Could anyone please add a fixed StopLoss to this ropot
Could anyone please add a fixed StopLoss to this ropot
14 Oct 2013, 18:48
Hi
This is not my robot, but i think it could be improved if it had a stop loss. I have tryed to add it my self, but i don't have any programing skilles.
Link to robot: /algos/robots/show/225
Thanks
Replies
gb1980be
18 Oct 2013, 23:51
Hi MRSV,
A good way to follow with your robot isn't to add a SL. Trust me.
Robot forex is a martingale. So your SL activated suppose that you arrive to the end of your 5th position opened without gain.
With a martingale robot, your robot will follow a way to the end of the max count positions settings (here is 5). And after ?
Imagine, the robot opened 5 positions (10k, 20k, 30k, 40k & 50k buy or sell). And after... the market never comes in the other way. You loose your money !
A good way to follow is to add something in the "controlseries" but not a SL.
In the control series, try to makes the robot, after your pipstep (300 here) overtaken, open a 6th position but in the other way with 70k of more to limit the loss.
And then, try to make your robot begin @ the startvolume.
If you do that, your robot will be a success.
private void ControlSeries()
{
int _pipstep, NewVolume, Rem;
int BarCount = 25;
int Del = MaxOrders - 1;
if(PipStep == 0)
_pipstep = GetDynamicPipstep(BarCount, Del);
else
_pipstep = PipStep;
if(Account.Positions.Count < MaxOrders)
switch(GetPositionsSide())
{
case 0:
if(Symbol.Ask < FindLastPrice(TradeType.Buy) - _pipstep * Symbol.PointSize)
{
NewVolume = Math.DivRem((int)(FirstLot + FirstLot*Account.Positions.Count), LotStep, out Rem) * LotStep;
if(!(NewVolume < LotStep))
Trade.CreateBuyMarketOrder(Symbol, NewVolume);
}
break;
case 1:
if(Symbol.Bid > FindLastPrice(TradeType.Sell) + _pipstep * Symbol.PointSize)
{
NewVolume = Math.DivRem((int)(FirstLot + FirstLot*Account.Positions.Count), LotStep, out Rem) * LotStep;
if(!(NewVolume < LotStep))
Trade.CreateSellMarketOrder(Symbol, NewVolume);
}
break;
}
}
Try to duplicate this serie (case 0 and case 1).
But inverse the Trade.CreateBuyMarketOrder to a Trade.CreateSellMarketOrder.
It is just a key for you to begin.
@gb1980be
jeex
18 Oct 2013, 17:16
It has a stoploss
using System; using cAlgo.API; namespace cAlgo.Robots { [Robot("Robot Forex")] public class RobotForex : Robot { [Parameter(DefaultValue = 10000, MinValue = 10000)] public int FirstLot { get; set; } [Parameter("Take_Profit", DefaultValue = 180, MinValue = 10)] public int TakeProfit { get; set; } [Parameter("Tral_Start", DefaultValue = 50)] public int Tral_Start { get; set; } [Parameter("Tral_Stop", DefaultValue = 50)] public int Tral_Stop { get; set; } [Parameter(DefaultValue = 300)] public int PipStep { get; set; } [Parameter(DefaultValue = 5, MinValue = 2)] public int MaxOrders { get; set; } private Position position; private bool RobotStopped; private int LotStep=10000; protected override void OnStart() { } protected override void OnTick() { double Bid=Symbol.Bid; double Ask=Symbol.Ask; double Point=Symbol.PointSize; if(Trade.IsExecuting) return; if(Account.Positions.Count > 0 && RobotStopped) return; else RobotStopped = false; if(Account.Positions.Count == 0) SendFirstOrder(FirstLot); else ControlSeries(); foreach (var position in Account.Positions) { if(position.SymbolCode == Symbol.Code) { if(position.TradeType == TradeType.Buy) { if (Bid-GetAveragePrice(TradeType.Buy)>=Tral_Start*Point) if (Bid-Tral_Stop*Point>=position.StopLoss) Trade.ModifyPosition(position, Bid-Tral_Stop*Point, position.TakeProfit); } if(position.TradeType == TradeType.Sell) { if (GetAveragePrice(TradeType.Sell)-Ask>=Tral_Start*Point) if (Ask+Tral_Stop*Point<=position.StopLoss || position.StopLoss==0) Trade.ModifyPosition(position, Ask+Tral_Stop*Point, position.TakeProfit); } } } } protected override void OnError(Error CodeOfError) { if(CodeOfError.Code == ErrorCode.NoMoney) { RobotStopped = true; Print("ERROR!!! No money for order open, robot is stopped!"); } else if(CodeOfError.Code == ErrorCode.BadVolume) { RobotStopped = true; Print("ERROR!!! Bad volume for order open, robot is stopped!"); } } private void SendFirstOrder(int OrderVolume) { int Signal = GetStdIlanSignal(); if(!