Description
Hi,
Today i share my new cbot, not yet live tested but look profitable on backtest with different periods.
Based from Pivot Point cbot found here i added MACD for filter entries.
For exemple on DAX m5 results are pretty good
But i have a problem, it only open Buy positions....can someone help me to fix thanx guys.
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 PivotPointMACD : Robot
{
[Parameter("Stop Loss", DefaultValue = 50)]
public int StopLoss { get; set; }
[Parameter("Take Profit", DefaultValue = 60)]
public int TakeProfit { get; set; }
[Parameter(DefaultValue = 1000, MinValue = 0)]
public int Volume { get; set; }
[Parameter("Pivot Points Periods (H/L)", DefaultValue = 1, MinValue = 1, Step = 1)]
public int Periods { get; set; }
[Parameter(" Resistance (R1, R2, R3, R4)", DefaultValue = 2, MinValue = 1, MaxValue = 4, Step = 1)]
public int PivotResistance { get; set; }
[Parameter(" Support (S1, S2, S3, S4)", DefaultValue = 2, MinValue = 1, MaxValue = 4, Step = 1)]
public int PivotSupport { get; set; }
[Parameter("Simple Moving Average", DefaultValue = true)]
public bool Trend { get; set; }
[Parameter(" SMA Periods", DefaultValue = 7, MinValue = 0, MaxValue = 10000, Step = 1)]
public int SMAPeriods { get; set; }
[Parameter("MACD LongCycle", DefaultValue = 26, MinValue = 1)]
public int LongCycle { get; set; }
[Parameter("MACD ShortCycle", DefaultValue = 12, MinValue = 1)]
public int ShortCycle { get; set; }
[Parameter("MACD Period", DefaultValue = 9, MinValue = 1)]
public int MACDPeriod { get; set; }
private const string Label = "Pivot Point";
private MovingAverage SMATrend;
private MacdCrossOver _MACD;
protected override void OnStart()
{
Positions.Closed += OnPositionsClosed;
SMATrend = Indicators.MovingAverage(MarketSeries.Close, SMAPeriods, MovingAverageType.Simple);
_MACD = Indicators.MacdCrossOver(LongCycle, ShortCycle, MACDPeriod);
}
protected override void OnTick()
{
var longPosition = Positions.Find(Label, Symbol, TradeType.Buy);
var shortPosition = Positions.Find(Label, Symbol, TradeType.Sell);
//SMA Trend
var MA1 = SMATrend.Result.Last(1);
//Pivot Points Levels
var PivotPoints = MarketData.GetSeries(TimeFrame);
var closepip = PivotPoints.Close.Last(1);
var Pricey = (Symbol.Ask + Symbol.Bid) / 2;
var highest = MarketSeries.High.Last(1);
var lowest = MarketSeries.Low.Last(1);
//Pivot Point
var PP = (highest + lowest + closepip) / 3;
var highestR = MarketSeries.High.Last(1);
for (int i = 2; i <= Periods; i++)
{
if (MarketSeries.High.Last(i) > highestR)
highestR = MarketSeries.High.Last(i);
}
Print("highest: ", highestR);
var lowestR = MarketSeries.Low.Last(1);
for (int i = 2; i <= Periods; i++)
{
if (MarketSeries.Low.Last(i) < lowestR)
lowestR = MarketSeries.Low.Last(i);
}
Print("lowest: ", lowestR);
//Pivot Points: Range
var R4R = 3 * PP + (highestR - 3 * lowestR);
var R3R = 2 * PP + (highestR - 2 * lowestR);
var R2R = PP + (highestR - lowestR);
var R1R = 2 * PP - lowestR;
var S1R = 2 * PP - highestR;
var S2R = PP - (highestR - lowestR);
var S3R = 2 * PP - (2 * highestR - lowestR);
var S4R = 3 * PP - (3 * highestR - lowestR);
if ((Trend ? closepip > MA1 : true) && (Pricey < (PivotSupport == 1 ? S1R : (PivotSupport == 2 ? S2R : (PivotSupport == 3 ? S3R : S4R)))) && longPosition == null)
{
if (_MACD.MACD.Last(1) < _MACD.Signal.Last(1) && _MACD.MACD.Last(0) > _MACD.Signal.Last(0) && _MACD.Signal.Last(0) < 0)
{
ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
if ((Trend ? closepip < MA1 : true) && (Pricey > (PivotResistance == 1 ? R1R : (PivotResistance == 2 ? R2R : (PivotResistance == 3 ? R3R : R4R)))) && shortPosition == null)
{
if (_MACD.MACD.Last(1) > _MACD.Signal.Last(1) && _MACD.MACD.Last(0) < _MACD.Signal.Last(0) && _MACD.Signal.Last(0) > 0)
{
ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
}
}
}
}
}
private void OnPositionsClosed(PositionClosedEventArgs args)
{
}
}
}
MA
makhzen
Joined on 23.11.2020
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Pivot Point MACD.algo
- Rating: 5
- Installs: 3442
- Modified: 13/10/2021 09:54
Warning! Running cBots downloaded from this section may lead to financial losses. Use them at your own risk.
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Replace lines 104 -118 with the lines of code below
if ((Trend ? closepip > MA1 : true) && (Pricey < (PivotSupport == 1 ? S1R : (PivotSupport == 2 ? S2R : (PivotSupport == 3 ? S3R : S4R)))) && longPosition == null)
{
if (_MACD.MACD.Last(1) < _MACD.Signal.Last(1) && _MACD.MACD.Last(0) > _MACD.Signal.Last(0) && _MACD.Signal.Last(0) < 0)
{
ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
}
}
if ((Trend ? closepip < MA1 : true) && (Pricey > (PivotResistance == 1 ? R1R : (PivotResistance == 2 ? R2R : (PivotResistance == 3 ? R3R : R4R)))) && shortPosition == null)
{
if (_MACD.MACD.Last(1) > _MACD.Signal.Last(1) && _MACD.MACD.Last(0) < _MACD.Signal.Last(0) && _MACD.Signal.Last(0) > 0)
{
ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
}
}