Summary
The Weighted Moving Average is a moving average that gives more weith to the latest values.
Syntax
public interface WeightedMovingAverage : MovingAverage, IIndicator
Members
Name | Type | Summary |
---|---|---|
Result | Property | Gets the resulting time series of the Weighted Moving Average indicator calculation. |
Example 1
private WeightedMovingAverage _weightedMovingAverage; protected override void OnStart() { _weightedMovingAverage = Indicators.WeightedMovingAverage(Source, Period); } protected override void OnTick() { if(Trade.IsExecuting) return; int index = MarketSeries.Close.Count - 1; if(Symbol.Bid > _weightedMovingAverage.Result[index]) { Trade.CreateMarketOrder(TradeType.Buy, Symbol, Volume); } }
Example 2
using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Robots { // This sample cBot shows how to use the Weighted Moving Average indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class WeightedMovingAverageSample : Robot { private double _volumeInUnits; private WeightedMovingAverage _fastWeightedMovingAverage; private WeightedMovingAverage _slowWeightedMovingAverage; [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); _fastWeightedMovingAverage = Indicators.WeightedMovingAverage(FastMaSource, FastMaPeriod); _slowWeightedMovingAverage = Indicators.WeightedMovingAverage(SlowMaSource, SlowMaPeriod); } protected override void OnBar() { if (_fastWeightedMovingAverage.Result.HasCrossedAbove(_slowWeightedMovingAverage.Result, 0)) { ClosePositions(TradeType.Sell); ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } else if (_fastWeightedMovingAverage.Result.HasCrossedBelow(_slowWeightedMovingAverage.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); } } } }