Reference to Indicator - Make SL = S/R Levels
Created at 15 Apr 2019, 19:48
RY
Reference to Indicator - Make SL = S/R Levels
15 Apr 2019, 19:48
I have a sticking point. I have a cbot, and I want the stop loss in the cbot to be placed where the S/R levels in the chart are.
So the S/R level code I'm referring to is this:
using System;
using System.Collections.Generic;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo
{
[Indicator("Support and Resistance At Price", IsOverlay = true, AccessRights = AccessRights.None)]
public class SRAtPrice : Indicator
{
private double extremeHigh = 0;
private double extremeLow = 0;
private double dayHi = 0;
private double dayLo = 0;
private SortedList<double, int> prices = new SortedList<double, int>();
private IList<Zone> zones = new List<Zone>();
private const string ExtremeHighName = "ExtremeHigh";
private const string ExtremeLowName = "ExtremeLow";
private const string DayHighName = "DayHigh";
private const string DayLowName = "DayLow";
[Parameter("Periods", DefaultValue = 100)]
public int Periods { get; set; }
[Parameter("Show Extreme H/L", DefaultValue = true)]
public bool ShowExtremeHL { get; set; }
[Parameter("Show Day H/L", DefaultValue = true)]
public bool ShowDayHL { get; set; }
[Parameter("Required Hits", DefaultValue = 5)]
public int RequiredHits { get; set; }
[Parameter("Zone Size", DefaultValue = 10)]
public int ZoneSize { get; set; }
[Parameter("Max Lines In Zone", DefaultValue = 3)]
public int MaxLinesInZone { get; set; }
[Output("Extreme H/L Style", Color = Colors.Red, LineStyle = LineStyle.DotsVeryRare)]
public IndicatorDataSeries ExtremeHLStyle { get; set; }
[Output("Day H/L Style", Color = Colors.Blue, LineStyle = LineStyle.DotsVeryRare)]
public IndicatorDataSeries DayHLStyle { get; set; }
[Output("S/R Style", Color = Colors.Orange, LineStyle = LineStyle.DotsVeryRare)]
public IndicatorDataSeries SRStyle { get; set; }
public override void Calculate(int index)
{
if (this.IsLastBar)
{
var currentOpenDate = this.MarketSeries.OpenTime[index].Date;
var earliest = index - this.Periods;
for (var i = index; i >= earliest; i--)
{
if (i >= 0)
{
var high = this.MarketSeries.High[i];
var nextHigh = this.MarketSeries.High[i + 1];
var low = this.MarketSeries.Low[i];
var nextLow = this.MarketSeries.Low[i + 1];
this.extremeHigh = Math.Max(high, this.extremeHigh);
this.extremeLow = this.extremeLow == 0 ? low : Math.Min(low, this.extremeLow);
if (this.TimeFrame < TimeFrame.Daily)
{
if (this.MarketSeries.OpenTime[i].Date == currentOpenDate)
{
this.dayHi = Math.Max(high, this.dayHi);
this.dayLo = this.dayLo == 0 ? low : Math.Min(low, this.dayLo);
}
}
if (nextHigh <= high)
{
this.AddOrUpdatePrice(high);
}
if (nextLow >= low)
{
this.AddOrUpdatePrice(low);
}
}
else
{
break;
}
}
this.zones.Clear();
var rangePipSize = (this.Symbol.PipSize * (double)this.ZoneSize);
for (var i = this.extremeLow + rangePipSize; i < this.extremeHigh - rangePipSize; i += rangePipSize + this.Symbol.PipSize)
{
this.zones.Add(new Zone
{
Start = i,
End = i + rangePipSize,
LinesRendered = 0
});
}
this.ChartObjects.RemoveAllObjects();
foreach (var price in this.prices.Keys)
{
this.RenderSRIfRequred(price, this.prices[price]);
}
if (this.ShowExtremeHL)
{
this.DrawExtremeHigh();
this.DrawExtremeLow();
}
if (this.TimeFrame < TimeFrame.Daily && this.ShowDayHL)
{
this.DrawDayHigh();
this.DrawDayLow();
}
}
}
private void RenderSRIfRequred(double price, int count)
{
if (count < this.RequiredHits)
{
return;
}
foreach (var range in this.zones)
{
if (price >= range.Start && price <= range.End)
{
if (range.LinesRendered != this.MaxLinesInZone)
{
range.LinesRendered++;
this.DrawSR(price);
}
return;
}
}
}
private void AddOrUpdatePrice(double priceValue)
{
if (this.prices.ContainsKey(priceValue))
{
this.prices[priceValue]++;
}
else
{
this.prices.Add(priceValue, 1);
}
}
private void DrawExtremeHigh()
{
this.DrawExtreme(ExtremeHighName, this.extremeHigh);
}
private void DrawExtremeLow()
