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Replies
firemyst
05 Apr 2020, 09:52
RE:
velu130486 said:
Dear All,
I got the below code for drawing Fibonacci lines into the chart from this forum. This Indicator will help me to draw the Fibonacci automatically based on last 100 Candle High Low, however I required your support to modify the coding to draw the Fibonacci lines based on last 100 - X candles (say 15).
Also this code does not draw the Fibonacci Extension levels, please help me to draw the same automatically
using System; using cAlgo.API; using cAlgo.API.Internals; using cAlgo.API.Indicators; using cAlgo.Indicators; using System.Collections.Generic; { [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class Autofibo : Indicator { [Parameter("Look Back Period ", DefaultValue = 100)] public int lookback { get; set; } [Parameter("Series Timeframe")] public TimeFrame tf { get; set; } private MarketSeries series1; protected override void Initialize() { // Initialize and create nested indicators series1 = MarketData.GetSeries(tf); OnTimer(); Timer.Start(60); } protected override void OnTimer() { // Initialize and create nested indicators //find index var hidate = Time.Date; var lodate = Time.Date; var superhi = MarketSeries.Close.LastValue; var superlo = MarketSeries.Close.LastValue; var highval = series1.High; var loval = series1.Low; for (var i = 0; i < lookback; i++) { //find hi if (highval.Last(i) > superhi) { superhi = highval.Last(i); hidate = series1.OpenTime.Last(i); } //findlo if (loval.Last(i) < superlo) { superlo = loval.Last(i); lodate = series1.OpenTime.Last(i); } var bull = (hidate > lodate) ? true : false; var datechosen = (bull) ? lodate : hidate; //set value of line List<double> level = new List<double> { 0.0, 23.6, 38.0, 50.0, 61.8, 100 }; var now = MarketSeries.OpenTime.LastValue; var distance = superhi - superlo; //drawline foreach (var lev in level) { var dev = lev / 100 * distance; var val = (bull) ? superhi - dev : superlo + dev; ChartObjects.DrawLine(lev + "%", datechosen, val, now, val, (bull) ? Colors.Red : Colors.Blue, 1, LineStyle.Solid); ChartObjects.DrawText(lev + "% text", lev + "%", MarketSeries.OpenTime.Count + 1, val + 0.5 * Symbol.PipSize, VerticalAlignment.Center, HorizontalAlignment.Right, (bull) ? Colors.Red : Colors.Blue); } } } public override void Calculate(int index) { // Calculate value at specified index // Result[index] = ... } } }
For this issue:
"I required your support to modify the coding to draw the Fibonacci lines based on last 100 - X candles (say 15)."
Just change the value in the look back.
Eg, in your example, you want to draw 100 - 15 == 85 lookback, then set the lookback value to 85 so it'll only be based on the last 85. If you want it to only do the last 15, then set the lookback parameter to 15.
There isn't any code modification required for that.
@firemyst
firemyst
05 Apr 2020, 09:45
RE:
calgodemo said:
Hey all,
At the bottom of the ctrader window where it shows 'Current Time', the time, then the timezone, my time is incorrect.
I have everything set to UTC-5 (NY, East coast - the same as my local system time which also says UTC-5), however the time itself is an hour behind, or in my case Central Standard Time.
Is it not updating for daylight savings? if my bot/indicator codes use the same timeframe will this affect execution at all?
Many thanks!
CaD
Can you post a screen capture please showing the time differences?
@firemyst
firemyst
01 Apr 2020, 14:11
RE:
irmscher9 said:
Hi there ExecuteMarketOrder(TradeType.Buy, Symbol, 10000, "myLabel", 8, 10, 2, "comment", true);After "myLabel" there are 3 numbers.
- What is 8?
- What is 10?
- And what is 2?
- Is "comment" necessary? Because cTrader gives me an error when I remove it.
Thank you
It's in the API documentation:
ExecuteMarketOrder method you have, the parameters are the trade type, the symbol and the volume. The additional optional parameters are label, stop loss, take profit, slippage and the comment, ans whether or not it has a trailing stop.
"Comment" isn't necessary, but the parameter itself is required in this case. If you don't want a comment, set it to an empty string or null.
