Category Trend  Published on 29/05/2023

OrglobalFx cBot XAUUSD Double SSL

Description

Telegram: @orglobalng

Tested with the following Parameters:
             Symbol: XAUUSD  
             Entry Time: 19:00
            Timeframe: 1H


//Telegram: @orglobalng
// Tested with the following Parameters:
//              Symbol: XAUUSD  
//              Time: 19:00
//              Timeframe: 1H
//
//
//
//


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.WCentralAfricaStandardTime, AccessRights = AccessRights.None)]
    public class OFX_CBOT_202303060144_XAUUSD_H1_DOUBLESSL : Robot
    {
        [Parameter("Volume", DefaultValue = 2)]
        public double Volume { get; set; }
        [Parameter("Length Main", DefaultValue = 80)]
        public int LengthMain { get; set; }
        [Parameter("LengthBase", DefaultValue = 200)]
        public int LengthBase { get; set; }
        [Parameter("Entry Time Hour", DefaultValue = 19)]
        public int EntryTimeHour { get; set; }
        [Parameter("Entry Time Minute", DefaultValue = 00)]
        public int EntryTimeMin { get; set; }
        [Parameter("MA Type", DefaultValue = MovingAverageType.WilderSmoothing)]
        public MovingAverageType MAType { get; set; }
        [Parameter("Instance Name", DefaultValue = "OrglobalFxSSL")]
        public string InstanceName { get; set; }

        // Breakeven parameters
        [Parameter("Include Break-Even", DefaultValue = true, Group = "Protection")]
        public bool IncludeBreakEven { get; set; }
        [Parameter("Trail after Break-Even", DefaultValue = true, Group = "Protection")]
        public bool Includetrail { get; set; }

        public SSLChannel SSLBase, SSLMain;
        public AverageTrueRange _atr;
        public double StopLossInPips, BreakEvenPips, trailingstoppips, TakeProfitInPips, BreakEvenExtraPips;

        protected override void OnStart()
        {
            SSLBase = Indicators.GetIndicator<SSLChannel>(LengthBase, MAType);
            SSLMain = Indicators.GetIndicator<SSLChannel>(LengthMain, MAType);
            InstanceName = InstanceName + "_" + SymbolName;
            _atr = Indicators.AverageTrueRange(30, MovingAverageType.Simple);

        }

        protected override void OnBar()
        {

            TakeProfitInPips = Math.Round((_atr.Result.LastValue / Symbol.PipSize), 0);
   
            var SSLMainsslupper = Math.Max(SSLMain._sslUp.Last(1), SSLMain._sslDown.Last(1));
            var SSLMainssllower = Math.Min(SSLMain._sslUp.Last(1), SSLMain._sslDown.Last(1));
            var SSLBasesslupper = Math.Max(SSLBase._sslUp.Last(1), SSLBase._sslDown.Last(1));
            var SSLBasessllower = Math.Min(SSLBase._sslUp.Last(1), SSLBase._sslDown.Last(1));


            var price = Bars.ClosePrices;

            if (SSLMainssllower>SSLBasesslupper )
            {

            if (price.Last(1) > SSLMainsslupper )
            {

                Open(TradeType.Buy, InstanceName);
            }
            }

            else if
            (SSLMainsslupper<SSLBasessllower)            
            {

            if  (price.Last(1) < SSLMainssllower)           
            {

                Open(TradeType.Sell, InstanceName);
            }
            }


            if (price.Last(1) > SSLMainsslupper)
            {
                Close(TradeType.Sell, InstanceName);
            }

            if (price.Last(1) < SSLMainssllower)
            {
                Close(TradeType.Buy, InstanceName);
            }


