cTrader RSI & On-Balance Volume Strategy

using System;
using System.Collections.Generic;
using System.Data;
using System.Diagnostics;
using System.IO;
using System.Linq;
using System.Text;
using System.Xml.Linq;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

/*
   This code was created using the Algo Strategy Building Tool by ClickAlgo Limited
   https://clickalgo.com/strategy-builder
 
   This cBot does not guarantee any particular outcome or
   profit of any kind. Use it at your own risk.

   Created: 10/06/2024
   Name: test

   
*/

namespace cAlgo.Robots
{
    [Robot(AccessRights = AccessRights.None)]
    public class AlgoBuilderBot : Robot
    {
        // user parameter settings

        [Parameter("Risk % Balance", Group = "Protection", DefaultValue = 1, MinValue = 0.01, Step = 1)]
        public double RiskPerTrade  { get; set; }

        [Parameter("Stop loss", Group = "Protection", DefaultValue = 3)]
        public int StopLoss { get; set; }

        [Parameter("Take profit", Group = "Protection", DefaultValue = 3)]
        public int TakeProfit { get; set; }

        // Indicator settings for bullish signals

        [Parameter("Timeframe", DefaultValue = "h1", Group = "RSI Buy #1")]
        public TimeFrame RsiTimeFrameBuy1 { get; set; }
        
        [Parameter("RSI Periods", DefaultValue =  14, Group = "RSI Buy #1")]
        public int RsiPeriodsBuy1 { get; set; }
        
        [Parameter("RSI Lower", DefaultValue =  30, Group = "RSI Buy #1")]
        public int RsiLowerBuy1 { get; set; }

        [Parameter("Timeframe", DefaultValue = "h1", Group = "OBV Buy #2")]
        public TimeFrame OBVTimeFrameBuy2 { get; set; }
        
        [Parameter("OBV Lower", DefaultValue =  180000, Group = "OBV Buy #2")]
        public int OBVLowerBuy2 { get; set; }

        // Indicator settings for bearish signals

        [Parameter("Timeframe", DefaultValue = "h1", Group = "RSI Sell #1")]
        public TimeFrame RsiTimeFrameSell1 { get; set; }
        
        [Parameter("RSI Periods", DefaultValue =  14, Group = "RSI Sell #1")]
        public int RsiPeriodsSell1 { get; set; }
        
        [Parameter("RSI Upper", DefaultValue =  70, Group = "RSI Sell #1")]
        public int RsiUpperSell1 { get; set; }

        [Parameter("Timeframe", DefaultValue = "h1", Group = "OBV Sell #2")]
        public TimeFrame OBVTimeFrameSell2 { get; set; }
        
        [Parameter("OBV Upper", DefaultValue =  240000, Group = "OBV Sell #2")]
        public int OBVUpperSell2 { get; set; }

        // declaring the standard bullish indicators

        private RelativeStrengthIndex _rsi_Buy1;
        private OnBalanceVolume _obv_Buy2;

        // declaring the standard bearish indicators

        private RelativeStrengthIndex _rsi_Sell1;
        private OnBalanceVolume _obv_Sell2;

        // declaring the market data variables for bullish signals.

        private Bars _rsiBars_Buy1;
        private Bars _obvBars_Buy2;

        // declaring the market data variables for bearish signals.

        private Bars _rsiBars_Sell1;
        private Bars _obvBars_Sell2;

        // Private fields.

        private string StrategyName { get; set; }

        // makes sure only 1 trade opens per signal
        bool IsBullish { get; set; }
        bool IsBearish { get; set; }    

        // Initialise variables when the cBot starts.

        protected override void OnStart()
        {
            StrategyName = "test";

            // constructing the market data for the bullish indicators
            _rsiBars_Buy1 = MarketData.GetBars(RsiTimeFrameBuy1);
            _obvBars_Buy2 = MarketData.GetBars(OBVTimeFrameBuy2);

            // constructing the market data for the bearish indicators
            _rsiBars_Sell1 = MarketData.GetBars(RsiTimeFrameSell1);
            _obvBars_Sell2 = MarketData.GetBars(OBVTimeFrameSell2);

            // constructing the BULLISH indicators
            _rsi_Buy1 = Indicators.RelativeStrengthIndex(_rsiBars_Buy1.ClosePrices, RsiPeriodsBuy1);
            _obv_Buy2 = Indicators.OnBalanceVolume(_obvBars_Buy2.ClosePrices);

            // constructing the BEARISH indicators
            _rsi_Sell1 = Indicators.RelativeStrengthIndex(_rsiBars_Sell1.ClosePrices, RsiPeriodsSell1);
            _obv_Sell2 = Indicators.OnBalanceVolume(_obvBars_Sell2.ClosePrices);
        }

        // The onTick method is called on each price change.
        protected override void OnTick()
        {
          
        }

         // this method is called when the candle closes and is used to check the trade signals, execute trades and send alerts.
        protected override void OnBarClosed()
        {
            TradeRulesBullish();            
            TradeRulesBearish();
        }

        // parent method to check rules and open bullish trade or send signal.
        private void TradeRulesBullish()
        {
            // flag to open a trade if all rules true.
            bool OpenBuyTrade = false;

            if (IsBullishSignal())
            {
                OpenBuyTrade = true;
            }
 
            if (OpenBuyTrade)
            {
                if (!IsBullish)
                {
                    if (!IsTradeOpen(TradeType.Buy))
                    {
                        OpenTrade(TradeType.Buy);
                    }
                }

                IsBullish = true;
            }
            else
            {
                IsBullish = false;
            }
        }


        // parent method to check rules and open bearish trade or send signal.
        private void TradeRulesBearish()
        {
            // flag to open a trade if all rules true.
            bool OpenSellTrade = false;

           if (IsBearishSignal())
            {
                OpenSellTrade = true;
            }

            if (OpenSellTrade)
            {
                if (!IsBearish)
                {
                    if (!IsTradeOpen(TradeType.Sell))
                    {
                        OpenTrade(TradeType.Sell);
                    }
                }

                IsBearish = true;
            }
            else
            {
                IsBearish = false;
            }
        }

        // returns true if all signals are bullish
        private bool IsBullishSignal() 
        {
            if (_rsi_Buy1.Result.LastValue > RsiLowerBuy1)
            {
                return false;
            }

            if (_obv_Buy2.Result.LastValue > OBVLowerBuy2)
            {
                return false;
            }

            return true;
        }

        // returns true if all signals are bearish
        private bool IsBearishSignal() 
        {
            if (_rsi_Sell1.Result.LastValue < RsiUpperSell1)
            {
                return false;
            }

            if (_obv_Sell2.Result.LastValue < OBVUpperSell2)
            {
                return false;
            }

            return true;
        }

        private void OpenTrade(TradeType type)
        {
            // calculate volume from lots based on % of the account balance
            var maxAmountRisked = Account.Equity * (RiskPerTrade / 100);
            var volume = Symbol.NormalizeVolumeInUnits(maxAmountRisked / (StopLoss * Symbol.PipValue), RoundingMode.Down);
            ExecuteMarketOrder(type, SymbolName, volume, StrategyName, StopLoss, TakeProfit);
        }

        // returns true if buy trade is open.
        private bool IsTradeOpen(TradeType type)
        {
            var positions = Positions.FindAll(StrategyName, SymbolName, type);
            if (positions.Count() > 0)
            {
                return true;
            }
            else return false;
        }
    }
}