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
Name | Type | Summary |
---|---|---|
Result | Property | Gets 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); } } } }