Get Signals into cBot from Custom Indicator
Created at 04 Aug 2020, 10:18
Get Signals into cBot from Custom Indicator
04 Aug 2020, 10:18
Hi Team,
I am working on my own strategy to identify potential reversals which is working almost 80 to 90 percent. But, if I apply the same in cBot, its still working, but not as per my plan. So I will try to explain the issue which helps you people can understand.
Below is the image with signals from Indicator.
INDICATOR CODE: (BELOW CODE WILL NOT PLOT SIGNALS LIKE SHOWN ABOVE, JUST GIVEN FOR YOUR UNDERSTANDING)
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.Data.SqlClient;
namespace cAlgo
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
public class STRSSignals : Indicator
{
#region "Declarations"
[Parameter("Display Arrow Signal", DefaultValue = true)]
public bool DisplayArrowSignal { get; set; }
[Parameter("Opp Signal Validate", DefaultValue = true)]
public bool OppSignalValidation { get; set; }
[Parameter("Arrow Spacing from Line", DefaultValue = 3)]
public int ArrowSpacing { get; set; }
public string upArrow = "▲";
public string downArrow = "▼";
public bool bullishArrowDrawn = false;
public bool bearishArrowDrawn = false;
public int SignalIndex;
public RelativeStrengthIndex rsi;
public bool RSIBullish = false, RSIBearish = false;
public bool IsBullish, IsBearish;
public DateTime lastsignaltime;
public string signal;
public string signalstatus;
public int signalBackPeriods;
#endregion
//[Output("Signal")]
public IndicatorDataSeries SignalsData;
//[Output("Signal Index")]
public IndicatorDataSeries SignalsIndexData;
protected override void Initialize()
{
rsi = Indicators.RelativeStrengthIndex(Bars.ClosePrices, RSIPeriod);
}
public override void Calculate(int index)
{
int s = 0;
IsBullish = false;
IsBearish = false;
int period = 1;
RSIBullish = rsi.Result.HasCrossedAbove(10, period);
RSIBearish = rsi.Result.HasCrossedBelow(10, period);
IsBullish = RSIBullish;
IsBearish = RSIBearish;
if (IsBullish)
{
SignalIndex = index;
DisplayArrows(index, "Buy");
lastsignaltime = Bars.OpenTimes.Last(SignalIndex);
signal = "Buy";
SignalsData[index] = 1;
SignalsIndexData[index] = index;
}
if (IsBearish)
{
SignalIndex = index;
DisplayArrows(index, "Sell");
lastsignaltime = Bars.OpenTimes.Last(SignalIndex);
signal = "Sell";
SignalsData[index] = 2;
SignalsIndexData[index] = index;
}
if (SignalIndex == index)
{
signalstatus = "Running";
}
if (SignalIndex < index)
{
signalstatus = "Confirmed";
signalBackPeriods = index - SignalIndex;
}
Chart.DrawStaticText("LastSignalTime", SetNewLine(s) + "Last Signal Time \t: " + "\t" + lastsignaltime.ToString("yyyy-MM-dd HH:mm:ss"), VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("LastSignalIndex", SetNewLine(s) + "Last Signal Index \t: " + "\t" + SignalIndex + " Current Index : " + index, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("LastSignal", SetNewLine(s) + "Last Signal \t: " + "\t" + signal, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("TimeFrame", SetNewLine(s) + "Time Frame \t: " + "\t" + Chart.TimeFrame, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("SignalStatus", SetNewLine(s) + "Signal Status \t: " + "\t" + signalstatus, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("SignalBackPeriodsCount", SetNewLine(s) + "Periods Ago \t: " + "\t" + signalBackPeriods, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
}
public string SetNewLine(int count)
{
string _newline = "";
int i = 0;
while (i < count)
{
_newline = _newline + Environment.NewLine;
i++;
}
return _newline;
}
public void DisplayArrows(int index, string signal)
{
int idx;
if (DisplayArrowSignal)
{
if (signal == "Buy")
{
if (OppSignalValidation)
{
if (!bullishArrowDrawn)
