Description
Howdy!
Sharing one of my simple Grid trading systems. This can be used as it is but I strongly encourage you to add your own entry signal :)
Buy:Allow Buy orders
Sell:Allow Sell orders
PipStep: Grid base on these pip difference
FirstVolume:What Volume to start with (0.01Lot)
Max Spread: Max spread for girdtrade
AvarageTP: Pips away for profit
Available Settings
Backtesting(14/12-2016-->16/2-2017) with Stupid Entry Signal:
Grid systems are dangerous to use so keep monitoring your positions.
using System;
using System.Linq;
using cAlgo.API;
namespace cAlgo
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class NorsePiprunner : Robot
{
[Parameter("Buy", DefaultValue = true)]
public bool Buy { get; set; }
[Parameter("Sell", DefaultValue = true)]
public bool Sell { get; set; }
[Parameter("Pip Step", DefaultValue = 10, MinValue = 1)]
public int PipStep { get; set; }
[Parameter("First Volume", DefaultValue = 1000, MinValue = 1000, Step = 1000)]
public int FirstVolume { get; set; }
[Parameter("Max Spread", DefaultValue = 3.0)]
public double MaxSpread { get; set; }
[Parameter("Average TP", DefaultValue = 3, MinValue = 1)]
public int AverageTP { get; set; }
[Parameter("Volume Exponent", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 5.0)]
public double VolumeExponent { get; set; }
private string Label = "piprunner";
private Position position;
private DateTime buyOpenTime;
private DateTime sellOpenTime;
private int orderStatus;
private double currentSpread;
private bool initial_start = true;
private bool cStop = false;
protected override void OnStart()
{
}
protected override void OnTick()
{
currentSpread = (Symbol.Ask - Symbol.Bid) / Symbol.PipSize;
if (activeDirectionCount(TradeType.Buy) > 0)
TrailBuySL(AverageEntryPrice(TradeType.Buy), AverageTP);
if (activeDirectionCount(TradeType.Sell) > 0)
TrailSellSL(AverageEntryPrice(TradeType.Sell), AverageTP);
if (MaxSpread >= currentSpread && !cStop)
SimpleLogic();
DrawDescisionLines();
}
protected override void OnError(Error error)
{
if (error.Code == ErrorCode.NoMoney)
{
cStop = true;
Print("openning stopped because: not enough money");
}
}
protected override void OnBar()
{
RefreshData();
}
protected override void OnStop()
{
ChartObjects.RemoveAllObjects();
}
private void SimpleLogic()
{
if (initial_start)
{
//Entry Signal previous bar larger than the one before
if (Buy && activeDirectionCount(TradeType.Buy) == 0 && MarketSeries.Close.Last(1) > MarketSeries.Close.Last(2))
{
orderStatus = OrderSend(TradeType.Buy, Volumizer(FirstVolume));
if (orderStatus > 0)
buyOpenTime = MarketSeries.OpenTime.Last(0);
else
Print("First BUY openning error at: ", Symbol.Ask, "Error Type: ", LastResult.Error);
}
//Entry signal previous bar smaller than the one before
if (Sell && activeDirectionCount(TradeType.Sell) == 0 && MarketSeries.Close.Last(2) > MarketSeries.Close.Last(1))
{
orderStatus = OrderSend(TradeType.Sell, Volumizer(FirstVolume));
if (orderStatus > 0)
sellOpenTime = MarketSeries.OpenTime.Last(0);
else
Print("First SELL openning error at: ", Symbol.Bid, "Error Type: ", LastResult.Error);
}
}
Gridernize();
}
//Create the Grid sistem based on the PipStep
private void Gridernize()
{
if (activeDirectionCount(TradeType.Buy) > 0)
{
if (Math.Round(Symbol.Ask, Symbol.Digits) < Math.Round(GetHighestBuyEntry(TradeType.Buy) - PipStep * Symbol.PipSize, Symbol.Digits) && buyOpenTime != MarketSeries.OpenTime.Last(0))
{
long b_lotS = NextLotSize(TradeType.Buy);
orderStatus = OrderSend(TradeType.Buy, Volumizer(b_lotS));
if (orderStatus > 0)
buyOpenTime = MarketSeries.OpenTime.Last(0);
else
Print("Next BUY openning error at: ", Symbol.Ask, "Error Type: ", LastResult.Error);
