HTtrader
20 Sep 2017, 10:24

Thanks Panagiotis, My 2 cbots share the some of the same code and are related back to the symbol they are working on. I will test again tonight and try to get the log of why it crashed. From what I can understand from what you have said I might need to put another if statement tying cbot to the label on positions perhaps. So far the cbots don't interfere with each other as the other crashes but it gives me something to debug.

---

@HTtrader

HTtrader
20 Sep 2017, 00:13

Hi I have been reading up on using index but there doesn't seem to much around.

Can we set index to be open of a particular market?

int index;
var close = MarketSeries.Close.Last(Index -1);

as I understand it that code above should get the previous candle of the index start which is the timezone?

Please help as I am a little bit confused and my cbot crashed with nan target price is not acceptable.

---

@HTtrader

HTtrader
20 Sep 2017, 00:09

Hi ctrader team,

I have a new problem with this now. Are you able to confirm for me that you are not able to run 2 different cbots on the same symbol? Scenario is I was testing 2 different cbots on the same symbol eurusd, and somewhere during the testing process 1 of the cbots crashed and stopped. While the other continued as normal. Each cbot has it's own unique code that enters the market uniquely that is limit order for one cbot and market order for the other. 

Is this a common thing as I will either have to adjust my strategy or can I just open another account to get around this issue?

Thanks

Tony

---

@HTtrader

HTtrader
16 Sep 2017, 14:52

So I have managed to work up this code and was wondering before I test it on actual market data will it work as it should as I am making a call of the daily market data and hourly data. I have made the variable to be any start time and so it should calculate the bar before the start time as the close I am looking for. Can someone please confirm if this is the right method to be using or is there another way to achieve the result I am after.

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Requests;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.TasmaniaStandardTime, AccessRights = AccessRights.None)]
    public class Pivotpoints : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Start Hour", DefaultValue = 10.0)]
        public double StartTime { get; set; }

        private DateTime _startTime;

        protected override void OnStart()
        {
            // Start Time is the same day at 22:00:00 Server Time
            _startTime = Server.Time.Date.AddHours(StartTime);

            var Daily = MarketData.GetSeries(TimeFrame.Daily);
            var high = Daily.High.Last(1);
            var low = Daily.Low.Last(1);

            var close = MarketSeries.Close.Last(1);

            var PP = (high + low + close) / 3;
            var R1 = (2 * PP) - low;
            var S1 = (2 * PP) - high;

            Print("Example 1...R1: {0}", R1);
        }
        protected override void OnStop()
        {
            Stop();
        }
    }
}

 

---

@HTtrader

HTtrader
14 Sep 2017, 11:02

Thanks ctrader team,

I understand how the code should work and hopefully it does as it suppose to. I will test it out later tonight. My only concern now is would this work across multiple instances like the same code being used for eurusd and gbpusd for example. If 1 trade gets opened does that trigger the event for all other instances? That where I was wondering if I had to bind it to the symbol or position id I have made a parameter for. Unfortunately this cannot be back tested so I am only going off the live information I have gathered so far.

 

---

@HTtrader

HTtrader
14 Sep 2017, 00:07

Hi Ctrader team,

Please see the code below

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Requests;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.Threading;
using System.Threading.Tasks;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.TasmaniaStandardTime, AccessRights = AccessRights.None)]
    public class HunterBB : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Stop Loss (pips)", DefaultValue = 40, MinValue = 1)]
        public int StopLossInPips { get; set; }

        [Parameter("Take Profit (pips)", DefaultValue = 40, MinValue = 1)]
        public int TakeProfitInPips { get; set; }

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        [Parameter("Cooldown (hours)", DefaultValue = 2, MinValue = 1, Step = 1)]
        public double CD { get; set; }

        [Parameter("Bollinger Bands Deviations", DefaultValue = 2)]
        public double Deviations { get; set; }

        [Parameter("Bollinger Bands Periods", DefaultValue = 20)]
        public int Periods { get; set; }

        [Parameter("Bollinger Bands MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter("Position Id", DefaultValue = "Pid")]
        public string PositionId { get; set; }

        public Position position;
        private DateTime _lastExecutedOrder;