{
idx = index;
// _breakoutCandleIndexBuy;
double y = Bars.LowPrices.Last(0) - (Symbol.PipSize * ArrowSpacing);
string TextName = string.Format("BuySignal {0}", idx);
ChartObjects.DrawText(TextName, upArrow, idx, y, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Green);
bullishArrowDrawn = true;
bearishArrowDrawn = false;
}
}
else
{
idx = index;
// _breakoutCandleIndexBuy;
double y = Bars.LowPrices.Last(0) - (Symbol.PipSize * ArrowSpacing);
string TextName = string.Format("BuySignal {0}", idx);
ChartObjects.DrawText(TextName, upArrow, idx, y, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Green);
bullishArrowDrawn = true;
bearishArrowDrawn = false;
}
}
else if (signal == "Sell")
{
if (OppSignalValidation)
{
if (!bearishArrowDrawn)
{
idx = index;
// _breakoutCandleIndexSell;
double y = Bars.HighPrices.Last(0) + (Symbol.PipSize * ArrowSpacing);
string TextName = string.Format("SellSignal {0}", idx);
ChartObjects.DrawText(TextName, downArrow, idx, y, VerticalAlignment.Bottom, HorizontalAlignment.Center, Colors.Red);
bearishArrowDrawn = true;
bullishArrowDrawn = false;
}
}
else
{
idx = index;
// _breakoutCandleIndexSell;
double y = Bars.HighPrices.Last(0) + (Symbol.PipSize * ArrowSpacing);
string TextName = string.Format("SellSignal {0}", idx);
ChartObjects.DrawText(TextName, downArrow, idx, y, VerticalAlignment.Bottom, HorizontalAlignment.Center, Colors.Red);
bearishArrowDrawn = true;
bullishArrowDrawn = false;
}
}
}
}
}
}
I want to use above signals and place orders based on some conditions from cBot. To do so, I am using below code which is returning NULL always, even the signal is active.
CBOT CODE:
public STRSSignals strssignals;
protected override void OnStart()
{
strssignals = Indicators.GetIndicator<STRSSignals>(false, false, 3);
// Subscribe to the positions opened event.
Positions.Opened += PositionsOnOpened;
// Subscribe to the positions closed event.
//Positions.Closed += PositionsOnClosed;
//// Subscribe to the positions modified event.
//Positions.Modified += OnPositionsModified;
//// Subscribe to the pending order created event.
//PendingOrders.Created += OnPendingOrdersCreated;
//// Subscribe to the pending order modified event.
//PendingOrders.Modified += OnPendingOrdersModified;
//// Subscribe to the pending order cancelled event.
//PendingOrders.Cancelled += OnPendingOrdersCancelled;
}
bool IsBullish, IsBearish;
protected override void OnBar()
{
// To here I want to get Signal from Indicator to cBot and assign values to IsBullish / IsBearish. So, then I will place orders like below. (I created my own methods to place orders).
try
{
string signal = strssignals.SignalsData.Last(1).ToString();
string signalindex = strssignals.SignalsIndexData.Last(1).ToString();
Print(signal + " - " + signalindex);
}
catch (Exception ex)
{
Print(ex.Message + " - OB001");
}
try
{
if (IsBullish == true)
{
if (AllowTrading)
{
ClosePositions(TradeType.Buy, SymbolName.ToString());
PlaceOrder(TradeType.Buy, Bars.HighPrices.Last(1), SymbolName, "RB - " + Chart.TimeFrame, TargetPips, 0, Symbol.PipSize);
}
}
if (IsBearish == true)
{
if (AllowTrading)
{
ClosePositions(TradeType.Sell, SymbolName.ToString());
PlaceOrder(TradeType.Sell, Bars.LowPrices.Last(1), SymbolName, "RS - " + Chart.TimeFrame , 0, Symbol.PipSize);
}
}
}
catch (Exception ex)
{
Print(ex.Message + " - PO002");
}
}
OnBar, I am getting below error.
04/08/2020 07:17:00.917 | Object reference not set to an instance of an object. - OB001
Now, when I try using the Public variable in Indicator like below and its returning always NULL.
In simple words, I want to place order on Buy or Sell Signals from Indicator.
How to accomplish this scenario to proceed further.
