Help with adding a trailing stop

Created at 16 May 2015, 06:49
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!
SH

Shawn_Mapilot

Follow

Joined 30.04.2015

Help with adding a trailing stop
16 May 2015, 06:49

How would I add a trailing stop to this algorithm?

Thanks

 

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class first_hand_written_code : Robot
    {

        //parameters

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

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

        [Parameter("Slow Periods", DefaultValue = 10)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 5)]
        public int FastPeriods { get; set; }

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        private MovingAverage slowMa;

        private MovingAverage fastMa;

        private const string label = "Sample Trend Cbot";

        //loads up needed indicators

        protected override void OnStart()
        {
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);

        }

        protected override void OnTick()
        {
            //declaring variables during ticks
            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);

            // when buy signal is called
            if (previousSlowMa > previousFastMa && currentSlowMa < currentFastMa && longPosition == null)
            {
                //if theres a short position in playy
                if (shortPosition != null)

                    ClosePosition(shortPosition);

                ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, label);
            }

            //when short signal is called

            else if (previousSlowMa < previousFastMa && currentSlowMa > currentFastMa && shortPosition == null)
            {
                // if there are long positions in play
                if (longPosition != null)

                    ClosePosition(longPosition);

                ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, label);

            }

        }
        private long VolumeInUnits
        {
            get { return Symbol.QuantityToVolume(Quantity); }
        }
    }

}

 

@Shawn_Mapilot
Replies

tradermatrix
17 May 2015, 19:15 



using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class first_hand_written_code : Robot
    {

        //parameters

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

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

        [Parameter("Slow Periods", DefaultValue = 10)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 5)]
        public int FastPeriods { get; set; }

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01)]
        public double lots { get; set; }

        [Parameter("TakeProfitPips", DefaultValue = 200)]
        public int tp { get; set; }

        [Parameter("StopLossPips", DefaultValue = 30)]
        public int sl { get; set; }

        [Parameter("trigger ", DefaultValue = 0)]
        public int Trigger { get; set; }

        [Parameter("Trailing", DefaultValue = 0)]
        public int Trailing { get; set; }


        private MovingAverage slowMa;

        private MovingAverage fastMa;

        private const string label = "Trend Trailing";



        protected override void OnStart()
        {
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);

        }

        protected override void OnTick()
        {

            TRAILING();
            int volume = (int)(lots * 100000);

            //declaring variables during ticks
            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);

            // when buy signal is called
            if (previousSlowMa > previousFastMa && currentSlowMa < currentFastMa && longPosition == null)
            {
                //if theres a short position in playy
                if (shortPosition != null)

                    ClosePosition(shortPosition);

                ExecuteMarketOrder(TradeType.Buy, Symbol, volume, label, sl, tp);
            }

            //when short signal is called

            else if (previousSlowMa < previousFastMa && currentSlowMa > currentFastMa && shortPosition == null)
            {
                // if there are long positions in play
                if (longPosition != null)

                    ClosePosition(longPosition);

                ExecuteMarketOrder(TradeType.Sell, Symbol, volume, label, sl, tp);

            }

        }



        private void TRAILING()
        {
            if (Trailing > 0 && Trigger > 0)
            {

                Position[] positions = Positions.FindAll(label, Symbol);

                foreach (Position position in positions)
                {

                    if (position.TradeType == TradeType.Sell)
                    {

                        double distance = position.EntryPrice - Symbol.Ask;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Ask + Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice < position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }

                    else
                    {

                        double distance = Symbol.Bid - position.EntryPrice;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Bid - Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice > position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }
                }
            }
        }



    }
}

good trades

@tradermatrix

Shawn_Mapilot
19 May 2015, 00:24

RE:

tradermatrix said:



using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class first_hand_written_code : Robot
    {

        //parameters

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

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

        [Parameter("Slow Periods", DefaultValue = 10)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", DefaultValue = 5)]
        public int FastPeriods { get; set; }

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01)]
        public double lots { get; set; }

        [Parameter("TakeProfitPips", DefaultValue = 200)]
        public int tp { get; set; }

        [Parameter("StopLossPips", DefaultValue = 30)]
        public int sl { get; set; }

        [Parameter("trigger ", DefaultValue = 0)]
        public int Trigger { get; set; }

        [Parameter("Trailing", DefaultValue = 0)]
        public int Trailing { get; set; }


        private MovingAverage slowMa;

        private MovingAverage fastMa;

        private const string label = "Trend Trailing";



        protected override void OnStart()
        {
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);

        }

        protected override void OnTick()
        {

            TRAILING();
            int volume = (int)(lots * 100000);

            //declaring variables during ticks
            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);

            // when buy signal is called
            if (previousSlowMa > previousFastMa && currentSlowMa < currentFastMa && longPosition == null)
            {
                //if theres a short position in playy
                if (shortPosition != null)

                    ClosePosition(shortPosition);

                ExecuteMarketOrder(TradeType.Buy, Symbol, volume, label, sl, tp);
            }

            //when short signal is called

            else if (previousSlowMa < previousFastMa && currentSlowMa > currentFastMa && shortPosition == null)
            {
                // if there are long positions in play
                if (longPosition != null)

                    ClosePosition(longPosition);

                ExecuteMarketOrder(TradeType.Sell, Symbol, volume, label, sl, tp);

            }

        }



        private void TRAILING()
        {
            if (Trailing > 0 && Trigger > 0)
            {

                Position[] positions = Positions.FindAll(label, Symbol);

                foreach (Position position in positions)
                {

                    if (position.TradeType == TradeType.Sell)
                    {

                        double distance = position.EntryPrice - Symbol.Ask;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Ask + Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice < position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }

                    else
                    {

                        double distance = Symbol.Bid - position.EntryPrice;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Bid - Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice > position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }
                }
            }
        }



    }
}

good trades

Thank you :) ! 

@Shawn_Mapilot
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
The services provided by Spotware Systems Ltd. are not available to citizens or residents of the USA. Neither is the information on our websites directed toward soliciting citizens or residents of the USA.