Description
This is a complete trade manager. It manages your open positions automatically. It has a jumping stop-loss, partial closure, breakeven, and automatic SL&TP.
/*
DreamzFX Position Manager
Version: 1.0.2
*/
using System;
using System.Threading;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.Collections.Generic;
using System.IO;
namespace cAlgo
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FileSystem)]
public class TradingHelper : Robot
{
[Parameter("StopLoss Initial", DefaultValue = 0, MinValue = 0)]
public int StopLoss_Initial { get; set; }
[Parameter("Take Profit Initial", DefaultValue = 0, MinValue = 0)]
public int TakeProfit_Initial { get; set; }
[Parameter("BreakEven After", DefaultValue = 0, MinValue = 0)]
public int BreakEven_After { get; set; }
[Parameter("BreakEven Profit Pips", DefaultValue = 2, MinValue = 0)]
public int BreakEven_Profit { get; set; }
[Parameter("BreakEven2 After", DefaultValue = 0, MinValue = 0)]
public int BreakEven2_After { get; set; }
[Parameter("BreakEven2 Profit Pips", DefaultValue = 0, MinValue = 0)]
public int BreakEven2_Profit { get; set; }
[Parameter("Jumping StopLoss", DefaultValue = 0, MinValue = 0)]
public int Jumping_Stop { get; set; }
[Parameter("Jumping Stop Distance", DefaultValue = 0, MinValue = 0)]
public int Jumping_Distance { get; set; }
[Parameter("Take Profit 1", DefaultValue = 0, MinValue = 0)]
public int TakeProfit_1 { get; set; }
[Parameter("Manage This Pair Only", DefaultValue = true)]
public bool ManageThisPairOnly { get; set; }
[Parameter("Manage By Comment", DefaultValue = false)]
public bool ManageByComment { get; set; }
[Parameter("Comment to Manage", DefaultValue = null)]
public string ManagedComment { get; set; }
[Parameter("Ignore Comment", DefaultValue = false)]
public bool IgnoreByComment { get; set; }
[Parameter("Comment to Ignore", DefaultValue = null)]
public string IgnoredComment { get; set; }
[Parameter("Manage by (0-both 1-buy 2-sell)", DefaultValue = 0)]
public int Trade_Type { get; set; }
/* Variables */
private double last = 0;
private int ticks = 10;
public int i;
public double Bid, Ask;
public Symbol symbol;
public List<int> Partial_Positions = new List<int>();
TradeResult result;
string FileName = "PosManager_Partials.txt";
protected override void OnStart()
{
// Validate Parameters
CheckParameters();
// If running in Backtester, open a couple of positions
if (IsBacktesting)
{
ExecuteMarketOrder(TradeType.Buy, Symbol, 2000, null, 0, 0, 0, "test");
ExecuteMarketOrder(TradeType.Sell, Symbol, 2000);
}
Positions.Opened += OnPositionsOpened;
Positions.Closed += OnPositionsClosed;
FileRead();
Timer.Start(1);
}
public void FileRead()
{
if (!File.Exists(FileName))
File.Create(FileName);
else
{
// Dump "FileName" into array
string[] Ids = System.IO.File.ReadAllLines(FileName);
File.Delete(FileName);
StreamWriter _fileWriter;
_fileWriter = File.AppendText(FileName);
_fileWriter.AutoFlush = true;
// Check which Positions from the File are Still active
foreach (Position position in Positions)
foreach (string Id in Ids)
if (position.Id == Convert.ToInt32(Id))
{
// If the Position Exists, Add it to the Partial_Positions list and to the file
Partial_Positions.Add(Convert.ToInt32(Id));
_fileWriter.WriteLine(Id);
break;
}
_fileWriter.Close();
}
for (i = 0; i < Partial_Positions.Count; i++)
Print(Partial_Positions[i]);
}
protected override void OnTimer()
{
ticks = 0;
OnTick();
}
private void OnPositionsOpened(PositionOpenedEventArgs args)
{
if (args.Position.SymbolCode == Symbol.Code)
{
ticks = 0;
OnTick();
}
}
private void OnPositionsClosed(PositionClosedEventArgs args)
{
// If position being closed is in the Partial_Positions list, remove it from the list
for (i = 0; i < Partial_Positions.Count; i++)
if (Partial_Positions[i] == args.Position.Id)
Partial_Positions.RemoveAt(i);
}
protected override void OnTick()
{
if (Monitor.TryEnter(this))
{
try
{
DoWork();
} finally
{
Monitor.Exit(this);
}
}
}
// Main function to process positions
private void DoWork()
{
if (--ticks > 0 && Math.Abs(last - MarketSeries.Close.LastValue) < Symbol.PipSize / 2)
return;
RefreshData();
ticks = 10;
last = MarketSeries.Close.LastValue;
foreach (Position position in Positions)
{
if (!ManageThisPosition(position))
continue;
symbol = MarketData.GetSymbol(position.SymbolCode);
Bid = symbol.Bid;
Ask = symbol.Ask;
// Set initial stops if necessary
if ((StopLoss_Initial > 0 && position.StopLoss == null) || (TakeProfit_Initial > 0 && position.TakeProfit == null))
SetStops(position);
// BreakEven
if (BreakEven_After > 0 && position.Pips >= BreakEven_After)
BreakEven(position, BreakEven_Profit);
// BreakEven2
if (BreakEven2_After > 0 && position.Pips >= BreakEven2_After)
BreakEven(position, BreakEven2_Profit);