}
}
if (activeDirectionCount(TradeType.Sell) > 0)
{
if (Math.Round(Symbol.Bid, Symbol.Digits) > Math.Round(GetLowestSellEntry(TradeType.Sell) + PipStep * Symbol.PipSize, Symbol.Digits) && sellOpenTime != MarketSeries.OpenTime.Last(0))
{
long s_lotS = NextLotSize(TradeType.Sell);
orderStatus = OrderSend(TradeType.Sell, Volumizer(s_lotS));
if (orderStatus > 0)
sellOpenTime = MarketSeries.OpenTime.Last(0);
else
Print("Next SELL openning error at: ", Symbol.Bid, "Error Type: ", LastResult.Error);
}
}
}
private int OrderSend(TradeType TrdTp, long iVol)
{
int orderStatus = 0;
if (iVol > 0)
{
TradeResult result = ExecuteMarketOrder(TrdTp, Symbol, iVol, Label, 0, 0, 0, "smart_grid");
if (result.IsSuccessful)
{
Print(TrdTp, "Opened at: ", result.Position.EntryPrice);
orderStatus = 1;
}
else
Print(TrdTp, "Openning Error: ", result.Error);
}
else
Print("Volume calculation error: Calculated Volume is: ", iVol);
return orderStatus;
}
//Trail the stoploss position for a BUY Order
private void TrailBuySL(double price, int tp)
{
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TradeType.Buy)
{
double? new_tp = Math.Round(price + tp * Symbol.PipSize, Symbol.Digits);
if (position.TakeProfit != new_tp)
ModifyPosition(position, position.StopLoss, new_tp);
}
}
}
}
//Trail the stoploss position for a SELL Order
private void TrailSellSL(double price, int tp)
{
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TradeType.Sell)
{
double? new_tp = Math.Round(price - tp * Symbol.PipSize, Symbol.Digits);
if (position.TakeProfit != new_tp)
ModifyPosition(position, position.StopLoss, new_tp);
}
}
}
}
//Draw the Action lines to illustrate the trades
private void DrawDescisionLines()
{
if (activeDirectionCount(TradeType.Buy) > 1)
{
double y = AverageEntryPrice(TradeType.Buy);
ChartObjects.DrawHorizontalLine("bpoint", y, Colors.Yellow, 2, LineStyle.Dots);
}
else
ChartObjects.RemoveObject("bpoint");
if (activeDirectionCount(TradeType.Sell) > 1)
{
double z = AverageEntryPrice(TradeType.Sell);
ChartObjects.DrawHorizontalLine("spoint", z, Colors.HotPink, 2, LineStyle.Dots);
}
else
ChartObjects.RemoveObject("spoint");
ChartObjects.DrawText("pan", botText(), StaticPosition.TopLeft, Colors.Tomato);
}
//Text to be printed on Screen
private string botText()
{
string printString = "";
string BPos = "";
string SPos = "";
string spread = "";
string BTA = "";
string STA = "";
double CBPOS = 0;
double CSPOS = 0;
CBPOS = activeDirectionCount(TradeType.Buy);
CSPOS = activeDirectionCount(TradeType.Sell);
spread = "\nSpread = " + Math.Round(currentSpread, 1);
if (CBPOS > 0)
BPos = "\nBuy Positions = " + activeDirectionCount(TradeType.Buy);
if (CSPOS > 0)
SPos = "\nSell Positions = " + activeDirectionCount(TradeType.Sell);
if (activeDirectionCount(TradeType.Buy) > 0)
{
double abta = Math.Round((AverageEntryPrice(TradeType.Buy) - Symbol.Bid) / Symbol.PipSize, 1);
BTA = "\nBuy Target Away = " + abta;
}
if (activeDirectionCount(TradeType.Sell) > 0)
{
double asta = Math.Round((Symbol.Ask - AverageEntryPrice(TradeType.Sell)) / Symbol.PipSize, 1);
STA = "\nSell Target Away = " + asta;
}
if (currentSpread > MaxSpread)
printString = "MAX SPREAD EXCEED";
else
printString = "Foxy Grid" + BPos + spread + SPos + BTA + STA;
return (printString);
}
//Return the active positions of this bot
private int ActiveLabelCount()
{
int ASide = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
ASide++;
}
return ASide;
}
//Return the position count of trades of specific type (BUY/SELL)
private int activeDirectionCount(TradeType TrdTp)
{
int TSide = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
TSide++;