        BollingerBands BB;


        protected override void OnStart()
        {
            BB = Indicators.BollingerBands(Source, Periods, Deviations, MAType);
        }

        protected override void OnBar()
        {

            var midbb = BB.Main.Last(0);
            var topnow = BB.Top.Last(0);
            var bottomnow = BB.Bottom.Last(0);

            var volumeInUnits = Symbol.QuantityToVolume(Quantity);
            var expiry = Time.AddHours(1);


            if (_lastExecutedOrder.AddHours(CD) < DateTime.Now)
            {
                //higher than indicator target price
                PlaceLimitOrder(TradeType.Sell, Symbol, volumeInUnits, topnow + 5 * Symbol.PipSize, PositionId, StopLossInPips, null, expiry);
                //lower than indicator target price
                PlaceLimitOrder(TradeType.Buy, Symbol, volumeInUnits, bottomnow - 5 * Symbol.PipSize, PositionId, StopLossInPips, null, expiry);
                _lastExecutedOrder = DateTime.Now;
            }

            foreach (var position in Positions)
            {
                if (Symbol.Code == position.SymbolCode)
                {
                    ModifyPositionAsync(position, position.StopLoss, midbb);
                    Print("New Position TP price is {0}", position.TakeProfit);
                }
            }
        }

        protected override void OnStop()
        {
            Stop();
        }
    }
}

I am trying to get this work to across multiple instances, do I need to bind the symbol such as put

_lastExecutedOrder.Symbol.Code = DateTime.Now;

I have done some preliminary testing and the results of which tell me that the last executed order does include pending orders, Is there a way to modify it to being open orders? As my last closed order didn't work.

---

@HTtrader

HTtrader
10 Sep 2017, 14:04

Hi ctrader team I now have a 2 part query, I have built my bot and it works perfectly for the last executed order scenario, however my adaptation of last closed order doesn't seem to be responding as favourably and I had 2 open orders. Now my question lies does the last executed order interpret the code as being the last order to enter the market or does that include pending orders as well? As this could solve my limit order dilemma. I have the cbot now placing limit orders with 1 hour expiry but am wondering if I had the clause of last executed would it still work and keep placing limit orders until 1 of the enters the market and sets the parameter?

The second part of my question comes with my other thread of multiple instances. I am currently testing this but my data set is not large and expansive enough yet to draw a conclusion. I would like to know if this last executed order would carry through to all instances of the code or would they be independent? I am taking a guess that I might have to put a if statement about symbol code in the middle somewhere, can you please confirm this. As an example I have the one cbot code running on the eurusd and gbpusd and usdyen, 1 trade gets triggered on the eurusd does that now stop the gbpusd and usdyen from working if the signal to enter is there?

---

@HTtrader

HTtrader
08 Sep 2017, 09:25

I have tried to get this working the way I want however something is not calculating correctly. What I am after is more like an offset to start the calculation rather than specifying a start hour. Is there a function that can do this or do I have to manually set start and stop hours as per the link. What I am after is a pivot point indicator that calculates daily pivots however you can offset the start hour of calculation to say start at new York open and calculate pivots from there. Any suggestions would be much appreciated.

---

@HTtrader

HTtrader
08 Sep 2017, 02:23

Thanks for the help ctrader team, the cbot now builds properly however I don't think it works right, will do more testing tonight but just a thought do I have to bind the absolute value of the stop loss parameter to the symbol as well. Something like thisvar StopLoss = BB.Main.Symbol.Last(0);

---

@HTtrader

HTtrader
07 Sep 2017, 16:13

Hi Ctrader team,

I have input this code now and it comes up with this error

Error CS0103: The name 'position' does not exist in the current context

I am guessing that the variable needs to be declared before it can be used. I have tried public and private declarations but to no avail. Can you please provide some sample code so I can work this out, thanks.

 

---

@HTtrader

HTtrader
06 Sep 2017, 12:42

Thanks ctrader team that was my guess. I am going to run some more tests tonight including the following but would like your thoughts. 

Rather than multiple instances on the one cbot would the code run right if it was an individual cbot run across multiple instances with the same logic. ie gpbusd eurusd usdyen but each has its own cbot of cbot1 cbot2 cbot3 but all 3 cbots have the same code logic. Would this scenario make the parameters work right?

