Update code adding 3rd 200EMA
Update code adding 3rd 200EMA
24 Jun 2021, 14:26
I have a question. I am new with codes and that stuff. I want to add one 200 EMA to this software and I want it to open a buy position when the crossovers take places above the 200 EMA and a sell position when the crossovers take places below the 200 EMA.
using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
/*
POPULAR SIMPLE MOVING AVERAGES
*
The simple moving average (SMA) is the most basic of the moving averages used for trading.
The simple moving average formula is calculated by taking the average closing price of a stock over the last "x" periods.
*
5 - SMA - For the hyper trader. This short of an SMA will constantly give you signals. The best use of a 5-SMA is as a trade trigger in conjunction with a longer SMA period.
10 - SMA - popular with the short-term traders. Great swing traders and day traders.
20 - SMA - the last stop on the bus for short-term traders. Beyond 20-SMA you are basically looking at primary trends.
50 - SMA - use the trader to gauge mid-term trends.
200 -SMA - welcome to the world of long-term trend followers. Most investors will look for a cross above or below this average to represent if the stock is in a bullish or bearish trend.
*
*/
namespace cAlgo
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class ClickAlgoSchoolSMA : Robot
{
#region User defined parameters
[Parameter("Instance Name", DefaultValue = "001")]
public string InstanceName { get; set; }
[Parameter("Lot Size", DefaultValue = 0.1)]
public double LotSize { get; set; }
[Parameter("Source SMA #1")]
public DataSeries SourceSma1 { get; set; }
[Parameter("Source SMA #2")]
public DataSeries SourceSma2 { get; set; }
[Parameter("Period SMA #1", DefaultValue = 5, MinValue = 1, MaxValue = 100)]
public int PeriodsSma1 { get; set; }
[Parameter("Period SMA #2", DefaultValue = 20, MinValue = 1, MaxValue = 100)]
public int PeriodsSma2 { get; set; }
[Parameter("Calculate OnBar", DefaultValue = false)]
public bool CalculateOnBar { get; set; }
[Parameter("Include Trailing Stop", DefaultValue = false)]
public bool IncludeTrailingStop { get; set; }
[Parameter("Trailing Stop Trigger (pips)", DefaultValue = 20)]
public int TrailingStopTrigger { get; set; }
[Parameter("Trailing Stop Step (pips)", DefaultValue = 10)]
public int TrailingStopStep { get; set; }
[Parameter("Include Break-Even", DefaultValue = false)]
public bool IncludeBreakEven { get; set; }
[Parameter("Break-Even Trigger (pips)", DefaultValue = 10, MinValue = 1)]
public int BreakEvenPips { get; set; }
[Parameter("Break-Even Extra (pips)", DefaultValue = 2, MinValue = 1)]
public int BreakEvenExtraPips { get; set; }
#endregion
#region Indicator declarations
private SimpleMovingAverage _sma1 { get; set; }
private SimpleMovingAverage _sma2 { get; set; }
#endregion
#region cTrader events
protected override void OnStart()
{
_sma1 = Indicators.SimpleMovingAverage(SourceSma1, PeriodsSma1);
_sma2 = Indicators.SimpleMovingAverage(SourceSma2, PeriodsSma2);
}
protected override void OnTick()
{
if (CalculateOnBar)
{
return;
}
ManagePositions();
if (IncludeTrailingStop)
{
SetTrailingStop();
}
if (IncludeBreakEven)
{
BreakEvenAdjustment();
}
}
protected override void OnBar()
{
if (!CalculateOnBar)
{
return;
}
ManagePositions();
}
protected override void OnStop()
{
// unused
}
#endregion
#region Position management
private void ManagePositions()
{
if (_sma1.Result.LastValue > _sma2.Result.LastValue)
{
if (!IsPositionOpenByType(TradeType.Buy))
{
OpenPosition(TradeType.Buy);
}
ClosePosition(TradeType.Sell);
}
if (_sma1.Result.LastValue < _sma2.Result.LastValue)
{
if (!IsPositionOpenByType(TradeType.Sell))
{
OpenPosition(TradeType.Sell);
}
ClosePosition(TradeType.Buy);
}
}
private void OpenPosition(TradeType type)
{
long volume = Symbol.QuantityToVolume(LotSize);
ExecuteMarketOrder(type, this.Symbol, volume, InstanceName, null, null);
}
private void ClosePosition(TradeType type)
{
var p = Positions.Find(InstanceName, this.Symbol, type);
if (p != null)
{
ClosePosition(p);
}
}
#endregion
#region Position Information
private bool IsPositionOpenByType(TradeType type)
{
var p = Positions.FindAll(InstanceName, Symbol, type);
if (p.Count() >= 1)
{
return true;
}
return false;
}
#endregion
#region Trailing Stop
private void SetTrailingStop()
{
var sellPositions = Positions.FindAll(InstanceName, Symbol, TradeType.Sell);
foreach (Position position in sellPositions)
{
double distance = position.EntryPrice - Symbol.Ask;
if (distance < TrailingStopTrigger * Symbol.PipSize)
continue;
double newStopLossPrice = Symbol.Ask + TrailingStopStep * Symbol.PipSize;
if (position.StopLoss == null || newStopLossPrice < position.StopLoss)
{
ModifyPosition(position, newStopLossPrice, position.TakeProfit);
}
}
var buyPositions = Positions.FindAll(InstanceName, Symbol, TradeType.Buy);
foreach (Position position in buyPositions)
{
double distance = Symbol.Bid - position.EntryPrice;
if (distance < TrailingStopTrigger * Symbol.PipSize)
continue;
double newStopLossPrice = Symbol.Bid - TrailingStopStep * Symbol.PipSize;
if (position.StopLoss == null || newStopLossPrice > position.StopLoss)
{
ModifyPosition(position, newStopLossPrice, position.TakeProfit);
}
}
}
#endregion
#region Break Even
private void BreakEvenAdjustment()
{
var allPositions = Positions.FindAll(InstanceName, Symbol);
foreach (Position position in allPositions)
{
if (position.StopLoss != null)
return;
var entryPrice = position.EntryPrice;
var distance = position.TradeType == TradeType.Buy ? Symbol.Bid - entryPrice : entryPrice - Symbol.Ask;
if (distance >= BreakEvenPips * Symbol.PipSize)
{
if (position.TradeType == TradeType.Buy)
{
if (position.StopLoss <= position.EntryPrice + (Symbol.PipSize * BreakEvenExtraPips) || position.StopLoss == null)
{
ModifyPosition(position, position.EntryPrice + (Symbol.PipSize * BreakEvenExtraPips), position.TakeProfit);
Print("Stop Loss to Break Even set for BUY position {0}", position.Id);
}
}
else
{
if (position.StopLoss >= position.EntryPrice - (Symbol.PipSize * BreakEvenExtraPips) || position.StopLoss == null)
{
ModifyPosition(position, entryPrice - (Symbol.PipSize * BreakEvenExtraPips), position.TakeProfit);
Print("Stop Loss to Break Even set for SELL position {0}", position.Id);
}
}
}
}
}
#endregion