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trend_meanreversion
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trend_meanreversion
02 Dec 2020, 00:20 ( Updated at: 21 Dec 2023, 09:22 )

FTSE is proving to be a tough cookie  . Again a trade taken on UK100 and took a hit ( SL not hit but ended with loss )

Sell Signal generated at 01/12/2020 08:40:10 UTC for UK100 at Bid/Ask Price: 6350.8 / 6352.2 [ TP: 6344.45 , SL: 6421.63 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
30 Nov 2020, 23:41 ( Updated at: 21 Dec 2023, 09:22 )

I am back and bot took one trade today with TP locked in!

Buy Signal generated at 30/11/2020 15:35:50 UTC for US30 at Bid/Ask Price: 29540 / 29543 [ TP: 29572.54 , SL: 29265.8 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
21 Nov 2020, 04:09 ( Updated at: 21 Dec 2023, 09:22 )


I am on holidays next week, so won't be running model and thus releasing early performance report for Nov month. It has been a tough month but given sharp volatile markets, model still weathered it nicely  Can't complain in my opinion. Be back in Dec!


@trend_meanreversion

trend_meanreversion
21 Nov 2020, 04:02 ( Updated at: 21 Dec 2023, 09:22 )

Another trade with locked in TP !

Sell Signal generated at 19/11/2020 12:33:58 UTC for UK100 at Bid/Ask Price: 6345.8 / 6346.9 [ TP: 6339.45 , SL: 6443.56 , Exit: EoD

Again missed snapshot  but you can check as per trade timings.

 


@trend_meanreversion

trend_meanreversion
19 Nov 2020, 02:54 ( Updated at: 21 Dec 2023, 09:22 )

Good start of today so far  Locked in TP

Buy Signal generated at 19/11/2020 00:29:42 UTC for AUS200 at Bid/Ask Price: 6497.23 / 6499.03 [ TP: 6505.53 , SL: 6420.37 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
18 Nov 2020, 02:46

2 Trades taken yesterday and locked in TP !

 

Buy Signal generated at 17/11/2020 11:19:58 UTC for US30 at Bid/Ask Price: 29743.5 / 29746.5 [ TP: 29776.25 , SL: 29241.48 , Exit: EoD ] 
Buy Signal generated at 17/11/2020 14:52:05 UTC for DE30 at Bid/Ask Price: 13059.7 / 13060.7 [ TP: 13073.76 , SL: 12828.08 , Exit: EoD ] 

 

*Sorry forgot to take chart snapshot


@trend_meanreversion

trend_meanreversion
16 Nov 2020, 11:15 ( Updated at: 21 Dec 2023, 09:22 )

Not so bad start of the day ! Locked in TP !

Buy Signal generated at 16/11/2020 08:53:43 UTC for DE30 at Bid/Ask Price: 13105.9 / 13106.9 [ TP: 13120.01 , SL: 12858.53 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
12 Nov 2020, 23:43 ( Updated at: 21 Dec 2023, 09:22 )

Only one trade generated yesterday and locked in TP !

Buy Signal generated at 12/11/2020 17:55:18 UTC for DE30 at Bid/Ask Price: 12980.3 / 12982.3 [ TP: 12995.28 , SL: 12716.01 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
12 Nov 2020, 00:51

RE:

tgjobscv said:

Maybe usefull ? Tools for Signal Telegram:

using System;
using System.Linq;
using System.Net;
using System.Text;
using System.IO;
using System.Text.RegularExpressions;
using System.Collections.Generic;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
    public class tTelegramrepeater : Robot
    {
        [Parameter("Telegram Bot Key", DefaultValue = "__bot_key__")]
        public string BOT_API_KEY { get; set; }

        // if you know which channel you want to broadcast to, add it here
        // otherwise the bot looks at the people and channels its' interacted with and
        // sends messages to everyone
        [Parameter("ChannelId", DefaultValue = "")]
        public string ChannelId { get; set; }


        List<string> _telegramChannels = new List<string>();

        protected override void OnStart()
        {
            if (string.IsNullOrEmpty(ChannelId))
            {
                _telegramChannels = ParseChannels(GetBotUpdates());
            }
            else
            {
                _telegramChannels.Add(ChannelId);
            }



            // Subscribe to events.
            Positions.Opened += OnPositionOpened;
            Positions.Closed += OnPositionClosed;

        }

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

        }

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

        protected override void OnStop()
        {
            // Put your deinitialization logic here
            // Unsubscribe to events.
            Positions.Opened -= OnPositionOpened;
            Positions.Closed -= OnPositionClosed;
        }