}
}
return TSide;
}
//The Avarage EtryPrice for all positions of a specific type (SELL/BUY)
private double AverageEntryPrice(TradeType TrdTp)
{
double Result = 0;
double AveragePrice = 0;
long Count = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
{
AveragePrice += position.EntryPrice * position.Volume;
Count += position.Volume;
}
}
}
if (AveragePrice > 0 && Count > 0)
Result = Math.Round(AveragePrice / Count, Symbol.Digits);
return Result;
}
private double GetHighestBuyEntry(TradeType TrdTp)
{
double GetHighestBuyEntry = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
{
if (GetHighestBuyEntry == 0)
{
GetHighestBuyEntry = position.EntryPrice;
continue;
}
if (position.EntryPrice < GetHighestBuyEntry)
GetHighestBuyEntry = position.EntryPrice;
}
}
}
return GetHighestBuyEntry;
}
private double GetLowestSellEntry(TradeType TrdTp)
{
double GetLowestSellEntry = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
{
if (GetLowestSellEntry == 0)
{
GetLowestSellEntry = position.EntryPrice;
continue;
}
if (position.EntryPrice > GetLowestSellEntry)
GetLowestSellEntry = position.EntryPrice;
}
}
}
return GetLowestSellEntry;
}
private double LastEntry(TradeType TrdTp)
{
double LastEntryPrice = 0;
int APositionID = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
{
if (APositionID == 0 || APositionID > position.Id)
{
LastEntryPrice = position.EntryPrice;
APositionID = position.Id;
}
}
}
}
return LastEntryPrice;
}
private long LastVolume(TradeType TrdTp)
{
long LastVolumeTraded = 0;
int APositionID = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
{
if (APositionID == 0 || APositionID > position.Id)
{
LastVolumeTraded = position.Volume;
APositionID = position.Id;
}
}
}
}
return LastVolumeTraded;
}
private long clt(TradeType TrdTp)
{
long Result = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp)
Result += position.Volume;
}
}
return Result;
}
private int GridCount(TradeType TrdTp1, TradeType TrdTp2)
{
double LastEntryPrice = LastEntry(TrdTp2);
int APositionID = 0;
for (int i = Positions.Count - 1; i >= 0; i--)
{
position = Positions[i];
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == TrdTp1 && TrdTp1 == TradeType.Buy)
{
if (Math.Round(position.EntryPrice, Symbol.Digits) <= Math.Round(LastEntryPrice, Symbol.Digits))
APositionID++;
}
if (position.TradeType == TrdTp1 && TrdTp1 == TradeType.Sell)
{
if (Math.Round(position.EntryPrice, Symbol.Digits) >= Math.Round(LastEntryPrice, Symbol.Digits))
APositionID++;
}
}
}
return APositionID;
}
private long NextLotSize(TradeType TrdRp)
{
int current_Volume = GridCount(TrdRp, TrdRp);
long last_Volume = LastVolume(TrdRp);
long next_Volume = Symbol.NormalizeVolume(last_Volume * Math.Pow(VolumeExponent, current_Volume));
return next_Volume;
}
private long Volumizer(long vol)
{
long volmin = Symbol.VolumeMin;
long volmax = Symbol.VolumeMax;
long voltemp = vol;
if (voltemp < volmin)
voltemp = volmin;
if (voltemp > volmax)
voltemp = volmax;
return voltemp;
}
}
}
JO
joyider
Joined on 29.03.2015
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Norse Piprunner.algo
- Rating: 2.5
- Installs: 6436
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Comments
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PR
https://radikal.ru/lfp/a.radikal.ru/a03/1904/b2/8d1d00b66816.png/htm
PR
Good day, please tell me why I do not optimize this robot, just empty fields are obtained, send a screenshot ...please help to understand .
NE
Hola querido amigo, una pregunta, como se coloca el stop loss? Qué cantidad de pips pones en el stop loss? Muchas gracias y felicidades
Now algo put limit order.
How put stop pending order, every 10-30 pips ?