Martingale sample bot backtest issue

PanagiotisCharalampous
25 Feb 2021, 09:21

Hi ctid3179522,

Can you share the cBot code?

Best Regards,

Panagiotis 

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ctid3179522
25 Feb 2021, 12:37

RE:

PanagiotisCharalampous said:

Hi ctid3179522,

Can you share the cBot code?

Best Regards,

Panagiotis 

Join us on Telegram

  It is the Sample Martingale bot that comes with Ctrader installation. nothing changed

ctid3179522
25 Feb 2021, 12:40

RE: RE:

ctid3179522 said:

PanagiotisCharalampous said:

Hi ctid3179522,

Can you share the cBot code?

Best Regards,

Panagiotis 

Join us on Telegram

  It is the Sample Martingale bot that comes with Ctrader installation. nothing changed but if you think i mistakenly changed something here it is:

// -------------------------------------------------------------------------------------------------
//
//    This code is a cTrader Automate API example.
//
//    This cBot is intended to be used as a sample and does not guarantee any particular outcome or
//    profit of any kind. Use it at your own risk.
//    
//    All changes to this file might be lost on the next application update.
//    If you are going to modify this file please make a copy using the "Duplicate" command.
//
//    The "Sample Martingale cBot" creates a random Sell or Buy order. If the Stop loss is hit, a new 
//    order of the same type (Buy / Sell) is created with double the Initial Volume amount. The cBot will 
//    continue to double the volume amount for  all orders created until one of them hits the take Profit. 
//    After a Take Profit is hit, a new random Buy or Sell order is created with the Initial Volume amount.
//
// -------------------------------------------------------------------------------------------------

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleMartingalecBot : Robot
    {
        [Parameter("Initial Quantity (Lots)", Group = "Volume", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double InitialQuantity { get; set; }

        [Parameter("Stop Loss", Group = "Protection", DefaultValue = 40)]
        public int StopLoss { get; set; }

        [Parameter("Take Profit", Group = "Protection", DefaultValue = 40)]
        public int TakeProfit { get; set; }


        private Random random = new Random();

        protected override void OnStart()
        {
            Positions.Closed += OnPositionsClosed;

            ExecuteOrder(InitialQuantity, GetRandomTradeType());
        }

        private void ExecuteOrder(double quantity, TradeType tradeType)
        {
            var volumeInUnits = Symbol.QuantityToVolumeInUnits(quantity);
            var result = ExecuteMarketOrder(tradeType, SymbolName, volumeInUnits, "Martingale", StopLoss, TakeProfit);

            if (result.Error == ErrorCode.NoMoney)
                Stop();
        }

        private void OnPositionsClosed(PositionClosedEventArgs args)
        {
            Print("Closed");
            var position = args.Position;

            if (position.Label != "Martingale" || position.SymbolName != SymbolName)
                return;

            if (position.GrossProfit > 0)
            {
                ExecuteOrder(InitialQuantity, GetRandomTradeType());
            }
            else
            {
                ExecuteOrder(position.Quantity * 2, position.TradeType);
            }
        }

        private TradeType GetRandomTradeType()
        {
            return random.Next(2) == 0 ? TradeType.Buy : TradeType.Sell;
        }
    }
}

PanagiotisCharalampous
25 Feb 2021, 14:23

Hi ctid3179522,

If you notice the Sample Martingale cBot chooses trading direction randomly

        private TradeType GetRandomTradeType()
        {
            return random.Next(2) == 0 ? TradeType.Buy : TradeType.Sell;
        }

So you cannot expect the results to be repeatable.

Best Regards,

Panagiotis 

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