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Mikro
09 Jun 2017, 17:03
If this is intended to be yust that try.
OnTick()
{
if(Server.Time.DayOfWeek == DayOfWeek.Thursday && Server.Time.Value.Hours >= 10 )
{
... your Logic
}
}
A more flexible Approach could be to define different 'States' using Switches.
public enum States
{
Idle,
Trading,
Closing
}
private States _myState
OnStart()
{
_myState=Idle;
}
OnTick
{
switch (States)
{
case Idle:
...your Logic
break;
case Trading:
...your Logic
break;
case Closing:
...your Logic
break;
}
}
If one State has been completed, like on closing a Position you set _myState to the next State an only the Logic in this Switch Statement ist going to be executed.
cheers
Mirko
@Mikro
Mikro
07 Jun 2017, 17:30
RE:
obaum1@gmail.com said:
Hey Guys :)
I'm getting BadVolume when trying to open\close position in volume like: 12,120, 13,542
Buy 12,000 do work..how can i submit a request with volume of 12,120?
Or get the same result by other way.Thanks!!
Hi obaum,
you can't ;). For every symbol there are specific smalest dividers to which you trading volumes have to comply.
But using
ExecuteMarketOrder(...,Symbol.NormalizeVolume(12.120),...)
should do the job with some deviation from you calculated trade setup. But since you also have to compesate for for slippage in your algo it should do the job.
cheers
Mirko
@Mikro
Mikro
31 Mar 2017, 23:16
Scyware Backtest Analyser
Hi Paul,
Do you have any Contacts to Scyware? I'm asking because I find the BacktestVisualizer pretty helpful but I would like to extend the analysed Data to monitor internal Data in my Bot.
Or following another approach, have you made experiences with MATLAB and cTrader?
Writing a .csv from within the bot an then analysing it is nice. Really usefull would be writing them to MATLAB during Runtime and perhaps retourning processed Data.
Cheers
Mirko
@Mikro
Mikro
28 Mar 2017, 17:43
RE:
Hi Paul,
this looks very nice. I'm just in the process of writing a csv export class to be able to export debugging and futher data to to some number crunching. This tool looks like it would come in very handy to see what exactly is happening in the bot. Being able to plot drawing objects in the backtest, like writen in the planned features section, would be a great help, too!
I'll look into this asap.
Thank you!
Paul_Hayes said:
See if this tool helps, it was built by Scyware for cTrader back-testing.
@Mikro
Mikro
08 Nov 2016, 23:27
RE:
SetStrategyMode(StrategyMode.Closed)
of course needs to be a Method Call in the next line inside an if()...
Mikro said:
Hi tmc,
nice Approach. The following Method is called in another Class where MyDirector is an Object Link to the actual cAlgo Robot.
I tried it like that.
public void ProccessClosedTrade(PositionClosedEventArgs args) { bool allStratPositionsClosed = this.StratPositions.Contains(args.Position) && this.StratPositions.TrueForAll(pos => MyDirector.History.Contains(pos)) ? SetStrategyMode(StrategyMode.Closed) : false; }The Contains extension works, but I seem to have something wrong in the TrueForAll Extension. It throw this Error
Error 1 'cAlgo.API.History' does not contain a definition for 'Contains' and the best extension method overload 'System.Linq.ParallelEnumerable.Contains<TSource>(System.Linq.ParallelQuery<TSource>, TSource)' has some invalid arguments c:\users\mirko\documents\calgo\sources\robots\cea4\cea4\strategyblueprint.cs 165 125 cEA4
This is odd because to Tooltips show a 'Contains' extension for the History...Any Idea???
THX
@Mikro
Mikro
08 Nov 2016, 23:14
Hi tmc,
nice Approach. The following Method is called in another Class where MyDirector is an Object Link to the actual cAlgo Robot.
I tried it like that.
public void ProccessClosedTrade(PositionClosedEventArgs args)
{
bool allStratPositionsClosed = this.StratPositions.Contains(args.Position) && this.StratPositions.TrueForAll(pos => MyDirector.History.Contains(pos)) ? SetStrategyMode(StrategyMode.Closed) : false;
}
The Contains extension works, but I seem to have something wrong in the TrueForAll Extension. It throw this Error
Error 1 'cAlgo.API.History' does not contain a definition for 'Contains' and the best extension method overload 'System.Linq.ParallelEnumerable.Contains<TSource>(System.Linq.ParallelQuery<TSource>, TSource)' has some invalid arguments c:\users\mirko\documents\calgo\sources\robots\cea4\cea4\strategyblueprint.cs 165 125 cEA4
This is odd because to Tooltips show a 'Contains' extension for the History...
Any Idea???
THX
@Mikro
Mikro
06 Nov 2016, 13:45
Hi Lucian,
thanks for the tip. This probably could work if I introduced a kind of a callback function that uses the position.Id as an argument.
But is there another way to directly check if a position is closed without having to wait for the PositionsOnClosed Method???
THX
@Mikro
Mikro
07 Jul 2016, 21:38
( Updated at: 21 Dec 2023, 09:20 )
RE: RE:
Hi Zelenij,
took me a while to find some time for programming again.
Sorry to have to ask a few noob questions here.
In Visual Studio I switched from Net Framework 4.0 to 4.5. Then in Workflow Foundation I have the state machine toolbox availabe. In my solution I created a state machine workflow. Now I'm stuck with the construction parameters, how do I set these in the state machine?
How do I call Methods from the cBot from within the state machine workflow object?
And finally were do I need to reference the dll in the cAlgo project?
THX!
zelenij.krokodil said:
Depends on what you need to do, you can:1. In the library create a state machine object, that accepts Robot as one of the construction parameters
2. Use the state machine object to make all the trading decisions, calling to the relevant Robot methods
3. In the actual algo create an instance of the state machine object and pass it this
4. Don't forget to reference cAlgo dll in the library project
I personally haven't used any state machine generation code, so can't help you here. But there must be at least some libraries that will make your life easier - maybe search for workflow or rules engines
@Mikro
Mikro
19 Jun 2016, 10:14
Hi,
sounds like an idea. Havn't created a separate library project for a cBot yet.
How would you do that an how would you transfer the stateinfomation, buy and sell signals and so on?
Do you know an open source tool for graphical statemachine design? I took a look at the MATLAB Stateflow Demo but could not manage to compile c# code...
THX
@Mikro
Mikro
09 Jun 2017, 17:07
Nope, as far as my Knowledge goes by compiling the Programming Language with the Compiler you create an Imediate Code wich is machine readable but cannot be reopened with your Workstation.
But maby an IT-Engineer arround here can elaborate in a few more Details? Or prove me wrong?
(I'd like to reverse engineer Algos, too ;)
Cheers
Mirko
@Mikro