{
this.DrawExtreme(ExtremeLowName, this.extremeLow);
}
private void DrawDayHigh()
{
this.DrawDay(DayHighName, this.dayHi);
}
private void DrawDayLow()
{
this.DrawDay(DayLowName, this.dayLo);
}
private void DrawExtreme(string name, double level)
{
var attribute = this.GetAttributeFrom<OutputAttribute>("ExtremeHLStyle");
this.ChartObjects.DrawHorizontalLine(name, level, attribute.Color, attribute.Thickness, attribute.LineStyle);
}
private void DrawDay(string name, double level)
{
var attribute = this.GetAttributeFrom<OutputAttribute>("DayHLStyle");
this.ChartObjects.DrawHorizontalLine(name, level, attribute.Color, attribute.Thickness, attribute.LineStyle);
}
private void DrawSR(double level)
{
var attribute = this.GetAttributeFrom<OutputAttribute>("SRStyle");
this.ChartObjects.DrawHorizontalLine(string.Format("SR {0}", level), level, attribute.Color, attribute.Thickness, attribute.LineStyle);
}
private T GetAttributeFrom<T>(string propertyName)
{
var attrType = typeof(T);
var property = this.GetType().GetProperty(propertyName);
return (T)property.GetCustomAttributes(attrType, false).GetValue(0);
}
private class Price
{
internal double Value { get; set; }
internal int Count { get; set; }
}
private class Zone
{
internal double Start { get; set; }
internal double End { get; set; }
internal int LinesRendered { get; set; }
}
}
}
I got this code from this thread, posted by user forum member testpossessed, who was kind enough to provide the source code thereof.
How can I do it so that the stop loss of my positions automatically correspondends to the price where the S/R levels are located according to the S/R price indicator above? Is that even possible? If not, then maybe a code wherein if position is at an S/R level and at negative xx pips, then bot automatically closes the position.
I would appreciate help on this issue.
Thanks.
Replies
PanagiotisCharalampous
18 Apr 2019, 22:02
Hi ryanoia@gmail.com,
I don't think this is possible with the existing indicator since the S/R levels are not accessilbe. You will need to make considerable changes to achieve this.
Best Regards,
Panagiotis
@PanagiotisCharalampous
ryanoia@gmail.com
22 Apr 2019, 03:08
Considerable changes - does that mean almost changing the code from scratch or a major overhaul? Would appreciate your assessment on this. Thanks.
@ryanoia@gmail.com
ryanoia@gmail.com
22 Apr 2019, 03:10
How about making reference to this pivot point indicator:
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
namespace cAlgo.Indicators
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.EasternStandardTime, AccessRights = AccessRights.None)]
public class AllPivots : Indicator
{
private DateTime _previousPeriodStartTime;
private int _previousPeriodStartIndex;
private TimeFrame PivotTimeFrame;
private VerticalAlignment vAlignment = VerticalAlignment.Top;
private HorizontalAlignment hAlignment = HorizontalAlignment.Right;
public string PP;
Colors pivotColor = Colors.Magenta;
Colors supportColor = Colors.Red;
Colors resistanceColor = Colors.DodgerBlue;
Colors pmedioColor = Colors.Green;
[Parameter("Show Labels", DefaultValue = true)]
public bool ShowLabels { get; set; }
[Parameter("Pivot Color", DefaultValue = "Magenta")]
public string PivotColor { get; set; }
[Parameter("Support Color", DefaultValue = "Red")]
public string SupportColor { get; set; }
[Parameter("Resistance Color", DefaultValue = "DodgerBlue")]
public string ResistanceColor { get; set; }
[Parameter("PMedio Color", DefaultValue = "Green")]
public string PmedioColor { get; set; }
[Parameter("Espessura Pivot", DefaultValue = 1)]
public int Espessura { get; set; }
[Parameter("Espessura Pivot Medio", DefaultValue = 1)]
public int Espessura2 { get; set; }
protected override void Initialize()
{
PivotTimeFrame = TimeFrame.Daily;
PP = "P Daily";
/* if (TimeFrame < TimeFrame.Hour4)
{
PivotTimeFrame = TimeFrame.Daily;
PP = "P Daily";
}
if ((TimeFrame >= TimeFrame.Hour4) && (TimeFrame < TimeFrame.Weekly))
