Category Other  Published on 11/04/2015

Trading helper

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Description

This cBot helps to manage positions.

cBot functions:

1. Setup initial stop loss (this this function is not important because cTrader already can do it).

2. Setup breakeven 1 (calculates in appliance with amount of comissions) on level1

3. Close fraction of the position and setup SL in appliance with amount of comissions and remain part.

4. Setup breakeven 2.

5. Tralling position.


using System;
using System.Threading;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class TradingHelper : Robot
    {
        // Перевод в безубыток до установки сейфа
        [Parameter("BreakEven Level 1", DefaultValue = 10, MinValue = 0)]
        public int BreakEven_Level_1 { get; set; }

        // Перевод в безубыток после установки сейфа
        [Parameter("BreakEven Level 2", DefaultValue = 30, MinValue = 0)]
        public int BreakEven_Level_2 { get; set; }

        // Сейф
        [Parameter("Safe Level", DefaultValue = 15)]
        public int SafeLevel { get; set; }

        [Parameter("Safe Fraction", DefaultValue = 0.5, MinValue = 0.1, MaxValue = 0.9)]
        public double SafeFraction { get; set; }

        // Первоначальный стоп
        [Parameter("StopLoss Initial", DefaultValue = 20)]
        public int StopLoss_Initial { get; set; }

        // Шаг изменения StopLoss
        [Parameter("StopLoss Step", DefaultValue = 20)]
        public int StopLoss_Step { get; set; }

        // Траллинг стопа
        [Parameter("StopLoss Tralling", DefaultValue = 30)]
        public int StopLoss_Tralling { get; set; }

        // Устанавливается когда срабатывает сейф
        [Parameter("Take Profit", DefaultValue = 100)]
        public int TakeProfit { get; set; }

        protected override void OnStart()
        {
            Positions.Opened += OnPositionsOpened;
            Timer.Start(1);
        }
        
        private double last = 0;
        private int ticks = 10;
        
        protected override void OnTimer()
        {
            ticks = 0;
            OnTick();
        }
        
        private void OnPositionsOpened(PositionOpenedEventArgs args)
        {
            if (args.Position.SymbolCode == Symbol.Code)
            {
                ticks = 0;
                OnTick();
            }
        }
        
        private double ND(double p)
        {
            return Math.Round(p, Symbol.Digits);
        }
        
        protected override void OnTick()
        {
            if (Monitor.TryEnter(this))
            {
                try
                {
                    DoWork();
                }
                finally
                {
                    Monitor.Exit(this);
                }
            }
        }
        
        private void DoWork()
        {
            if (--ticks > 0 && Math.Abs(last - MarketSeries.Close.LastValue) < Symbol.PipSize / 2)
            {
                return;
            }
            
            RefreshData();
            
            ticks = 10;
            last = MarketSeries.Close.LastValue;

            foreach (Position position in Positions)
            {
                if (position.SymbolCode != Symbol.Code)
                {
                    continue;
                }
                
                double  l_ord_OpenPrice;
                double? l_ord_StopLoss = position.StopLoss;
                double? l_ord_TakeProfit = position.TakeProfit;

                TradeResult result;
                
                switch (position.TradeType)
                {
                case TradeType.Buy:

                    l_ord_OpenPrice = Symbol.Bid - position.Pips * Symbol.PipSize;
                    
                    if (l_ord_StopLoss == null)
                    {
                        result = ModifyPosition(position, ND(l_ord_OpenPrice - StopLoss_Initial * Symbol.PipSize), l_ord_TakeProfit);
                        if (!result.IsSuccessful)
                        {
                            Print("ERROR: Setup SL : {0}", result.Error);
                        }
                    }
                    else if (BreakEven_Level_1 > 0 || StopLoss_Tralling > 0 || BreakEven_Level_2 > 0)
                    {
                        double l_ord_BreakEven_Level_1 = ND(l_ord_OpenPrice + BreakEven_Level_1 * Symbol.PipSize);
                        double l_ord_BreakEven_Level_2 = ND(l_ord_OpenPrice + BreakEven_Level_2 * Symbol.PipSize);
                        double l_ord_BreakEven = ND(l_ord_OpenPrice + 2 * (-position.Commissions / Symbol.PipValue / position.Volume) * Symbol.PipSize);
                        double l_ord_StopLoss_Next = ND((l_ord_StopLoss.Value > l_ord_BreakEven ? l_ord_StopLoss.Value : l_ord_OpenPrice) + StopLoss_Step * Symbol.PipSize);
                        double? l_price = ND(Symbol.Bid - StopLoss_Tralling * Symbol.PipSize);
                        
                        if (StopLoss_Step > 0 && l_price >= l_ord_StopLoss_Next)
                        {
                            l_price = l_ord_StopLoss_Next;
                        }
                        else if (BreakEven_Level_2 > 0 && Symbol.Bid >= l_ord_BreakEven_Level_2)
                        {
                            l_price = l_ord_BreakEven;
                        }
                        else if (BreakEven_Level_1 > 0 && Symbol.Bid >= l_ord_BreakEven_Level_1 && l_ord_TakeProfit == null)
                        {
                            l_price = l_ord_BreakEven;
                        }
                        else
                        {
                            l_price = null;
                        }

