Using both OnBar and OnTick methods in cBot

PanagiotisCharalampous
14 May 2018, 09:35

Hi pogostick,

Thanks for posting in our forum. You can consider something like the following

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 NewcBot : Robot
    {
        bool _marketTrend;

        protected override void OnStart()
        {

        }

        protected override void OnTick()
        {
            if (_marketTrend)
            {
                if (Positions.Count < 1)
                {
                    ManageOpenSellPositions();
                }
            }
            else
            {
                if (Positions.Count < 1)
                {
                    ManageOpenBuyPositions();
                }
            }
        }
        protected override void OnBar()
        {
            _marketTrend = CheckMarketTrend();
        }

        private bool CheckMarketTrend()
        {

        }
        private void ManageOpenSellPositions()
        {
        }
        private void ManageOpenBuyPositions()
        {
        }
        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

Let me know if the above helps,

Best Regards,

Panagiotis

pogostick
14 May 2018, 11:56

RE:

Hi Panagiotis

Thanks for the above suggested code. I solved my issue using something very similar. To better understand the flow of the code, I also tried the below variation where the OnBar() method was also called inside the OnTick() method to ensure the correct _marketTrend variable was used.

If my understanding is correct, if the cbot is attached eg. on the 1 minute chart, theOnBar() method should execute every 1 minute regardless of what methods are being called in the OnTick() method settiing the _marketTrend variable to the correct state every 1 minute to be used by the methods in the OnTick(). However, when I call the OnBar() inside the OnTick(), the backtesting using tick data from server delivered slightly different trading results. Would you have an explanation for this?

Thanks in advance for your assistance.

        protected override void OnTick()
        {
            OnBar();
            if (_marketTrend)
            {
                if (Positions.Count < 1)
                {
                    ManageOpenSellPositions();
                }
            }
            else
            {
                if (Positions.Count < 1)
                {
                    ManageOpenBuyPositions();
                }
            }
        }
        protected override void OnBar()
        {
            _marketTrend = CheckMarketTrend();
        }

PanagiotisCharalampous
15 May 2018, 09:09

Hi pogostick,

Most probably the reason is that CheckMarketTrend() changes value when called every time from the OnTick method.

Best Regards,

Panagiotis