Bot wont function with custom indicator

pavel.bart2@gmail.com
03 Mar 2018, 11:13

RE:

Sorry i'm made mistake in source code, now it's ok

Hello I'm trying to find you where's the problem with mi bot. He open only one position and after the next bar he close it.

I want him to trade if there is up-trend signal to open Buy position and close (if there is opened SELL position), and when the signal change to down-trend i want to close BUY order and open new SELL order and hold it to next trend change. And whole again. Could you help me where is the problem in source code?

 

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Indicator Surce code

using System;
using cAlgo.API;
using System.Runtime.InteropServices;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SuperProfit : Indicator
    {
        // Alert
        [DllImport("user32.dll", CharSet = CharSet.Unicode)]
        public static extern int MessageBox(IntPtr hWnd, String text, String caption, uint type);

        [Parameter(DefaultValue = 14)]
        public int DllPeriod { get; set; }

        [Parameter(DefaultValue = 1)]
        public double Period { get; set; }

        [Parameter(DefaultValue = MovingAverageType.Weighted)]
        public MovingAverageType MaType { get; set; }

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

        [Parameter(DefaultValue = 5)]
        public int StopLoss { get; set; }

        [Parameter(DefaultValue = 20)]
        public int TakeProfit { get; set; }

        [Output("Up", PlotType = PlotType.Points, Color = Colors.Aquamarine, Thickness = 4)]
        public IndicatorDataSeries UpSeries { get; set; }

        [Output("Down", PlotType = PlotType.Points, Color = Colors.Magenta, Thickness = 4)]
        public IndicatorDataSeries DownSeries { get; set; }

        public bool TimeToBuy;

        // private DateTime _openTime;

        private MovingAverage _movingAverage1;
        private MovingAverage _movingAverage2;
        private MovingAverage _movingAverage3;
        private IndicatorDataSeries _dataSeries;
        private IndicatorDataSeries _trend;


        protected override void Initialize()
        {
            _dataSeries = CreateDataSeries();
            _trend = CreateDataSeries();

            var period1 = (int)Math.Floor(DllPeriod / Period);
            var period2 = (int)Math.Floor(Math.Sqrt(DllPeriod));

            _movingAverage1 = Indicators.MovingAverage(Price, period1, MaType);
            _movingAverage2 = Indicators.MovingAverage(Price, DllPeriod, MaType);
            _movingAverage3 = Indicators.MovingAverage(_dataSeries, period2, MaType);

        }

        public override void Calculate(int index)
        {
            if (index < 1)

                return;

            _dataSeries[index] = 2.0 * _movingAverage1.Result[index] - _movingAverage2.Result[index];
            _trend[index] = _trend[index - 1];

            if (_movingAverage3.Result[index] > _movingAverage3.Result[index - 1])
                _trend[index] = 1;
            else if (_movingAverage3.Result[index] < _movingAverage3.Result[index - 1])
                _trend[index] = -1;

            if (_trend[index] > 0)
            {
                UpSeries[index] = _movingAverage3.Result[index];

                if (_trend[index - 1] < 0.0)
                {
                    UpSeries[index - 1] = _movingAverage3.Result[index - 1];



                    if (IsLastBar)
                    {
                        TimeToBuy = true;
                        // var stopLoss = MarketSeries.Low[index - 1] - StopLoss * Symbol.PipSize;
                        // var takeProfit = MarketSeries.Close[index] + TakeProfit * Symbol.PipSize;
                        // var entryPrice = MarketSeries.Close[index - 1];

                        // if (MarketSeries.OpenTime[index] != _openTime)


                        // _openTime = MarketSeries.OpenTime[index];
                        // DisplayAlert("Buy signal", takeProfit, stopLoss, entryPrice);


                    }
                }

                DownSeries[index] = double.NaN;
            }

            else if (_trend[index] < 0)
            {
                DownSeries[index] = _movingAverage3.Result[index];

                if (_trend[index - 1] > 0.0)
                {
                    DownSeries[index - 1] = _movingAverage3.Result[index - 1];

                    if (IsLastBar)
                    {
                        TimeToBuy = false;
                        // var stopLoss = MarketSeries.High[index - 1] + StopLoss * Symbol.PipSize;
                        // var takeProfit = MarketSeries.Close[index] - TakeProfit * Symbol.PipSize;
                        //var entryPrice = MarketSeries.Close[index - 1];

                        //if (MarketSeries.OpenTime[index] != _openTime)

                        //TimeToBuy = true;
                        //_openTime = MarketSeries.OpenTime[index];
                        //DisplayAlert("Sell signal", takeProfit, stopLoss, entryPrice);


                    }
                }

                UpSeries[index] = double.NaN;
            }

        }

        protected void DisplayAlert(string tradyTypeSignal, double takeProfit, double stopLoss, double entryPrice)
        {
            string entryPricetext = entryPrice != 0.0 ? string.Format(" at price {0}", Math.Round(entryPrice, 4)) : "";
            string takeProfitText = takeProfit != 0.0 ? string.Format(", TP on  {0}", Math.Round(takeProfit, 4)) : "";
            string stopLossText = stopLoss != 0.0 ? string.Format(", SL on {0}", Math.Round(stopLoss, 4)) : "";

            var alertMessage = string.Format("{0} {1} {2} {3} {4}", tradyTypeSignal, entryPricetext, takeProfitText, stopLossText, Symbol.Code);

            MessageBox(new IntPtr(0), alertMessage, "Trade Signal", 0);

        }
    }
}

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Robot source code

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 SuperProfitBot : Robot
    {

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

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

        [Parameter(DefaultValue = 35)]
        public int DllPeriod { get; set; }

        [Parameter(DefaultValue = 1.7)]
        public double Period { get; set; }

        [Parameter(DefaultValue = MovingAverageType.Weighted)]
        public MovingAverageType MaType { get; set; }

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

        [Output("Up", PlotType = PlotType.Points, Thickness = 4)]
        public IndicatorDataSeries UpSeries { get; set; }

        [Output("Down", PlotType = PlotType.Points, Color = Colors.Red, Thickness = 4)]
        public IndicatorDataSeries DownSeries { get; set; }




        private SuperProfit _SuperProfit;



        protected override void OnStart()
        {
            _SuperProfit = Indicators.GetIndicator<SuperProfit>(DllPeriod, Period, MaType, Price, 100, 100);

        }




        protected override void OnBar()
        {
            if (_superProfit.TimeToBuy = true)
            {
                Close(TradeType.Sell);
                Open(TradeType.Buy);
            }

            else if (_SuperProfit.TimeToBuy = false)
            {
                Close(TradeType.Buy);
                Open(TradeType.Sell);
            }
        }


        private void Close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll("SuperProfit", Symbol, tradeType))
                ClosePosition(position);
        }


        private void Open(TradeType tradeType)
        {
            var position = Positions.Find("SuperProfit", Symbol, tradeType);
            var volumeInUnits = Symbol.QuantityToVolume(Quantity);

            if (position == null)
                ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, "SuperProfit");
        }
    }
}