Description
Hello Traders and FX aficionados
Based on multiple request comming over my website ( https://www.bregu.al ) , regarding the source code and how the MEDIAN_MULTI robot works (first published on https://ctdn.com/algos/cbots/show/1581 ) , I have decided to publish it with code.
You can referr to the results on https://ctdn.com/algos/cbots/show/1581 , as well as for settings to be used.
Just e few bulletpoints:
EURUSD, going from 10k $ to more than 300k $
EURGBP, going from 10 k $ to more than 50k $
GBPUSD, going from 10k $ to more than 76k $
DISCLAIMER: USE IT AT YOUR OWN RISK
Due to the fact that robot should be thoroughly tested and understood, I have put a safeguard into the robot to allow it to work only in backtest mode. ( if (!IsBacktesting) Stop(); )
If you want to use it in Demo just change the line to ( if (Account.IsLive) Stop(); )
If you like my work and want to support or request any changes , you can go on https://www.fiverr.com/s2/89ef42aba2 and buy any of the product(s).
Have Fun and enjoy your time trading
Oltion Bregu
////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//// ////
//// Name : Median_Multi ////
//// Dated : 26-May-16 ////
//// ver : 8.1 ////
//// Updated : 04-Mar-17 ////
//// Copyright: Oltion Bregu ////
//// ////
//// If you like my work and want to support, you can go on ////
//// https://www.fiverr.com/s2/8452795c43 and buy one of the product(s) ////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////
using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
using System.Diagnostics;
using System.IO;
using System.Resources;
namespace cAlgo
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
public class Median_MULTI : Robot
{
#region Parametra_Publike
[Parameter("Komenti", DefaultValue = "Dhelpra")]
public string StrategyName { get; set; }
// [Parameter("Lejo Trading", DefaultValue = true)]
// public bool LTrading { get; set; }
[Parameter("Volume Fix", DefaultValue = 10000, MinValue = 1)]
public int VolFix { get; set; }
[Parameter("Max Ord Total", DefaultValue = 20, MinValue = 0)]
public int MaxOrdTotal { get; set; }
[Parameter("Max Ord Buy", DefaultValue = 20, MinValue = 0)]
public int MaxOrdBuy { get; set; }
[Parameter("Max Ord Sell", DefaultValue = 20, MinValue = 0)]
public int MaxOrdSell { get; set; }
[Parameter("Def SL", DefaultValue = 200, MinValue = 0)]
public int DefSL { get; set; }
[Parameter("Def TP", DefaultValue = 200, MinValue = 0)]
public int DefTP { get; set; }
[Parameter("Target Win NET", DefaultValue = 200, MinValue = 0)]
public int TargetWinNet { get; set; }
[Parameter("Target Win Pct", DefaultValue = 5, MinValue = 0)]
public double TargetWinPCt { get; set; }
[Parameter("Max Loss Pct", DefaultValue = 5, MinValue = 0)]
public double MaxLossPCt { get; set; }
[Parameter("Buy/Sell Single max Loss", DefaultValue = 5, MinValue = 0)]
public double BSMaxLoss { get; set; }
[Parameter("Buy/Sell Single max Win", DefaultValue = 5, MinValue = 0)]
public double BSMaxWin { get; set; }
[Parameter("Step", DefaultValue = 20, MinValue = 0)]
public int Step { get; set; }
[Parameter("PIP Win", DefaultValue = 20, MinValue = 0)]
public int PipWin { get; set; }
[Parameter("K", DefaultValue = 1.001, MinValue = 0)]
public double Koeficenti { get; set; }
[Parameter("MA Period", DefaultValue = 7)]
public int FMA_Period { get; set; }
#endregion
#region Parametra_Private
private int Order_Hapur_Total;
private int Order_Hapur_Buy;
private int Order_Hapur_Sell;
private double PastHourOpen;
private double PastHourClose;
private double PastHourHigh;
private double PastHourLow;
private double PastCandlePips;
private double DifHighLow;
private double DifOpenClose;