@firemyst
firemyst
29 Mar 2020, 16:31
RE: RE: RE:
luca.tocchi said:
firemyst ha detto:
luca.tocchi ha detto:
pot la parte del codice in grassetto?
il programma controlla lo spread, se lo spread è maggiore di max spred deve è aggiunta un ispere e controlla altrimenti deve.
aiutatemi vi prego
....
casuale privato - nuovo Random();
protected
override void OnStart() -
_stochastic - Indicators.StochasticOscillator(K_Period,
Slow_K, D_Period, maType);
spread di var - Symbol.Ask - Symbol.Bid; while (spread > MaxSpread) -
Stampa("Spread suck, go in other asset");
Stampa([casuale. Simboli di SuoNeri(Conta)]);
deve aprire un altro punto e che la di spread> verifica sia falsa o stampa:
("Spread Ok");è questo il mio problema
....
Lo farei in modo non altro'.
Qualcosa lungo le linee di:
bool spreadOK = false; double spread = 0; int numberOfSymbols = Symbols.Count int numberOfSymbolsChecked = 0; while (!spreadOk && numberOfSymbolsChecked < numberOfSymbols) { Symbol s = Symbols[random.Next(Symbols.Count)]; spread = s.Ask - s.Bid; if (spread <= MaxSpread) spreadOk = true; numberOfSymbolsChecked += 1; } if (!spreadOk) Print("Could not find any valid symbols with a good spread.");
I did it. But it gives me this error: Error CS0029: Could not implicitly convert type 'string' to 'cAlgo.API.Internals.Symbol'.
what's the problem?
using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
namespace cAlgo.Robots
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class spread : Robot
{
[Parameter(DefaultValue = 0.0)]
public double Parameter { get; set; }
[Parameter("Max Spread", DefaultValue = 1, MinValue = -5.0)]
public double MaxSpread { get; set; }
private Random random = new Random();
protected override void OnStart()
{
bool spreadOk = false;
double spread = 0;
int numberOfSymbols = Symbols.Count;
int numberOfSymbolsChecked = 0;
while (!spreadOk && numberOfSymbolsChecked < numberOfSymbols)
{
Symbol s = Symbols[random.Next(Symbols.Count)];
spread = s.Ask - s.Bid;
if (spread <= MaxSpread)
spreadOk = true;
numberOfSymbolsChecked += 1;
}
if (!spreadOk)
Print("Could not find any valid symbols with a good spread.");
}
}
}
The problem is the line:
Symbol s = Symbols[random.Next(Symbols.Count)];
That lines doesn't return a Symbol object, but a string that's the name of the symbol.
You will need to use
Symbols.GetSymbol
to convert the string name to an actual Symbol object.
So first change the line to:
string symbolName = Symbols[random.Next(Symbols.Count)];
and then you need to add in and complete the line:
Symbol s = Symbols.GetSymbol....
@firemyst
firemyst
29 Mar 2020, 16:17
Yes.
You should be able to compute it as long as you know how to write the code to compute it. Keep in mind though it will be limited by cTrader's processing power, and you'll have to account for events like every tick. For instance, trading on a fast moving market like the US30 (Dow Jones), the computations might not always finish between each tick, so you'll have to set up event handlers instead of doing it in the Calculate (indicator) or OnTick (bots) methods.
@firemyst
firemyst
28 Mar 2020, 11:16
RE:
luca.tocchi said:
can anyone insert the part of code in bold?
the program checks the spread, if the spread is greater than max spred then it must add a random symbol and check otherwise it must continue.
please help me
....
private Random random = new Random();
protected override void OnStart()
{
_stochastic = Indicators.StochasticOscillator(K_Period, Slow_K, D_Period, maType);
var spread = Symbol.Ask - Symbol.Bid;
while (spread > MaxSpread)
{
Print("Spread suck, go in other asset");
Print(Symbols[random.Next(Symbols.Count)]);
//must open another symbol and verify that the condition of spread> maxspread is true or false
}
Print("Spread Ok");is this my problem
....
I would do it a completely different way.
Something along the lines of:
bool spreadOK = false;
double spread = 0;
int numberOfSymbols = Symbols.Count
int numberOfSymbolsChecked = 0;
while (!spreadOk && numberOfSymbolsChecked < numberOfSymbols)
{
Symbol s = Symbols[random.Next(Symbols.Count)];
spread = s.Ask - s.Bid;
if (spread <= MaxSpread)
spreadOk = true;
numberOfSymbolsChecked += 1;
}
if (!spreadOk)
Print("Could not find any valid symbols with a good spread.");
@firemyst
firemyst
28 Mar 2020, 11:05
RE:
vice said:
Hello,
@PanagiotisCharalampous
if I should test sth. for you just send me a PM or write me an E-Mail.
Thx for the support.
Best regards
Please keep us posted on the outcome.
Would also like to know if there will be a future setting in cTrader so we can have it use up to 80-90% of our CPU while running normally.
