Ichimoku cBot

croucrou
10 Sep 2016, 16:36

I would write it like this. I might be wrong, but it seems to me, that the indicator repaints.

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MidasIndex : Robot
    {
        [Parameter(DefaultValue = 9)]
        public int periodFast { get; set; }

        [Parameter(DefaultValue = 26)]
        public int periodMedium { get; set; }

        [Parameter(DefaultValue = 52)]
        public int periodSlow { get; set; }

        [Parameter(DefaultValue = 1000)]
        public int Volume { get; set; }

        [Parameter("Stop Loss", DefaultValue = 20)]
        public int StopLossPips { get; set; }

        [Parameter("Take Profit", DefaultValue = 25)]
        public int TakeProfitPips { get; set; }

        IchimokuKinkoHyo ichimoku;

        protected override void OnStart()
        {
            ichimoku = Indicators.IchimokuKinkoHyo(periodFast, periodMedium, periodSlow);
        }

        protected override void OnBar()
        {
            var positionsBuy = Positions.FindAll("Buy");
            var positionsSell = Positions.FindAll("Sell");

            var distanceFromUpKumo = (Symbol.Bid - ichimoku.SenkouSpanA.LastValue) / Symbol.PipSize;
            var distanceFromDownKumo = (ichimoku.SenkouSpanA.LastValue - Symbol.Ask) / Symbol.PipSize;


            if (positionsBuy.Length == 0 && positionsSell.Length == 0)
            {
                if (MarketSeries.Open.Last(1) <= ichimoku.SenkouSpanA.Last(1) && MarketSeries.Open.Last(1) > ichimoku.SenkouSpanB.Last(1))
                {
                    if (MarketSeries.Close.Last(1) > ichimoku.SenkouSpanA.Last(1))
                    {
                        if (distanceFromUpKumo <= 30)
                        {
                            ExecuteMarketOrder(TradeType.Buy, Symbol, Volume, "Buy", StopLossPips, TakeProfitPips);
                        }
                    }
                }

                if (MarketSeries.Open.Last(1) >= ichimoku.SenkouSpanA.Last(1) && MarketSeries.Open.Last(1) < ichimoku.SenkouSpanB.Last(1))
                {
                    if (MarketSeries.Close.Last(1) < ichimoku.SenkouSpanA.Last(1))
                    {
                        if (distanceFromDownKumo <= 30)
                        {
                            ExecuteMarketOrder(TradeType.Sell, Symbol, Volume, "Sell", StopLossPips, TakeProfitPips);
                        }
                    }
                }
            }
        }
    }
}

GDPR-24_203122
11 Sep 2016, 22:36

About Senkou A & B

Hi!

I often use the Crosshair tool to check indicator lines and stuff. It has a vertical and horizontal line. If you plan on using ichimoku in your bot, you should also consider, that the Kumo (the Cloud from senkou A&B) is drawn late (26 periods on default, I think) in the chart. That means that if you want to see, for example, if the price is above the Cloud at a certain point in time, you need to check the Senkou A & B from 26 periods past, not their last value.

croucrou
11 Sep 2016, 23:46

You are right! The indicator draws itself ahead and does not repaint. In this case the last part should be changed to:

            var distanceFromUpKumo = (Symbol.Bid - ichimoku.SenkouSpanA.Last(26)) / Symbol.PipSize;
            var distanceFromDownKumo = (ichimoku.SenkouSpanA.Last(26) - Symbol.Ask) / Symbol.PipSize;


            if (positionsBuy.Length == 0 && positionsSell.Length == 0)
            {
                if (MarketSeries.Open.Last(1) <= ichimoku.SenkouSpanA.Last(27) && MarketSeries.Open.Last(1) > ichimoku.SenkouSpanB.Last(27))
                {
                    if (MarketSeries.Close.Last(1) > ichimoku.SenkouSpanA.Last(27))
                    {
                        if (distanceFromUpKumo <= 30)
                        {
                            ExecuteMarketOrder(TradeType.Buy, Symbol, Volume, "Buy", StopLossPips, TakeProfitPips);
                        }
                    }
                }

                if (MarketSeries.Open.Last(1) >= ichimoku.SenkouSpanA.Last(27) && MarketSeries.Open.Last(1) < ichimoku.SenkouSpanB.Last(27))
                {
                    if (MarketSeries.Close.Last(1) < ichimoku.SenkouSpanA.Last(27))
                    {
                        if (distanceFromDownKumo <= 30)
                        {
                            ExecuteMarketOrder(TradeType.Sell, Symbol, Volume, "Sell", StopLossPips, TakeProfitPips);
                        }
                    }
                }
            }

The Crosshair tool is essential. I was printing the values and didn't notice, why do they differ from what is on the chart. Thanks!