Thank you
R C Vamsi Vardhan
Replies
vamsi.rc
04 Aug 2020, 10:59
RE:
Complete Build and Code available in this below link.
https://drive.google.com/drive/folders/1av4y9hrZbepsJhJ5LUQoUw-oj6ZyvuEd?usp=sharing
INDICATOR CODE:
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.Data.SqlClient;
namespace cAlgo
{
[Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
public class STRSSignalsv2 : Indicator
{
#region "Declarations"
[Parameter("Display Arrow Signal", DefaultValue = true)]
public bool DisplayArrowSignal { get; set; }
[Parameter("Opp Signal Validate", DefaultValue = true)]
public bool OppSignalValidation { get; set; }
[Parameter("Arrow Spacing from Line", DefaultValue = 3)]
public int ArrowSpacing { get; set; }
[Parameter("RSI Period", DefaultValue = 14)]
public int RSIPeriod { get; set; }
public string upArrow = "▲";
public string downArrow = "▼";
public bool bullishArrowDrawn = false;
public bool bearishArrowDrawn = false;
public int SignalIndex;
public RelativeStrengthIndex rsi;
public bool RSIBullish = false, RSIBearish = false;
public bool IsBullish, IsBearish;
public DateTime lastsignaltime;
public string signal;
public string signalstatus;
public int signalBackPeriods;
#endregion
//[Output("Signal")]
public IndicatorDataSeries SignalsData;
//[Output("Signal Index")]
public IndicatorDataSeries SignalsIndexData;
protected override void Initialize()
{
#region "Initilization"
rsi = Indicators.RelativeStrengthIndex(Bars.ClosePrices, RSIPeriod);
#endregion
}
public override void Calculate(int index)
{
int s = 0;
IsBullish = false;
IsBearish = false;
int period = 1;
#region "Logic"
RSIBullish = rsi.Result.HasCrossedAbove(10, period) || /*rsi.Result.HasCrossedAbove(20, period) ||*/rsi.Result.HasCrossedAbove(30, period) || /*rsi.Result.HasCrossedAbove(40, period) ||*/ /*rsi.Result.HasCrossedAbove(50, period) ||*/ /*rsi.Result.HasCrossedAbove(60, period) ||*/rsi.Result.HasCrossedAbove(70, period) || /*rsi.Result.HasCrossedAbove(80, period) ||*/ /*|| rsi.Result.HasCrossedAbove(100, period)*/rsi.Result.HasCrossedAbove(90, period);
RSIBearish = rsi.Result.HasCrossedBelow(10, period) || /*rsi.Result.HasCrossedBelow(20, period) ||*/rsi.Result.HasCrossedBelow(30, period) || /*rsi.Result.HasCrossedBelow(40, period) ||*/ /*rsi.Result.HasCrossedBelow(50, period) ||*/ /*rsi.Result.HasCrossedBelow(60, period) ||*/rsi.Result.HasCrossedBelow(70, period) || /*rsi.Result.HasCrossedBelow(80, period) ||*/ /*|| rsi.Result.HasCrossedBelow(100, period)*/rsi.Result.HasCrossedBelow(90, period);
IsBullish = RSIBullish;
IsBearish = RSIBearish;
#endregion
if (IsBullish)
{
SignalIndex = index;
DisplayArrows(index, "Buy");
lastsignaltime = Bars.OpenTimes.Last(SignalIndex);
signal = "Buy";
SignalsData[index] = 1;
SignalsIndexData[index] = index;
}
if (IsBearish)
{
SignalIndex = index;
DisplayArrows(index, "Sell");
lastsignaltime = Bars.OpenTimes.Last(SignalIndex);
signal = "Sell";
SignalsData[index] = 2;
SignalsIndexData[index] = index;
}
if (SignalIndex == index)
{
signalstatus = "Running";
}
if (SignalIndex < index)
{
signalstatus = "Confirmed";
signalBackPeriods = index - SignalIndex;
}
Chart.DrawStaticText("LastSignalTime", SetNewLine(s) + "Last Signal Time \t: " + "\t" + lastsignaltime.ToString("yyyy-MM-dd HH:mm:ss"), VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("LastSignalIndex", SetNewLine(s) + "Last Signal Index \t: " + "\t" + SignalIndex + " Current Index : " + index, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("LastSignal", SetNewLine(s) + "Last Signal \t: " + "\t" + signal, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("TimeFrame", SetNewLine(s) + "Time Frame \t: " + "\t" + Chart.TimeFrame, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("SignalStatus", SetNewLine(s) + "Signal Status \t: " + "\t" + signalstatus, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
s = s + 1;
