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Replies

deklin
01 Jul 2015, 01:44

What is wrong with this?  It does not place the order.  It returns an error: No Money!

using System;
using cAlgo.API;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleSmartBotRobot : Robot
    {
        protected override void OnStart()
        {
            long MaxVolume = Symbol.NormalizeVolume((Account.FreeMargin / Symbol.Ask * Account.Leverage), RoundingMode.Down);
            var result = ExecuteMarketOrder(TradeType.Buy, Symbol, MaxVolume);
            if (!result.IsSuccessful) Print("Error: " + Symbol.Code + " " + (long)MaxVolume + " Failed - " + result.Error);
            Stop();
        }
    }
}

 


@deklin

deklin
28 May 2015, 22:45

That does not work either.  Please respond once you know for certain, thanks.


@deklin

deklin
28 May 2015, 03:59

This does not work.  How can I do it?

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 NewcBot : Robot
    {
        [Parameter(DefaultValue = "B")]
        public string[3] ABC {"A", "B", "C"}

        protected override void OnStart()
        {
           Print(ABC);
        }

    }
}

 


@deklin

deklin
26 May 2015, 14:10

RE:

Sorry, I made a typo above... It should be: 

using System;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleSmartBotRobot : Robot
    {
        bool doneToday;

        protected override void OnStart()
        {
            doneToday = false;
        }
        protected override void OnTick()
        {
           var currentHour = int.Parse(Server.Time.ToString("%H"));
           if (currentHour >= 8 && doneToday == false) {
              doneToday = true;
              Print("This is done once per day at 8:00 am UTC or as close after that time as possible.");
           }
           else if (currentHour <= 1) {
              doneToday = false;
           }
        }
    }
}

 


@deklin

deklin
26 May 2015, 14:08

using System;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleSmartBotRobot : Robot
    {
        bool doneToday;

        protected override void OnStart()
        {
            doneToday = false;
        }
        protected override void OnTick()
        {
           var currentHour = int.Parse(Server.Time.ToString("%H"));
           if (currentHour >= 8 && doneToday == false) {
              doneToday = true;
              Print("This is done once per day at 8:00 am UTC or as close after that time as possible.");
           }
           else if (currentHour <= 1) {
              doneToday = true;
           }
        }
    }
}

 


@deklin

deklin
03 May 2015, 15:31

Here is an example that adds a martingale approach to your bot, without changing the trading strategy:
 

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

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleTrendRobot : Robot
    {
        [Parameter("MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter("Source")]
        public DataSeries SourceSeries { get; set; }

        [Parameter("Slow Periods", DefaultValue = 8)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 3)]
        public int FastPeriods { get; set; }

        [Parameter(DefaultValue = 1000, MinValue = 0)]
        public int Volume { get; set; }
        [Parameter("RSIPeriods", DefaultValue = 8)]

        public int RSIPeriods { get; set; }

        private RelativeStrengthIndex rsi;
        private MovingAverage slowMa;
        private MovingAverage fastMa;
        private const string label = "Trend Martangle Robot";
        private double TopBalance = 0;

        protected override void OnStart()
        {
            TopBalance = Account.Balance;
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
            rsi = Indicators.RelativeStrengthIndex(SourceSeries, RSIPeriods);
        }

        protected override void OnTick()
        {

            if(Account.Balance>TopBalance) TopBalance=Account.Balance;

            var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
            var shortPosition = Positions.Find(label, Symbol, TradeType.Sell);
            var position = Positions.Find(label, Symbol);
            var currentSlowMa = slowMa.Result.Last(0);
            var currentFastMa = fastMa.Result.Last(0);
            var previousSlowMa = slowMa.Result.Last(1);
            var previousFastMa = fastMa.Result.Last(1);
            double v = Volume;
            if (position != null && Account.Balance < TopBalance) v = position.Volume * 2;
            if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa && rsi.Result.LastValue < 30 && longPosition == null)
            {
                if (shortPosition != null) {
                    ClosePosition(shortPosition);
                }
                ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(v), label);
            }
            else if (previousSlowMa < previousFastMa && currentSlowMa >= currentFastMa && rsi.Result.LastValue > 70 && shortPosition == null)
            {
                if (longPosition != null) {
                    ClosePosition(longPosition);
                }
                ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(v), label);
            }
        }
    }
}

