovingAverage = Indicators.TimeSeriesMovingAverage(SlowMaSource, SlowMaPeriod); } protected override void OnBar() { if (_fastTimeSeriesMovingAverage.Result.HasCrossedAbove(_slowTimeSeriesMovingAverage.Result, 0)) { ClosePositions(TradeType.Sell); ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } else if (_fastTimeSeriesMovingAverage.Result.HasCrossedBelow(_slowTimeSeriesMovingAverage.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); } } } }