cAlgo 1% Risk Based Lot Size HELP
10 Apr 2019, 14:20
Hey guys,
Okay, so I do not claim to be programmer, so I would like some help please :)
I have created an algo using FXPro Quant strategy builder and I would like to change the coding to allow for the lot size to be set automatically by setting a risk percentage. For example if my account was 10,000 I would only be risking £100 on a trade if I wanted to only risk 1%.
So, my lot size will be adjusted accordingly based on my 1% risk per trade.
Code is below :)
//+------------------------------------------------------------------+
//+ Code generated using FxPro Quant 2.1.4 |
//+------------------------------------------------------------------+
using System;
using System.Threading;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.API.Requests;
using cAlgo.Indicators;
namespace cAlgo.Robots
{
[Robot(TimeZone = TimeZones.UTC)]
public class Prototype : Robot
{
[Parameter("SL_Points", DefaultValue = 100)]
public int _SL_Points { get; set; }
[Parameter("Lots", DefaultValue = 0.1)]
public double _Lots { get; set; }
[Parameter("Candle_Points", DefaultValue = 500)]
public int _Candle_Points { get; set; }
[Parameter("TP_Points", DefaultValue = 200)]
public int _TP_Points { get; set; }
//Global declaration
double _Open;
double _Close;
double _Transform;
DateTime LastTradeExecution = new DateTime(0);
protected override void OnStart()
{
}
protected override void OnTick()
{
if (Trade.IsExecuting)
return;
//Local declaration
TriState _Sell = new TriState();
TriState _Buy = new TriState();
//Step 1
_Open = MarketSeries.Open.Last(1);
_Close = MarketSeries.Close.Last(1);
_Transform = Transform(_Candle_Points, 3);
//Step 2
//Step 3
//Step 4
//Step 5
if ((((_Open - (_Close)) >= _Transform) && (MarketSeries.TickVolume.LastValue == 1)))
_Sell = Sell(0, _Lots, 1, _SL_Points, 1, _TP_Points, 10, 1, 0, "");
if ((((_Close - (_Open)) >= _Transform) && (MarketSeries.TickVolume.LastValue == 1)))
_Buy = Buy(0, _Lots, 1, _SL_Points, 1, _TP_Points, 10, 1, 0, "");
}
bool NoOrders(string symbolCode, double[] magicIndecies)
{
if (symbolCode == "")
symbolCode = Symbol.Code;
string[] labels = new string[magicIndecies.Length];
for (int i = 0; i < magicIndecies.Length; i++)
{
labels[i] = "FxProQuant_" + magicIndecies[i].ToString("F0");
}
foreach (Position pos in Positions)
{
if (pos.SymbolCode != symbolCode)
continue;
if (labels.Length == 0)
return false;
foreach (var label in labels)
{
if (pos.Label == label)
return false;
}
}
foreach (PendingOrder po in PendingOrders)
{
if (po.SymbolCode != symbolCode)
continue;
if (labels.Length == 0)
return false;
foreach (var label in labels)
{
if (po.Label == label)
return false;
}
}
return true;
}
TriState _OpenPosition(double magicIndex, bool noOrders, string symbolCode, TradeType tradeType, double lots, double slippage, double? stopLoss, double? takeProfit, string comment)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
if (noOrders && Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol) != null)
return new TriState();
if (stopLoss < 1)
stopLoss = null;
if (takeProfit < 1)
takeProfit = null;
if (symbol.Digits == 5 || symbol.Digits == 3)
{
if (stopLoss != null)
stopLoss /= 10;
if (takeProfit != null)
takeProfit /= 10;
slippage /= 10;
}
int volume = Convert.ToInt32(lots * 100000);
if (!ExecuteMarketOrder(tradeType, symbol, volume, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, slippage, comment).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
return true;
}
TriState _SendPending(double magicIndex, bool noOrders, string symbolCode, PendingOrderType poType, TradeType tradeType, double lots, int priceAction, double priceValue, double? stopLoss, double? takeProfit,
DateTime? expiration, string comment)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
if (noOrders && PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol) != null)
return new TriState();
if (stopLoss < 1)
stopLoss = null;
if (takeProfit < 1)
takeProfit = null;
if (symbol.Digits == 5 || symbol.Digits == 3)
{
if (stopLoss != null)
stopLoss /= 10;
if (takeProfit != null)
takeProfit /= 10;
}
int volume = Convert.ToInt32(lots * 100000);
double targetPrice;
switch (priceAction)
{
case 0:
