multiple orders created within milliseconds on my Demo Account
multiple orders created within milliseconds on my Demo Account
14 Sep 2017, 23:22
Hi, can somone advise what happened here on my demo account, looks multiple orderes were created and closed within miliseconds (far away from the Stoploss) , cAlgo runs on parallels 13.
SymbolOpening DirectionClosing Time (UTC+2)Entry PriceClosing PriceClosing QuantityDID209784513GBPUSDBuy14.09.17 20:231,340151,34005DID209784545GBPUSDBuy14.09.17 20:231,340131,34009DID209784578GBPUSDBuy14.09.17 20:231,340161,34009DID209784589GBPUSDBuy14.09.17 20:231,340161,34009DID209784599GBPUSDBuy14.09.17 20:231,340161,34011DID209784604GBPUSDBuy14.09.17 20:231,340111,34004DID209784612GBPUSDBuy14.09.17 20:231,34011,34004DID209784693GBPUSDBuy14.09.17 20:231,34011,34009DID209784700GBPUSDBuy14.09.17 20:231,340151,34008DID209784718GBPUSDBuy14.09.17 20:231,340151,34008DID209784727GBPUSDBuy14.09.17 20:231,340151,34008DID209784733GBPUSDBuy14.09.17 20:231,340151,34008DID209784764GBPUSDBuy14.09.17 20:231,340161,34009DID209784781GBPUSDBuy14.09.17 20:231,340111,34006DID209784803GBPUSDBuy14.09.17 20:231,34011,34005DID209784838GBPUSDBuy14.09.17 20:231,340111,34005DID209784848GBPUSDBuy14.09.17 20:231,34011,34006DID209784858GBPUSDBuy14.09.17 20:231,340121,34006DID209784869GBPUSDBuy14.09.17 20:231,340111,34004DID209784885GBPUSDBuy14.09.17 20:231,340111,34005DID209784889GBPUSDBuy14.09.17 20:231,34011,34004
regards
Reiner
Replies
rwieden
15 Sep 2017, 17:41
RE:
Spotware said:
Dear Reiner,
Thanks for your post. Could you please share the code that results in this behavior so that we can advise further?
Best Regards,
cTrader Team
Dear cTrade Team,
please find below the code
//+------------------------------------------------------------------+
//+ 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("EMA2_Period", DefaultValue = 50)]
public double _EMA2_Period { get; set; }
[Parameter("Lot_Size", DefaultValue = 0)]
public double _Lot_Size { get; set; }
[Parameter("Max_Spread", DefaultValue = 2)]
public int _Max_Spread { get; set; }
[Parameter("Signal_Period", DefaultValue = 50)]
public double _Signal_Period { get; set; }
[Parameter("Take_Profit", DefaultValue = 0)]
public double _Take_Profit { get; set; }
[Parameter("EMA3_Period", DefaultValue = 200)]
public double _EMA3_Period { get; set; }
[Parameter("Stop_Loss", DefaultValue = 0)]
public double _Stop_Loss { get; set; }
[Parameter("EMA1_Period", DefaultValue = 20)]
public double _EMA1_Period { get; set; }
[Parameter("Start_hour", DefaultValue = 5)]
public double _Start_hour { get; set; }
[Parameter("End_hour", DefaultValue = 18)]
public double _End_hour { get; set; }
[Parameter("hourly_EMA_fast", DefaultValue = 20)]
public double _hourly_EMA_fast { get; set; }
[Parameter("hourly_EMA_slow", DefaultValue = 200)]
public double _hourly_EMA_slow { get; set; }
[Parameter("hourly_EMA_middle", DefaultValue = 50)]
public double _hourly_EMA_middle { get; set; }
//Global declaration
private ExponentialMovingAverage i_Signal;
private ExponentialMovingAverage i_EMA3;
private ExponentialMovingAverage i_EMA1;
private ExponentialMovingAverage i_EMA2;
private ExponentialMovingAverage i_Daily_EMA200;
private ExponentialMovingAverage i_Daily_EMA50;
private ExponentialMovingAverage i_Daily_EMA20;
double _Signal;
double _EMA2;
double _Daily_EMA50;
DateTime LastTradeExecution = new DateTime(0);
protected override void OnStart()
{
i_Signal = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_Signal_Period);
i_EMA3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_EMA3_Period);
i_EMA1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_EMA1_Period);
i_EMA2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_EMA2_Period);
i_Daily_EMA200 = Indicators.ExponentialMovingAverage(MarketData.GetSeries(TimeFrame.Hour).Close, (int)_hourly_EMA_slow);
i_Daily_EMA50 = Indicators.ExponentialMovingAverage(MarketData.GetSeries(TimeFrame.Hour).Close, (int)_hourly_EMA_middle);
