distance of commands
20 Jul 2018, 22:20
Hello
I need a piece of code.
there are many examples for LimitOrder or StopOrder.
but I am looking for a solution for ExecuteMarketOrder.
with this small example below the cbot opens commands that are closed together when the total profit is reached.
But it is possible that even after a long time, open trades have almost identical prices.
An accumulation of orders at almost identical prices is dangerous.
That's why I want to replace this method with another ...
can you help me create a space or for example> or <30 pips (Pipstep), if the last Buy Euro command is 1.2000, the indicator will accept and open the command if this one is > 1.2030 or <1.1970.
cordially
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 TrendcBot : Robot
{
[Parameter("MA Type")]
public MovingAverageType MAType { get; set; }
[Parameter()]
public DataSeries SourceSeries { get; set; }
[Parameter("Slow Periods", DefaultValue = 10)]
public int SlowPeriods { get; set; }
[Parameter("Fast Periods", DefaultValue = 5)]
public int FastPeriods { get; set; }
[Parameter("PipStep ", DefaultValue = 10, MinValue = 1)]
public int PipStep { get; set; }
[Parameter("Quantity (Lots)", DefaultValue = 0.1, MinValue = 0.01, Step = 0.01)]
public double Quantity { get; set; }
[Parameter("TotalProfit", DefaultValue = 100)]
public double TotalProfit { get; set; }
private MovingAverage slowMa;
private MovingAverage fastMa;
private const string label = "Trend cBot";
protected override void OnStart()
{
fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
}
protected override void OnBar()
{
var volumeInUnits = Symbol.QuantityToVolume(Quantity);
var currentSlowMa = slowMa.Result.Last(0);
var currentFastMa = fastMa.Result.Last(0);
var previousSlowMa = slowMa.Result.Last(1);
var previousFastMa = fastMa.Result.Last(1);
if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa)
{
ExecuteMarketOrder(TradeType.Buy, Symbol, volumeInUnits, label);
}
}
protected override void OnTick()
{
var netProfit = 0.0;
foreach (var openedPosition in Positions)
{
netProfit += openedPosition.NetProfit + openedPosition.Commissions;
}
ChartObjects.DrawText("a", netProfit.ToString(), StaticPosition.BottomRight, new Colors?(Colors.Lime));
{
if (Account.Equity - Account.Balance > TotalProfit)
{
foreach (var openedPosition in Positions)
{
ClosePosition(openedPosition);
}
}
}
}
}
}
