Description
Please vote to my suggestion to increase the chances of implementation. Thanks.
https://ctrader.com/forum/suggestions/21848
This Robot detects the impulse bar or candle and initiate an order. This is the best way to know where the market is going.
Decide how many pips should an impulse be. To know this value, open an ATR indicator. In this example of 1 month data of GBPUSD 1Hr, the market moves around during low volatility 20-30 pips estimate. We take 20 pips as our risk/stoploss. We input 85pips (estimated average) as our trigger in Range. When robot detects an 85 pips move bar/candle, it will trigger. As a rule of risk management, reward should be greater than risk. Therefore, Take profit is 20 x 5 = 100pips.
Please vote to my suggestion to increase the chances of implementation above. Thanks.
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 ImpulseBar : Robot
{
[Parameter("SL 10points = 1pip", DefaultValue = 200)]
public int _SL_Points { get; set; }
[Parameter("Lots", DefaultValue = 0.1)]
public double _Lots { get; set; }
[Parameter("ATR 10points = 1pip", DefaultValue = 1000)]
public int _Candle_Points { get; set; }
[Parameter("TP 10points = 1pip", DefaultValue = 1000)]
public int _TP_Points { get; set; }
//Global declaration
double _Open;
double _Close;
double _Transform;
DateTime LastTradeExecution = new DateTime(0);
protected override void OnStart()
{
}
protected override void OnTick()
{
if (Trade.IsExecuting)
return;
TriState _Open_Sell_Position = new TriState();
TriState _Open_Buy_Position = new TriState();
_Open = MarketSeries.Open.Last(1);
_Close = MarketSeries.Close.Last(1);
_Transform = Transform(_Candle_Points, 2);
if ((((_Open - (_Close)) >= _Transform) && (MarketSeries.TickVolume.LastValue == 1)))
_Open_Sell_Position = _OpenPosition(0, true, Symbol.Code, TradeType.Sell, _Lots, 10, _SL_Points, _TP_Points, "");
if ((((_Close - (_Open)) >= _Transform) && (MarketSeries.TickVolume.LastValue == 1)))
_Open_Buy_Position = _OpenPosition(0, true, Symbol.Code, TradeType.Buy, _Lots, 10, _SL_Points, _TP_Points, "");
}
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] = "ImpulseBar" + 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("ImpulseBar" + 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, "ImpulseBar" + 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("ImpulseBar" + 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, "ImpulseBar" + 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, "ImpulseBar" + 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("ImpulseBar" + 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("ImpulseBar" + 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("ImpulseBar" + 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("ImpulseBar" + 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("ImpulseBar" + 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("ImpulseBar" + 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;
}
double Transform(double Value, int Transformation)
{
switch (Transformation)
{
case 0:
return (Value / Symbol.TickSize);
case 1:
return (Value / Symbol.PipSize);
case 2:
return (Value * Symbol.TickSize);
case 3:
return (Value * Symbol.PipSize);
default:
return (0);
}
}
}
}
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;
}
}
AL
alexsanramon
Joined on 21.02.2019
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: ImpulseBar.algo
- Rating: 0
- Installs: 1868
- Modified: 13/10/2021 09:54
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