Need Trailing Stop

tradermatrix
28 Nov 2016, 21:51

hi
Start if trigger > 0

using System;
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 SampleTrend : Robot
    {
        [Parameter("MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter()]
        public DataSeries SourceSeries { get; set; }

        [Parameter("Slow Periods", DefaultValue = 65)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 15)]
        public int FastPeriods { get; set; }

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        [Parameter("Stop Loss (pips)", DefaultValue = 20, MinValue = 1)]
        public int StopLossInPips { get; set; }

        [Parameter("Take Profit (pips)", DefaultValue = 60, MinValue = 1)]
        public int TakeProfitInPips { get; set; }

        [Parameter("trigger ", DefaultValue = 20)]
        public int Trigger { get; set; }

        [Parameter("Trailing", DefaultValue = 10)]
        public int Trailing { get; set; }

        private MovingAverage slowMa;
        private MovingAverage fastMa;
        private const string label = "Sample Trend cBot";

        protected override void OnStart()
        {
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
        }

        protected override void OnTick()
        {

            TRAILING();
            {
                var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
                var shortPosition = Positions.Find(label, Symbol, TradeType.Sell);

                var currentSlowMa = slowMa.Result.Last(0);
                var currentFastMa = fastMa.Result.Last(0);
                var previousSlowMa = slowMa.Result.Last(1);
                var previousFastMa = fastMa.Result.Last(1);

                if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa && longPosition == null)
                {
                    if (shortPosition != null)
                        ClosePosition(shortPosition);
                    ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, label, StopLossInPips, TakeProfitInPips);
                }
                else if (previousSlowMa < previousFastMa && currentSlowMa >= currentFastMa && shortPosition == null)
                {
                    if (longPosition != null)
                        ClosePosition(longPosition);
                    ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, label, StopLossInPips, TakeProfitInPips);
                }

            }
        }

        private void TRAILING()
        {
            if (Trailing > 0 && Trigger > 0)
            {

                Position[] positions = Positions.FindAll(label, Symbol);

                foreach (Position position in positions)
                {

                    if (position.TradeType == TradeType.Sell)
                    {

                        double distance = position.EntryPrice - Symbol.Ask;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Ask + Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice < position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }

                    else
                    {

                        double distance = Symbol.Bid - position.EntryPrice;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Bid - Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice > position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }
                }
            }
        }

        private long VolumeInUnits
        {
            get { return Symbol.QuantityToVolume(Quantity); }
        }
    }
}

richard_alcaide
28 Nov 2016, 23:08

RE:

Thank You tradermatrix it works great!