            //Breakeven Function Usecase
            if (IncludeBreakEven)
            {
                BreakEvenAdjustment();
            }
        }

        private void Close(TradeType tradeType, string Label)
        {
            foreach (var position in Positions.FindAll(Label, SymbolName, tradeType))
                ClosePosition(position);
        }

        private void Open(TradeType tradeType, string Label)
        {
            var position = Positions.Find(Label, SymbolName);
            if (position == null && Server.Time.Hour == EntryTimeHour && Server.Time.Minute == EntryTimeMin)
            {

                ExecuteMarketOrder(tradeType, SymbolName, Volume/2, InstanceName, null, null);
                ExecuteMarketOrder(tradeType, SymbolName, Volume / 2, InstanceName, null, TakeProfitInPips);
            }
        }

        #region Break Even
// code from clickalgo.com
        private void BreakEvenAdjustment()
        {
            var positn = Positions.Find(InstanceName, SymbolName);
            var allPositions = Positions.FindAll(InstanceName, SymbolName);

            foreach (Position position in allPositions)
            {
                var entryPrice = position.EntryPrice;
                var distance = position.TradeType == TradeType.Buy ? Symbol.Bid - entryPrice : entryPrice - Symbol.Ask;


                BreakEvenPips = Math.Round((_atr.Result.LastValue / Symbol.PipSize), 0);
                trailingstoppips = BreakEvenPips * 5;
                BreakEvenExtraPips = BreakEvenPips / 2;



// move stop loss to break even plus and additional (x) pips
                if (distance >= BreakEvenPips * Symbol.PipSize)
                {
                    if (position.TradeType == TradeType.Buy)
                    {
                        if (position.StopLoss <= position.EntryPrice + (Symbol.PipSize * BreakEvenExtraPips) || position.StopLoss == null)
                        {
                            // && position.Pips >= trailingstoppips)
                            if (Includetrail)
                            {
                                //ModifyPosition(position, position.EntryPrice);
                                position.ModifyStopLossPrice(position.EntryPrice + (Symbol.PipSize * BreakEvenExtraPips));
                                Print("Stop Loss to Break Even set for BUY position {0}", position.Id);

                                if (position.Pips >= trailingstoppips)
                                    position.ModifyTrailingStop(true);

                            }
                            else if (!Includetrail)
                            {
                                //ModifyPosition(position, position.EntryPrice + (Symbol.PipSize * BreakEvenExtraPips), position.TakeProfit);
                                position.ModifyStopLossPrice(position.EntryPrice + (Symbol.PipSize * BreakEvenExtraPips));
                                Print("Stop Loss to Break Even set for BUY position {0}", position.Id);
                            }
                        }
                    }
                    else
                    {
                        if (position.StopLoss >= position.EntryPrice - (Symbol.PipSize * BreakEvenExtraPips) || position.StopLoss == null)
                        {
                            // && position.Pips >= trailingstoppips)
                            if (Includetrail)
                            {
                                ModifyPosition(position, entryPrice - (Symbol.PipSize * BreakEvenExtraPips), position.TakeProfit);
                                Print("Stop Loss to Break Even set for SELL position {0}", position.Id);

                                if (position.Pips >= trailingstoppips)
                                    position.ModifyTrailingStop(true);
                            }
                            else if (!Includetrail)
                            {
                                ModifyPosition(position, entryPrice - (Symbol.PipSize * BreakEvenExtraPips), position.TakeProfit);
                                Print("Stop Loss to Break Even set for SELL position {0}", position.Id);

                            }
                        }
                    }

                }
            }
        }

        #endregion
    }
}


Orglobalfx01's avatar
Orglobalfx01

Joined on 03.03.2021

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: OFX_CBOT_202303060144_XAUUSD_H1_DOUBLESSL.algo
  • Rating: 0
  • Installs: 928
  • Modified: 29/05/2023 08:30
Comments
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CO
cooperninh · 1 year ago

Super!

It performs really well in the present market but fails in the past. I think you overfitting with the optimization as same as some of my cbot.

May you try to get it to have a self-learning and self-training function, maybe it could help

Btw, your idea when combining 2x SSL is brilliance