        //  Parses messages for bot and determines which channesl are listening
        private List<string> ParseChannels(string jsonData)
        {
            var matches = new Regex("\"id\"\\:(\\d+)").Matches(jsonData);
            List<string> channels = new List<string>();
            if (matches.Count > 0)
            {
                foreach (Match m in matches)
                {
                    if (!channels.Contains(m.Groups[1].Value))
                    {
                        channels.Add(m.Groups[1].Value);
                    }
                }
            }
            foreach (var v in channels)
            {
                Print("DEBUG: Found Channel {0} ", v);
            }
            return channels;
        }

        protected int updateOffset = -1;
        private string GetBotUpdates()
        {
            Dictionary<string, string> values = new Dictionary<string, string>();
            if (updateOffset > -1)
            {
                values.Add("offset", (updateOffset++).ToString());
            }

            var jsonData = MakeTelegramRequest(BOT_API_KEY, "getUpdates", values);

            var matches = new Regex("\"message_id\"\\:(\\d+)").Matches(jsonData);
            if (matches.Count > 0)
            {
                foreach (Match m in matches)
                {
                    int msg_id = -1;
                    int.TryParse(m.Groups[1].Value, out msg_id);
                    if (msg_id > updateOffset)
                    {
                        updateOffset = msg_id;
                    }
                }
            }
            return jsonData;
        }

        private void SendMessageToAllChannels(string message)
        {
            foreach (var c in _telegramChannels)
            {
                SendMessageToChannel(c, message);
            }
        }

        private string SendMessageToChannel(string chat_id, string message)
        {
            var values = new Dictionary<string, string> 
            {
                {
                    "chat_id",
                    chat_id
                },
                {
                    "text",
                    message
                }
            };

            return MakeTelegramRequest(BOT_API_KEY, "sendMessage", values);
        }

        private string MakeTelegramRequest(string api_key, string method, Dictionary<string, string> values)
        {
            string TELEGRAM_CALL_URI = string.Format("https://api.telegram.org/bot{0}/{1}", api_key, method);

            var request = WebRequest.Create(TELEGRAM_CALL_URI);
            request.ContentType = "application/x-www-form-urlencoded";
            request.Method = "POST";

            StringBuilder data = new StringBuilder();
            foreach (var d in values)
            {
                data.Append(string.Format("{0}={1}&", d.Key, d.Value));
            }
            byte[] byteArray = Encoding.UTF8.GetBytes(data.ToString());
            request.ContentLength = byteArray.Length;

            Stream dataStream = request.GetRequestStream();

            dataStream.Write(byteArray, 0, byteArray.Length);

            dataStream.Close();

            WebResponse response = request.GetResponse();

            Print("DEBUG {0}", ((HttpWebResponse)response).StatusDescription);

            dataStream = response.GetResponseStream();

            StreamReader reader = new StreamReader(dataStream);

            string outStr = reader.ReadToEnd();

            Print("DEBUG {0}", outStr);

            reader.Close();

            return outStr;


        }

        public void OnPositionOpened(PositionOpenedEventArgs args)
        {
            ServicePointManager.Expect100Continue = true;
            ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;
            // If you didn't set a channel, thenfind channels by looking at the updates
            var data = string.Format("entry price: ={0} \nentry time: {1} \nsymbol: {2}\nstop loss: {3}\ntake profit: {4}", args.Position.EntryPrice, args.Position.EntryTime, args.Position.SymbolName, args.Position.StopLoss, args.Position.TakeProfit);
            Print("DEBUG", args);
            Print("DEBUG", data);
            SendMessageToAllChannels(data);
        }

        public void OnPositionClosed(PositionClosedEventArgs args)
        {
            ServicePointManager.Expect100Continue = true;
            ServicePointManager.SecurityProtocol = SecurityProtocolType.Tls12;

            var data = string.Format("net profit: {0}", args.Position.NetProfit);
            SendMessageToAllChannels(data);
        }
    }
}

 

 Thanks for the code for Telegram mate but it is too complicated for me :) . Btw I already got a channel where bot posts the trades. I am still thinking if I should make it public or private (premium paid service). Haven't decided on anything yet regarding commercializing my algorithm (if at all I do). So far people are enjoying it for free via Twitter :)


@trend_meanreversion

trend_meanreversion
11 Nov 2020, 13:44 ( Updated at: 21 Dec 2023, 09:22 )

First trade of the day and locked in TP !

