MA Crossover takes another trade after closing by stoploss..

tradermatrix
22 Apr 2018, 01:10

you have to program one command at a time
can be like that;
 

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

        [Parameter("Slow Periods", DefaultValue = 30)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 14)]
        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 = 0)]
        public int StopLossInPips { get; set; }

        [Parameter("Take Profit (pips)", DefaultValue = 60, MinValue = 0)]
        public int TakeProfitInPips { get; set; }

        private ExponentialMovingAverage slowMa;
        private ExponentialMovingAverage fastMa;

        private const string label = "EMA";

        private Position longPosition;
        private Position shortPosition;

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

        protected override void OnBar()
        {
            var cBotPositions = Positions.FindAll(label);

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

            if (cBotPositions.Length >= 1)
                return;

            if (slowMa.Result.Last(1) < fastMa.Result.Last(1) && longPosition == null)
            {
                ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, label, StopLossInPips, TakeProfitInPips);

            }
            else if (slowMa.Result.Last(1) > fastMa.Result.Last(1) && shortPosition == null)
            {
                ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, label, StopLossInPips, TakeProfitInPips);

            }


        }

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

jelle2500
23 Apr 2018, 16:03

RE:

tradermatrix said:

you have to program one command at a time
can be like that;
 

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

        [Parameter("Slow Periods", DefaultValue = 30)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 14)]
        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 = 0)]
        public int StopLossInPips { get; set; }

        [Parameter("Take Profit (pips)", DefaultValue = 60, MinValue = 0)]
        public int TakeProfitInPips { get; set; }

        private ExponentialMovingAverage slowMa;
        private ExponentialMovingAverage fastMa;

        private const string label = "EMA";

        private Position longPosition;
        private Position shortPosition;

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

        protected override void OnBar()
        {
            var cBotPositions = Positions.FindAll(label);

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

            if (cBotPositions.Length >= 1)
                return;

            if (slowMa.Result.Last(1) < fastMa.Result.Last(1) && longPosition == null)
            {
                ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, label, StopLossInPips, TakeProfitInPips);

            }
            else if (slowMa.Result.Last(1) > fastMa.Result.Last(1) && shortPosition == null)
            {
                ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, label, StopLossInPips, TakeProfitInPips);

            }


        }

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

thanks a lot for your reply, but can i put a rule that make 1 trade posible each MA Crossover till the next crossover comes?

because when i set a stoploss of trailing stoploss and the trade is closed my bot takes another trade when my signals are still active..

my bot needs to wait for the next MA Crossover.