Cross Up Cross Down

Predicate IsCrossUp (IsCrossDown) receives two input lines and generates a signal if during the defined period the first line crosses the second upward(downward) only once. The lowest value of the period equals 1, and this value is usually the most frequently used, since in this case, the signal is generated at the moment of crossing.

Implementation and Usage

These predicates can be used in a strategy with the following constructors:

IsCrossUp

IsCrossDown

creates new instance of the IsCrossUp / IsCrossDown predicate with default period equal to 1

IsCrossUp(Int32)

IsCrossDown(Int32)

creates new instance of the IsCrossUp / IsCrossDown predicate with point window.

IsCrossUp(TimeSpan)

IsCrossDown(TimeSpan)

creates new instance of the IsCrossUp / IsCrossDown predicate with time window.

The value of the indicators is updated by two series type of method Add():

Add(Double, Double)

Add(Double, Double, DateTime)

Use

CrossUp

CrossDown

properties to get the current value.

Example

For the first series, Sma with period of 10 of Apple Inc. stock price(Bar close price) is used, for the second series the price itself is used. Predicate period is set to 1.

Copy

 1public partial class InstrumentExecutor : InstrumentExecutorBase
 2{
 3+LocalVariables 3-    #region LocalVariables
 4 
 5     //Sma indicator
 6     Sma sma;
 7     //Is Cross Up indicator
 8     IsCrossUp isCrossUp;
 9     //chart lines
10     Line isCrossUpLine, smaLine;
11 
12     #endregion
13
14+Events14-    #region Events
15     public override void OnInit()
16     {
17         //init indicators
18         sma = new Sma(10);
19         isCrossUp = new IsCrossUp();
20 
21         //init lines
22         smaLine = Charting.CreateLine("Sma", "", Symbol, Pens.Blue, LineStyle.Line, Charting.PriceChart, 1);
23 
24         isCrossUpLine = Charting.CreateLine("IsCrossUp", "", Symbol, Pens.Black, LineStyle.Line, Charting.PriceChart, 2);
25     }
26 
27     public override void OnBarClose()
28     {
29         //update values of the indicators
30         sma.Add(CurrentPrice, CurrentTime);
31         isCrossUp.Add(CurrentPrice, sma.SMA, CurrentTime);
32 
33         //get values and chart
34         smaLine.Draw(CurrentTime, sma.SMA);
35         isCrossUpLine.Draw(CurrentTime, isCrossUp.CrossUp);
36     }
37     #endregion
38}

Example