 

Here is an example of a martingale approach to your bot with built-in stop loss and take profit levels:

// Test on USDCAD & EURUSD & AUDUSD

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

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleTrendRobot : Robot
    {
        [Parameter("MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter("Source")]
        public DataSeries SourceSeries { get; set; }

        [Parameter("Stop Loss", DefaultValue = 50)]
        public int StopLoss { get; set; }

        [Parameter("Take Profit", DefaultValue = 60)]
        public int TakeProfit { get; set; }

        [Parameter("Slow Periods", DefaultValue = 8)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 3)]
        public int FastPeriods { get; set; }

        [Parameter(DefaultValue = 1000, MinValue = 0)]
        public int Volume { get; set; }
        [Parameter("RSIPeriods", DefaultValue = 8)]

        public int RSIPeriods { get; set; }
        private RelativeStrengthIndex rsi;
        private MovingAverage slowMa;
        private MovingAverage fastMa;
        private const string label = "Trend Martangle Robot";

        protected override void OnStart()
        {
            Positions.Closed += OnPositionsClosed;
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
            rsi = Indicators.RelativeStrengthIndex(SourceSeries, RSIPeriods);
        }

        protected override void OnTick()
        {
            var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
            var shortPosition = Positions.Find(label, Symbol, TradeType.Sell);
            var currentSlowMa = slowMa.Result.Last(0);
            var currentFastMa = fastMa.Result.Last(0);
            var previousSlowMa = slowMa.Result.Last(1);
            var previousFastMa = fastMa.Result.Last(1);

            if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa && rsi.Result.LastValue < 30 && longPosition == null)
            {
                if (shortPosition != null)
                    ClosePosition(shortPosition);
                ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(Volume), label, StopLoss, TakeProfit);
            }
            else if (previousSlowMa < previousFastMa && currentSlowMa >= currentFastMa && rsi.Result.LastValue > 70 && shortPosition == null)
            {
                if (longPosition != null)
                    ClosePosition(longPosition);
                ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(Volume), label, StopLoss, TakeProfit);

            }
        }

        private void OnPositionsClosed(PositionClosedEventArgs args)
        {
            var position = args.Position;
            if (position.GrossProfit < 0)
              {
                TradeType tt = TradeType.Sell;
                if(position.TradeType==TradeType.Sell) tt = TradeType.Buy;
                ExecuteMarketOrder(tt, Symbol, Symbol.NormalizeVolume(position.Volume * 2), "Martingale", StopLoss, TakeProfit);
              }
             }
        }
}

 

I tested both of these with the USDCAD pair.  I would not actually use either of these in a live-trading environment.


@deklin

deklin
30 Mar 2015, 23:54

RE: Moving Average Results by Symbol

I am still looking for an answer to this question.  Thanks for the help.


@deklin

deklin
11 Jan 2015, 01:31

RE: Daily pip range from 12 days ago

Thanks, HJozan!

I have posted a related question here:
/forum/cbot-support/4212


@deklin

deklin
09 Jan 2015, 19:49

Does the "Trading Session" information take holidays into consideration or does it only take the day of the week and time of day into account?  

For example, at 14:00 UTC it says that London and New York sessions are both open.  What if it is a bank holiday in London but not a holiday in New York?  Would cTrader reflect that?

 

 


@deklin

deklin
06 Jan 2015, 00:04

Please post this request here, thanks!