{
PivotTimeFrame = TimeFrame.Weekly;
PP = "P Weekly";
}
if (TimeFrame >= TimeFrame.Weekly)
{
PivotTimeFrame = TimeFrame.Monthly;
PP = "P Monthly";
}
*/
Enum.TryParse(PivotColor, out pivotColor);
Enum.TryParse(SupportColor, out supportColor);
Enum.TryParse(ResistanceColor, out resistanceColor);
Enum.TryParse(PmedioColor, out pmedioColor);
}
private DateTime GetStartOfPeriod(DateTime dateTime)
{
return CutToOpenByNewYork(dateTime, PivotTimeFrame);
}
private DateTime GetEndOfPeriod(DateTime dateTime)
{
if (PivotTimeFrame == TimeFrame.Monthly)
{
return new DateTime(dateTime.Year, dateTime.Month, 1).AddMonths(1);
}
return AddPeriod(CutToOpenByNewYork(dateTime, PivotTimeFrame), PivotTimeFrame);
}
public override void Calculate(int index)
{
var currentPeriodStartTime = GetStartOfPeriod(MarketSeries.OpenTime[index]);
if (currentPeriodStartTime == _previousPeriodStartTime)
return;
if (index > 0)
CalculatePivots(_previousPeriodStartTime, _previousPeriodStartIndex, currentPeriodStartTime, index);
_previousPeriodStartTime = currentPeriodStartTime;
_previousPeriodStartIndex = index;
}
private void CalculatePivots(DateTime startTime, int startIndex, DateTime startTimeOfNextPeriod, int index)
{
var high = MarketSeries.High[startIndex];
var low = MarketSeries.Low[startIndex];
var close = MarketSeries.Close[startIndex];
var i = startIndex + 1;
while (GetStartOfPeriod(MarketSeries.OpenTime[i]) == startTime && i < MarketSeries.Close.Count)
{
high = Math.Max(high, MarketSeries.High[i]);
low = Math.Min(low, MarketSeries.Low[i]);
close = MarketSeries.Close[i];
i++;
}
var pivotStartTime = startTimeOfNextPeriod;
var pivotEndTime = GetEndOfPeriod(startTimeOfNextPeriod);
var pivot = (high + low + close) / 3;
var r1 = 2 * pivot - low;
var s1 = 2 * pivot - high;
var r2 = pivot + high - low;
var s2 = pivot - high + low;
var r3 = high + 2 * (pivot - low);
var s3 = low - 2 * (high - pivot);
var r4 = r3 + pivot - low;
var s4 = s3 + pivot - high;
var m0 = (s4 + s3) / 2;
var m1 = (s3 + s2) / 2;
var m2 = (s2 + s1) / 2;
var m3 = (s1 + pivot) / 2;
var m4 = (pivot + r1) / 2;
var m5 = (r1 + r2) / 2;
var m6 = (r2 + r3) / 2;
var m7 = (r3 + r4) / 2;
ChartObjects.DrawLine("pivot " + startIndex, pivotStartTime, pivot, pivotEndTime, pivot, pivotColor, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("r1 " + startIndex, pivotStartTime, r1, pivotEndTime, r1, resistanceColor, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("r2 " + startIndex, pivotStartTime, r2, pivotEndTime, r2, resistanceColor, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("r3 " + startIndex, pivotStartTime, r3, pivotEndTime, r3, Colors.Aqua, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("r4 " + startIndex, pivotStartTime, r4, pivotEndTime, r4, Colors.SlateBlue, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("s1 " + startIndex, pivotStartTime, s1, pivotEndTime, s1, supportColor, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("s2 " + startIndex, pivotStartTime, s2, pivotEndTime, s2, supportColor, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("s3 " + startIndex, pivotStartTime, s3, pivotEndTime, s3, Colors.Yellow, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("s4 " + startIndex, pivotStartTime, s4, pivotEndTime, s4, Colors.Orange, Espessura, LineStyle.Solid);
ChartObjects.DrawLine("m0 " + startIndex, pivotStartTime, m0, pivotEndTime, m0, pmedioColor, Espessura2, LineStyle.DotsRare);
ChartObjects.DrawLine("m1 " + startIndex, pivotStartTime, m1, pivotEndTime, m1, pmedioColor, Espessura2, LineStyle.DotsRare);
ChartObjects.DrawLine("m2 " + startIndex, pivotStartTime, m2, pivotEndTime, m2, pmedioColor, Espessura2, LineStyle.DotsRare);
ChartObjects.DrawLine("m3 " + startIndex, pivotStartTime, m3, pivotEndTime, m3, pmedioColor, Espessura2, LineStyle.DotsRare);
ChartObjects.DrawLine("m4 " + startIndex, pivotStartTime, m4, pivotEndTime, m4, pmedioColor, Espessura2, LineStyle.DotsRare);
