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admin
18 Jan 2013, 11:59
You can use the build in Indicator "SimpleMovingAverage"
private SimpleMovingAverage _simpleMovingAverage1;
private SimpleMovingAverage _simpleMovingAverage2;
private SimpleMovingAverage _simpleMovingAverage3;
// ... etc.
protected override void Initialize()
{
_simpleMovingAverage1 = Indicators.SimpleMovingAverage(Source, Period1);
_simpleMovingAverage2 = Indicators.SimpleMovingAverage(Source, Period2);
_simpleMovingAverage3 = Indicators.SimpleMovingAverage(Source, Period3);
//...etc
}
public override void Calculate(int index)
{
Result[index] = _simpleMovingAverage1.Result[index];
Result2[index] = _simpleMovingAverage2.Result[index];
//...etc
}
See more examples with build in Indicators at the API Reference
@admin
admin
17 Jan 2013, 16:42
The sharpe ratio numbers you have quoted are correct.
It is not possible to backtest using locally stored data. If backtesting takes too long it may be due to the algorithm logic as opposed to the data being received. The time it takes to load the trendbars is not too long normally.
There is also no solution at the time being that will enable Matlab functions in cAlgo but there is a possibility that this will be implemented in the future.
@admin
admin
17 Jan 2013, 16:00
The equity is the value of an account if all positions were closed. The winning trade of 74 pips, for the position that was closed is the profit of one of the two positions in this case. The equity will not reflect the amount of that one position that was closed, but the total profit/loss of the account if all positions were closed at that instance.
The ending balance equals the starting balance plus the net profit. The gross profit minus the gross loss will give you the net profit.
When the backtesting ends there usually are positions that were not closed, therefore the equity will not reflect the amount actually earned by the positions that were closed but the amount on the account if all positions had been closed.
In order to answer the rest of the questions we need to see the code. If you like you may post the code in the forum or email us.
Hopefully, the above clarifies things.
@admin
admin
17 Jan 2013, 14:36
The .algo file does not contain the source code. You need to include a dummy (empty) text file with a .cs extension which will have the same name as the algo file so that it can be visible in the platform. Or you may instruct users to just create one. The important thing is that they should not rebuild the code within the platform since that will overwrite the algo file.
@admin
admin
14 Jan 2013, 18:11
Hello Arthur,
You can use Math.Round( Spread, 1) to round to one decimal digit.
string Spread = Convert.ToString(Math.Round(Symbol.Spread*10000, 1));
We will look into the delay issue.
I'm not sure what you mean by this statement though "reference to any other indicator". Could you please be more specific as to what it is you are trying to do?
Regards.
@admin
admin
10 Jan 2013, 15:25
It cannot be loaded into cTrader as is. The algorithm needs to be coded in cAlgo in order to load to the cTrader platform.
To get started learning how to use cAlgo you can visit http://help.spotware.com/
For help to code in cAlgo you may consult the API Reference as well as look at the sample Indicators and Robots that ship with the cAlgo platform.
We will answer any questions you have here on the cTDN Forum.
Regards.
@admin
admin
10 Jan 2013, 09:48
It depends on the logic of your algorithm. In indicators, using the previous index of MarketSeries.High/Low/Close will be more accurate than the current index. The reason is that these values change at each tick. If you like explain further what you are trying to accomplish so that we can advise you which index to use.
@admin
admin
10 Jan 2013, 09:39
RE: Server Time
Hi everyone,
I'm trying to figure out how server time is converted to UTC or what time zone it's currently in. For example, if I lookup online for UTC time, the server time is about 2 hours ahead. Is there any way to adjust that?
Thanks!
Hi Acolyte,
Server time is set by your broker, and cTrader doesn't currently give you the option to set your own time - though we may implement this option in future releases of cTrader.
Thanks for your question.
@admin
admin
21 Jan 2013, 10:56
Currently, you can loop through the positions in the account and check for the conditions of that specific position. Please look at this example.
Your condition may be that the position's entry time is less than 10 seconds, or you may identify it by the symbol code or volume or a combination of all those.
foreach (var position in Account.Positions) { // Position was opened less than 10 seconds ago if (position.EntryTime < DateTime.Now.AddSeconds(-10)) { Trade.ModifyPosition(position, stopLoss, takeProfit); } }@admin