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jeex
03 Jan 2014, 16:27
( Updated at: 21 Dec 2023, 09:20 )
That's the question
My knowledge of these things is limited, but when i look at the memory uasge in Windows, something really is wrong in cAlgo. See these 4 screen shots:
- cAlgo freshly started with only one pair on a simple indicator that uses Ichimoku and simply compares some values of the indicator and the MarketSeries.
- The same indicator with 9 pairs: 452 Mb used.
- After closing eight of the pairs , the used memory is not set free, but rises a bit.
- Then when i reopen some pairs, more memory is being claimed.
This also happens with simple robots: they claim memory but do not give it back after closing. And that has nothing to do with the code of the indicators or robots themselves.
Like Hyperloop i have to restart cAlgo and the robots regularly to make sure that cAlgo or Windows do not crash.
@jeex
jeex
28 Dec 2013, 18:00
Working on a set of Semi-robots for opening, trailing and closing trades. And run into some issues that transcend my knowledge of c#.
[Parameter("Long or Short", DefaultValue = 0, MinValue = -1, MaxValue = 1)]
public int _richting { get; set; }
See example above.
Nicer would be if this parameter was a listbox with names like "Long", "Auto" and "Short". Like a boolean parameter.
Is this possible and how must i code that?
@jeex
jeex
27 Dec 2013, 23:19
But no...
No, things are not that simple. Cerunnos' way checks if the closed position was opened by hand. I want to check if a recently closed position is closed by hand.
So i want to activate a method
- whenever any of the many positions is closed ( OnPositionsClosed )
and the method must determine:
- if the position belongs to that robot (p.Label...)
- if the position was closed
- by hand, or
- by the robot, or
- because of a stoploss or takeprofit
Is there a way?
@jeex
Look between the little buttons in the topright of the window, as well in cTrader as in cTweb:
jeex
18 Dec 2013, 13:58
BackOnBalence
In stead of Martingale youcould use a Back On Balance algorithm., that keeps track of the highest balance and tries to get back to that balance after a loss.
private double HighestBalance = 0;
protected override void OnPositionClosed(...)
{
...
HighestBalance = Math.Max(Account.Balance, HighestBalance);
}
The method for calculating a new balance then must calculate the volume based on the takeprofit of the next trade.
private long BackOnBalance(double needed, int takeprofit)
{
double loss = needed - Account.Balance;
// if On Balance return VolumeMin or a fixed Min Lot.
if (needed == 0 || loss <= 0)
{
return Symbol.VolumeMin;
}
else
{
double singlelotprofit = Symbol.PipValue * takeprofit;
return Symbol.NormalizeVolume(loss / singlelotprofit);
}
}
When opening a trade:
var result = ExecuteMarketOrder(TradeType.Buy, Symbol, BackOnBalance(HighestBalance, TP), Label, SL, TP);
This way a winning trade always gets you back on track at minimum risk.
Speaking of risk: you should ad some risk management to it, as well as checking if the lot size fits within the margin. And i'm not sure if Symbol.PipValue gives the value of a pip in Base Currency or in Account Currency. In that case, you should convert the singlelotprofit to you account currency.
NOT TESTED and of course it needs some fine tuning, but this one should get you going.
Last but not least: intensive testing should learn you that it is way better to invest time in good trading strategies than in Martingale strategies, because in the end, Martingale and all methodes derived from Martingale will cost you all your money.
@jeex
jeex
17 Dec 2013, 20:38
Index is not similar
I ran into the same mistake. Problem is that you have to make a different index for each series:
Here you'll find what you need: /forum/calgo-support/2105?page=1#4 and there are more threads about this. Look for multi timeframe and multi symbol.
@jeex
jeex
04 Jan 2014, 21:18
Simple
Thanks Researcher. Way simpler than i was thinking.
So to calculate the price level of the Break Even point BE:
private double calcBE(Position p) { double totalCosts = Symbol.Spread + (p.GrossProfit - p.NetProfit); if (p.TradeType == TradeType.Buy) return p.EntryPrice + totalCosts; else return p.EntryPrice - totalCosts; }@jeex