/jobs/


@deklin

deklin
06 Jan 2015, 00:03

Re: help me,my code error

This works with no errors:

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 NewcBot : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        [Parameter("take profit(pips)", DefaultValue = 10, MinValue = 1)]
        public int takeProfit { get; set; }

        protected override void OnPendingOrderCreated(PendingOrder newOrder)
        {
            Print("Pending order with ID {0} was created.", newOrder.Id);
        }

        protected override void OnPositionClosed(Position closedPosition)
        {
        }


        protected override void OnTick()
        {
            if (1 == 2)
                return;
        }
        protected override void OnStop()
        {
        }
    }
}

If you want it to do something else you will have to be more specific.


@deklin

deklin
05 Jan 2015, 23:53

Re: Please convert those MT4 codes to cAlgo

Instead of TimeCurrent() use Server.Time

Print ( Server.Time );

See:
/api/reference/internals/iserver/time

The time can be formatted using C#
http://msdn.microsoft.com/en-us/library/8kb3ddd4(v=vs.110).aspx

---

Instead of GetTickCount() I would just start a variable at 0 and add to it every tick.  

Here is an example that incorporates both of these solutions:

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 simpleTest : Robot
    {
        long tickCounter = 0;

        [Parameter("TotalTicsToStopAt", DefaultValue = 10)]

        protected override void OnStart()
        {
            Print("Current Time: " + Server.Time);
            Print("Current Time with Custom Formatting: " + Server.Time.ToString("ddd,  MMM d yyyy H':'mm':'ss tt"));
        }

        protected override void OnTick()
        {
            Print("Tick Count: " + tickCounter++);
        }

        protected override void OnStop()
        {
        }
    }
}

 


@deklin

deklin
05 Jan 2015, 14:33

RE: Count Total Open Positions by Symbol

I found the answer!

Print(Positions.Count(p => p.SymbolCode == "EURUSD"));

 


@deklin

deklin
04 Jan 2015, 21:12

This:
Print(Environment.GetFolderPath(Environment.SpecialFolder.ApplicationData));

Returns this:
C:\Users\7\AppData\Roaming

However, the files I want to refference are actually in a subfolder:
C:\Users\7\AppData\Roaming\BrokerName cAlgo\ 

How can I get the full path of the actual folder where the associated


@deklin

deklin
04 Jan 2015, 17:47

How can I get the daily pip range from 12 days ago?  

This seems to get the daily pip range from the most recent trading day:

MarketSeries m = MarketData.GetSeries(Symbol, TimeFrame.Daily);
Print("Daily Pip Range: " + (m.High.LastValue - m.Low.LastValue)/Symbol.PipSize );

 


@deklin

deklin
02 Jan 2015, 16:13

Thanks.  How can I add support for the Symbol?  This does NOT work:

Print("Count of Open Long EURUSD Positions: " + Positions.Count(p.Symbol.Code == "EURUSD" && p => p.TradeType == TradeType.Buy));

 


@deklin

deklin
01 Jan 2015, 02:37

How can I backtest a bot that randomly buys pairs?  The following bot buys pairs when it is run but not when I try to backtest it.

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 simpleTest : Robot
    {
        string[] pPairs = new string[] 
        {
            "EURUSD",
            "GBPUSD",
            "EURJPY",
            "USDJPY",
            "AUDUSD",
            "USDCHF",
            "GBPJPY",
            "USDCAD",
            "EURGBP",
            "EURCHF",
            "AUDJPY",
            "NZDUSD",
            "AUDNZD"
        };

        protected override void OnStart()
        {
        }

        protected override void OnTick()
        {

                if(Positions.Count < 20 ) {
                 Random rnd = new Random();
                 Symbol sSymbol;
                 sSymbol = MarketData.GetSymbol(pPairs[rnd.Next(0, pPairs.Length)]);
                 ExecuteMarketOrder(TradeType.Buy, sSymbol, 100000, sSymbol.Code, 20, 30);
                }
        }

        protected override void OnStop()
        {
        }
    }
}

 


@deklin