---

@HTtrader

HTtrader
06 Sep 2017, 12:11

Hi ctrader team,

I have set my cbot to run on GMT time and I live in Australia, Melbourne to be precise.

If I am understanding you correctly I would need to set my cbot to run on the same timezone as my location because it gets the time time value from my local system, is that correct?

---

@HTtrader

HTtrader
06 Sep 2017, 12:06

Hi there Ctrader team,

I had this one cbot code running on 4 different charts at the time I came across the error. It was running on eurusd gbpusd usdcad and usdyen. All trades triggered as per logic however only 1 trade had the correct value for the stoploss and all others were off by 1000 or so pips. All the input parameters I kept as default, but would like to adjust these as I like the feature of running the same cbot across multiple instances and changing these parameters to suit. 

My initial thought is you have to bind the variable I have set for the stoploss to the symbol, but then shouldn't that already be the case when I declared the source or do I need to declare the symbol as a parameter too?

Much appreciated help on this as I would like to run the cbot across multiple currency pairs. 

---

@HTtrader

HTtrader
05 Sep 2017, 16:23

Hi ctrader team,

So I finally got round to trsting this piece of code, however rather than give me a 1 hour expiry time it gives me a 10 hour expiry time. Even when I change it to minutes it starts from 10 hours and counts back, say I put in

var datetime = DateTime.Now.AddMinutes(45);

It gives me a 9hour and 45 minutes expiry, is this a bug or am I missing something? 

---

@HTtrader

HTtrader
05 Sep 2017, 16:13

Sorry have been cutting and pasting multiple versions of the code and trying to get it work properly. Here is the code

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Requests;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.Threading;
using System.Threading.Tasks;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.GMTStandardTime, AccessRights = AccessRights.None)]
    public class HunterBB : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Stop Loss (pips)", DefaultValue = 40, MinValue = 1)]
        public int StopLossInPips { get; set; }

        [Parameter("Take Profit (pips)", DefaultValue = 28, MinValue = 1)]
        public int TakeProfitInPips { get; set; }

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        [Parameter("Bollinger Bands Deviations", DefaultValue = 2)]
        public double Deviations { get; set; }

        [Parameter("Bollinger Bands Periods", DefaultValue = 20)]
        public int Periods { get; set; }

        [Parameter("Bollinger Bands MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter("Position Id", DefaultValue = "Pid")]
        public string PositionId { get; set; }

        BollingerBands BB;
        private DateTime _lastExecutedOrder;

        protected override void OnStart()
        {
            BB = Indicators.BollingerBands(Source, Periods, Deviations, MAType);
        }

        protected override void OnBar()
        {
            var toppre = BB.Top.Last(1);
            var bottompre = BB.Bottom.Last(1);
            var StopLoss = BB.Main.Last(0);
            var topnow = BB.Top.Last(0);
            var bottomnow = BB.Bottom.Last(0);
            var volumeInUnits = Symbol.QuantityToVolume(Quantity);

            foreach (var position in Positions)
            {
                ModifyPositionAsync(position, StopLoss, position.TakeProfit);
                Print("New Position SL price is {0}", position.StopLoss);
            }
            if (_lastExecutedOrder.AddHours(8) < DateTime.Now)
            {
                ExecuteMarketOrderAsync(TradeType.Buy, Symbol, volumeInUnits, PositionId, null, TakeProfitInPips);
                _lastExecutedOrder = DateTime.Now;
            }
        }

        protected override void OnStop()
        {
            Stop();
        }
    }
}

 

---

@HTtrader

HTtrader
05 Sep 2017, 00:18

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Requests;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.Threading;
using System.Threading.Tasks;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.GMTStandardTime, AccessRights = AccessRights.None)]
    public class HunterBB : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Stop Loss (pips)", DefaultValue = 40, MinValue = 1)]
        public int StopLossInPips { get; set; }

        [Parameter("Take Profit (pips)", DefaultValue = 28, MinValue = 1)]
        public int TakeProfitInPips { get; set; }