// Partial Closure at Take Profit 1
if (TakeProfit_1 > 0)
TakeProfit1(position);
// Jumping StopLoss. SL jumps every X pips. Also keeps a distance of Y pips below market price before setting a new SL
// Only triggers if we're in profit
if (Jumping_Stop > 0 && position.Pips >= Jumping_Stop + Jumping_Distance && position.Pips >= 0)
JumpingStop(position);
}
}
// Basic Parameter Check
private void CheckParameters()
{
string msg = null;
if (BreakEven_After != 0 && BreakEven_After < BreakEven_Profit)
{
msg = "ERROR: 'BreakEven_After' value should be greater than 'BreakEven_Profit";
Print(msg);
}
if (BreakEven2_After != 0 && BreakEven2_After < BreakEven2_Profit)
{
msg = "ERROR: 'BreakEven2_After' value should be greater than 'BreakEven2_Profit";
Print(msg);
}
if (msg != null)
Stop();
}
// Returns rounded number
private double RND(double p)
{
return Math.Round(p, Symbol.Digits);
}
// Test if position fits the rules to be managed
private bool ManageThisPosition(Position position)
{
// Check if position matches the current chart
if (ManageThisPairOnly && position.SymbolCode != Symbol.Code)
return false;
// If "ManageByComment" is set to true, check if comment matches
if (ManageByComment && position.Comment != ManagedComment)
return false;
// Check if position comment is to be ignored
if (IgnoreByComment && position.Comment == IgnoredComment)
return false;
return true;
}
// Set initial StopLoss and TakeProfit
private void SetStops(Position position)
{
double? NewSL = position.StopLoss;
double? NewTP = position.TakeProfit;
if (StopLoss_Initial > 0 && position.StopLoss == null)
{
// Manually close position if it's too late to set a SL
if (position.Pips <= StopLoss_Initial * (-1))
{
ClosePosition(position);
return;
}
if (position.TradeType == TradeType.Buy)
NewSL = RND(position.EntryPrice - StopLoss_Initial * symbol.PipSize);
else
NewSL = RND(position.EntryPrice + StopLoss_Initial * symbol.PipSize);
}
if (TakeProfit_Initial > 0 && position.TakeProfit == null)
{
// Manually close position if it's too late to set a TP
if (position.Pips >= TakeProfit_Initial)
{
ClosePosition(position);
return;
}
if (position.TradeType == TradeType.Buy)
NewTP = RND(position.EntryPrice + TakeProfit_Initial * symbol.PipSize);
else
NewTP = RND(position.EntryPrice - TakeProfit_Initial * symbol.PipSize);
}
result = ModifyPosition(position, NewSL, NewTP);
if (!result.IsSuccessful)
Print("ERROR: Setting Stops!", result.Error);
}
// Set a BreakEven sl at "BreakEven_Profit" after reaching "BreakEven_After"
private void BreakEven(Position position, double BE_Profit)
{
double BE_Price;
if (position.TradeType == TradeType.Buy)
{
BE_Price = RND(position.EntryPrice + BE_Profit * symbol.PipSize);
if (!(position.StopLoss >= BE_Price) && BE_Price < Bid)
{
result = ModifyPosition(position, BE_Price, position.TakeProfit);
if (!result.IsSuccessful)
Print("ERROR: Setting BreakEven!", result.Error);
}
}
else
{
BE_Price = RND(position.EntryPrice - BE_Profit * symbol.PipSize);
if (!(position.StopLoss <= BE_Price) && BE_Price > Ask)
{
result = ModifyPosition(position, BE_Price, position.TakeProfit);
if (!result.IsSuccessful)
Print("ERROR: Setting BreakEven!", result.Error);
}
}
}
// Jumping StopLoss
private void JumpingStop(Position position)
{
double Max = position.Pips - Jumping_Distance;
double NewJump = Max - (Max % Jumping_Stop);
double NewSL;
if (position.TradeType == TradeType.Buy)
{
NewSL = position.EntryPrice + NewJump * symbol.PipSize;
if (NewSL <= position.StopLoss)
return;
}
else
{
NewSL = position.EntryPrice - NewJump * symbol.PipSize;
if (NewSL >= position.StopLoss)
return;
}
result = ModifyPosition(position, NewSL, position.TakeProfit);
if (!result.IsSuccessful)
Print("ERROR: Setting Jumping Stop!", result.Error);
}
// Close half the position when "Take_Profit_1" is reached
private void TakeProfit1(Position position)
{
if (position.Pips >= TakeProfit_1)
{
long Close_Lots = Symbol.NormalizeVolume(position.Volume / 2);
for (i = 0; i < Partial_Positions.Count; i++)
if (Partial_Positions[i] == position.Id)
return;
// Make sure the position is divisible (not 0.01 lots)
if (Close_Lots != position.Volume)
{
result = ClosePosition(position, Close_Lots);
if (!result.IsSuccessful)
Print("ERROR: Closing Half Position!", result.Error);
else
{
Partial_Positions.Add(position.Id);
using (System.IO.StreamWriter file = new System.IO.StreamWriter(FileName, true))
file.WriteLine(position.Id);
}
}
}
}
protected override void OnStop()
{
}
}
}
BA
bartcoop2
Joined on 06.07.2015
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: DreamzFX Position Manager.algo
- Rating: 5
- Installs: 6411
- Modified: 13/10/2021 09:55
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Comments
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