Description
Advisor "MCAD PrbSAR noise" trades on signals indicators MACD and Parabolic SAR, default is optimized on a pair EURUSD H1. You can optimize any instrument and timeframe. Additionally Advisor equipped noise levels on indicators MACD and Parabolic SAR. Closing of open positions occurs on signals indicators MACD and Parabolic SAR only in profits, or - the stop-loss.
- 1- Noise_Prb_SAR_ema
- 2- Noise_MACD_m0
- 3- Noise_MACD_s0
- 4- Noise_MACD_sm
//+------------------------------------------------------------------+
//+ Code generated using FxPro Quant 2.0.12 |
//+------------------------------------------------------------------+
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 MACDPrbSARnoise : Robot
{
[Parameter("Noise_MACD_sm", DefaultValue = 41)]
public int _Noise_MACD_sm { get; set; }
[Parameter("Step_PrbSAR", DefaultValue = 0.031)]
public double _Step_PrbSAR { get; set; }
[Parameter("Lots", DefaultValue = 0.1)]
public double _Lots { get; set; }
[Parameter("Period_SlowEMA", DefaultValue = 26)]
public int _Period_SlowEMA { get; set; }
[Parameter("Noise_MACD_s0", DefaultValue = 21)]
public int _Noise_MACD_s0 { get; set; }
[Parameter("Period_FastEMA", DefaultValue = 12)]
public int _Period_FastEMA { get; set; }
[Parameter("Period_MACD_SMA", DefaultValue = 9)]
public int _Period_MACD_SMA { get; set; }
[Parameter("Stop_Loss", DefaultValue = 3000)]
public int _Stop_Loss { get; set; }
[Parameter("Noise_Prb_SAR_ema", DefaultValue = 351)]
public int _Noise_Prb_SAR_ema { get; set; }
[Parameter("Noise_MACD_m0", DefaultValue = 161)]
public int _Noise_MACD_m0 { get; set; }
//Global declaration
private MacdHistogram i_MACD_main;
private MacdHistogram i_MCAD_signal;
private SimpleMovingAverage i_MA_Close;
private ParabolicSAR i_Parabolic_SAR;
private SimpleMovingAverage i_MA_Open;
private ExponentialMovingAverage i_EMAf;
double _MACD_main;
double _MCAD_signal;
double _MA_Close;
double _Parabolic_SAR;
bool _Compare;
bool _Compare_1;
bool _Compare_2;
bool _Compare_3;
DateTime LastTradeExecution = new DateTime(0);
protected override void OnStart()
{
i_MACD_main = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA);
i_MCAD_signal = Indicators.MacdHistogram(MarketSeries.Close, (int)_Period_SlowEMA, (int)_Period_FastEMA, (int)_Period_MACD_SMA);
i_MA_Close = Indicators.SimpleMovingAverage(MarketSeries.Close, 1);
i_Parabolic_SAR = Indicators.ParabolicSAR(_Step_PrbSAR, 0.1);
i_MA_Open = Indicators.SimpleMovingAverage(MarketSeries.Open, 1);
i_EMAf = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_Period_FastEMA);
}
protected override void OnTick()
{
if (Trade.IsExecuting)
return;
//Local declaration
TriState _Open_Buy = new TriState();
TriState _Open_Sell = new TriState();
TriState _Close_Sell = new TriState();
TriState _Close_Buy = new TriState();
//Step 1
_MACD_main = i_MACD_main.Histogram.Last(0);
_MCAD_signal = i_MCAD_signal.Signal.Last(0);
_MA_Close = i_MA_Close.Result.Last(0);
_Parabolic_SAR = i_Parabolic_SAR.Result.Last(0);
//Step 2
_Compare = (_MACD_main > 0);
_Compare_1 = (_MACD_main > _MCAD_signal);
_Compare_2 = (_MCAD_signal > 0);
_Compare_3 = (_Parabolic_SAR < _MA_Close);
//Step 3
//Step 4
//Step 5
//Step 6
if ((_Compare_1 && _Compare && _Compare_3 && (Math.Abs((_MACD_main - (_MCAD_signal))) > (_Noise_MACD_sm / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs(_MACD_main) > (_Noise_MACD_m0 / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs((_Parabolic_SAR - (i_EMAf.Result.Last(0)))) > (_Noise_Prb_SAR_ema / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs(_MCAD_signal) > (_Noise_MACD_s0 / (Math.Pow(10, Symbol.Digits)))) && _Compare_2))
_Open_Buy = _OpenPosition(1, true, Symbol.Code, TradeType.Buy, _Lots, 0, _Stop_Loss, 0, "");
if ((!_Compare_1 && !_Compare && !_Compare_3 && (Math.Abs((_MACD_main - (_MCAD_signal))) > (_Noise_MACD_sm / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs(_MACD_main) > (_Noise_MACD_m0 / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs((_Parabolic_SAR - (i_EMAf.Result.Last(0)))) > (_Noise_Prb_SAR_ema / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs(_MCAD_signal) > (_Noise_MACD_s0 / (Math.Pow(10, Symbol.Digits)))) && !_Compare_2))
