Description
Hi,
Today i share my new cbot, not yet live tested but look profitable on backtest with different periods.
Based from Pivot Point cbot found here i added MACD for filter entries.
For exemple on DAX m5 results are pretty good
But i have a problem, it only open Buy positions....can someone help me to fix thanx guys.
using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;
namespace cAlgo.Robots
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class PivotPointMACD : Robot
{
[Parameter("Stop Loss", DefaultValue = 50)]
public int StopLoss { get; set; }
[Parameter("Take Profit", DefaultValue = 60)]
public int TakeProfit { get; set; }
[Parameter(DefaultValue = 1000, MinValue = 0)]
public int Volume { get; set; }
[Parameter("Pivot Points Periods (H/L)", DefaultValue = 1, MinValue = 1, Step = 1)]
public int Periods { get; set; }
[Parameter(" Resistance (R1, R2, R3, R4)", DefaultValue = 2, MinValue = 1, MaxValue = 4, Step = 1)]
public int PivotResistance { get; set; }
[Parameter(" Support (S1, S2, S3, S4)", DefaultValue = 2, MinValue = 1, MaxValue = 4, Step = 1)]
public int PivotSupport { get; set; }
[Parameter("Simple Moving Average", DefaultValue = true)]
public bool Trend { get; set; }
[Parameter(" SMA Periods", DefaultValue = 7, MinValue = 0, MaxValue = 10000, Step = 1)]
public int SMAPeriods { get; set; }
[Parameter("MACD LongCycle", DefaultValue = 26, MinValue = 1)]
public int LongCycle { get; set; }
[Parameter("MACD ShortCycle", DefaultValue = 12, MinValue = 1)]
public int ShortCycle { get; set; }
[Parameter("MACD Period", DefaultValue = 9, MinValue = 1)]
public int MACDPeriod { get; set; }
private const string Label = "Pivot Point";
private MovingAverage SMATrend;
private MacdCrossOver _MACD;
protected override void OnStart()
{
Positions.Closed += OnPositionsClosed;
SMATrend = Indicators.MovingAverage(MarketSeries.Close, SMAPeriods, MovingAverageType.Simple);
_MACD = Indicators.MacdCrossOver(LongCycle, ShortCycle, MACDPeriod);
}
protected override void OnTick()
{
var longPosition = Positions.Find(Label, Symbol, TradeType.Buy);
var shortPosition = Positions.Find(Label, Symbol, TradeType.Sell);
//SMA Trend
var MA1 = SMATrend.Result.Last(1);
//Pivot Points Levels
var PivotPoints = MarketData.GetSeries(TimeFrame);
var closepip = PivotPoints.Close.Last(1);
var Pricey = (Symbol.Ask + Symbol.Bid) / 2;
var highest = MarketSeries.High.Last(1);
var lowest = MarketSeries.Low.Last(1);
//Pivot Point
var PP = (highest + lowest + closepip) / 3;
var highestR = MarketSeries.High.Last(1);
for (int i = 2; i <= Periods; i++)
{
if (MarketSeries.High.Last(i) > highestR)
highestR = MarketSeries.High.Last(i);
}
Print("highest: ", highestR);
var lowestR = MarketSeries.Low.Last(1);
for (int i = 2; i <= Periods; i++)
{
if (MarketSeries.Low.Last(i) < lowestR)
lowestR = MarketSeries.Low.Last(i);
}
Print("lowest: ", lowestR);
//Pivot Points: Range
var R4R = 3 * PP + (highestR - 3 * lowestR);
var R3R = 2 * PP + (highestR - 2 * lowestR);
var R2R = PP + (highestR - lowestR);
var R1R = 2 * PP - lowestR;
var S1R = 2 * PP - highestR;
var S2R = PP - (highestR - lowestR);
var S3R = 2 * PP - (2 * highestR - lowestR);
var S4R = 3 * PP - (3 * highestR - lowestR);
if ((Trend ? closepip > MA1 : true) && (Pricey < (PivotSupport == 1 ? S1R : (PivotSupport == 2 ? S2R : (PivotSupport == 3 ? S3R : S4R)))) && longPosition == null)
{
if (_MACD.MACD.Last(1) < _MACD.Signal.Last(1) && _MACD.MACD.Last(0) > _MACD.Signal.Last(0) && _MACD.Signal.Last(0) < 0)
{
ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
if ((Trend ? closepip < MA1 : true) && (Pricey > (PivotResistance == 1 ? R1R : (PivotResistance == 2 ? R2R : (PivotResistance == 3 ? R3R : R4R)))) && shortPosition == null)
{
if (_MACD.MACD.Last(1) > _MACD.Signal.Last(1) && _MACD.MACD.Last(0) < _MACD.Signal.Last(0) && _MACD.Signal.Last(0) > 0)
{
ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
}
}
}
}
}
private void OnPositionsClosed(PositionClosedEventArgs args)
{
}
}
}
MA
makhzen
Joined on 23.11.2020
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Pivot Point MACD.algo
- Rating: 5
- Installs: 3439
- Modified: 13/10/2021 09:54
Warning! Running cBots downloaded from this section may lead to financial losses. Use them at your own risk.
Note that publishing copyrighted material is strictly prohibited. If you believe there is copyrighted material in this section, please use the Copyright Infringement Notification form to submit a claim.
Replace lines 104 -118 with the lines of code below
if ((Trend ? closepip > MA1 : true) && (Pricey < (PivotSupport == 1 ? S1R : (PivotSupport == 2 ? S2R : (PivotSupport == 3 ? S3R : S4R)))) && longPosition == null)
{
if (_MACD.MACD.Last(1) < _MACD.Signal.Last(1) && _MACD.MACD.Last(0) > _MACD.Signal.Last(0) && _MACD.Signal.Last(0) < 0)
{
ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
}
}
if ((Trend ? closepip < MA1 : true) && (Pricey > (PivotResistance == 1 ? R1R : (PivotResistance == 2 ? R2R : (PivotResistance == 3 ? R3R : R4R)))) && shortPosition == null)
{
if (_MACD.MACD.Last(1) > _MACD.Signal.Last(1) && _MACD.MACD.Last(0) < _MACD.Signal.Last(0) && _MACD.Signal.Last(0) > 0)
{
ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(Volume), Label, StopLoss, TakeProfit);
}
}