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        [Parameter("Bollinger Bands Deviations", DefaultValue = 2)]
        public double Deviations { get; set; }

        [Parameter("Bollinger Bands Periods", DefaultValue = 20)]
        public int Periods { get; set; }

        [Parameter("Bollinger Bands MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter("Position Id", DefaultValue = "Pid")]
        public string PositionId { get; set; }

        BollingerBands BB;

        protected override void OnStart()
        {
            BB = Indicators.BollingerBands(Source, Periods, Deviations, MAType);
        }

        protected override void OnBar()
        {
            var toppre = BB.Top.Last(1);
            var bottompre = BB.Bottom.Last(1);
            var StopLoss = BB.Main.Last(0);
            var topnow = BB.Top.Last(0);
            var bottomnow = BB.Bottom.Last(0);
            var volumeInUnits = Symbol.QuantityToVolume(Quantity);
            
            foreach (var position in Positions)
            {
                ModifyPositionAsync(position, StopLoss, position.TakeProfit);
                Print("New Position SL price is {0}", position.StopLoss);
            }
                    if (_lastExecutedOrder.AddHours(CD) < DateTime.Now)
                    {
                        ExecuteMarketOrderAsync(TradeType.Buy, Symbol, volumeInUnits, PositionId, null, TakeProfitInPips);
                        _lastExecutedOrder = DateTime.Now;
                    }
            }

        protected override void OnStop()
        {
            Stop();
        }
    }
}

Hi Ctrader team,

That is the code there, like I said when I run multiple instances of this code only 1 instance gets the Stop loss value right, do I have to manually assign a position finder and bind it to the indicator on that symbol to get the correct abdolute value? 

Thanks in advance, I may have a work around that I am testing but just wanted your opinion too.

---

@HTtrader

HTtrader
30 Aug 2017, 14:32

Hi Croucrou,

If I understand you right something like should work?

protected override void OnBar()
        {
            var last = ema.Result.Last(0);

            Print("{0}", last);

            int N = 10;
            var open = MarketSeries.Open.Last(N);
            var close = MarketSeries.Close.Last(N);
            var high = MarketSeries.High.Last(N);
            var low = MarketSeries.Low.Last(N);
            for (int N = 10; N >= 0; N--)
            {
                if (last < ema && last > ema)
                {
                    Print("No touch EMA for last {0} bars", N);
                }
            }

where N is last number of bars rather than 20 I can specify any number

---

@HTtrader

HTtrader
29 Aug 2017, 15:44

RE:

Hi ctrader team,

Just to help my understanding of the code. In the first instance of creating private function you are declaring the class to be used.

subsequently after said event you are assigning it a new variable that is passed to the class as a check value? Is that the logic?

If so could I perhaps do something like this

private DateTime _lastClosedOrder;
 
        protected override void OnStart()
        {
            ExecuteMarketOrder(TradeType.Buy, Symbol, 1000);
        }
        protected override void OnBar()
        {
            if (_lastClosedOrder.AddHours(24) < DateTime.Now)
            {
                ExecuteMarketOrder(TradeType.Buy, Symbol, 1000);
            }
        }
        protected override void OnPositionClosed()
        {
                _lastClosedOrder = DateTime.Now;
            }
        }
 

Or is there some other syntax for closed position I should be using? I have looked at your references page but there was little about calling this up.

