RSI auto closing bot

derekszyszka
26 Jan 2017, 06:59

RE:

lucian said:

You can try this:

 

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 derekszyszka : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Periods", DefaultValue = 14)]
        public int Periods { get; set; }
        [Parameter("Low RSI", DefaultValue = 28)]
        public int low_rsi { get; set; }
        [Parameter("High RSI", DefaultValue = 72)]
        public int high_rsi { get; set; }


        private RelativeStrengthIndex rsi;

        protected override void OnStart()
        {
            rsi = Indicators.RelativeStrengthIndex(Source, Periods);
        }

        protected override void OnTick()
        {
            if (rsi.Result.LastValue <= low_rsi)
            {
                foreach (var position in Positions)
                    if (position.TradeType == TradeType.Sell && position.SymbolCode == Symbol.Code)
                        ClosePosition(position);

            }
            if (rsi.Result.LastValue >= high_rsi)
            {
                foreach (var position in Positions)
                    if (position.TradeType == TradeType.Buy && position.SymbolCode == Symbol.Code)
                        ClosePosition(position);

            }
        }

    }
}

 

This is exactly what I need, thank you very much. Just a thought, would this also be possible with MACD crossover open and closes?