ハル移動平均

cBots (自動売買)

概要

Hull移動平均(HMA)は、方向性のトレンドインジケーターです。市場の現状を把握し、最近の価格動向を使用して、過去のデータと比較して強気または弱気の状況を判断します。

シグネチャ

1
public abstract interface HullMovingAverage

 

名前空間

cAlgo.API.Indicators

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 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // このサンプルcBotは、Hull移動平均インジケーターの使い方を示しています
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class HullMovingAverageSample : Robot
     {
         private double _volumeInUnits;
         private HullMovingAverage _fastHull;
         private HullMovingAverage _slowHull;
         [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<span="p">; set<span="p">; }
         [Parameter("Label", DefaultValue = "Sample", Group = "Trade")]
         public string Label { get<span="p">; set<span="p">; }
         public Position[] BotPositions
         {
             get
             {
                 return Positions.FindAll(Label);
             }
         }
         protected override void OnStart()
         {
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots<span="p">);
             _fastHull = Indicators.HullMovingAverage(FastMaSource, FastMaPeriod);
             _slowHull = Indicators.HullMovingAverage<span="p">(SlowMaSource, SlowMaPeriod);
         }
         protected override void OnBar<span="p">()
         {
             if (_fastHull<span="p">.Result.HasCrossedAbove<span="p">(_slowHull<span="p">.Result<span="p">, 0<span="p">))
             {
                 ClosePositions(TradeType<span="p">.Sell<span="p">);
                 ExecuteMarketOrder<span="p">(TradeType<span="p">.Buy<span="p">, SymbolName<span="p">, _volumeInUnits<span="p">, Label<span="p">, StopLossInPips<span="p">, TakeProfitInPips<span="p">);
             }
             else if (_fastHull<span="p">.Result<span="p">.HasCrossedBelow<span="p">(<span="n">_slowHull<span="p">.<span="n">Result<span="p">, 0<span="p">))
             {
                 ClosePositions<span="p">(<span="n">TradeType<span="p">.Buy<span="p">);
                 ExecuteMarketOrder<span="p">(<span="n">TradeType<span="p">.Sell<span="p">, <span="n">SymbolName<span="p">, _volumeInUnits<span="p">, <span="n">Label<span="p">, <span="n">StopLossInPips<span="p">, TakeProfitInPips<span="p">);
             }
         <span="p">}
         private void ClosePositions<span="p">(TradeType tradeType<span="p">)
         {
             foreach (var position in BotPositions<span="p">)
             {
                 if (position<span="p">.TradeType != tradeType<span="p">) continue<span="p">;
                 ClosePosition<span="p">(<span="n">position<span="p">);
             }
         }
     <span="p">}
 <span="p">}
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