VerticalHorizontalFilter


Summary

Vertical Horizontal Filter determines whether a price is going through a congestion phase or a trending phase.

Remarks

Vertical Horizontal Filter rises when trend is strong and falls when trend is weak.

Syntax

public interface VerticalHorizontalFilter

Members

NameTypeSummary
Result PropertyGets the resulting time series of the Vertical Horizontal Filter indicator calculation.

Example 1

//...
private VerticalHorizontalFilter VHFilter;
//...
protected override void Initialize()
{
    VHFilter = Indicators.VerticalHorizontalFilter(MarketSeries.Open, 28);
    //...
}
public override void Calculate(int index)
{
    double value = VHFilter.Result[index];
    //...
}

Example 2

using cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
    // This sample cBot shows how to use the Vertical Horizontal Filter indicator
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class VerticalHorizontalFilterSample : Robot
    {
        private double _volumeInUnits;
        private VerticalHorizontalFilter _verticalHorizontalFilter;
        private SimpleMovingAverage _priceSimpleMovingAverage;
        private SimpleMovingAverage _verticalHorizontalFilterSimpleMovingAverage;
        [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);
            _verticalHorizontalFilter = Indicators.VerticalHorizontalFilter(Bars.ClosePrices, 28);
            _verticalHorizontalFilterSimpleMovingAverage = Indicators.SimpleMovingAverage(_verticalHorizontalFilter.Result, 14);
            _priceSimpleMovingAverage = Indicators.SimpleMovingAverage(Bars.ClosePrices, 14);
        }
        protected override void OnBar()
        {
            if (_verticalHorizontalFilter.Result.Last(1) < _verticalHorizontalFilterSimpleMovingAverage.Result.Last(1)) return;
            if (Bars.ClosePrices.Last(1) > _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) <= _priceSimpleMovingAverage.Result.Last(2))
            {
                ClosePositions(TradeType.Sell);
                ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
            }
            else if (Bars.ClosePrices.Last(1) < _priceSimpleMovingAverage.Result.Last(1) && Bars.ClosePrices.Last(2) >= _priceSimpleMovingAverage.Result.Last(2))
            {
                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