Description
Uses simple moving average and stochastic oscillator to find a good trade opportunity
testet using GBPUSD symbol and 5m chart.
Use at own risk
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 ZephynScalper : Robot
{
[Parameter("Periods SMA", DefaultValue = 35)]
public int Periods_SMA { get; set; }
[Parameter("Source SMA")]
public DataSeries Source_SMA { get; set; }
[Parameter("TakeProfit", DefaultValue = 30, MinValue = 1)]
public int TakeProfit { get; set; }
[Parameter("Stop Loss", DefaultValue = 50, MinValue = 1)]
public int StopLoss { get; set; }
[Parameter("Trail start", DefaultValue = 12, MinValue = 1)]
public int Trail_start { get; set; }
[Parameter("Trail", DefaultValue = 8, MinValue = 1)]
public int Trail { get; set; }
[Parameter("Volume", DefaultValue = 10000, MinValue = 10000)]
public int Volume { get; set; }
[Parameter(DefaultValue = MovingAverageType.Simple)]
public MovingAverageType MaType { get; set; }
[Parameter("K Periods", DefaultValue = 5)]
public int KPeriods { get; set; }
[Parameter("D Periods", DefaultValue = 3)]
public int DPeriods { get; set; }
[Parameter("K Slowing", DefaultValue = 3)]
public int K_Slowing { get; set; }
private bool Sellingongoing = false;
private bool Buyingongoing = false;
private int OpenTrades = 0;
double tradePrice;
private SimpleMovingAverage _SMA;
private StochasticOscillator _SOC;
protected override void OnStart()
{
_SMA = Indicators.SimpleMovingAverage(Source_SMA, Periods_SMA);
_SOC = Indicators.StochasticOscillator(KPeriods, K_Slowing, DPeriods, MaType);
Positions.Closed += PositionsOnClosed;
}
protected override void OnTick()
{
//Print("Ask: " + Symbol.Ask);
//købs pris
//Print("Bid: " + Symbol.Bid);
//salgs pris
//Print(_SMA.Result.LastValue);
//Print("D" + _SOC.PercentD.LastValue);
//Print("K" + _SOC.PercentK.LastValue);
foreach (var _p in Positions.FindAll("ZephynScalper", Symbol, TradeType.Buy))
{
if (_p.Pips > Trail_start)
{
if (tradePrice < Symbol.Bid)
{
double NewStopLoss = Symbol.Ask - Trail * Symbol.PipSize;
ModifyPosition(_p, NewStopLoss, _p.TakeProfit.Value);
tradePrice = Symbol.Ask;
//Print("Stop loss: " + NewStopLoss);
//Print("Current price: " + Symbol.Ask);
}
}
}
foreach (var _p2 in Positions.FindAll("ZephynScalper", Symbol, TradeType.Sell))
{
if (_p2.Pips > Trail_start)
{
if (tradePrice > Symbol.Ask)
{
double NewStopLoss = Symbol.Bid + Trail * Symbol.PipSize;
ModifyPosition(_p2, NewStopLoss, _p2.TakeProfit.Value);
tradePrice = Symbol.Bid;
}
}
}
if (_SMA.Result.LastValue < Symbol.Bid)
{
if (_SOC.PercentD.LastValue < 20)
{
if (_SOC.PercentK.LastValue < 20)
{
if (_SOC.PercentK.LastValue > _SOC.PercentD.LastValue)
{
if (Buyingongoing == false)
{
Open(TradeType.Buy);
tradePrice = Symbol.Bid;
Buyingongoing = true;
}
}
}
}
}
else if (_SMA.Result.LastValue > Symbol.Ask)
{
if (_SOC.PercentD.LastValue > 80)
{
if (_SOC.PercentK.LastValue > 80)
{
if (_SOC.PercentK.LastValue < _SOC.PercentD.LastValue)
{
if (Sellingongoing == false)
{
Open(TradeType.Sell);
tradePrice = Symbol.Ask;
Sellingongoing = true;
}
}
}
}
}
}
private void Open(TradeType tradeType)
{
// var position = Positions.Find("ZephynScalper", Symbol, tradeType);
// if (position == null)
// ExecuteMarketOrder(tradeType, Symbol, Volume, "ZephynScalper", StopLoss, TakeProfit);
if (OpenTrades < 2)
{
ExecuteMarketOrder(tradeType, Symbol, Volume, "ZephynScalper", null, TakeProfit);
OpenTrades++;
}
}
private void PositionsOnClosed(PositionClosedEventArgs args)
{
var position = args.Position;
//Print("Position closed with {0} profit", position.GrossProfit);
if (position.Label.ToString() == "ZephynScalper")
{
OpenTrades--;
}
if (position.TradeType == TradeType.Sell)
{
Sellingongoing = false;
}
if (position.TradeType == TradeType.Buy)
{
Buyingongoing = false;
}
if (OpenTrades < 0)
OpenTrades = 0;
}
protected override void OnStop()
{
// Put your deinitialization logic here
}
}
}
Zephyn
Joined on 16.02.2014
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: Zephyn Scalper.algo
- Rating: 0
- Installs: 5644
- Modified: 13/10/2021 09:55
Comments
The backtest result are scaring me(too good to be true).