targetPrice = priceValue;
break;
case 1:
targetPrice = symbol.Bid - priceValue * symbol.TickSize;
break;
case 2:
targetPrice = symbol.Bid + priceValue * symbol.TickSize;
break;
case 3:
targetPrice = symbol.Ask - priceValue * symbol.TickSize;
break;
case 4:
targetPrice = symbol.Ask + priceValue * symbol.TickSize;
break;
default:
targetPrice = priceValue;
break;
}
if (expiration.HasValue && (expiration.Value.Ticks == 0 || expiration.Value == DateTime.Parse("1970.01.01 00:00:00")))
expiration = null;
if (poType == PendingOrderType.Limit)
{
if (!PlaceLimitOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, expiration, comment).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
return true;
}
else if (poType == PendingOrderType.Stop)
{
if (!PlaceStopOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, expiration, comment).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
return true;
}
return new TriState();
}
TriState _ModifyPosition(double magicIndex, string symbolCode, int slAction, double slValue, int tpAction, double tpValue)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos == null)
return new TriState();
double? sl, tp;
if (slValue == 0)
sl = null;
else
{
switch (slAction)
{
case 0:
sl = pos.StopLoss;
break;
case 1:
if (pos.TradeType == TradeType.Buy)
sl = pos.EntryPrice - slValue * symbol.TickSize;
else
sl = pos.EntryPrice + slValue * symbol.TickSize;
break;
case 2:
sl = slValue;
break;
default:
sl = pos.StopLoss;
break;
}
}
if (tpValue == 0)
tp = null;
else
{
switch (tpAction)
{
case 0:
tp = pos.TakeProfit;
break;
case 1:
if (pos.TradeType == TradeType.Buy)
tp = pos.EntryPrice + tpValue * symbol.TickSize;
else
tp = pos.EntryPrice - tpValue * symbol.TickSize;
break;
case 2:
tp = tpValue;
break;
default:
tp = pos.TakeProfit;
break;
}
}
if (!ModifyPosition(pos, sl, tp).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
return true;
}
TriState _ModifyPending(double magicIndex, string symbolCode, int slAction, double slValue, int tpAction, double tpValue, int priceAction, double priceValue, int expirationAction, DateTime? expiration)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po == null)
return new TriState();
double targetPrice;
double? sl, tp;
if (slValue == 0)
sl = null;
else
{
switch (slAction)
{
case 0:
sl = po.StopLoss;
break;
case 1:
if (po.TradeType == TradeType.Buy)
sl = po.TargetPrice - slValue * symbol.TickSize;
else
sl = po.TargetPrice + slValue * symbol.TickSize;
break;
case 2:
sl = slValue;
break;
default:
sl = po.StopLoss;
break;
}
}
if (tpValue == 0)
tp = null;
else
{
switch (tpAction)
{
case 0:
tp = po.TakeProfit;
break;
case 1:
if (po.TradeType == TradeType.Buy)
tp = po.TargetPrice + tpValue * symbol.TickSize;
else
tp = po.TargetPrice - tpValue * symbol.TickSize;
break;
case 2:
tp = tpValue;
break;
default:
tp = po.TakeProfit;
break;
}
}
switch (priceAction)
{
case 0:
targetPrice = po.TargetPrice;
break;
case 1:
targetPrice = priceValue;
break;
case 2:
targetPrice = po.TargetPrice + priceValue * symbol.TickSize;
break;
case 3:
targetPrice = po.TargetPrice - priceValue * symbol.TickSize;
break;
case 4:
targetPrice = symbol.Bid - priceValue * symbol.TickSize;
break;
case 5:
targetPrice = symbol.Bid + priceValue * symbol.TickSize;
break;
case 6:
targetPrice = symbol.Ask - priceValue * symbol.TickSize;
break;
case 7:
targetPrice = symbol.Ask + priceValue * symbol.TickSize;
break;
default:
targetPrice = po.TargetPrice;
break;
}
if (expiration.HasValue && (expiration.Value.Ticks == 0 || expiration.Value == DateTime.Parse("1970.01.01 00:00:00")))
expiration = null;
if (expirationAction == 0)
expiration = po.ExpirationTime;
if (!ModifyPendingOrder(po, targetPrice, sl, tp, expiration).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
return true;
}
TriState _ClosePosition(double magicIndex, string symbolCode, double lots)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos == null)
return new TriState();
TradeResult result;
if (lots == 0)
{
result = ClosePosition(pos);
}
else
{
int volume = Convert.ToInt32(lots * 100000);
result = ClosePosition(pos, volume);
}
if (!result.IsSuccessful)
{
Thread.Sleep(400);
return false;
}
return true;
}