Chart.DrawStaticText("SignalBackPeriodsCount", SetNewLine(s) + "Periods Ago \t: " + "\t" + signalBackPeriods, VerticalAlignment.Top, HorizontalAlignment.Left, Color.Aqua);
}
public string SetNewLine(int count)
{
string _newline = "";
int i = 0;
while (i < count)
{
_newline = _newline + Environment.NewLine;
i++;
}
return _newline;
}
public void DisplayArrows(int index, string signal)
{
int idx;
if (DisplayArrowSignal)
{
if (signal == "Buy")
{
if (OppSignalValidation)
{
if (!bullishArrowDrawn)
{
idx = index;
// _breakoutCandleIndexBuy;
double y = Bars.LowPrices.Last(0) - (Symbol.PipSize * ArrowSpacing);
string TextName = string.Format("BuySignal {0}", idx);
ChartObjects.DrawText(TextName, upArrow, idx, y, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Green);
bullishArrowDrawn = true;
bearishArrowDrawn = false;
}
}
else
{
idx = index;
// _breakoutCandleIndexBuy;
double y = Bars.LowPrices.Last(0) - (Symbol.PipSize * ArrowSpacing);
string TextName = string.Format("BuySignal {0}", idx);
ChartObjects.DrawText(TextName, upArrow, idx, y, VerticalAlignment.Top, HorizontalAlignment.Center, Colors.Green);
bullishArrowDrawn = true;
bearishArrowDrawn = false;
}
}
else if (signal == "Sell")
{
if (OppSignalValidation)
{
if (!bearishArrowDrawn)
{
idx = index;
// _breakoutCandleIndexSell;
double y = Bars.HighPrices.Last(0) + (Symbol.PipSize * ArrowSpacing);
string TextName = string.Format("SellSignal {0}", idx);
ChartObjects.DrawText(TextName, downArrow, idx, y, VerticalAlignment.Bottom, HorizontalAlignment.Center, Colors.Red);
bearishArrowDrawn = true;
bullishArrowDrawn = false;
}
}
else
{
idx = index;
// _breakoutCandleIndexSell;
double y = Bars.HighPrices.Last(0) + (Symbol.PipSize * ArrowSpacing);
string TextName = string.Format("SellSignal {0}", idx);
ChartObjects.DrawText(TextName, downArrow, idx, y, VerticalAlignment.Bottom, HorizontalAlignment.Center, Colors.Red);
bearishArrowDrawn = true;
bullishArrowDrawn = false;
}
}
}
}
}
}
cBot:
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 STRSSignalsBotv2 : Robot
{
#region "Parameters"
[Parameter("Allow Trading", DefaultValue = true, Group = "Trading")]
public bool AllowTrading { get; set; }
[Parameter("LotSize", DefaultValue = 0.01, Group = "Trading")]
public double Quantity { get; set; }
[Parameter("Label", DefaultValue = "RTBv1", Group = "Trading")]
public string BandsLabel { get; set; }
[Parameter("Order Expire Minutes", DefaultValue = 0, Group = "Trading")]
public int OrderExpireMinutes { get; set; }
[Parameter("Double Lot Size On Loss", DefaultValue = false, Group = "Trading")]
public bool DoubleLotSize { get; set; }
[Parameter("Max Double Lot Size", DefaultValue = 0.04, Group = "Trading")]
public double MaxDoubleQuantity { get; set; }
[Parameter("Allow Order Expire", DefaultValue = false, Group = "Trading")]
public bool OrderExpire { get; set; }
[Parameter("Allow Opp Position Close", DefaultValue = true, Group = "Trading")]
public bool AllowOppPosClose { get; set; }
[Parameter("Allow Opp Pending Orders Cancel", DefaultValue = true, Group = "Trading")]
public bool AllowOppPendingOrdersCancelled { get; set; }
[Parameter("Allow Limit Orders", DefaultValue = true, Group = "Trading")]
public bool AllowLimitOrders { get; set; }
[Parameter("Allow Target In Pips", DefaultValue = true, Group = "Profit")]
public bool AllowPipsTarget { get; set; }
[Parameter("Target In Pips", DefaultValue = 10, Group = "Profit")]
public int TargetPips { get; set; }
[Parameter("Allow StopLoss", DefaultValue = false, Group = "StopLoss")]
public bool AllowStopLoss { get; set; }
[Parameter("Allow Target", DefaultValue = false, Group = "Profit")]
public bool AllowTarget { get; set; }
[Parameter("RSI Period", DefaultValue = 14)]
public int RSIPeriod { get; set; }
#endregion
public STRSSignalsv2 strssignals;
protected override void OnStart()
{
strssignals = Indicators.GetIndicator<STRSSignalsv2>(false, false, 3, 4);
// Subscribe to the positions opened event.
