WeightedMovingAverage


Summary

The Weighted Moving Average is a moving average that gives more weith to the latest values.

Syntax

public interface WeightedMovingAverage : MovingAverage, IIndicator

Members

NameTypeSummary
Result PropertyGets 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);
            }
        }
    }
}
Reference