i_Daily_EMA20 = Indicators.ExponentialMovingAverage(MarketData.GetSeries(TimeFrame.Hour).Close, (int)_hourly_EMA_fast);
}
protected override void OnTick()
{
if (Trade.IsExecuting)
return;
//Local declaration
TriState _Close_Position = new TriState();
TriState _Open_Long_Position = new TriState();
//Step 1
_Signal = i_Signal.Result.Last(0);
_EMA2 = i_EMA2.Result.Last(0);
_Daily_EMA50 = i_Daily_EMA50.Result.Last(0);
//Step 2
if (!IsTime(_Start_hour, _End_hour, 0, 0))
_Close_Position = _ClosePosition(1, Symbol.Code, 0);
//Step 3
//Step 4
//Step 5
if (((MarketSeries.High.Last(1) < _Signal) && (MarketSeries.High.Last(0) >= _Signal) && (i_EMA1.Result.Last(0) > _EMA2) && (_EMA2 > i_EMA3.Result.Last(0)) && ((Symbol.Bid - (Symbol.Ask)) <= _Max_Spread) && IsTime(_Start_hour, _End_hour, 0, 0) && (i_Daily_EMA20.Result.Last(0) > _Daily_EMA50) && (_Daily_EMA50 > i_Daily_EMA200.Result.Last(0))))
_Open_Long_Position = _OpenPosition(1, true, Symbol.Code, TradeType.Buy, _Lot_Size, 0, _Stop_Loss, _Take_Profit, "");
}
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;
}
bool IsTime(double startHourParam, double endHourParam, double startMinuteParam, double endMinuteParam)
{
int startHour = Convert.ToInt32(startHourParam);
int endHour = Convert.ToInt32(endHourParam);
int startMinute = Convert.ToInt32(startMinuteParam);
int endMinute = Convert.ToInt32(endMinuteParam);
if (startHour < 0 || startHour > 23 || endHour < 0 || endHour > 23 || startMinute < 0 || startMinute > 59 || endMinute < 0 || endMinute > 59)
return false;
int startTime = startHour * 60 + startMinute;
int endTime = endHour * 60 + endMinute;
int time = Server.Time.Hour * 60 + Server.Time.Minute;
if (startTime < endTime)
return (time >= startTime && time <= endTime);
else if (startTime > endTime)
return (time >= startTime || time <= endTime);
else
return (time == startTime);
}
}
}
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;
}
}
@rwieden
tradermatrix
16 Sep 2017, 13:07
hi
c is because of this sentence:
you automatically close a _End_hour
this sentence should be deleted
protected override void OnTick()
{
if (Trade.IsExecuting)
return;
//Local declaration
TriState _Close_Position = new TriState();
TriState _Open_Long_Position = new TriState();
//Step 1
_Signal = i_Signal.Result.Last(0);
_EMA2 = i_EMA2.Result.Last(0);
_Daily_EMA50 = i_Daily_EMA50.Result.Last(0);
//Step 2
if (!IsTime(_Start_hour, _End_hour, 0, 0))
_Close_Position = _ClosePosition(1, Symbol.Code, 0);
look you always close at 20h
SymbolOpening DirectionClosing Time (UTC+2)Entry PriceClosing PriceClosing QuantityDID209784513GBPUSDBuy14.09.17 20:231,340151,34005DID209784545GBPUSDBuy14.09.17 20:231,340131,34009DID209784578GBPUSDBuy14.09.17 20:231,340161,34009DID209784589GBPUSDBuy14.09.17 20:231,340161,34009DID209784599GBPUSDBuy14.09.17 20:231,340161,34011DID209784604GBPUSDBuy14.09.17 20:231,340111,34004DID209784612GBPUSDBuy14.09.17 20:231,34011,34004DID209784693GBPUSDBuy14.09.17 20:231,34011,34009DID209784700GBPUSDBuy14.09.17 20:231,340151,34008DID209784718GBPUSDBuy14.09.17 20:231,340151,34008DID209784727GBPUSDBuy14.09.17 20:231,340151,34008DID209784733GBPUSDBuy14.09.17 20:231,340151,34008DID209784764GBPUSDBuy14.09.17 20:231,340161,34009DID209784781GBPUSDBuy14.09.17 20:231,340111,34006DID209784803GBPUSDBuy14.09.17 20:231,34011,34005DID209784838GBPUSDBuy14.09.17 20:231,340111,34005DID209784848GBPUSDBuy14.09.17 20:231,34011,34006DID209784858GBPUSDBuy14.09.17 20:231,340121,34006DID209784869GBPUSDBuy14.09.17 20:231,340111,34004DID209784885GBPUSDBuy14.09.17 20:231,340111,34005DID209784889GBPUSDBuy14.09.17 20:231,34011,34004
@tradermatrix
rwieden
16 Sep 2017, 22:53
( Updated at: 21 Dec 2023, 09:20 )
RE:
tradermatrix said:
hi
c is because of this sentence:
you automatically close a _End_hour
this sentence should be deletedprotected override void OnTick() { if (Trade.IsExecuting) return; //Local declaration TriState _Close_Position = new TriState(); TriState _Open_Long_Position = new TriState(); //Step 1 _Signal = i_Signal.Result.Last(0); _EMA2 = i_EMA2.Result.Last(0); _Daily_EMA50 = i_Daily_EMA50.Result.Last(0); //Step 2 if (!IsTime(_Start_hour, _End_hour, 0, 0)) _Close_Position = _ClosePosition(1, Symbol.Code, 0);look you always close at 20h