Positions.Opened += PositionsOnOpened;
// Subscribe to the positions closed event.
//Positions.Closed += PositionsOnClosed;
//// Subscribe to the positions modified event.
//Positions.Modified += OnPositionsModified;
//// Subscribe to the pending order created event.
//PendingOrders.Created += OnPendingOrdersCreated;
//// Subscribe to the pending order modified event.
//PendingOrders.Modified += OnPendingOrdersModified;
//// Subscribe to the pending order cancelled event.
//PendingOrders.Cancelled += OnPendingOrdersCancelled;
}
protected override void OnTick()
{
// Put your core logic here
}
bool IsBullish, IsBearish;
protected override void OnBar()
{
try
{
string signal = strssignals.SignalsData.Last(1).ToString();
string signalindex = strssignals.SignalsIndexData.Last(1).ToString();
Print(signal + " - " + signalindex);
} catch (Exception ex)
{
Print(ex.Message + " - OB001");
}
//try
//{
// if (IsBullish == true)
// {
// if (AllowTrading)
// {
// ClosePositions(TradeType.Buy, SymbolName.ToString());
// PlaceOrder(TradeType.Buy, Bars.HighPrices.Last(1), SymbolName, "RB - " + Chart.TimeFrame + " - " + Convert.ToDateTime(Bars.OpenTimes.Last(0)).ToString("yyyy-MM-dd HH:mm:ss"), TargetPips, 0, Symbol.PipSize);
// }
// }
// if (IsBearish == true)
// {
// if (AllowTrading)
// {
// ClosePositions(TradeType.Sell, SymbolName.ToString());
// PlaceOrder(TradeType.Sell, Bars.LowPrices.Last(1), SymbolName, "RS - " + Chart.TimeFrame + " - " + Convert.ToDateTime(Bars.OpenTimes.Last(0)).ToString("yyyy-MM-dd HH:mm:ss"), 0, Symbol.PipSize);
// }
// }
//}
//catch (Exception ex)
//{
// Print(ex.Message + " - PO002");
//}
}
private void ClosePositions(TradeType tradeType, string symbol)
{
if (AllowOppPosClose)
{
if (tradeType == TradeType.Buy)
{
var possell = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == symbol).Where(pos => pos.TradeType == TradeType.Sell);
//if (possell.Count() > 0)
//{
foreach (Position sellpos in possell)
{
ClosePosition(possell.First());
}
//}
}
if (tradeType == TradeType.Sell)
{
var posbuy = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == symbol).Where(pos => pos.TradeType == TradeType.Buy);
//if (posbuy.Count() > 0)
//{
foreach (Position buypos in posbuy)
{
ClosePosition(posbuy.First());
}
//}
}
}
}
private void PlaceOrder(TradeType ttype, double entryPrice, string symbolName, string commentSuffix, double takeProfit = 0, double stopLoss = 0, double pipsize = 0)
{
int buyposcount = 0, sellposcount = 0;
//, buyordcount = 0, sellordcount = 0;
double Qty;
Qty = Quantity;
try
{
if (!(AllowStopLoss))
{
stopLoss = 0;
}
//if (AllowStopLoss)
//{
// stopLoss = Math.Abs((entryPrice - stopLoss) / pipsize);
//}
if (!(AllowTarget))
{
takeProfit = 0;
}
if (AllowPipsTarget)
{
if (takeProfit == 0)
{
takeProfit = TargetPips;
}
}
//if (AllowPipsStopLoss)
//{
// if (stopLoss == 0)
// {
// stopLoss = StoplossPips;
// }
//}
//// Lot Optimization
if (History.Where(his => his.SymbolName == SymbolName).Where(his => his.Label == BandsLabel).Count() > 0)
