how to apply Multi-Symbol Backtesting ?

PanagiotisCharalampous
16 Dec 2019, 14:28

Hi useretinv,

I am not sure what do you mean when you say.

to apply new Multi-Symbol Back testing code

This cBot is not a multisymbol cBot. It just trades one symbol. Do you want this cBot to trade on many symbols at the same time?

Best Regards,

Panagiotis 

Join us on Telegram

useretinv
16 Dec 2019, 14:35

RE:

PanagiotisCharalampous said:

Hi useretinv,

I am not sure what do you mean when you say.

to apply new Multi-Symbol Back testing code

This cBot is not a multisymbol cBot. It just trades one symbol. Do you want this cBot to trade on many symbols at the same time?

Best Regards,

Panagiotis 

 yes , i want this code to trade on many symbols at the same time .

PanagiotisCharalampous
16 Dec 2019, 14:50

RE:

Hi useretinv,

See an example below with the cBot trading on two symbols.

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 marto : Robot
    {
        [Parameter("Initial Volume", DefaultValue = 10000, MinValue = 0)]
        public int InitialVolume { get; set; }

        [Parameter("Stop Loss", DefaultValue = 40)]
        public int StopLoss { get; set; }

        [Parameter("Take Profit", DefaultValue = 40)]
        public int TakeProfit { get; set; }

        private Random random = new Random();

        protected override void OnStart()
        {
            Positions.Closed += OnPositionsClosed;

            ExecuteOrder("EURUSD", InitialVolume, GetRandomTradeType());
            ExecuteOrder("GBPUSD", InitialVolume, GetRandomTradeType());
        }

        private void ExecuteOrder(string symbol, long volume, TradeType tradeType)
        {
            var result = ExecuteMarketOrder(tradeType, symbol, volume, "Martingale", StopLoss, TakeProfit);

            if (result.Error == ErrorCode.NoMoney)
                Stop();
        }

        private void OnPositionsClosed(PositionClosedEventArgs args)
        {
            Print("Closed");
            var position = args.Position;

            if (position.Label != "Martingale")
                return;

            if (position.GrossProfit > 0)
            {
                ExecuteOrder(position.SymbolName, InitialVolume, GetRandomTradeType());
            }
            else
            {
                if (position.TradeType == TradeType.Buy)
                    ExecuteOrder(position.SymbolName, (int)position.Volume * 2, TradeType.Sell);
                else
                    ExecuteOrder(position.SymbolName, (int)position.Volume * 2, TradeType.Buy);
            }
        }

        private TradeType GetRandomTradeType()
        {
            return random.Next(2) == 0 ? TradeType.Buy : TradeType.Sell;
        }
    }
}

You can modify this accordingly

Best Regards,

Panagiotis 

Join us on Telegram