(Signal < 0)) switch(Signal) { case 0: Trade.CreateBuyMarketOrder(Symbol, OrderVolume); break; case 1: Trade.CreateSellMarketOrder(Symbol, OrderVolume); break; } } protected override void OnPositionOpened(Position openedPosition) { double? StopLossPrice = null; double? TakeProfitPrice = null; if(Account.Positions.Count == 1) { position = openedPosition; if( position.TradeType == TradeType.Buy) TakeProfitPrice = position.EntryPrice + TakeProfit * Symbol.PointSize; if( position.TradeType == TradeType.Sell) TakeProfitPrice = position.EntryPrice - TakeProfit * Symbol.PointSize; } else switch(GetPositionsSide()) { case 0: TakeProfitPrice = GetAveragePrice(TradeType.Buy) + TakeProfit * Symbol.PointSize; break; case 1: TakeProfitPrice = GetAveragePrice(TradeType.Sell) - TakeProfit * Symbol.PointSize; break; } for(int i = 0; i < Account.Positions.Count; i++) { position = Account.Positions[i]; if(StopLossPrice != null || TakeProfitPrice != null) Trade.ModifyPosition(position, position.StopLoss, TakeProfitPrice); } } private double GetAveragePrice(TradeType TypeOfTrade) { double Result = Symbol.Bid; double AveragePrice = 0; long Count = 0; for(int i = 0; i < Account.Positions.Count; i++) { position = Account.Positions[i]; if(position.TradeType == TypeOfTrade) { AveragePrice += position.EntryPrice * position.Volume; Count += position.Volume; } } if(AveragePrice > 0 && Count > 0) Result = AveragePrice / Count; return Result; } private int GetPositionsSide() { int Result = -1; int i, BuySide = 0, SellSide = 0; for(i = 0; i < Account.Positions.Count; i++) { if(Account.Positions[i].TradeType == TradeType.Buy) BuySide++; if(Account.Positions[i].TradeType == TradeType.Sell) SellSide++; } if(BuySide == Account.Positions.Count) Result = 0; if(SellSide == Account.Positions.Count) Result = 1; return Result; } private void ControlSeries() { int _pipstep, NewVolume, Rem; int BarCount = 25; int Del = MaxOrders - 1; if(PipStep == 0) _pipstep = GetDynamicPipstep(BarCount, Del); else _pipstep = PipStep; if(Account.Positions.Count < MaxOrders) switch(GetPositionsSide()) { case 0: if(Symbol.Ask < FindLastPrice(TradeType.Buy) - _pipstep * Symbol.PointSize) { NewVolume = Math.DivRem((int)(FirstLot + FirstLot*Account.Positions.Count), LotStep, out Rem) * LotStep; if(!(NewVolume < LotStep)) Trade.CreateBuyMarketOrder(Symbol, NewVolume); } break; case 1: if(Symbol.Bid > FindLastPrice(TradeType.Sell) + _pipstep * Symbol.PointSize) { NewVolume = Math.DivRem((int)(FirstLot + FirstLot*Account.Positions.Count), LotStep, out Rem) * LotStep; if(!(NewVolume < LotStep)) Trade.CreateSellMarketOrder(Symbol, NewVolume); } break; } } private int GetDynamicPipstep(int CountOfBars, int Del) { int Result; double HighestPrice = 0, LowestPrice = 0; int StartBar = MarketSeries.Close.Count - 2 - CountOfBars; int EndBar = MarketSeries.Close.Count - 2; for(int i = StartBar; i < EndBar; i++) { if(HighestPrice == 0 && LowestPrice == 0) { HighestPrice = MarketSeries.High[i]; LowestPrice = MarketSeries.Low[i]; continue; } if(MarketSeries.High[i] > HighestPrice) HighestPrice = MarketSeries.High[i]; if(MarketSeries.Low[i] < LowestPrice) LowestPrice = MarketSeries.Low[i]; } Result = (int)((HighestPrice - LowestPrice) / Symbol.PointSize / Del); return Result; } private double FindLastPrice(TradeType TypeOfTrade) { double LastPrice = 0; for(int i = 0; i < Account.Positions.Count; i++) { position = Account.Positions[i]; if(TypeOfTrade == TradeType.Buy) if(position.TradeType == TypeOfTrade) { if(LastPrice == 0) { LastPrice = position.EntryPrice; continue; } if(position.EntryPrice < LastPrice) LastPrice = position.EntryPrice; } if(TypeOfTrade == TradeType.Sell) if(position.TradeType == TypeOfTrade) { if(LastPrice == 0) { LastPrice = position.EntryPrice; continue; } if(position.EntryPrice > LastPrice) LastPrice = position.EntryPrice; } } return LastPrice; } private int GetStdIlanSignal() { int Result = -1; int LastBarIndex = MarketSeries.Close.Count - 2; int PrevBarIndex = LastBarIndex - 1; if(MarketSeries.Close[LastBarIndex] > MarketSeries.Open[LastBarIndex]) if(MarketSeries.Close[PrevBarIndex] > MarketSeries.Open[PrevBarIndex]) Result = 0; if(MarketSeries.Close[LastBarIndex] < MarketSeries.Open[LastBarIndex]) if(MarketSeries.Close[PrevBarIndex] < MarketSeries.Open[PrevBarIndex]) Result = 1; return Result; } } }I don't understand your question. The code you referred to (pasted up here) has a proper stoploss in the line
Could you be more specific, than i'll gladly be of assistance.
@jeex