SymbolOpening DirectionClosing Time (UTC+2)Entry PriceClosing PriceClosing QuantityDID209784513GBPUSDBuy14.09.17 20:231,340151,34005DID209784545GBPUSDBuy14.09.17 20:231,340131,34009DID209784578GBPUSDBuy14.09.17 20:231,340161,34009DID209784589GBPUSDBuy14.09.17 20:231,340161,34009DID209784599GBPUSDBuy14.09.17 20:231,340161,34011DID209784604GBPUSDBuy14.09.17 20:231,340111,34004DID209784612GBPUSDBuy14.09.17 20:231,34011,34004DID209784693GBPUSDBuy14.09.17 20:231,34011,34009DID209784700GBPUSDBuy14.09.17 20:231,340151,34008DID209784718GBPUSDBuy14.09.17 20:231,340151,34008DID209784727GBPUSDBuy14.09.17 20:231,340151,34008DID209784733GBPUSDBuy14.09.17 20:231,340151,34008DID209784764GBPUSDBuy14.09.17 20:231,340161,34009DID209784781GBPUSDBuy14.09.17 20:231,340111,34006DID209784803GBPUSDBuy14.09.17 20:231,34011,34005DID209784838GBPUSDBuy14.09.17 20:231,340111,34005DID209784848GBPUSDBuy14.09.17 20:231,34011,34006DID209784858GBPUSDBuy14.09.17 20:231,340121,34006DID209784869GBPUSDBuy14.09.17 20:231,340111,34004DID209784885GBPUSDBuy14.09.17 20:231,340111,34005DID209784889GBPUSDBuy14.09.17 20:231,34011,34004
Thanks Tradermatrix,
but the current setup should also not allow to create buy order at the same time which system nevertheless did, see below how I disgned this. Do I need to create a separate node for closing the position ?
regards
Reiner
@rwieden
tradermatrix
17 Sep 2017, 00:10
I work a little with FxPro Quant
I transform a few codes
look at your transformed code ... it closes (if request ... !! at a precise time) provided that the position is positive ...
you can also set the minimum amount ....
otherwise c is the SL or TP that closes the position.
you can use it with several instruments at the same time by changing the label on the dashboard
good trade
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 EMA : Robot
{
[Parameter("EMA Label n°", DefaultValue = "1")]
public string RobotID { get; set; }
[Parameter("Lot_Size", DefaultValue = 0.1, MinValue = 0.01, Step = 0.01)]
public double _Lot_Size { get; set; }
[Parameter("Max_Spread", DefaultValue = 2)]
public int _Max_Spread { get; set; }
[Parameter("EMA2_Period", DefaultValue = 50)]
public double _EMA2_Period { get; set; }
[Parameter("Signal_Period", DefaultValue = 50)]
public double _Signal_Period { get; set; }
[Parameter("EMA1_Period", DefaultValue = 20)]
public double _EMA1_Period { get; set; }
[Parameter("hourly_EMA_fast", DefaultValue = 20)]
public double _hourly_EMA_fast { get; set; }
[Parameter("hourly_EMA_slow", DefaultValue = 200)]
public double _hourly_EMA_slow { get; set; }
[Parameter("hourly_EMA_middle", DefaultValue = 50)]
public double _hourly_EMA_middle { get; set; }
[Parameter("EMA3_Period", DefaultValue = 200)]
public double _EMA3_Period { get; set; }
[Parameter("Stop_Loss", DefaultValue = 1600)]
public double _Stop_Loss { get; set; }
[Parameter("Take_Profit", DefaultValue = 800)]
public double _Take_Profit { get; set; }
[Parameter("Start_hour", DefaultValue = 0)]
public double _Start_hour { get; set; }
[Parameter("End_hour", DefaultValue = 18)]
public double _End_hour { get; set; }
[Parameter("use close _End_hour", DefaultValue = true)]
public bool useclose_End_hour { get; set; }
[Parameter("if use close ...Net Gains >", DefaultValue = 20)]
public double NetGains { get; set; }
private ExponentialMovingAverage i_Signal;
private ExponentialMovingAverage i_EMA3;
private ExponentialMovingAverage i_EMA1;
private ExponentialMovingAverage i_EMA2;
private ExponentialMovingAverage i_Daily_EMA200;
private ExponentialMovingAverage i_Daily_EMA50;
private ExponentialMovingAverage i_Daily_EMA20;
double _Signal;
double _EMA2;
double _Daily_EMA50;
DateTime LastTradeExecution = new DateTime(0);
protected override void OnStart()
{
i_Signal = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_Signal_Period);
