how should I shift the value of Donchian's Low
how should I shift the value of Donchian's Low
15 Sep 2023, 05:01
This is the Donchian Robot sampleusing cAlgo.API;
using cAlgo.API.Indicators;
namespace cAlgo.Robots
{
/// This sample cBot shows how to use the Donchian Channel indicator
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class DonchianChannelSample : Robot
{
private double _volumeInUnits;
private DonchianChannel _donchianChannel;
[Parameter("Volume (Lots)", DefaultValue = 0.01)]
public double VolumeInLots { get; set; }
[Parameter("Label", DefaultValue = "Sample")]
public string Label { get; set; }
[Parameter("Source")]
public DataSeries Source { get; set; }
public Position[] BotPositions
{
get
{
return Positions.FindAll(Label);
}
}
protected override void OnStart()
{
_volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
_donchianChannel = Indicators.DonchianChannel(20);
}
protected override void OnBar()
{
if (Bars.LowPrices.Last(1) <= _donchianChannel.Bottom.Last(1) && Bars.LowPrices.Last(2) > _donchianChannel.Bottom.Last(2))
{
ClosePositions(TradeType.Sell);
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label);
}
else if (Bars.HighPrices.Last(1) >= _donchianChannel.Top.Last(1) && Bars.HighPrices.Last(2) < _donchianChannel.Top.Last(2))
{
ClosePositions(TradeType.Buy);
ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label);
}
}
private void ClosePositions(TradeType tradeType)
{
foreach (var position in BotPositions)
{
if (position.TradeType != tradeType) continue;
ClosePosition(position);
}
}
}
}
is there anyway I could shift/offset any of the donchian value by 10 bars ? lets see I wanna shift _donchianChannel.Bottom.LastValue
by 10bars to right hand side
lets say when I am retrieving donchian bottom value in the yellow index, I want to receive a ready shifted value, how can I do that? what formula should I write in the robot?
Replies
JXTA
18 Sep 2023, 09:43
RE: how should I shift the value of Donchian's Low
PanagiotisChar said:
Hi there,
Just take the _donchianChannel.Bottom.Last(10) value. More generally use _donchianChannel.Bottom.Last(1 + offset)
Thank you so much!
@JXTA
PanagiotisChar
15 Sep 2023, 06:40
Hi there,
Just take the _donchianChannel.Bottom.Last(10) value. More generally use _donchianChannel.Bottom.Last(1 + offset)
@PanagiotisChar