Description
The ATR Stop and Reverse, is a very simple trading system used for scalping. The indicators used in this trading system basically focus on the stop and reverse concept, as in the parabolic SAR indicator .
In this version you can definate to use ATR or Fix for defination reverse Pips Zone.
using System;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class mATRLevelStopReverse : Indicator
{
[Parameter("UseATRMode (yes)", DefaultValue = true)]
public bool inpUseATRMode { get; set; }
[Parameter("NonATRStopPips (40)",DefaultValue = 40)]
public int inpNonATRStopPips { get; set; }
[Parameter("ATRPeriod (9)", DefaultValue = 9)]
public int inpATRPeriod { get; set; }
[Parameter("ATRMultiplier (3.0)", DefaultValue = 3.0)]
public int inpATRMultiplier { get; set; }
[Parameter("ATRType (sma)", DefaultValue = MovingAverageType.Simple)]
public MovingAverageType inpATRType { get; set; }
[Parameter("ATRSmoothPeriod (1)", DefaultValue = 1)]
public int inpATRSmoothPeriod { get; set; }
[Parameter("ATRSmoothType (sma)", DefaultValue = MovingAverageType.WilderSmoothing)]
public MovingAverageType inpATRSmoothType { get; set; }
[Output("ATR Level Stop-Reverse", LineColor = "Magenta", PlotType = PlotType.DiscontinuousLine, LineStyle = LineStyle.Lines, Thickness = 1)]
public IndicatorDataSeries outLSR { get; set; }
[Output("OpenLong trigger", LineColor = "Green", PlotType = PlotType.Points, LineStyle = LineStyle.Dots, Thickness = 5)]
public IndicatorDataSeries outLongOpen { get; set; }
[Output("OpenShort trigger", LineColor = "Red", PlotType = PlotType.Points, LineStyle = LineStyle.Solid, Thickness = 5)]
public IndicatorDataSeries outShortOpen { get; set; }
private AverageTrueRange _atr;
private MovingAverage _atrma;
private IndicatorDataSeries _deltastop, _stoplevel, _arrowup, _arrowdown;
protected override void Initialize()
{
_atr = Indicators.AverageTrueRange(inpATRPeriod, inpATRType);
_atrma = Indicators.MovingAverage(_atr.Result, inpATRSmoothPeriod, inpATRSmoothType);
_deltastop = CreateDataSeries();
_stoplevel = CreateDataSeries();
_arrowup = CreateDataSeries();
_arrowdown = CreateDataSeries();
}
public override void Calculate(int i)
{
_deltastop[i] = inpUseATRMode == true
? Math.Round(_atrma.Result[i] * inpATRMultiplier, Symbol.Digits)
: Math.Round(inpNonATRStopPips * Symbol.PipSize, Symbol.Digits);
_stoplevel[i] = Bars.ClosePrices[i];
_arrowup[i] = double.NaN;
_arrowdown[i] = double.NaN;
if(i>1 && Bars.ClosePrices[i] == _stoplevel[i-1])
_stoplevel[i] = _stoplevel[i-1];
else
{
if(i>1 && Bars.ClosePrices[i-1] <= _stoplevel[i-1] && Bars.ClosePrices[i] < _stoplevel[i-1])
_stoplevel[i] = Math.Min(_stoplevel[i-1], (Bars.ClosePrices[i] + _deltastop[i]));
else
{
if(i>1 && Bars.ClosePrices[i-1] >= _stoplevel[i-1] && Bars.ClosePrices[i] > _stoplevel[i-1])
_stoplevel[i] = Math.Max(_stoplevel[i-1], (Bars.ClosePrices[i] - _deltastop[i]));
else
{
if(i>1 && Bars.ClosePrices[i] > _stoplevel[i-1])
{
_stoplevel[i] = Bars.ClosePrices[i] - _deltastop[i];
_arrowup[i] = Bars.LowPrices[i] - (5 * Symbol.PipSize);
}
else
{
_stoplevel[i] = Bars.ClosePrices[i] + _deltastop[i];
_arrowdown[i] = Bars.HighPrices[i] + (5 * Symbol.PipSize);
}
}
}
}
outLSR[i] = _stoplevel[i];
outLongOpen[i] = _arrowup[i];
outShortOpen[i] = _arrowdown[i];
}
}
}
mfejza
Joined on 25.01.2022
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: mATRLevelStopReverse.algo
- Rating: 5
- Installs: 2051
- Modified: 17/02/2023 17:26
Comments
acharia bem legal se desse para automatizar o stop, ele sendo automático conduzido pela linha rosa.
That would be great if there is a Cbot version available for testing.
That's fantastic! I'm glad you found the information helpful. To add a pop-up notification for buy or sell signals on both the cAlgo platform and the cTrader app, you will need to modify the code to incorporate the notification feature
If you enjoy the version of you can play the full version here.
codefinger Five Nights at Freddy's,@ - February 20, 2023 @ 20:43
Thanks for this indi but how you was able to compile it?
This line:
_atrma = Indicators.CommodityChannelIndex(_atr.Result, inpATRSmoothPeriod, inpATRSmoothType);
Returns an error:
mATRLevelStopReverse.cs(42, 33): [CS1501] No overload for method 'CommodityChannelIndex' takes 3 arguments
What happen?
please anybody block this account (nguyenphongotjtiqatabto43): https://ctrader.com/users/profile/82116
Looks like your line 40-42 is wrong.
yeap, sorry for this mess. Probably by mistake, I've overridden it in my IDE and haven't noticed.
@codefinger
mate, you are trying to replace smoothing ATR result, from MovingAverrage to CCI, and you can not, because CCI is calculated from 4 array components (bars data: open, high, low, close); ATR indicator return only a array of data
Thanks for this indi but how you was able to compile it?
This line:
_atrma = Indicators.CommodityChannelIndex(_atr.Result, inpATRSmoothPeriod, inpATRSmoothType);
Returns an error:
mATRLevelStopReverse.cs(42, 33): [CS1501] No overload for method 'CommodityChannelIndex' takes 3 arguments
Nice indicator. I should get you to fix my codes ha ha ha . keep up the great work.
Very Much appreciated.
PARABENS MUITO BONS SEUS INDICADORES, POREIA CRIAR ALTOMATIZAÇÃO PELO MENOS DOS STOPS AUTOMÁTICOS?