Buy Signal generated at 11/11/2020 07:40:10 UTC for HK50 at Bid/Ask Price: 26251.7 / 26259 [ TP: 26285.26 , SL: 25847.9 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
11 Nov 2020, 08:48 ( Updated at: 21 Dec 2023, 09:22 )

Sorry didn't update about 2 more trades taken by bot yesterday. Both locked in TP !

Buy Signal generated at 10/11/2020 09:08:56 UTC for DE30 at Bid/Ask Price: 13063.6 / 13064.6 [ TP: 13077.66 , SL: 12783.12 , Exit: EoD ]
Buy Signal generated at 10/11/2020 14:35:44 UTC for US30 at Bid/Ask Price: 29206 / 29209.5 [ TP: 29238.71 , SL: 28626.72 , Exit: EoD ]

  


@trend_meanreversion

trend_meanreversion
10 Nov 2020, 03:21 ( Updated at: 21 Dec 2023, 09:22 )

oh..Another quick trade and locked in TP !

Buy Signal generated at 10/11/2020 01:18:15 UTC for HK50 at Bid/Ask Price: 26360.4 / 26367.6 [ TP: 26393.97 , SL: 25957.98 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
10 Nov 2020, 03:04 ( Updated at: 21 Dec 2023, 09:22 )

At least a positive start of today ..locked in TP !

Buy Signal generated at 10/11/2020 00:37:54 UTC for AUS200 at Bid/Ask Price: 6391.55 / 6392.35 [ TP: 6398.74 , SL: 6294.41 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
10 Nov 2020, 00:08 ( Updated at: 21 Dec 2023, 09:22 )

After a crying hit on UK100 trade, at least US30 gave something back. ( locked in TP for US30 )

Buy Signal generated at 09/11/2020 14:50:57 UTC for US30 at Bid/Ask Price: 29602 / 29604.5 [ TP: 29634.1 , SL: 29026.93 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
09 Nov 2020, 15:01 ( Updated at: 21 Dec 2023, 09:22 )

First SL hit in 4 months [ such a crazy rally..very volatile  ]. Not happy as it is 1.7% hit , but let's move forward as trading is not a one-way street!

Sell Signal generated at 09/11/2020 11:58:38 UTC for UK100 at Bid/Ask Price: 6126.4 / 6127.7 [ TP: 6120.27 , SL: 6233.01 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
09 Nov 2020, 09:40

RE:

tgjobscv said:

Tested in real account ?

Possible signal from Twitter and Telegram ? How step to step ?

ScalpDaxToCSV, GER30 m15.cbotset

Where good cbotset ?

Backtest make 0%

You talking to me ? I haven't provided any cBot algo freely available for this bot. I ran a portfolio of strategies including this one and it was showcased long time ago on 

https://www.myfxbook.com/members/displayBook/portfolio/2252204

Most of my work and associated developments can be found -> 

 

 


@trend_meanreversion

trend_meanreversion
09 Nov 2020, 09:35 ( Updated at: 21 Dec 2023, 09:22 )

RE: RE:

tgjobscv said:

trend_meanreversion said:

Made a small subtle change in the alternate models ( Model_3 & Model_5 ). Included StopLoss as part of strategy. 

Performance as per change is below :

 

 

Model3 

You can make copy signal ?

Yes I am currently thinking of how to make them available to potential investors. possibly via copy signals (cCopy), leasing algorithm , or just selling signals.

 


@trend_meanreversion

trend_meanreversion
05 Nov 2020, 04:30

Made a small subtle change in the alternate models ( Model_3 & Model_5 ). Included StopLoss as part of strategy. 

Performance as per change is below :

 

 


@trend_meanreversion

trend_meanreversion
05 Nov 2020, 04:05 ( Updated at: 21 Dec 2023, 09:22 )

First trade of the day and locked in TP !

Buy Signal generated at 05/11/2020 01:57:29 UTC for HK50 at Bid/Ask Price: 25359 / 25366.2 [ TP: 25391.57 , SL: 25028.09 , Exit: EoD ]


@trend_meanreversion

trend_meanreversion
04 Nov 2020, 23:29 ( Updated at: 21 Dec 2023, 09:22 )

Another one and locked in TP ! Every instrument generated a trade today ..wow !!

Buy Signal generated at 04/11/2020 15:05:34 UTC for US30 at Bid/Ask Price: 27932.5 / 27935 [ TP: 27962.94 , SL: 27469.4 , Exit: EoD ]


@trend_meanreversion