GammaQuant
25 Jul 2017, 16:20

Hi Spotware.

So after some tinkering In order to make this work i had to pass the algo object back into the Main class and call Marketserise and the Print method as methods of the algo object. This also means if i need to execute a new order from another class in the main class i need to pass around the robot object and any other object that is part of cAlgo api to access that method or property like Positions etc..:

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 Printer : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }


        private PrintSub _demo;

        protected override void OnStart()
        {
            // Put your initialization logic here
            _demo = new PrintSub();
            
        }

        protected override void OnTick()
        {
            // Put your core logic here
        }

        protected override void OnBar()
        {
            // Put your core logic here
            _demo.POnBar(this, this, Positions);
        }

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }

        public void MainPrinter(Algo algo, Robot robot, Positions Positions)
        {
            int index = algo.MarketSeries.Close.Count - 2;

            algo.Print("Hello World Main - Last Bar High Price {0}", algo.MarketSeries.High[index]);
            robot.ExecuteMarketOrder(TradeType.Buy, algo.Symbol, 100000, "Printer", 5, 5);
        }
    }

    public class PrintSub : Printer
    {

        public Printer Go;
        public void POnBar(Algo algo, Robot robot, Positions Positions)
        {
            try
            {
                var price = algo.MarketSeries.Open.LastValue;
                algo.Print("Hello World - Bar Open Price {0}", price);
                PrintInMainRobot(algo, robot, Positions);
            }
            catch (Exception ex)
            {
                algo.Print("Null Reference Exception yo! {0}", ex.Message);
            }
        }

        public void PrintInMainRobot(Algo algo, Robot robot, Positions Positions)
        {
            Go = new Printer();
            Go.MainPrinter(algo, robot, Positions);
        }
    }
}

So once you leave the main class any other class (including the main robot class) does not have access to cAlgo Api. Is there a way to make it available always in the main clas?. As many of my methods can be invoked as normal from within the Robot Class and also from outside classes where i will need to pass the calgo api. this means i may have to put two methods or some extra conditional statement now one for use within the Main Robot class and one for seperate classes. How can the cAlgo Api be made availble in the Main Class without me having to pass it around?

GammaQuant
25 Jul 2017, 12:26

Hello Thank you for the reply. I just tried this on my home computer with the try catch.

and im still getting the error it not stoppin gthe application but its giving the error each time it tries to acces the methods in the main class.

I dont have Visual Studio at home i have it in the office but i use 2015 CE and debugging does not work on it.........

i will have another go at debugging when i get into the office.

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 Printer : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }


        private PrintSub _demo;

        protected override void OnStart()
        {
            // Put your initialization logic here
            _demo = new PrintSub();
        }

        protected override void OnTick()
        {
            // Put your core logic here
        }

        protected override void OnBar()
        {
            // Put your core logic here
            _demo.POnBar(this);
        }

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }

        public void MainPrinter()
        {
            int index = MarketSeries.Close.Count - 2;
            Print("Hello World Main - Last Bar Close Price {0}", MarketSeries.High[index]);
        }
    }

    public class PrintSub : Printer
    {

        public void POnBar(Algo algo)
        {
            try
            {
                var price = algo.MarketSeries.Open.LastValue;
                algo.Print("Hello World - Bar Open Price {0}", price);
                PrintInMainRobot();
            } catch (NullReferenceException ex)
            {
                algo.Print("Null Reference Exception yo! {0}", ex.Message);
            }

        }

        public void PrintInMainRobot()
        {
            Printer go = new Printer();
            go.MainPrinter();
        }
    }
}

13/07/2017 00:00:00.000 | Backtesting started
13/07/2017 01:00:00.000 | Hello World - Bar Open Price 1.14295
13/07/2017 01:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 02:00:00.000 | Hello World - Bar Open Price 1.14343
13/07/2017 02:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 03:00:00.000 | Hello World - Bar Open Price 1.1437
13/07/2017 03:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 04:00:00.000 | Hello World - Bar Open Price 1.14342
13/07/2017 04:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 05:00:00.000 | Hello World - Bar Open Price 1.14372
13/07/2017 05:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 06:00:00.000 | Hello World - Bar Open Price 1.14472
13/07/2017 06:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 07:00:00.000 | Hello World - Bar Open Price 1.14469
13/07/2017 07:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 08:00:00.000 | Hello World - Bar Open Price 1.14215
13/07/2017 08:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 09:00:00.000 | Hello World - Bar Open Price 1.14037
13/07/2017 09:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 10:00:00.000 | Hello World - Bar Open Price 1.13961
13/07/2017 10:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 11:00:00.000 | Hello World - Bar Open Price 1.13883
13/07/2017 11:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 12:00:00.000 | Hello World - Bar Open Price 1.14105
13/07/2017 12:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 13:00:00.000 | Hello World - Bar Open Price 1.14158
13/07/2017 13:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 14:00:00.000 | Hello World - Bar Open Price 1.13988
13/07/2017 14:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 15:00:00.000 | Hello World - Bar Open Price 1.1404
13/07/2017 15:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 16:00:00.000 | Hello World - Bar Open Price 1.13842
13/07/2017 16:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 17:00:00.000 | Hello World - Bar Open Price 1.13908
13/07/2017 17:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 18:00:00.000 | Hello World - Bar Open Price 1.13976
13/07/2017 18:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 19:00:00.000 | Hello World - Bar Open Price 1.1404
13/07/2017 19:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 20:00:00.000 | Hello World - Bar Open Price 1.14067
13/07/2017 20:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 21:01:00.000 | Hello World - Bar Open Price 1.13975
13/07/2017 21:01:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 22:00:00.000 | Hello World - Bar Open Price 1.13998
13/07/2017 22:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 23:00:00.000 | Hello World - Bar Open Price 1.13956
13/07/2017 23:00:00.000 | Null Reference Exception yo! Object reference not set to an instance of an object.
13/07/2017 23:59:00.000 | Backtesting finished