_Open_Sell = _OpenPosition(1, true, Symbol.Code, TradeType.Sell, _Lots, 0, _Stop_Loss, 0, "");
//Step 7
//Step 8
if (((_OrderStatus(1, Symbol.Code, 4) && ((new Func<string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
return pos.NetProfit;
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return po == null ? 0 : pos.NetProfit;
})("", 1)) > Math.Abs(((new Func<string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
return pos.Commissions;
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return po == null ? 0 : pos.Commissions;
})("", 1)) + ((new Func<string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
return pos.Swap;
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return po == null ? 0 : pos.Swap;
})("", 1)))))) && _Compare_1 && _Compare_3)))
_Close_Sell = _ClosePosition(1, Symbol.Code, 0);
if (((_OrderStatus(1, Symbol.Code, 3) && ((new Func<string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
return pos.NetProfit;
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return po == null ? 0 : pos.NetProfit;
})("", 1)) > Math.Abs(((new Func<string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
return pos.Commissions;
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return po == null ? 0 : pos.Commissions;
})("", 1)) + ((new Func<string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
return pos.Swap;
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return po == null ? 0 : pos.Swap;
})("", 1)))))) && !_Compare_1 && !_Compare_3)))
_Close_Buy = _ClosePosition(1, Symbol.Code, 0);
}
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] = "FxProQuant_" + 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("FxProQuant_" + 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 = (int)(lots * 100000);
if (!ExecuteMarketOrder(tradeType, symbol, volume, "FxProQuant_" + 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("FxProQuant_" + 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 = (int)(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 = null;
if (poType == PendingOrderType.Limit)
{
if (!PlaceLimitOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + 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, "FxProQuant_" + 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("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos == null)
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("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po == null)
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 = 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("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos == null)
new TriState();
TradeResult result;
if (lots == 0)
{
result = ClosePosition(pos);
}
else
{
int volume = (int)(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("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po == null)
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("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
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("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po != null)
{
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;
}
}
}
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;
}
}
egormas
Joined on 18.03.2015
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: MACD PrbSAR noise.algo
- Rating: 0
- Installs: 4373
- Modified: 13/10/2021 09:54
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Comments
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The code generated by the designer on the FxPro Quant.
AY
I think tere is an error here in the code :
if (pos != null)
return pos.Commissions;
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return po == null ? 0 : pos.Commissions;
if (pos==null) and (po !=null) then pos.Commissions doesn't have a value !
AY
Your bot is interesting, can you explain some of the idee Under this EA ?
I have modified version on this and giving me good output.
http://gyazo.com/05e516e1736cb63d198c8dc9d94b1152
Sample entries:
https://gyazo.com/0109a0f28f36cc30c2c29f3af74daeb0
From 1k to 1.422K from June 28 2016 to July 7 2016 Optimization and Backtesting.
https://gyazo.com/422ab3a14dce05704842cbb2b9e08e80