Adding a martingale to my robot

.ics
01 May 2015, 19:29

Hi,

Check out the function "private void OnPositionsClosed(PositionClosedEventArgs args)" in "Sample Martingale cBot".

It contains all the code you need.

Greetings

deklin
03 May 2015, 15:31

Here is an example that adds a martingale approach to your bot, without changing the trading strategy:
 

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 SampleTrendRobot : Robot
    {
        [Parameter("MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter("Source")]
        public DataSeries SourceSeries { get; set; }

        [Parameter("Slow Periods", DefaultValue = 8)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 3)]
        public int FastPeriods { get; set; }

        [Parameter(DefaultValue = 1000, MinValue = 0)]
        public int Volume { get; set; }
        [Parameter("RSIPeriods", DefaultValue = 8)]

        public int RSIPeriods { get; set; }

        private RelativeStrengthIndex rsi;
        private MovingAverage slowMa;
        private MovingAverage fastMa;
        private const string label = "Trend Martangle Robot";
        private double TopBalance = 0;

        protected override void OnStart()
        {
            TopBalance = Account.Balance;
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
            rsi = Indicators.RelativeStrengthIndex(SourceSeries, RSIPeriods);
        }

        protected override void OnTick()
        {

            if(Account.Balance>TopBalance) TopBalance=Account.Balance;

            var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
            var shortPosition = Positions.Find(label, Symbol, TradeType.Sell);
            var position = Positions.Find(label, Symbol);
            var currentSlowMa = slowMa.Result.Last(0);
            var currentFastMa = fastMa.Result.Last(0);
            var previousSlowMa = slowMa.Result.Last(1);
            var previousFastMa = fastMa.Result.Last(1);
            double v = Volume;
            if (position != null && Account.Balance < TopBalance) v = position.Volume * 2;
            if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa && rsi.Result.LastValue < 30 && longPosition == null)
            {
                if (shortPosition != null) {
                    ClosePosition(shortPosition);
                }
                ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(v), label);
            }
            else if (previousSlowMa < previousFastMa && currentSlowMa >= currentFastMa && rsi.Result.LastValue > 70 && shortPosition == null)
            {
                if (longPosition != null) {
                    ClosePosition(longPosition);
                }
                ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(v), label);
            }
        }
    }
}

Here is an example of a martingale approach to your bot with built-in stop loss and take profit levels:

// Test on USDCAD & EURUSD & AUDUSD

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 SampleTrendRobot : Robot
    {
        [Parameter("MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter("Source")]
        public DataSeries SourceSeries { get; set; }

        [Parameter("Stop Loss", DefaultValue = 50)]
        public int StopLoss { get; set; }

        [Parameter("Take Profit", DefaultValue = 60)]
        public int TakeProfit { get; set; }

        [Parameter("Slow Periods", DefaultValue = 8)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 3)]
        public int FastPeriods { get; set; }

        [Parameter(DefaultValue = 1000, MinValue = 0)]
        public int Volume { get; set; }
        [Parameter("RSIPeriods", DefaultValue = 8)]

        public int RSIPeriods { get; set; }
        private RelativeStrengthIndex rsi;
        private MovingAverage slowMa;
        private MovingAverage fastMa;
        private const string label = "Trend Martangle Robot";

        protected override void OnStart()
        {
            Positions.Closed += OnPositionsClosed;
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
            rsi = Indicators.RelativeStrengthIndex(SourceSeries, RSIPeriods);
        }

        protected override void OnTick()
        {
            var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
            var shortPosition = Positions.Find(label, Symbol, TradeType.Sell);
            var currentSlowMa = slowMa.Result.Last(0);
            var currentFastMa = fastMa.Result.Last(0);
            var previousSlowMa = slowMa.Result.Last(1);
            var previousFastMa = fastMa.Result.Last(1);

            if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa && rsi.Result.LastValue < 30 && longPosition == null)
            {
                if (shortPosition != null)
                    ClosePosition(shortPosition);
                ExecuteMarketOrder(TradeType.Buy, Symbol, Symbol.NormalizeVolume(Volume), label, StopLoss, TakeProfit);
            }
            else if (previousSlowMa < previousFastMa && currentSlowMa >= currentFastMa && rsi.Result.LastValue > 70 && shortPosition == null)
            {
                if (longPosition != null)
                    ClosePosition(longPosition);
                ExecuteMarketOrder(TradeType.Sell, Symbol, Symbol.NormalizeVolume(Volume), label, StopLoss, TakeProfit);

            }
        }

        private void OnPositionsClosed(PositionClosedEventArgs args)
        {
            var position = args.Position;
            if (position.GrossProfit < 0)
              {
                TradeType tt = TradeType.Sell;
                if(position.TradeType==TradeType.Sell) tt = TradeType.Buy;
                ExecuteMarketOrder(tt, Symbol, Symbol.NormalizeVolume(position.Volume * 2), "Martingale", StopLoss, TakeProfit);
              }
             }
        }
}

I tested both of these with the USDCAD pair.  I would not actually use either of these in a live-trading environment.