Heiken Ashi cBot issue

Created at 24 Jan 2014, 05:31
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
KY

Kyriakos

Follow

Joined 08.01.2014

Heiken Ashi cBot issue
24 Jan 2014, 05:31

Hey guys,

I'm new to cAlgo and i'm preparing a Heiken Ashi robot that buys or sells at the end of each bar depending on the direction. 

Build is successful but it doesn't make any trades.

Please Help

 

//#reference: ..\Indicators\HeikenAshiJohn.algo
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)]
    public class HAK : Robot
    {
        [Parameter("Initial Volume", DefaultValue = 10000, MinValue = 0)]
        public int InitialVolume { get; set; }

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

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

        private HeikenAshiJohn HAJ;

        string label = "HAK";


        protected override void OnStart()
        {
            HAJ = Indicators.GetIndicator<HeikenAshiJohn>(1);
        }

        protected override void OnBar()
        {
            int index = MarketSeries.Close.Count - 2;

            Print("Open : " + HAJ.xOpen[index] + " | Close : " + HAJ.xClose[index] + " | Last : " + HAJ.xClose.LastValue);

            if (HAJ.xClose[index] < HAJ.xOpen[index])
            {
                ExecuteMarketOrder(TradeType.Sell, Symbol, InitialVolume, label, SL, TP);
            }

            if (HAJ.xClose[index] > HAJ.xOpen[index])
            {
                ExecuteMarketOrder(TradeType.Buy, Symbol, InitialVolume, label, SL, TP);
            }
        }
    }
}

 

@Kyriakos
Replies

adaled
24 Jan 2014, 14:37

I think it's probably the indicator. Post the code of that.

@adaled

Kyriakos
27 Jan 2014, 08:23

HA Indicator
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC)]
    public class HeikenAshiJohn : Indicator
    {
        [Parameter("Period", DefaultValue = 1, MinValue = 1, MaxValue = 2147483647)]
        public int ParameterPeriod { get; set; }

        public IndicatorDataSeries xClose;
        public IndicatorDataSeries xHigh;
        public IndicatorDataSeries xLow;
        public IndicatorDataSeries xOpen;

        protected override void Initialize()
        {
            xClose = CreateDataSeries();
            xHigh = CreateDataSeries();
            xLow = CreateDataSeries();
            xOpen = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            if (index <= ParameterPeriod)
            {
                xOpen[index] = Math.Round((MarketSeries.Open[index] + MarketSeries.Close[index]) / 2, Symbol.Digits);
                xClose[index] = Math.Round((MarketSeries.Open[index] + MarketSeries.Low[index] + MarketSeries.High[index] + MarketSeries.Close[index]) / 4, Symbol.Digits);
                xHigh[index] = MarketSeries.High[index];
                xLow[index] = MarketSeries.Low[index];

                return;
            }

            xOpen[index] = Math.Round((xOpen[index - 1] + xClose[index - 1]) / 2, Symbol.Digits);
            xClose[index] = Math.Round((MarketSeries.Open[index] + MarketSeries.Low[index] + MarketSeries.High[index] + MarketSeries.Close[index]) / 4, Symbol.Digits);
            xHigh[index] = Math.Max(MarketSeries.High[index], Math.Max(xOpen[index], xClose[index]));
            xLow[index] = Math.Min(MarketSeries.Low[index], Math.Min(xOpen[index], xClose[index]));

            if (xClose[index] < xOpen[index])
            {
                ChartObjects.DrawLine("OpenClose-" + index.ToString(), index, xOpen[index], index, xClose[index], Colors.Red, 5, LineStyle.Solid);
                ChartObjects.DrawLine("HighLow-" + index.ToString(), index, xHigh[index], index, xLow[index], Colors.Red, 1, LineStyle.Solid);
            }
            else
            {
                ChartObjects.DrawLine("OpenClose-" + index.ToString(), index, xOpen[index], index, xClose[index], Colors.Yellow, 5, LineStyle.Solid);
                ChartObjects.DrawLine("HighLow-" + index.ToString(), index, xHigh[index], index, xLow[index], Colors.Yellow, 1, LineStyle.Solid);
            }
        }
    }
}

 

@Kyriakos

adaled
27 Jan 2014, 09:36

They need to be output:

e.g.

        [Output("xClose")]
        public IndicatorDataSeries xClose { get; set; }

etc.