private double PctBodyAll;
private double RatioEB;
private double TargetRatio;
private bool OKOpenOrders;
private MovingAverage Fast_MA;
#endregion
protected override void OnStart()
{
DateTime stopdate = new DateTime(2018, 10, 10);
if (Server.Time.Date >= stopdate)
{
Stop();
}
if (!IsBacktesting)
Stop();
Fast_MA = Indicators.MovingAverage(MarketSeries.Close, FMA_Period, MovingAverageType.Simple);
Process.Start("iexplore.exe", "http://www.bregu.al");
Process.Start("iexplore.exe", "https://www.fiverr.com/s2/8452795c43");
}
protected override void OnTick()
{
#region Hap_Order_nqs_no_order
if (Positions.FindAll(StrategyName, Symbol, TradeType.Sell).Length == 0)
{
// if (Fast_MA.Result.IsFalling())
ExecuteMarketOrder(TradeType.Sell, Symbol, VolFix, StrategyName, DefSL, DefTP, 0, StrategyName);
}
if (Positions.FindAll(StrategyName, Symbol, TradeType.Buy).Length == 0)
{
// if (Fast_MA.Result.IsRising())
ExecuteMarketOrder(TradeType.Buy, Symbol, VolFix, StrategyName, DefSL, DefTP, 0, StrategyName);
}
#endregion
double NetWL = 0;
double BuyNetWL = 0;
double SellNetWL = 0;
var POZHap = Positions.FindAll(StrategyName);
foreach (var POZ1 in POZHap)
{
NetWL = NetWL + POZ1.NetProfit;
if (POZ1.TradeType == TradeType.Buy)
BuyNetWL = BuyNetWL + POZ1.NetProfit;
if (POZ1.TradeType == TradeType.Sell)
SellNetWL = SellNetWL + POZ1.NetProfit;
}
RatioEB = Account.Equity / Account.Balance;
TargetRatio = 1 + TargetWinPCt / 100;
double TargetWin = 0;
double MaxLoss = 0;
TargetWin = (TargetWinPCt * Account.Balance) / (100 * Math.Pow(Koeficenti, Order_Hapur_Total));
MaxLoss = MaxLossPCt * Account.Balance / 100;
double BSLoss = 0;
BSLoss = BSMaxLoss * Account.Balance / 100;
double BSWin = 0;
BSWin = BSMaxWin * Account.Balance / 100;
if (NetWL > TargetWin || NetWL < (-MaxLoss) || NetWL > TargetWinNet)
{
foreach (var POZ2 in POZHap)
{
if (POZ2 != null)
{
ClosePosition(POZ2);
}
}
}
if (BuyNetWL < (-BSLoss) || BuyNetWL > BSWin)
{
foreach (var POZ3 in POZHap)
{
if (POZ3 != null && POZ3.TradeType == TradeType.Buy && POZ3.NetProfit < 0)
{
ClosePosition(POZ3);
}
}
}
if (SellNetWL < (-BSLoss) || SellNetWL > BSWin)
{
foreach (var POZ4 in POZHap)
{
if (POZ4 != null && POZ4.TradeType == TradeType.Sell && POZ4.NetProfit < 0)
{
ClosePosition(POZ4);
}
}
}
#region kontrollo_order_hapur
OKOpenOrders = false;
Order_Hapur_Total = 0;
Order_Hapur_Buy = 0;
Order_Hapur_Sell = 0;
Order_Hapur_Total = Positions.FindAll(StrategyName, Symbol).Length;
Order_Hapur_Buy = Positions.FindAll(StrategyName, Symbol, TradeType.Buy).Length;
Order_Hapur_Sell = Positions.FindAll(StrategyName, Symbol, TradeType.Sell).Length;
if (Order_Hapur_Total < MaxOrdTotal)
OKOpenOrders = true;
double LastBuyPrice = 0;
double LastSellPrice = 0;
double AVGBuy = 0;
double AVGSell = 0;
DateTime LastBuyTime = new DateTime(2000, 10, 10);
DateTime LastSellTime = new DateTime(2000, 10, 10);
foreach (var PozicionHapur in Positions)
{
if (PozicionHapur != null && PozicionHapur.SymbolCode == Symbol.Code && PozicionHapur.Comment == StrategyName)
{
if (PozicionHapur.TradeType == TradeType.Buy)
{
var temptimebuy = PozicionHapur.EntryTime;
if (temptimebuy > LastBuyTime)
{
LastBuyTime = temptimebuy;
LastBuyPrice = PozicionHapur.EntryPrice;
}
AVGBuy = PozicionHapur.EntryPrice + AVGBuy;
}
if (PozicionHapur.TradeType == TradeType.Sell)
{
var temptimesell = PozicionHapur.EntryTime;
if (temptimesell > LastSellTime)
{
LastSellTime = temptimesell;
LastSellPrice = PozicionHapur.EntryPrice;
}
AVGSell = PozicionHapur.EntryPrice + AVGSell;
}
}
}
if (Order_Hapur_Buy > 0)
AVGBuy = AVGBuy / Order_Hapur_Buy;
if (Order_Hapur_Sell > 0)
AVGSell = AVGSell / Order_Hapur_Sell;
var SellTP = AVGSell - PipWin * Symbol.PipSize;