Thanks!
@firemyst
firemyst
28 Mar 2020, 10:55
RE:
5026484 said:
Hey guys,
I'm using a indicator with a higher timeframe.
Initialize
_laguerreFilter = MarketData.GetSeries(LaguerreTimeFrame); // up to 2h---
_alf = Indicators.GetIndicator<AdaptiveLaguerreFilter>(_laguerreFilter, LaguerrePeriod);
To access in a lower timeframe the right value of the higher timeframe indicator I tried this
public override void Calculate(int index)
{
Result[index] = _rsi.Result[index];
int alfIndex = _alf.Result.Count - 1;
if (!double.IsNaN(_alf.Buy[alfIndex]))
{
ChartObjects.DrawText("info", "Laguerre Buy", StaticPosition.TopRight, Colors.Green);
DirectionBuy[index] = 50;
_bullish = true;
_bearish = false;
}
else if (!double.IsNaN(_alf.Sell[alfIndex]))
{
ChartObjects.DrawText("info", "Laguerre Sell", StaticPosition.TopRight, Colors.Red);
DirectionSell[index] = 50;
_bullish = false;
_bearish = true;
}I get always the same "Buy" of the indicator. Using it separately on a chart it shows the right changing values between Buy and Sell.
Hope the problem is exactly enough explained so that you can help me?
Cheers Markus
I'm not sure I fully understand, but from what I gather, you have two statements:
_laguerreFilter = MarketData.GetSeries(LaguerreTimeFrame); // up to 2h---
_alf = Indicators.GetIndicator<AdaptiveLaguerreFilter>(_laguerreFilter, LaguerrePeriod);
The first "_laguerreFilter" gets a timeframe; the second "_alf" gets a Period.
TimeFrames are not the same as a Period.
TimeFrames are what chart time frames you're looking at: H2, H4, M5, M1, etc.
Periods are how many candles/bars you're looking at: the last 5 bars, the last 13 bars, etc, of the current timeframe.
Otherwise I don't understand what your issue is. :-(
@firemyst
firemyst
21 Mar 2020, 15:06
RE:
tb135qet13 said:
any document or programming guide on cAlgo framework, I'm trying to code my strategy. but I found some data on how to place order during writing code i'm facing some errors, i appreciate if any can help me providing programming basics any pdf book.
https://ctrader.com/api/reference/
@firemyst
firemyst
21 Mar 2020, 15:04
You haven't said if "IsOverlay=false" or not
You haven't shown us with your code if this indicator is "IsOverlay" or not.
In a test indicator I have where "IsOverlay = false", the following both work as expected:
//This is on AUS200, hence 4800 level for main chart
Chart.DrawHorizontalLine("testline", 4800.0, Color.Red); //draws on main chart
IndicatorArea.DrawHorizontalLine("testline2", 0, Color.Red); //draws in indicator area
@firemyst
firemyst
18 Mar 2020, 15:43
RE:
patrickzberg said:
Hi all
I try to program a method, that is calling its own return value and calculate further after a new bar is built.
The idea is, that MyValue is calculated new on every bar. The calculation is based on MyValue of the bar before.
In Detail the code should do this. When the ClosePrice and ClosePrice are both higher than MyValue of the candle before then it should set MyValue either with the old value or the value "alternate".
The code below does compile but it does not do any trades. I guess this is because there is not start value for MyValue defined (this is really a guess, I only know that this part of the code is the problem. When I replace it with a simple value it does do trades...). A potential start value could be 0
public double MyMethod(double loss) { double ClosePrice = Bars.ClosePrices.Last(1); double ClosePrice2 = Bars.ClosePrices.Last(2); double alternate = ClosePrice - loss; double alternate2 = ClosePrice + loss; if ((ClosePrice > MyValue) && (ClosePrice2 > MyValue)) { if (MyValue> alternate) { MyValue= MyValue; } else { MyValue= alternate; } } return MyValue; }
I hope somebody has a solution to this. Thank you in advance
Well, for starters you haven't said if this is an indicator or bot.
If it's the former, what's the value of "MyValue" at the end of the calculate method when it runs through and calculates the history? Or do you initialize it in the "Initialize" method?
Otherwise, we have no idea why an order might not be placed with the given code snippet you've provided since you don't actually provide the code too that places the order or how MyMethod is called in between.
I would also edit your code as follows:
if (MyValue> alternate)
{
MyValue= MyValue;
}
else
{
MyValue= alternate;
}
//Change the above to:
if (MyValue <= alternate)
{
MyValue = alternate;
}
//because it's pointless to set MyValue = MyValue.