TriState _DeletePending(double magicIndex, string symbolCode)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po == null)
return new TriState();
if (!CancelPendingOrder(po).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
return true;
}
bool _OrderStatus(double magicIndex, string symbolCode, int test)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
if (test == 0)
return true;
if (test == 1)
return true;
if (test == 3)
return pos.TradeType == TradeType.Buy;
if (test == 4)
return pos.TradeType == TradeType.Sell;
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po != null)
{
if (test == 0)
return true;
if (test == 2)
return true;
if (test == 3)
return po.TradeType == TradeType.Buy;
if (test == 4)
return po.TradeType == TradeType.Sell;
if (test == 5)
return po.OrderType == PendingOrderType.Limit;
if (test == 6)
return po.OrderType == PendingOrderType.Stop;
}
return false;
}
int TimeframeToInt(TimeFrame tf)
{
if (tf == TimeFrame.Minute)
return 1;
else if (tf == TimeFrame.Minute2)
return 2;
else if (tf == TimeFrame.Minute3)
return 3;
else if (tf == TimeFrame.Minute4)
return 4;
else if (tf == TimeFrame.Minute5)
return 5;
else if (tf == TimeFrame.Minute10)
return 10;
else if (tf == TimeFrame.Minute15)
return 15;
else if (tf == TimeFrame.Minute30)
return 30;
else if (tf == TimeFrame.Hour)
return 60;
else if (tf == TimeFrame.Hour4)
return 240;
else if (tf == TimeFrame.Daily)
return 1440;
else if (tf == TimeFrame.Weekly)
return 10080;
else if (tf == TimeFrame.Monthly)
return 43200;
return 1;
}
DateTime __currentBarTime = DateTime.MinValue;
bool __isNewBar(bool triggerAtStart)
{
DateTime newTime = MarketSeries.OpenTime.LastValue;
if (__currentBarTime != newTime)
{
if (!triggerAtStart && __currentBarTime == DateTime.MinValue)
{
__currentBarTime = newTime;
return false;
}
__currentBarTime = newTime;
return true;
}
return false;
}
TriState Sell(double magicIndex, double Lots, int StopLossMethod, double stopLossValue, int TakeProfitMethod, double takeProfitValue, double Slippage, double MaxOpenTrades, double MaxFrequencyMins, string TradeComment)
{
double? stopLossPips, takeProfitPips;
int numberOfOpenTrades = 0;
var res = new TriState();
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol))
{
numberOfOpenTrades++;
}
if (MaxOpenTrades > 0 && numberOfOpenTrades >= MaxOpenTrades)
return res;
if (MaxFrequencyMins > 0)
{
if (((TimeSpan)(Server.Time - LastTradeExecution)).TotalMinutes < MaxFrequencyMins)
return res;
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol))
{
if (((TimeSpan)(Server.Time - pos.EntryTime)).TotalMinutes < MaxFrequencyMins)
return res;
}
}
int pipAdjustment = Convert.ToInt32(Symbol.PipSize / Symbol.TickSize);
if (stopLossValue > 0)
{
if (StopLossMethod == 0)
stopLossPips = stopLossValue / pipAdjustment;
else if (StopLossMethod == 1)
stopLossPips = stopLossValue;
else
stopLossPips = (stopLossValue - Symbol.Bid) / Symbol.PipSize;
}
else
stopLossPips = null;
if (takeProfitValue > 0)
{
if (TakeProfitMethod == 0)
takeProfitPips = takeProfitValue / pipAdjustment;
else if (TakeProfitMethod == 1)
takeProfitPips = takeProfitValue;
else
takeProfitPips = (Symbol.Bid - takeProfitValue) / Symbol.PipSize;
}
else
takeProfitPips = null;
Slippage /= pipAdjustment;
long volume = Symbol.NormalizeVolume(Lots * 100000, RoundingMode.ToNearest);
if (!ExecuteMarketOrder(TradeType.Sell, Symbol, volume, "FxProQuant_" + magicIndex.ToString("F0"), stopLossPips, takeProfitPips, Slippage, TradeComment).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
LastTradeExecution = Server.Time;
return true;
}
double Transform(double Value, int Transformation)
{
switch (Transformation)
{
case 0:
return (Value / Symbol.TickSize);
case 1:
return (Value / Symbol.PipSize);
case 2:
return (Value * Symbol.TickSize);
case 3:
return (Value * Symbol.PipSize);
default:
return (0);
}
}
TriState Buy(double magicIndex, double Lots, int StopLossMethod, double stopLossValue, int TakeProfitMethod, double takeProfitValue, double Slippage, double MaxOpenTrades, double MaxFrequencyMins, string TradeComment)
{
double? stopLossPips, takeProfitPips;
int numberOfOpenTrades = 0;
var res = new TriState();
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol))
{
numberOfOpenTrades++;
}