//var SellTP = LastSellPrice + (Math.Abs(LastSellPrice - AVGSell) / Math.Pow(Koeficenti, Order_Hapur_Sell));
foreach (var POZ5 in POZHap)
{
if (POZ5 != null && POZ5.TradeType == TradeType.Sell && AVGSell > 0 && Symbol.Bid > AVGSell && SellTP != POZ5.TakeProfit)
{
ModifyPosition(POZ5, POZ5.StopLoss, SellTP);
}
}
var BuyTP = AVGBuy + PipWin * Symbol.PipSize;
//var BuyTP = LastBuyPrice - (Math.Abs(AVGBuy - LastBuyPrice) / Math.Pow(Koeficenti, Order_Hapur_Buy));
foreach (var POZ6 in POZHap)
{
if (POZ6 != null && POZ6.TradeType == TradeType.Buy && AVGBuy > 0 && Symbol.Ask < AVGBuy && BuyTP != POZ6.TakeProfit)
{
ModifyPosition(POZ6, POZ6.StopLoss, BuyTP);
}
}
#endregion
#region gjej_vlerat_e_nevojshme
PastHourOpen = MarketSeries.Open.Last(1);
PastHourClose = MarketSeries.Close.Last(1);
PastHourHigh = MarketSeries.High.Last(1);
PastHourLow = MarketSeries.Low.Last(1);
DifHighLow = Math.Abs(PastHourHigh - PastHourLow);
DifOpenClose = Math.Abs(PastHourOpen - PastHourClose);
PctBodyAll = DifOpenClose / DifHighLow;
PastCandlePips = DifOpenClose / Symbol.PipSize;
#endregion
#region Last_Buy_Sell_entry
var OKtoBuy = false;
var OKtoSell = false;
// || Symbol.Ask > LastBuyPrice + Step * Symbol.PipSize ||
// && Fast_MA.Result.IsRising()
if ((Symbol.Ask < LastBuyPrice - Step * Symbol.PipSize) && Order_Hapur_Buy < MaxOrdBuy)
{
OKtoBuy = true;
}
// || Symbol.Bid < LastSellPrice - Step * Symbol.PipSize ||
//&& Fast_MA.Result.IsFalling()
if ((Symbol.Bid > LastSellPrice + Step * Symbol.PipSize) && Order_Hapur_Sell < MaxOrdSell)
{
OKtoSell = true;
}
#endregion
#region vendos_order
if (OKOpenOrders)
{
if (OKtoSell)
{
var LotSell = Symbol.NormalizeVolume(VolFix * Math.Pow(Koeficenti, Order_Hapur_Sell), RoundingMode.ToNearest);
var result1 = ExecuteMarketOrder(TradeType.Sell, Symbol, LotSell, StrategyName, DefSL, DefTP, 0, StrategyName);
if (result1.IsSuccessful)
{
var position1 = result1.Position;
Print("Position Entry price is {0}", position1.EntryPrice);
Print("Totali i Order eshte{0}", Order_Hapur_Total);
Print("Totali i Order Buy eshte {0}", Order_Hapur_Buy);
Print("Totali i Order Sell eshte {0}", Order_Hapur_Sell);
Print("Account Margin eshte {0}", Account.MarginLevel);
}
}
if (OKtoBuy)
{
var LotBuy = Symbol.NormalizeVolume(VolFix * Math.Pow(Koeficenti, Order_Hapur_Buy), RoundingMode.ToNearest);
var result2 = ExecuteMarketOrder(TradeType.Buy, Symbol, LotBuy, StrategyName, DefSL, DefTP, 0, StrategyName);
if (result2.IsSuccessful)
{
var position2 = result2.Position;
Print("Position Entry price is {0}", position2.EntryPrice);
Print("Totali i Order Hapur {0}", Order_Hapur_Total);
Print("Totali i Order Buy eshte {0}", Order_Hapur_Buy);
Print("Totali i Order Sell eshte {0}", Order_Hapur_Sell);
Print("Account Margin eshte {0}", Account.MarginLevel);
}
}
}
#endregion
}
protected override void OnStop()
{
// Put your deinitialization logic here
}
}
}
9544315
Joined on 29.12.2015
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Median_MULTI.algo
- Rating: 0
- Installs: 2882
- Modified: 13/10/2021 09:54
Comments
I would not suggest anybody use a robot in LIVE account without first:
1. Understanding very throughly what the robot does.
2. What the robots risks are.
3. What part of your account can the robot lose, 0-100%.
If you are sure on all of the above, you can use the robot on any type of account, the code is there.
Just remove the protection
This link "https://www.fiverr.com/s2/8452795c43" cannot open.
Can I use it in live account ?
Thank you.
Hi, I think this is a great code, however I am wondering if anyone could add a script that calculates the margin used so during backtesting it won’t open a position if the margin isn’t available. Thankyou.