abdulhamid0yusuf
10 Apr 2020, 00:20

RE: RE: Simple and robust trailing algorithm

jani said:

Thanks for sharing your code. Have you checked that this code works?

Initially, I wanted to add "Step" to the trailing stop to determine the minimum distance price has to move in favour of the position for the trailing stop to be adjusted. This is just to save resources in case adjusting  SL on every tick is not necessary. 

 

 

Hey jani, Yes I have tested this code and it works as expected, but in order to add a step to. modify the trailing stop every time a new level is reached, you will need to modify the conditional statement to be as follows:

if ((position.Pips >= positionMaxProfit + PipsToProtect + TrailingDistance))

Let me know if this is what you want,

Thanks.

abdulhamid0yusuf
07 Apr 2020, 16:05

Simple and robust trailing algorithm

I came here to see how to implement a trailing stop loss, but the code provided by cTrader Team was unnecessarily complicated to me, so I would like to share my way ...

using cAlgo.API;
using System.Collections.Generic;
using System.Linq;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class TestTrailingStop : Robot
    {
        // Save the maximum winning pips each position has reached
        private Dictionary<Position, double> PositionsMaxProfits;

        [Parameter("Winning Pips to protect", DefaultValue = 10)]
        public int PipsToProtect { get; set; }

        [Parameter("Trailing Stop Distance", DefaultValue = 5)]
        public int TrailingDistance { get; set; }


        protected override void OnStart()
        {
            PositionsMaxProfits = new Dictionary<Position, double>();
            // Market order for illustration purposes
            var p = ExecuteMarketOrder(TradeType.Sell, SymbolName, 1000).Position;
            // Add every order you create to the dictionary and set its initial max pips to 0
            PositionsMaxProfits.Add(p, 0);
        }

        protected override void OnTick()
        {
            // Update Stop loss on each tick once the position has yeilded winning pips >= PipsToProtect + TrailingDistance
            foreach (Position position in PositionsMaxProfits.Keys.ToList())
            {
                var positionMaxProfit = PositionsMaxProfits[position];
                // 1st condition checks if winning pips >= PipsToProtect + TrailingDistance
                // 2ed condition checks if winning pips is greater than previous winning pips
                if ((position.Pips >= PipsToProtect + TrailingDistance) && position.Pips > positionMaxProfit)
                {
                    // Assign the new higher winning pips to the position
                    PositionsMaxProfits[position] = position.Pips;
                    // Modify Stop loss to be $TrailingDistance pips away from current winnig pips
                    // ** -1 means put stop loss on oppostie direction than normal
                    position.ModifyStopLossPips(-1 * (position.Pips - TrailingDistance));
                }
            }

        }
    }
}

abdulhamid0yusuf
23 Mar 2020, 02:41

RE: [Solved]

abdulhamid0yusuf said:

I'm getting this error when Instantiating a Selenium ChromeDriver Object.

The Exception is thrown from the last line in the code.

            var driverService = ChromeDriverService.CreateDefaultService();
            driverService.HideCommandPromptWindow = true;
            var options = new ChromeOptions();
            options.AddUserProfilePreference("profile.managed_default_content_settings.images", 2);
            options.AddArguments("--headless", "disable-gpu");
            _Session = new ChromeDriver(driverService, options);

            

The robot has the full rights to access resources

[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]

 

I Had to copy all .dll files and the chrome driver.exe in the project to the execution path of the robot, This is really overwhelming and unacceptable, there should be a platform independent solution.