if (MaxOpenTrades > 0 && numberOfOpenTrades >= MaxOpenTrades)
return res;
if (MaxFrequencyMins > 0)
{
if (((TimeSpan)(Server.Time - LastTradeExecution)).TotalMinutes < MaxFrequencyMins)
return res;
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol))
{
if (((TimeSpan)(Server.Time - pos.EntryTime)).TotalMinutes < MaxFrequencyMins)
return res;
}
}
int pipAdjustment = Convert.ToInt32(Symbol.PipSize / Symbol.TickSize);
if (stopLossValue > 0)
{
if (StopLossMethod == 0)
stopLossPips = stopLossValue / pipAdjustment;
else if (StopLossMethod == 1)
stopLossPips = stopLossValue;
else
stopLossPips = (Symbol.Ask - stopLossValue) / Symbol.PipSize;
}
else
stopLossPips = null;
if (takeProfitValue > 0)
{
if (TakeProfitMethod == 0)
takeProfitPips = takeProfitValue / pipAdjustment;
else if (TakeProfitMethod == 1)
takeProfitPips = takeProfitValue;
else
takeProfitPips = (takeProfitValue - Symbol.Ask) / Symbol.PipSize;
}
else
takeProfitPips = null;
Slippage /= pipAdjustment;
long volume = Symbol.NormalizeVolume(Lots * 100000, RoundingMode.ToNearest);
if (!ExecuteMarketOrder(TradeType.Buy, Symbol, volume, "FxProQuant_" + magicIndex.ToString("F0"), stopLossPips, takeProfitPips, Slippage, TradeComment).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
LastTradeExecution = Server.Time;
return true;
}
}
}
public struct TriState
{
public static readonly TriState NonExecution = new TriState(0);
public static readonly TriState False = new TriState(-1);
public static readonly TriState True = new TriState(1);
sbyte value;
TriState(int value)
{
this.value = (sbyte)value;
}
public bool IsNonExecution
{
get { return value == 0; }
}
public static implicit operator TriState(bool x)
{
return x ? True : False;
}
public static TriState operator ==(TriState x, TriState y)
{
if (x.value == 0 || y.value == 0)
return NonExecution;
return x.value == y.value ? True : False;
}
public static TriState operator !=(TriState x, TriState y)
{
if (x.value == 0 || y.value == 0)
return NonExecution;
return x.value != y.value ? True : False;
}
public static TriState operator !(TriState x)
{
return new TriState(-x.value);
}
public static TriState operator &(TriState x, TriState y)
{
return new TriState(x.value < y.value ? x.value : y.value);
}
public static TriState operator |(TriState x, TriState y)
{
return new TriState(x.value > y.value ? x.value : y.value);
}
public static bool operator true(TriState x)
{
return x.value > 0;
}
public static bool operator false(TriState x)
{
return x.value < 0;
}
public static implicit operator bool(TriState x)
{
return x.value > 0;
}
public override bool Equals(object obj)
{
if (!(obj is TriState))
return false;
return value == ((TriState)obj).value;
}
public override int GetHashCode()
{
return value;
}
public override string ToString()
{
if (value > 0)
return "True";
if (value < 0)
return "False";
return "NonExecution";
}
}
public static class PendingEx
{
public static PendingOrder __Find(this cAlgo.API.PendingOrders pendingOrders, string label, Symbol symbol)
{
foreach (PendingOrder po in pendingOrders)
{
if (po.SymbolCode == symbol.Code && po.Label == label)
return po;
}
return null;
}
}
Your comments will be deeply appreciated,
Samuel
Replies
samuelbreezey
05 May 2019, 14:32
RE:
Jonkey said:
https://ctrader.com/forum/cbot-support/1573
The code you need is in here. But coupling it into your code is the fun bit (friendly sarcasm)... It's just a time thing... that I don't have right now to do it for you... and even then it might be buggy... and id have to spend time debugging it ... hope this helps but im sorry I can't be of more help.
Coding is a source, it will change your life... swear to God. : )
Thank you
I have now been able to do this thanks to the thread you gave me.
Much appreciated :)
@samuelbreezey

Jonkey
24 Apr 2019, 08:54
https://ctrader.com/forum/cbot-support/1573
The code you need is in here. But coupling it into your code is the fun bit (friendly sarcasm)... It's just a time thing... that I don't have right now to do it for you... and even then it might be buggy... and id have to spend time debugging it ... hope this helps but im sorry I can't be of more help.
Coding is a source, it will change your life... swear to God. : )
@Jonkey