WildX

This is a simple Moving average cross over stratigy with Wilder Smoothing 

It is set to increase/decrease lot size depending on account

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo.Robots
{
  [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
  public class WildX : Robot
    {
      [Parameter("Open Day", Group = "When", DefaultValue = DayOfWeek.Sunday)]
      public DayOfWeek OD { get; set; }
      
      [Parameter("Close Day", Group = "When", DefaultValue = DayOfWeek.Saturday)]
      public DayOfWeek CD { get; set; }
      
      [Parameter("Start Hour", Group = "When", DefaultValue = 5, Step = 1)]
      public double SR { get; set; }
      
      [Parameter("Stop Hour", Group = "When", DefaultValue = 15, Step = 1)]
      public double SP { get; set; }
      
      [Parameter("Per Account", Group = "What", DefaultValue = 1, MinValue = 1, Step = 1)]
      public double Q { get; set; }
      
      [Parameter("Stop Loss ", Group = "What", DefaultValue = 58, Step = 1)]
      public int SL { get; set; }
      
      [Parameter("Take Profit", Group = "What", DefaultValue = 78, Step = 1)]
      public int TP { get; set; }
      
      [Parameter("Fast Periods", Group = "How", DefaultValue = 7, Step = 1)]
      public int FPs { get; set; }
      
      [Parameter("Slow Periods", Group = "How", DefaultValue = 14, Step = 1)]
      public int SPs { get; set; }
      
      public DataSeries Source { get; set; }
      
      private MovingAverage fastMa;
      private MovingAverage slowMa;
      
      private const string lab = "WildX";
      
      protected override void OnStart()
        {
          fastMa = Indicators.MovingAverage(Bars.ClosePrices, FPs, MovingAverageType.WilderSmoothing);
          slowMa = Indicators.MovingAverage(Bars.HighPrices, SPs, MovingAverageType.WilderSmoothing);
        }
      protected override void OnBar()
        {
          var bPP = Positions.Find(lab, SymbolName, TradeType.Buy);
          var sPP = Positions.Find(lab, SymbolName, TradeType.Sell);
          
          var cFMa = fastMa.Result.Last(0);
          var cSMa = slowMa.Result.Last(0);
          var pFMa = fastMa.Result.Last(1);
          var pSMa = slowMa.Result.Last(1);
          
          var DAY = Server.Time.DayOfWeek;
          var TIMENOW = Server.Time.TimeOfDay.TotalHours;
          
          if (DAY > OD && DAY < CD)
            {
              if (TIMENOW > SR && TIMENOW < SP)
                {
                  if (pSMa > pFMa && cFMa > cSMa && bPP == null)
                    {
                      if (sPP != null)
                        ClosePosition(sPP);
                        ExecuteMarketOrder(TradeType.Buy, SymbolName, VolumeInUnits, lab, SL, TP);
                    }  
                else if (pSMa < pFMa && cFMa < cSMa && sPP == null)
                    {
                      if (bPP != null)
                        ClosePosition(bPP);
                        ExecuteMarketOrder(TradeType.Sell, SymbolName, VolumeInUnits, lab, SL, TP);
                    }
                }
            }
        }
      private double VolumeInUnits

        {
          get 
            {
              return Symbol.NormalizeVolumeInUnits(Q * Account.Balance, RoundingMode.Down);
            }
        }
    }
}