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Changing SMA to EMA
28 Mar 2018, 15:42
Hi,
I've tried myself but can't figure it out, can anyone tell me how to change the moving average in this strategy from SMA to EMA? Thank you.
using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
namespace cAlgo
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class SampleTrendcBot : Robot
{
[Parameter("MA Type")]
public MovingAverageType MAType { get; set; }
[Parameter()]
public DataSeries SourceSeries { get; set; }
[Parameter("Slow Periods", DefaultValue = 10)]
public int SlowPeriods { get; set; }
[Parameter("Fast Periods", DefaultValue = 5)]
public int FastPeriods { get; set; }
[Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
public double Quantity { get; set; }
private MovingAverage slowMa;
private MovingAverage fastMa;
private const string label = "Sample Trend cBot";
protected override void OnStart()
{
fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
}
protected override void OnTick()
{
var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
var shortPosition = Positions.Find(label, Symbol, TradeType.Sell);
var currentSlowMa = slowMa.Result.Last(0);
var currentFastMa = fastMa.Result.Last(0);
var previousSlowMa = slowMa.Result.Last(1);
var previousFastMa = fastMa.Result.Last(1);
if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa && longPosition == null)
{
if (shortPosition != null)
ClosePosition(shortPosition);
ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, label);
}
else if (previousSlowMa < previousFastMa && currentSlowMa >= currentFastMa && shortPosition == null)
{
if (longPosition != null)
ClosePosition(longPosition);
ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, label);
}
}
private long VolumeInUnits
{
get { return Symbol.QuantityToVolume(Quantity); }
}
}
}

PanagiotisCharalampous
28 Mar 2018, 15:47 ( Updated at: 21 Dec 2023, 09:20 )
Hi _internet,
You can choose your MA Type from the cBot parameters. See below
Best Regards,
Panagiotis
@PanagiotisCharalampous