i_EMA3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_EMA3_Period);
i_EMA1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_EMA1_Period);
i_EMA2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_EMA2_Period);
i_Daily_EMA200 = Indicators.ExponentialMovingAverage(MarketData.GetSeries(TimeFrame.Hour).Close, (int)_hourly_EMA_slow);
i_Daily_EMA50 = Indicators.ExponentialMovingAverage(MarketData.GetSeries(TimeFrame.Hour).Close, (int)_hourly_EMA_middle);
i_Daily_EMA20 = Indicators.ExponentialMovingAverage(MarketData.GetSeries(TimeFrame.Hour).Close, (int)_hourly_EMA_fast);
}
private void gains_End_hour()
{
if (useclose_End_hour)
{
var netProfit = 0.0;
foreach (var openedPosition in Positions)
{
if (openedPosition.Label.StartsWith(RobotID))
{
netProfit += openedPosition.NetProfit + openedPosition.Commissions;
}
ChartObjects.DrawText("a", netProfit.ToString(), StaticPosition.BottomRight, new Colors?(Colors.Lime));
{
TriState _Close_Position = new TriState();
if (!IsTime(_Start_hour, _End_hour, 0, 0))
{
if (Account.Equity - Account.Balance > NetGains)
{
if (openedPosition.Label.StartsWith(RobotID))
{
_Close_Position = _ClosePosition(1, Symbol.Code, 0);
Print("Closed _End_hour ");
}
}
}
}
}
}
}
protected override void OnTick()
{
TriState _Open_Long_Position = new TriState();
//Step 1
_Signal = i_Signal.Result.Last(0);
_EMA2 = i_EMA2.Result.Last(0);
_Daily_EMA50 = i_Daily_EMA50.Result.Last(0);
gains_End_hour();
if (((MarketSeries.High.Last(1) < _Signal) && (MarketSeries.High.Last(0) >= _Signal) && (i_EMA1.Result.Last(0) > _EMA2) && (_EMA2 > i_EMA3.Result.Last(0)) && ((Symbol.Bid - (Symbol.Ask)) <= _Max_Spread) && IsTime(_Start_hour, _End_hour, 0, 0) && (i_Daily_EMA20.Result.Last(0) > _Daily_EMA50) && (_Daily_EMA50 > i_Daily_EMA200.Result.Last(0))))
_Open_Long_Position = _OpenPosition(1, true, Symbol.Code, TradeType.Buy, _Lot_Size, 0, _Stop_Loss, _Take_Profit, "");
}
bool NoOrders(string symbolCode, double[] magicIndecies)
{
if (symbolCode == "")
symbolCode = Symbol.Code;
string[] labels = new string[magicIndecies.Length];
{
}
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(RobotID, 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, RobotID, 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(RobotID, 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, RobotID, stopLoss, takeProfit, expiration, comment).IsSuccessful)
{
Thread.Sleep(400);
return false;
}
return true;
}
else if (poType == PendingOrderType.Stop)
{
if (!PlaceStopOrder(tradeType, symbol, volume, targetPrice, RobotID, 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(RobotID, 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(RobotID, 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(RobotID, 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(RobotID, 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(RobotID, 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(RobotID, 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;
}
bool IsTime(double startHourParam, double endHourParam, double startMinuteParam, double endMinuteParam)
{
int startHour = Convert.ToInt32(startHourParam);
int endHour = Convert.ToInt32(endHourParam);
int startMinute = Convert.ToInt32(startMinuteParam);
int endMinute = Convert.ToInt32(endMinuteParam);
if (startHour < 0 || startHour > 23 || endHour < 0 || endHour > 23 || startMinute < 0 || startMinute > 59 || endMinute < 0 || endMinute > 59)
return false;
int startTime = startHour * 60 + startMinute;
int endTime = endHour * 60 + endMinute;
int time = Server.Time.Hour * 60 + Server.Time.Minute;
if (startTime < endTime)
return (time >= startTime && time <= endTime);
else if (startTime > endTime)
return (time >= startTime || time <= endTime);
else
return (time == startTime);
}
}
}
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;
}
}
@tradermatrix
Spotware
15 Sep 2017, 17:16
Dear Reiner,
Thanks for your post. Could you please share the code that results in this behavior so that we can advise further?
Best Regards,
cTrader Team
@Spotware