---

@HTtrader

HTtrader
29 Aug 2017, 14:08

ok here is the code I have so far, build succeeds but not behaving as it should

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.GMTStandardTime, AccessRights = AccessRights.None)]
    public class HunterBBstop : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }
// declaration of symbol
        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }
// declaration of how much to trade
        [Parameter("Stop Loss (pips)", DefaultValue = 20, MinValue = 1)]
        public int StopLossInPips { get; set; }
// declaration of loss amount
        [Parameter("Take Profit (pips)", DefaultValue = 20, MinValue = 1)]
        public int TakeProfitInPips { get; set; }
// declaration of profit amount
        [Parameter(DefaultValue = 1.5)]
        public double StDeviation { get; set; }
// declaration of indicator value
        [Parameter(DefaultValue = 15)]
        public int Period { get; set; }
// declaration of indicator value
        [Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MAType { get; set; }
// declaration of indicator value
        [Output("Top", PlotType = PlotType.Points, Color = Colors.Red, Thickness = 4)]
        public IndicatorDataSeries Top { get; set; }
// declaration of indicator value
        [Output("Bottom", PlotType = PlotType.Points, Color = Colors.Green, Thickness = 4)]
        public IndicatorDataSeries Bottom { get; set; }
// declaration of indicator value
        BBandStopLine BBandStopLine;
        string label = "HunterBBstop";
        public Position position;
// declaration of trade parameters
        protected override void OnStart()
        {
            BBandStopLine = Indicators.GetIndicator<BBandStopLine>(Source, StDeviation, Period, MAType);
        }
// referencing custom indicator
        protected override void OnBar()
        {
            var Top = BBandStopLine.Top.Last(0);
            //get last value of custom indicator
            var Bottom = BBandStopLine.Bottom.Last(0);
            //get last value of custom indicator
            var volumeInUnits = Symbol.QuantityToVolume(Quantity);
            //int Expiration = 1;
            var datetime = DateTime.Now.AddHours(1);
            //Order expiration of 1 hour only
            {
                //to allow no more than 3 active position at any given time
                if (Positions.Count == 3)
                {
                    // if price is below the top indicator then execute stop order with entry value as per indicator
                    if (Symbol.Ask > Top)
                    {
                        PlaceStopOrder(TradeType.Sell, Symbol, volumeInUnits, Top, label, StopLossInPips, TakeProfitInPips, datetime);
                        //order should have expiry of 1 hour to go with indicator
                    }
                    // if price is above the bottom indicator then execute stop order with entry as per indicator
                    else if (Symbol.Bid < Bottom)
                    {
                        PlaceStopOrder(TradeType.Buy, Symbol, volumeInUnits, Bottom, label, StopLossInPips, TakeProfitInPips, datetime);
                        //order should have expiry of 1 hour to go with indicator
                    }
                }
            }

        }
        protected override void OnStop()
        {
            Stop();
        }
    }
}

and here is the indicator that is associated with the file

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class BBandStopLine : Indicator
    {
        [Parameter()]
        public DataSeries Source { get; set; }

        [Parameter(DefaultValue = 1.5)]
        public double StDeviation { get; set; }

        [Parameter(DefaultValue = 15)]
        public int Period { get; set; }

        [Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MAType { get; set; }

        [Output("Top", PlotType = PlotType.Points, Color = Colors.Red, Thickness = 4)]
        public IndicatorDataSeries Top { get; set; }

        [Output("Bottom", PlotType = PlotType.Points, Color = Colors.Green, Thickness = 4)]
        public IndicatorDataSeries Bottom { get; set; }

        private BollingerBands _bband;
        private int _flag;

        protected override void Initialize()
        {
            _bband = Indicators.BollingerBands(Source, Period, StDeviation, MAType);
        }

        public override void Calculate(int index)
        {
            Top[index] = _bband.Top[index];
            Bottom[index] = _bband.Bottom[index];


            if (MarketSeries.Close[index] > _bband.Top[index])
                _flag = 1;
            else if (MarketSeries.Close[index] < _bband.Bottom[index])
                _flag = -1;

            if (_flag == 1)
            {
                if (_bband.Bottom[index] < Bottom[index - 1])
                    Bottom[index] = Bottom[index - 1];
                Top[index] = double.NaN;
            }
            else if (_flag == -1)
            {
                if (_bband.Top[index] > Top[index - 1])
                    Top[index] = Top[index - 1];
                Bottom[index] = double.NaN;
            }
        }
    }
}

the indicator works fine and as it should, just trying to get the values as absolute price to be used in my code is proving the problem at the moment.

---

@HTtrader

HTtrader
28 Aug 2017, 16:06

Hi ctraders,

Having other problems with this now, worked out the absolute price and pips problem but now my problem is accessing the indicator values. I have coded it properly and the build succeed but the crashes on startup. Upon looking at the code more closely I think it has to do with the indicator.

Is the right statement to use

var <indicator> = <indicator>.Result.LastValue;

Or does something inside the indicator need to be declared or calculated for it to have a value. 

---

@HTtrader