@adaled

Kyriakos
27 Jan 2014, 11:10

RE:

Thank you for your help but it still doesn't trade after changing the indicator:

 

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC)]
    public class HeikenAshiJohn : Indicator
    {
        [Parameter("Period", DefaultValue = 1, MinValue = 1, MaxValue = 2147483647)]
        public int ParameterPeriod { get; set; }

        [Output("xClose")]
        public IndicatorDataSeries xClose { get; set; }

        [Output("xHigh")]
        public IndicatorDataSeries xHigh { get; set; }

        [Output("xLow")]
        public IndicatorDataSeries xLow { get; set; }

        [Output("xOpen")]
        public IndicatorDataSeries xOpen { get; set; }

 

@Kyriakos

adaled
27 Jan 2014, 12:22

remove these lines also:

xClose = CreateDataSeries();
xHigh = CreateDataSeries();
xLow = CreateDataSeries();
xOpen = CreateDataSeries();

 

@adaled

Kyriakos
27 Jan 2014, 12:47

RE:

You are amazing thank you. :)

adaled said:

remove these lines also:

xClose = CreateDataSeries();
xHigh = CreateDataSeries();
xLow = CreateDataSeries();
xOpen = CreateDataSeries();

 

 

@Kyriakos

karlson
02 Mar 2015, 20:16

RE: RE:

Hi,

How to do the same robot please with Heiken Ashi Smoothed :

Thank you

 

 

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class HeikenAshiSmoothed : Indicator
    {
        [Parameter(DefaultValue = 5, MinValue = 1)]
        public int Periods { get; set; }

        [Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MAType { get; set; }

        private MovingAverage maOpen;
        private MovingAverage maClose;
        private MovingAverage maHigh;
        private MovingAverage maLow;
        private IndicatorDataSeries haClose;
        private IndicatorDataSeries haOpen;

        protected override void Initialize()
        {
            maOpen = Indicators.MovingAverage(MarketSeries.Open, Periods, MAType);
            maClose = Indicators.MovingAverage(MarketSeries.Close, Periods, MAType);
            maHigh = Indicators.MovingAverage(MarketSeries.High, Periods, MAType);
            maLow = Indicators.MovingAverage(MarketSeries.Low, Periods, MAType);
            haOpen = CreateDataSeries();
            haClose = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            double haHigh;
            double haLow;
            Colors Color;

            if (index > 0 && !double.IsNaN(maOpen.Result[index - 1]))
            {
                haOpen[index] = (haOpen[index - 1] + haClose[index - 1]) / 2;
                haClose[index] = (maOpen.Result[index] + maClose.Result[index] + maHigh.Result[index] + maLow.Result[index]) / 4;
                haHigh = Math.Max(maHigh.Result[index], Math.Max(haOpen[index], haClose[index]));
                haLow = Math.Min(maLow.Result[index], Math.Min(haOpen[index], haClose[index]));
                Color = (haOpen[index] > haClose[index]) ? Colors.Red : Colors.Blue;
                ChartObjects.DrawLine("BarHA" + index, index, haOpen[index], index, haClose[index], Color, 7, LineStyle.Solid);
                ChartObjects.DrawLine("LineHA" + index, index, haHigh, index, haLow, Color, 1, LineStyle.Solid);
            }
            else if (!double.IsNaN(maOpen.Result[index]))
            {
                haOpen[index] = (maOpen.Result[index] + maClose.Result[index]) / 2;
                haClose[index] = (maOpen.Result[index] + maClose.Result[index] + maHigh.Result[index] + maLow.Result[index]) / 4;
                haHigh = maHigh.Result[index];
                haLow = maLow.Result[index];
            }
        }
    }
}

 

@karlson

brunoamancio.ti
01 Sep 2016, 01:13

I've added some functions for cBots developers to use HA data in their bots. 

Check out /algos/indicators/show/1452

@brunoamancio.ti

thierry
17 Mar 2018, 16:46

Hi,

Have you find how to change the Heiken Ashi Smoothed indicator in order to get outputs ?

Thanks

@thierry

matteo.cechet
29 Oct 2019, 23:51

RE: RE: full program

Hello, please could you give me the complete HA bot program to install on c-trader?

thanx a lot

Matteo

@matteo.cechet
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
cTrader Ltd offers through its group of companies the cTrader platform. The information on this website is for general informational purposes only and does not constitute financial or investment advice. cTrader does not solicit retail investors. Reliance on this information is at your own risk.