{
var prevtrade = History.Where(his => his.SymbolName == SymbolName).Where(his => his.Label == BandsLabel).Last();
//Print(prevtrade.PositionId + " - " + prevtrade.TradeType + " - " + prevtrade.EntryTime + " - " + prevtrade.Quantity + " - " + prevtrade.ClosingTime + " - " + prevtrade.NetProfit);
if (DoubleLotSize)
{
if (prevtrade.NetProfit < 0)
{
if (prevtrade.Quantity < MaxDoubleQuantity)
{
Qty = prevtrade.Quantity * 2;
}
if (prevtrade.Quantity == MaxDoubleQuantity)
{
Qty = MaxDoubleQuantity;
takeProfit = 0;
}
}
}
}
var volumeInUnits = Symbol.QuantityToVolumeInUnits(Qty);
DateTime OrderExpire = Server.Time.AddMinutes(OrderExpireMinutes);
try
{
if (ttype == TradeType.Buy)
{
var pendingOrders = PendingOrders.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == symbolName).Where(pos => pos.TradeType == TradeType.Buy);
foreach (PendingOrder o in pendingOrders)
{
o.Cancel();
}
// Finding if any open positions with same signal
buyposcount = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == symbolName).Where(pos => pos.TradeType == TradeType.Buy).Count();
//< MaxOpenPosPerSymbol)
if (buyposcount == 0)
{
if (AllowLimitOrders)
{
if (entryPrice <= Bars.ClosePrices.LastValue)
{
if (OrderExpireMinutes > 0)
{
var result = PlaceLimitOrder(tradeType: TradeType.Buy, symbolName: symbolName, volume: volumeInUnits, targetPrice: entryPrice, label: BandsLabel, stopLossPips: stopLoss, takeProfitPips: takeProfit, expiration: OrderExpire, comment: "Limit - " + commentSuffix, hasTrailingStop: false);
}
if (OrderExpireMinutes == 0)
{
var result = PlaceLimitOrder(tradeType: TradeType.Buy, symbolName: symbolName, volume: volumeInUnits, targetPrice: entryPrice, label: BandsLabel, stopLossPips: stopLoss, takeProfitPips: takeProfit, expiration: null, comment: "Limit - " + commentSuffix, hasTrailingStop: false);
}
}
else if (entryPrice >= Bars.ClosePrices.LastValue)
{
if (OrderExpireMinutes > 0)
{
var result = PlaceStopOrder(tradeType: TradeType.Buy, symbolName: symbolName, volume: volumeInUnits, targetPrice: entryPrice, label: BandsLabel, stopLossPips: stopLoss, takeProfitPips: takeProfit, expiration: OrderExpire, comment: "Stop - " + commentSuffix, hasTrailingStop: false);
}
if (OrderExpireMinutes == 0)
{
var result = PlaceStopOrder(tradeType: TradeType.Buy, symbolName: symbolName, volume: volumeInUnits, targetPrice: entryPrice, label: BandsLabel, stopLossPips: stopLoss, takeProfitPips: takeProfit, expiration: null, comment: "Stop - " + commentSuffix, hasTrailingStop: false);
}
}
}
else
{
var result = ExecuteMarketOrder(TradeType.Buy, symbolName, volumeInUnits, BandsLabel, stopLoss, takeProfit, "Market - " + commentSuffix, false);
}
}
}
if (ttype == TradeType.Sell)
{
// Finding and Cancelling any old same signal pending orders
var pendingOrdersSell = PendingOrders.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == symbolName).Where(pos => pos.TradeType == TradeType.Sell);
