Renko Close EMA

collinganesh
25 Dec 2016, 18:15

Hello,

Can anyone help me to change my cBot EMA indicator from the normal candle stick EMA Close to a EMA that is used on a Renko Chart which uses a EMA RenkoChart close value to plot the EMA line. Sorry for the duplicate post. 

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

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

        [Parameter("Stop Loss", DefaultValue = 50)]
        public int StopLoss { get; set; }

        [Parameter("Take Profit", DefaultValue = 60)]
        public int TakeProfit { get; set; }

        [Parameter("MA_Slow_Period", DefaultValue = 200)]
        public int _MA_Slow_Period { get; set; }

        [Parameter("MA_Fast_Period", DefaultValue = 50)]
        public int _MA_Fast_Period { get; set; }

        [Parameter(DefaultValue = 1000, MinValue = 0)]
        public int Volume { get; set; }



        private ExponentialMovingAverage i_Moving_Average;
        private ExponentialMovingAverage i_Moving_Average_1;
        private ExponentialMovingAverage i_Moving_Average_2;
        private ExponentialMovingAverage i_Moving_Average_3;
        private const string label = "Martingale";
        bool _Compare;
        bool _Compare_1;
        bool _MA_cross_down;
        bool _MA_cross_up;


        DateTime LastTradeExecution = new DateTime(0);

        protected override void OnStart()
        {
            Positions.Closed += OnPositionsClosed;
            i_Moving_Average = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_MA_Slow_Period);
            i_Moving_Average_1 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_MA_Fast_Period);
            i_Moving_Average_2 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_MA_Slow_Period);
            i_Moving_Average_3 = Indicators.ExponentialMovingAverage(MarketSeries.Close, (int)_MA_Fast_Period);

        }

        protected override void OnTick()
        {
            if (Trade.IsExecuting)
                return;

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

            _Compare = (i_Moving_Average_3.Result.Last(0) >= i_Moving_Average_2.Result.Last(0));
            _Compare_1 = (i_Moving_Average_1.Result.Last(1) >= i_Moving_Average.Result.Last(1));


            _MA_cross_down = (!_Compare && _Compare_1);
            _MA_cross_up = (_Compare && !_Compare_1);




            if (_MA_cross_up && longPosition == null)
            {
                if (shortPosition != null)
                    ClosePosition(shortPosition);
                ExecuteMarketOrder(TradeType.Buy, Symbol, Volume, label, StopLoss, TakeProfit);
            }
            else if (_MA_cross_down && shortPosition == null)
            {
                if (longPosition != null)
                    ClosePosition(longPosition);
                ExecuteMarketOrder(TradeType.Sell, Symbol, Volume, label, StopLoss, TakeProfit);

            }
        }

        private void OnPositionsClosed(PositionClosedEventArgs args)
        {
            var position = args.Position;
            if (position.GrossProfit < 0)
            {
                TradeType tt = TradeType.Sell;
                if (position.TradeType == TradeType.Sell)
                    tt = TradeType.Buy;
                ExecuteMarketOrder(tt, Symbol, Symbol.NormalizeVolume(position.Volume * 2), "Martingale", StopLoss, TakeProfit);
            }
        }
    }
}