GammaQuant
25 Jul 2017, 03:55

RE:

Hello i am building a personal framework that will enable me to quickly
build robots that have advanced functionality and trade management in the
framework. But i am trying to make the main robot class do some thing in
a separate class and then the separate class do some thing back in the
main class. going from the main class to the separate class is easy and i
can ger the main robot cAlgo functions by passing "this" to the
separate class. but when i try to do some thing back in the main classs
from the separate i get a NullReferenceException........ i get the error
both if i call the method via inheritance of if i instantiate the main
class in a new object like i have below.

GammaQuant
25 Jul 2017, 03:49

sorry for the bad spelling

GammaQuant
02 Jul 2017, 16:07

RE: RE:

Hi TMC, i just wanted to thank you again for taking the time to give me this example. :) i have been able to use your example as inspiration to add some advanced features to my cbot. I really like the C#/.net List Class. it can be used like a mini databse without the overhead of using a real database. Very powerfull. Ive been able to use your example to also add extra properties to trades so that i can make a robust advanced trading system. I wish i got into c# years ago ;). as its actually quite intuitive and logical once you get the hang of it.

Thank you

GammaQuant
29 Jun 2017, 18:31

RE:

tmc. said:

Here is a sample of grouping across all instances using static list of custom class called Order. The cBot executes a market order on each new bar and adds to the list. Each time price changes it updates position's State. The cBot also prints number of positions for each State using LINQ queries.

Be aware I haven't tested it so there might be some bugs.

using System.Collections.Generic;
using System.Linq;
using cAlgo.API;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class GroupsSample : Robot
    {
        public enum State
        {
            Gaining,
            BreakingEven,
            Loosing
        }

        public class Order
        {
            public Position Position { get; set; }
            public State State { get; set; }
        }

        private static List<Order> _orders;

        protected override void OnStart()
        {
            // creates new list if doesn't exist
            if (_orders == null)
            {
                _orders = new List<Order>();
            }

            // subscribes to Positions.Closed event
            Positions.Closed += OnPositionClosed;
        }

        /// <summary>
        /// Method called on position closed
        /// </summary>
        private static void OnPositionClosed(PositionClosedEventArgs obj)
        {
            // finds matching order
            var matchingOrder = _orders.FirstOrDefault(x => x.Position == obj.Position);

            // if found
            if (matchingOrder != null)
            {
                // removes order from our list
                _orders.Remove(matchingOrder);
            }
        }

        /// <summary>
        /// Method called on each new bar
        /// </summary>
        protected override void OnBar()
        {
            // executes market order and calls back OnPositionOpened method when filled
            ExecuteMarketOrderAsync(MarketSeries.Open.Count % 2 == 0 ? TradeType.Buy : TradeType.Sell, Symbol, 1000, OnPositionOpened);

            // counts how many positions have certain state
            var gaining = _orders.Count(x => x.State == State.Gaining);
            var breakingEven = _orders.Count(x => x.State == State.BreakingEven);
            var loosing = _orders.Count(x => x.State == State.Loosing);

            // prints number of positions that are gaining, breaking even, loosing
            Print("Gaining = {0}, BreakingEven = {1}, Loosing = {2}", gaining, breakingEven, loosing);
        }

        /// <summary>
        /// Method called when position opened
        /// </summary>
        private void OnPositionOpened(TradeResult result)
        {
            // prints error and skips rest of the iteration if result wasn't successful
            if (!result.IsSuccessful)
            {
                Print(result.Error);
                return;
            }

            // adds new order into our list
            _orders.Add(new Order { Position = result.Position });
        }

        /// <summary>
        /// Method called on each price change
        /// </summary>
        protected override void OnTick()
        {
            // loops through all orders in our list and sets their state
            foreach (var order in _orders)
            {
                if (order.Position.NetProfit > 0)
                {
                    order.State = State.Gaining;
                }
                else if (order.Position.NetProfit < 0)
                {
                    order.State = State.Loosing;
                }
                else
                {
                    order.State = State.BreakingEven;
                }
            }
        }
    }
}

Thank you very much TMC! i will give it an go and let you know if there are any problems

GammaQuant
28 Jun 2017, 11:01

GammaQuant
24 Jun 2017, 14:40

RE:

croucrou said:

I don't think you can change the label, but couldn't you do that with bools?

