Description
What about averages momentum?
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo
{
[Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class MeanReversionAveragesMomentum : Indicator
{
[Output("Result1", LineColor = "LightCoral")]
public IndicatorDataSeries Result1 { get; set; }
[Output("Result2", LineColor = "lightGreen")]
public IndicatorDataSeries Result2 { get; set; }
[Output("Result3", LineColor = "Aqua")]
public IndicatorDataSeries Result3 { get; set; }
private Bars tf;
private int idx;
private int previousIdx;
private int buyPeriod;
private int sellPeriod;
private double buySum;
private double sellSum;
private IndicatorDataSeries buyAverage;
private IndicatorDataSeries sellAverage;
private int savedbp;
private int savedsp;
protected override void Initialize()
{
tf = MarketData.GetBars(Bars.TimeFrame);
buyAverage = CreateDataSeries();
sellAverage = CreateDataSeries();
}
public override void Calculate(int index)
{
idx = tf.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
if (idx > previousIdx)
{
buyPeriod++;
savedbp = buyPeriod;
sellPeriod++;
savedsp = sellPeriod;
}
if (buyPeriod == 0)
buyPeriod = savedbp;
buySum = 0;
for (int i = index - buyPeriod + 1; i <= index; i++)
buySum += Bars.OpenPrices[i];
if (sellPeriod == 0)
sellPeriod = savedsp;
sellSum = 0;
for (int i = index - sellPeriod + 1; i <= index; i++)
sellSum += Bars.OpenPrices[i];
buyAverage[index] = buySum / buyPeriod;
sellAverage[index] = sellSum / sellPeriod;
if (Bars.ClosePrices[index] > buyAverage[index])
{
buyAverage[index] = Bars.ClosePrices[index];
buyPeriod = 0;
}
if (Bars.ClosePrices[index] < sellAverage[index])
{
sellAverage[index] = Bars.ClosePrices[index];
sellPeriod = 0;
}
Result1[index] = sellAverage[index] - sellAverage[index - sellPeriod];
Result2[index] = buyAverage[index] - buyAverage[index - buyPeriod];
Result3[index] = Result1[index] + Result2[index];
previousIdx = idx;
}
}
}
srm_bcn
Joined on 01.09.2019
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: MeanReversionAveragesMomentum.algo
- Rating: 0
- Installs: 1465
- Modified: 13/10/2021 09:54
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Comments
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At least put some points or comments as to how does it work, when you create an indicator