//That takes unnecessary CPU and memory assignment time, which will slow down by nanoseconds whatever it is you're writing.
@firemyst
firemyst
16 Mar 2020, 02:16
( Updated at: 21 Dec 2023, 09:21 )
RE:
b917187 said:
Hi,
Can someone explain to me, why on this chart LastValue is more than Last (0) and Last (1)?
See 5 orange boxes in the enclosed screenshot.
Thanks
In your debug window, Result.Last(0) should be the same as Result.LastValue since they mean the same thing.
Thus, since you didn't post any other code, my initial guess is due to lazy loading of indicator values, you're not properly getting the values before you use them.
For example, somewhere before your "if" statement block, you need to do:
//Need to force the indicator to calculate the last value before using any of them.
//Put this before your "if" statement.
double a = _rsi.Result.Last(0);
//If the above works, great!
//Advice: Generally what I do is create a method that does nothing but the above
//for every indicator I use in a bot or another indicator.
//Saves me from having to worry if the latest values have been calculated or not.
@firemyst
firemyst
12 Mar 2020, 14:38
( Updated at: 21 Dec 2023, 09:21 )
RE:
PanagiotisCharalampous said:
Hi firemyst,
You need to change the selected group of linked charts in Active Symbol Panel.
Best Regards,
Panagiotis
Thank you @Panagiotis.
I have one follow up question -- so there's no way to do that other than manually having to change the group of linked charts?
The method above that's currently available is too cumbersome and involves too many movements on the part of the user across the cTrader window.
Basically, what I'm wanting, or looking for, is to be able to do something simple like right-click on the symbol in my watch list, and select from a popup context menu which active chart to load the selected symbol into.
For example: I should be able to quickly:
1) right click on AUDCAD and select load into chart group A.
2) right click on the next symbol in my list, AUDCHF, and select load into chart group B.
That's definitely easier for traders, and think your product team should consider it. :-)
Thank you.
@firemyst
firemyst
10 Mar 2020, 01:49
If you read what the author of the indicator wrote:
"To set starting and ending points, use, as usual, Shift + Click for the starting point and Ctrl + Click for the endpoint.
If you're applying this on another indicator, remember you should click on the main chart anyway to set the interval."
How are you setting the starting and ending points? I don't see anything in your code to do this other than the basic parameter initialization.
Have you tried physically clicking on the chart?
@firemyst
firemyst
05 Mar 2020, 02:44
( Updated at: 21 Dec 2023, 09:21 )
@Panagiotis / @A.R.,
I think where the issue is here is the functionality differences between the "client" and the "bot".
For example, when placing a trade in the client, with a stoploss smaller than the current spread, we receive the following error notification:
The order is still placed and position still opened - it's just there's no SL set.
When doing something similar in a cBot, what @A.R. is saying is that they would expect some sort of similar notification/exception stating there's a known issue.
However, as @Panagiotis says, you have to ensure yourself by checking the SL after opening the position.
@A.R., a trader's argument might be is the trader might still want the position opened because they got in at a great price. In the client, if this happened, the trader would just modify the order to input a correct SL without closing and reopening the position (to avoid commission costs for example). Also, who's to determine what "a little over the spread" is? Suppose I wanted the SL at 1, but accidentally put in 0.1, and the spread is 0.25? Are you going to make my SL 0.3 now when I really wanted 1?
So your suggestions #2 & #3 above just aren't practical or feasible.
For your suggestion #1 @A.R., what's the difference between checking if the SL is null vs checking to see if an exception is thrown? You still have to perform a check and do something either way.
However, in the .Net framework, checking if the SL is null is significantly faster in terms of performance than using any sort of try/catch block. And with trading, speed is of the essence
.
@firemyst
firemyst
24 Feb 2020, 15:09
( Updated at: 21 Dec 2023, 09:21 )
RE:
PanagiotisCharalampous said:
Hi firemyst,
My code demonstrates how to display On Balance Volume using custom moving averages. Isn't there were your problem was? I cannot reproduce your problem.
Best Regards,
Panagiotis
HI @Panagiotis:
My problem appears to be I wasn't paying attention to the scale on the right of the chart, which is why the lines weren't matching up exactly.
DUH! I hate it when that happens.
Thank you for your assistance and patience as always. :-)
@firemyst
firemyst
05 Apr 2020, 09:54
RE:
luca.tocchi said:
bool x = psar.result.last(0) > psar.result.last(1)
@firemyst