Sorry what do you mean?

How can i group trades and change those groups with a boolean True or False?

In any case.,

i have found a solution here:

/forum/cbot-support/10908?page=2

Thank you

GammaQuant
23 Jun 2017, 21:51

RE:

tmc. said:

By the instance I meant cBot instance. You could make static collections so they would be shared across all instances. Anyway, let me know if you want me to help you with first solution and I will write you an example.

Hello TMC, Right sorry about the misunderstanding about the instances. Yes could do me an example of the first solution please also if its not to hard could you do both a sandboxed collection and a shared one. Thank you.

GammaQuant
23 Jun 2017, 17:18

Hi i was able to do what i wanted with your second sugestion becasue it quite easy. Thank you very much

GammaQuant
23 Jun 2017, 15:12

RE:

tmc. said:

You could write an enum with all three states, then make public class with position and state. Then instead of list of positions you would make a list of your custom class containing positions and state. You could use LINQ queries afterwards.

Do you want to group trades opened by the instance only or across all instances?

Hi TMC thank you for getting back to me and for detailing the two solutions you have detailed. I think it would be better to use this method i have quoted as a more robust solution. I also think the group needs to work across all instances so this is a singleton. Im very sorry im very new to c#. i literally only started programing it this week. Haveing experiance of php a few years ago as a webdeveloper.

GammaQuant
23 Jun 2017, 02:13

RE:

tmc. said:

Hi, could you be more specific? What groups are you talking about?

Hi when i say groups this is just my own groups that i want to use to group some trades. for instance lets say there is a cbot with a unique label but the cbot can have open trades which could have 3 different states that i want the cbot to easily set, track and change depending on how the trading system works. These state can be viewd as groups that ihe cbot can define each trade in and change on the fly. this would just be in the c# code as there is no provision in calgo api to store this on each position.

My question was how can i over ride or  set a property on the openedPositions list that you have detailed above that i will then use to put a new type of label just in c to define a group that each position can be put into. with this i will then be able to return all the postions in a particular group so that i may modify them or change there group name or close them with ease.

Kind regards

GammaQuant
23 Jun 2017, 00:40

RE:

tmc. said:

Currently opened positions "Positions" and historical trades "History" are two different collections of objects. You can't compare them like that, compare Position.ID and HistoricalTrade.PositionId. Personally I would create collection of positions hold in cBot memory, adding and removing positions during the process so you can handle them easily, see sample below.

using System.Collections.Generic;
using System.Linq;
using cAlgo.API;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class CollectionOfPositions : Robot
    {
        private List<Position> openedPositions = new List<Position>();

        protected override void OnStart()
        {
            Positions.Closed += OnPositionClosed;
        }

        private void OnPositionClosed(PositionClosedEventArgs obj)
        {
            if (openedPositions.Contains(obj.Position))
            {
                openedPositions.Remove(obj.Position);
            }
        }

        protected override void OnTick()
        {
            if (true)
            {
                TradeResult result = ExecuteMarketOrder(TradeType.Sell, Symbol, 1000);

                if (result.IsSuccessful)
                {
                    openedPositions.Add(result.Position);
                }
            }

            bool allPositionsClosed = openedPositions.Count() == 0 ? true : false;
        }
    }
}

 

Hello i wonder if you can help me? i am new to c# and cAlgo but i really need to use this bit of code you have put here to help me set groups for my trades that i can change on the fly. How would i go about setting a new property called "Group" for example to the openedPositions list?  i will then be able use it  to sort trades into groups that can be changed and regrouped. The reson i ask this is that the cAlgo Api position label cant be changed so im looking for a way to group trades together and change the groups on the fly when some market action has happend of other reson for changing the group in c# and i will then hold that grouping in memory in this List.

Kind regards

GammaQuant
21 Jun 2017, 18:47

Hello RedRhinoFX, Ok yes thank you for pointing out the message button it was not obvious before. OK in regards to what happend. i am annoyed but yes i should have setup some other protections on the account and i did have a higer risk profile but please change the name of your accounts from scalp or scalper as that trading is not scalping had you been scalping there would not have been the massive drawdown on my account. Yes there will be losses but no big trades open margin calling my account. i lost a lot of money, thankfully i was only testing cMirror out and it was about 10% of what i have to trade with. i will make better choices and put better setting next time. thank you