+189%, something seems off.
Cheers though.
Can anybody of the users say something about the results, please ?
Thanks !
Ne pas oublier aussi de modifier dans la fonction Open(TradeType tradeType)
ExecuteMarketOrder(tradeType, Symbol, Volume, "ZephynScalper", null, TakeProfit);
par
ExecuteMarketOrder(tradeType, Symbol, Volume, "ZephynScalper", StopLoss, TakeProfit);
Le code calculant le nouveau StopLoss est erroné :
à la place de
foreach (var _p in Positions.FindAll("ZephynScalper", Symbol, TradeType.Buy))
{
if (_p.Pips > Trail_start)
{
if (tradePrice < Symbol.Bid)
{
double NewStopLoss = Symbol.Ask - Trail * Symbol.PipSize;
ModifyPosition(_p, NewStopLoss, _p.TakeProfit.Value);
tradePrice = Symbol.Ask;
//Print("Stop loss: " + NewStopLoss);
//Print("Current price: " + Symbol.Ask);
}
}
}
foreach (var _p2 in Positions.FindAll("ZephynScalper", Symbol, TradeType.Sell))
{
if (_p2.Pips > Trail_start)
{
if (tradePrice > Symbol.Ask)
{
double NewStopLoss = Symbol.Bid + Trail * Symbol.PipSize;
ModifyPosition(_p2, NewStopLoss, _p2.TakeProfit.Value);
tradePrice = Symbol.Bid;
}
}
}
écrire :
foreach (var _p in Positions.FindAll("ZephynScalper", Symbol, TradeType.Buy))
{
if (_p.Pips > Trail_start)
{
if (tradePrice < Symbol.Bid)
{
double NewStopLoss = _p.StopLoss.Value + Trail * Symbol.PipSize;
ModifyPosition(_p, NewStopLoss, _p.TakeProfit.Value);
tradePrice = Symbol.Ask;
//Print("Stop loss: " + NewStopLoss);
//Print("Current price: " + Symbol.Ask);
}
}
}
foreach (var _p2 in Positions.FindAll("ZephynScalper", Symbol, TradeType.Sell))
{
if (_p2.Pips > Trail_start)
{
if (tradePrice > Symbol.Ask)
{
double NewStopLoss = _p2.StoLoss.Value - Trail * Symbol.PipSize;
ModifyPosition(_p2, NewStopLoss, _p2.TakeProfit.Value);
tradePrice = Symbol.Bid;
}
}
}
robot Zephyn sclaper not closing the losers where this apparent performance positions. If we had a look at equity, we see that it is far from being efficient.
ligne 158
remplacer null par StopLoss
private void Open(TradeType tradeType)
{
// var position = Positions.Find("ZephynScalper", Symbol, tradeType);
// if (position == null)
// ExecuteMarketOrder(tradeType, Symbol, Volume, "ZephynScalper", StopLoss, TakeProfit);
if (OpenTrades < 2)
{
ExecuteMarketOrder(tradeType, Symbol, Volume, "ZephynScalper", null, TakeProfit);
ExecuteMarketOrder(tradeType, Symbol, Volume, "ZephynScalper", StopLoss, TakeProfit);
OpenTrades++;
}
}
////////////////////////////////////////////////
mais vous devrez regler et changer certains parametres du robot
bons trades
Marc
hi, what parameters are you using on GBPUSD to be profitable?
Please email me, oddieeee@gmail.com.
Thanks!
Hi
missing the source code, I like to optimize the code by my self...
Robert
Hi Mark,
I must congratulate you! Not many bots out there that functions as well as yours!. I notice ZSII has been removed as I am referring to your 2nd version.
Please drop me a line and we can share some notes and perhards help each other improve our bots.
Regards,
Hennie Smith
hennies1959@gmail.com