ChartObjects.DrawLine("m5 " + startIndex, pivotStartTime, m5, pivotEndTime, m5, pmedioColor, Espessura2, LineStyle.DotsRare);
ChartObjects.DrawLine("m6 " + startIndex, pivotStartTime, m6, pivotEndTime, m6, pmedioColor, Espessura2, LineStyle.DotsRare);
ChartObjects.DrawLine("m7 " + startIndex, pivotStartTime, m7, pivotEndTime, m7, pmedioColor, Espessura2, LineStyle.DotsRare);
if (!ShowLabels)
return;
ChartObjects.DrawText("Lpivot " + startIndex, PP + "=" + pivot.ToString("0.00000"), index, pivot, vAlignment, hAlignment, Colors.White);
ChartObjects.DrawText("Lr1 " + startIndex, "R1=" + r1.ToString("0.00000"), index, r1, vAlignment, hAlignment, resistanceColor);
ChartObjects.DrawText("Lr2 " + startIndex, "R2=" + r2.ToString("0.00000"), index, r2, vAlignment, hAlignment, resistanceColor);
ChartObjects.DrawText("Lr3 " + startIndex, "R3=" + r3.ToString("0.00000"), index, r3, vAlignment, hAlignment, Colors.Aqua);
ChartObjects.DrawText("Lr4 " + startIndex, "R4=" + r4.ToString("0.00000"), index, r4, vAlignment, hAlignment, Colors.SlateBlue);
ChartObjects.DrawText("Ls1 " + startIndex, "S1=" + s1.ToString("0.00000"), index, s1, vAlignment, hAlignment, supportColor);
ChartObjects.DrawText("Ls2 " + startIndex, "S2=" + s2.ToString("0.00000"), index, s2, vAlignment, hAlignment, supportColor);
ChartObjects.DrawText("Ls3 " + startIndex, "S3=" + s3.ToString("0.00000"), index, s3, vAlignment, hAlignment, Colors.Yellow);
ChartObjects.DrawText("Ls4 " + startIndex, "S4=" + s4.ToString("0.00000"), index, s4, vAlignment, hAlignment, Colors.Orange);
}
private static DateTime CutToOpenByNewYork(DateTime date, TimeFrame timeFrame)
{
if (timeFrame == TimeFrame.Daily)
{
var hourShift = (date.Hour + 24 - 17) % 24;
return new DateTime(date.Year, date.Month, date.Day, date.Hour, 0, 0, DateTimeKind.Unspecified).AddHours(-hourShift);
}
if (timeFrame == TimeFrame.Weekly)
return GetStartOfTheWeek(date);
if (timeFrame == TimeFrame.Monthly)
{
return new DateTime(date.Year, date.Month, 1, 0, 0, 0, DateTimeKind.Unspecified);
}
throw new ArgumentException(string.Format("Unknown timeframe: {0}", timeFrame), "timeFrame");
}
private static DateTime GetStartOfTheWeek(DateTime dateTime)
{
return dateTime.Date.AddDays((double)DayOfWeek.Sunday - (double)dateTime.Date.DayOfWeek).AddHours(-7);
}
public DateTime AddPeriod(DateTime dateTime, TimeFrame timeFrame)
{
if (timeFrame == TimeFrame.Daily)
{
return dateTime.AddDays(1);
}
if (timeFrame == TimeFrame.Weekly)
{
return dateTime.AddDays(7);
}
if (timeFrame == TimeFrame.Monthly)
return dateTime.AddMonths(1);
throw new ArgumentException(string.Format("Unknown timeframe: {0}", timeFrame), "timeFrame");
}
}
}
@ryanoia@gmail.com
PanagiotisCharalampous
22 Apr 2019, 10:35
Hi ryanoia@gmail.com,
You will need to add functionality to access the support and resistance levels from a cBot.
Best Regards,
Panagiotis
@PanagiotisCharalampous
ryanoia@gmail.com
22 Apr 2019, 10:50
Ok. So are you saying that with the second indicator, it is possible, it's just that I have to add functionality in the pivot point cBot code for the cBot to access the support and resistance levels in the indicator?
@ryanoia@gmail.com
ryanoia@gmail.com
22 Apr 2019, 10:51
I mean, pivot point support and resistance levels
@ryanoia@gmail.com
PanagiotisCharalampous
23 Apr 2019, 16:22
Hi ryanoia@gmail.com,
Ok. So are you saying that with the second indicator, it is possible, it's just that I have to add functionality in the pivot point cBot code for the cBot to access the support and resistance levels in the indicator?
Yes this is what I mean.
Best Regards,
Panagiotis
@PanagiotisCharalampous
ryanoia@gmail.com
18 Apr 2019, 10:33
Possible?
I just need to know if this is possible or not so that I know if I am wasting time trying to do this or not. The code is simple, instead of take profit or stop loss in the executemarketorder, I want to change it to the price levels indicated in the price S/R indicator.
@ryanoia@gmail.com