                        if (l_price != null && l_price > l_ord_StopLoss)
                        {
                            result = ModifyPosition(position, l_price, l_ord_TakeProfit);
                            if (!result.IsSuccessful)
                            {
                                Print("ERROR: Tralling SL : move SL : {0}", result.Error);
                                break;
                            }
                        }
                    }
                    
                    // Safe

                    if (l_ord_TakeProfit == null && Symbol.Bid - l_ord_OpenPrice >= SafeLevel * Symbol.PipSize)
                    {
                        double netProfit = position.NetProfit;

                        long closing = Symbol.NormalizeVolume(position.Volume * SafeFraction);
                        long remaining = position.Volume - closing;

                        result = ClosePosition(position, closing);
                        if (!result.IsSuccessful)
                        {
                            Print("ERROR: Safe : close {0}/{1} : {2}", closing, remaining, result.Error);
                            break;
                        }

                        double pipsSL = (netProfit - position.NetProfit) / Symbol.PipValue / position.Volume;

                        result = ModifyPosition(position, ND(l_ord_OpenPrice - pipsSL * Symbol.PipSize), ND(l_ord_OpenPrice + TakeProfit * Symbol.PipSize));
                        if (!result.IsSuccessful)
                        {
                            Print("ERROR: Safe : move SL : {0}", result.Error);
                            break;
                        }
                    }
                    
                    break;

                case TradeType.Sell:

                    l_ord_OpenPrice = Symbol.Ask + position.Pips * Symbol.PipSize;
                    
                    if (l_ord_StopLoss == null)
                    {
                        result = ModifyPosition(position, ND(l_ord_OpenPrice + StopLoss_Initial * Symbol.PipSize), position.TakeProfit);
                        if (!result.IsSuccessful)
                        {
                            Print("ERROR: Setup SL : {0}", result.Error);
                        }
                    }
                    else if (BreakEven_Level_1 > 0 || StopLoss_Tralling > 0 || BreakEven_Level_2 > 0)
                    {
                        double l_ord_BreakEven_Level_1 = ND(l_ord_OpenPrice - BreakEven_Level_1 * Symbol.PipSize);
                        double l_ord_BreakEven_Level_2 = ND(l_ord_OpenPrice - BreakEven_Level_2 * Symbol.PipSize);
                        double l_ord_BreakEven = ND(l_ord_OpenPrice - 2 * (-position.Commissions / Symbol.PipValue / position.Volume) * Symbol.PipSize);
                        double l_ord_StopLoss_Next = ND((l_ord_StopLoss.Value < l_ord_BreakEven ? l_ord_StopLoss.Value : l_ord_OpenPrice) - StopLoss_Step * Symbol.PipSize);
                        double? l_price = ND(Symbol.Ask + StopLoss_Tralling * Symbol.PipSize);
                        
                        if (StopLoss_Step > 0 && l_price <= l_ord_StopLoss_Next)
                        {
                            l_price = l_ord_StopLoss_Next;
                        }
                        else if (BreakEven_Level_2 > 0 && Symbol.Ask <= l_ord_BreakEven_Level_2)
                        {
                            l_price = l_ord_BreakEven;
                        }
                        else if (BreakEven_Level_1 > 0 && Symbol.Ask <= l_ord_BreakEven_Level_1 && l_ord_TakeProfit == null)
                        {
                            l_price = l_ord_BreakEven;
                        }
                        else
                        {
                            l_price = null;
                        }

                        if (l_price != null && l_price < l_ord_StopLoss)
                        {
                            result = ModifyPosition(position, l_price, l_ord_TakeProfit);
                            if (!result.IsSuccessful)
                            {
                                Print("ERROR: Tralling SL : move SL : {0}", result.Error);
                                break;
                            }
                        }                   
                    }
                    
                    // Safe

                    if (l_ord_TakeProfit == null && l_ord_OpenPrice - Symbol.Ask >= SafeLevel * Symbol.PipSize)
                    {
                        double netProfit = position.NetProfit;

                        long closing = Symbol.NormalizeVolume(position.Volume * SafeFraction);
                        long remaining = position.Volume - closing;
                        
                        result = ClosePosition(position, closing);
                        if (!result.IsSuccessful)
                        {
                            Print("ERROR: Safe : close {0}/{1} : {2}", closing, remaining, result.Error);
                            break;
                        }

                        double pipsSL = (netProfit - position.NetProfit) / Symbol.PipValue / position.Volume;

                        result = ModifyPosition(position, ND(l_ord_OpenPrice + pipsSL * Symbol.PipSize), ND(l_ord_OpenPrice - TakeProfit * Symbol.PipSize));
                        if (!result.IsSuccessful)
                        {
                            Print("ERROR: Safe : move SL : {0}", result.Error);
                            break;
                        }
                    }
                    
                    break;
                }
            }
        }

        protected override void OnStop()
        {}
    }
}
ZI
ZigzagAK

Joined on 06.02.2015

  • Distribution: Free
  • Language: C#
  • Trading platform: cTrader Automate
  • File name: TradingHelper.algo
  • Rating: 0
  • Installs: 3167

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Comments
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SC
scandisk · 9 years ago

Hi I also wanted to know if you can modify this code for 3 take profit levels and take profit percent levels?

 

Thanks

TR
TradeProphet · 9 years ago

Hello,

I am trying to understand what is Safe Level.  Is it the level where you take your first profit ( half by default)

 

Thank you.

 

PS. Please feel free to respond in Russian, I understand.

 
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