foreach (PendingOrder o in pendingOrdersSell)
{
o.Cancel();
}
// Finding if any open positions with same signal
sellposcount = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == symbolName).Where(pos => pos.TradeType == TradeType.Sell).Count();
// < MaxOpenPosPerSymbol)
if (sellposcount == 0)
{
if (AllowLimitOrders)
{
if (entryPrice <= Bars.ClosePrices.LastValue)
{
if (OrderExpireMinutes > 0)
{
var result = PlaceStopOrder(tradeType: TradeType.Sell, symbolName: symbolName, volume: volumeInUnits, targetPrice: entryPrice, label: BandsLabel, stopLossPips: stopLoss, takeProfitPips: takeProfit, expiration: OrderExpire, comment: "Stop - " + commentSuffix, hasTrailingStop: false);
}
if (OrderExpireMinutes == 0)
{
var result = PlaceStopOrder(tradeType: TradeType.Sell, symbolName: symbolName, volume: volumeInUnits, targetPrice: entryPrice, label: BandsLabel, stopLossPips: stopLoss, takeProfitPips: takeProfit, expiration: null, comment: "Stop - " + commentSuffix, hasTrailingStop: false);
}
}
else if (entryPrice >= Bars.ClosePrices.LastValue)
{
if (OrderExpireMinutes > 0)
{
var result = PlaceLimitOrder(tradeType: TradeType.Sell, symbolName: symbolName, volume: volumeInUnits, targetPrice: entryPrice, label: BandsLabel, stopLossPips: stopLoss, takeProfitPips: takeProfit, expiration: OrderExpire, comment: "Limit - " + commentSuffix, hasTrailingStop: false);
}
if (OrderExpireMinutes == 0)
{
var result = PlaceLimitOrder(tradeType: TradeType.Sell, symbolName: symbolName, volume: volumeInUnits, targetPrice: entryPrice, label: BandsLabel, stopLossPips: stopLoss, takeProfitPips: takeProfit, expiration: null, comment: "Limit - " + commentSuffix, hasTrailingStop: false);
}
}
}
else
{
var result = ExecuteMarketOrder(TradeType.Sell, symbolName, volumeInUnits, BandsLabel, stopLoss, takeProfit, "Market - " + commentSuffix, false);
}
}
}
} catch (Exception ex)
{
Print(ex.Message + " - PO001");
}
} catch (Exception ex)
{
Print(ex.Message + " - POM001");
}
}
#region "Order Events"
private void PositionsOnOpened(PositionOpenedEventArgs args)
{
var apos = args.Position;
//Print("Position opened at {0}", pos.EntryPrice);
//if (AllowOppPosClose)
//{
// if (apos.TradeType == TradeType.Buy)
// {
// var possell = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == apos.SymbolName).Where(pos => pos.TradeType == TradeType.Sell);
// //if (possell.Count() > 0)
// //{
// foreach (Position sellpos in possell)
// {
// ClosePosition(possell.First());
// }
// //}
// }
// if (apos.TradeType == TradeType.Sell)
// {
// var posbuy = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == apos.SymbolName).Where(pos => pos.TradeType == TradeType.Buy);
// //if (posbuy.Count() > 0)
// //{
// foreach (Position buypos in posbuy)
// {
// ClosePosition(posbuy.First());
// }
// //}
// }
//}
//TrailStopLoss(TrailStoplossIndex, "Position", apos);
}
private void PositionsOnClosed(PositionClosedEventArgs args)
{
// the reason for closing can be captured.
switch (args.Reason)
{
case PositionCloseReason.StopLoss:
Print("Position closed as stop loss was hit");
break;
case PositionCloseReason.StopOut:
Print("Position closed as it was stopped out");
break;
case PositionCloseReason.TakeProfit:
Print("Position closed as take profit was hit");
//if (args.Position.TradeType == TradeType.Buy)
//{
// var pendingOrdersSell = PendingOrders.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == args.Position.SymbolName).Where(pos => pos.TradeType == TradeType.Sell);
// foreach (PendingOrder o in pendingOrdersSell)
// {
// o.Cancel();
// }
// var positionsSell = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == args.Position.SymbolName).Where(pos => pos.TradeType == TradeType.Sell);
// foreach (Position o in positionsSell)
// {
// o.Close();
// }
//}
//if (args.Position.TradeType == TradeType.Sell)
//{
// var pendingOrdersBuy = PendingOrders.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == args.Position.SymbolName).Where(pos => pos.TradeType == TradeType.Buy);
// foreach (PendingOrder o in pendingOrdersBuy)
// {
// o.Cancel();
// }
// var positionsBuy = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == args.Position.SymbolName).Where(pos => pos.TradeType == TradeType.Buy);
// foreach (Position o in positionsBuy)
// {
// o.Close();
// }
//}
break;
}
}
private void OnPositionsModified(PositionModifiedEventArgs args)
{
var pos = args.Position;
//Print("Position modified with a new stop loss of {0} pips", pos.ModifyStopLossPips);
}
private void OnPendingOrdersCreated(PendingOrderCreatedEventArgs obj)
{
var order = obj.PendingOrder;
if (AllowOppPendingOrdersCancelled)
{
if (order.TradeType == TradeType.Buy)
{
var pendingOrdersSell = PendingOrders.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == order.SymbolName).Where(pos => pos.TradeType == TradeType.Sell);
foreach (PendingOrder o in pendingOrdersSell)
{
o.Cancel();
}
}
if (order.TradeType == TradeType.Sell)
{
var pendingOrdersBuy = Positions.Where(pos => pos.Label == BandsLabel).Where(pos => pos.SymbolName == order.SymbolName).Where(pos => pos.TradeType == TradeType.Buy);
foreach (PendingOrder o in pendingOrdersBuy)
{
o.Cancel();
}
}
}
//Print(" A {0} Pending order has been created.", order.OrderType);
}
private void OnPendingOrdersModified(PendingOrderModifiedEventArgs obj)
{
var order = obj.PendingOrder;
//Print("Pending order modified with a new target price of {0}", order.ModifyTargetPrice);
}
private void OnPendingOrdersCancelled(PendingOrderCancelledEventArgs obj)
{
switch (obj.Reason)
{
case PendingOrderCancellationReason.Cancelled:
Print("Pending order was cancelled");
break;
case PendingOrderCancellationReason.Expired:
Print("Pending order has expired");
break;
case PendingOrderCancellationReason.Rejected:
Print("Pending order was rejected");
break;
}
}
#endregion
}
}
PanagiotisCharalampous said:
Hi Vamsi,
I cannot build this indicator. Can you please provide the actual working indicator and cBot?
Best Regards,
Panagiotis
@vamsi.rc
PanagiotisCharalampous
04 Aug 2020, 11:58
Hi Vamsi,
To get rid of the exception, you need to change
//[Output("Signal")]
public IndicatorDataSeries SignalsData;
//[Output("Signal Index")]
public IndicatorDataSeries SignalsIndexData;
to
[Output("Signal")]
public IndicatorDataSeries SignalsData { get; set; }
[Output("Signal Index")]
public IndicatorDataSeries SignalsIndexData { get; set; }
Best Regards,
Panagiotis
@PanagiotisCharalampous
vamsi.rc
04 Aug 2020, 12:03
( Updated at: 21 Dec 2023, 09:22 )
RE:
If I use it as Output Parameter, it plots the data series on chart. Then the chart looks like this.
In this case, I should use 2 Indicators one for display and another for cBot. Let me try this.
PanagiotisCharalampous said:
Hi Vamsi,
To get rid of the exception, you need to change
//[Output("Signal")] public IndicatorDataSeries SignalsData; //[Output("Signal Index")] public IndicatorDataSeries SignalsIndexData;to
[Output("Signal")] public IndicatorDataSeries SignalsData { get; set; } [Output("Signal Index")] public IndicatorDataSeries SignalsIndexData { get; set; }Best Regards,
Panagiotis
@vamsi.rc
PanagiotisCharalampous
04 Aug 2020, 10:30
Hi Vamsi,
I cannot build this indicator. Can you please provide the actual working indicator and cBot?
Best Regards,
Panagiotis
Join us on Telegram
@PanagiotisCharalampous