Removing Random Command

b0risl33t
07 Oct 2012, 21:07

Little Change

I have tryed to modify the code to execute orders Depending on the Last candle close value but still cant get it to work :( please help. Im Still a real noob at this but desperate to learn all this :D

     [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 Position position;
        
        protected override void OnStart()
        {
            ExecuteOrder(InitialVolume, TradeCommand());
        }
        
        private void ExecuteOrder(int volume, TradeType tradeType)
        {
            Trade.CreateMarketOrder(tradeType, Symbol, volume);
        }
        
        protected override void OnPositionOpened(Position openedPosition)
        {
            position = openedPosition;
            Trade.ModifyPosition(openedPosition, GetAbsoluteStopLoss(openedPosition, StopLoss), GetAbsoluteTakeProfit(openedPosition, TakeProfit));
        }
        
        protected override void OnPositionClosed(Position closedPosition)
        {
            if (closedPosition.GrossProfit > 0)
            {
                ExecuteOrder(InitialVolume, TradeCommand());
            }
            else
            {
                ExecuteOrder((int) position.Volume * 2, position.TradeType);
            }
        }
        
        protected override void OnError(Error error)
        {
            if (error.Code == ErrorCode.BadVolume)
                Stop();
        }

        private TradeType TradeCommand()
        {
          if (Trade.IsExecuting)
                return;

            var lastIndex = MarketSeries.Close.Count - 1;
            double close = MarketSeries.Close[lastIndex - 1];
            double lastClose = MarketSeries.Close[lastIndex - 2];
            
         if (close > lastClose)
            {
                
                TradeType.Buy;
            }
            else if (close < lastClose)
            {
                
                TradeType.Sell;                
            }
        }

        private double GetAbsoluteStopLoss(Position position, int stopLossInPips)
        {
            return position.TradeType == TradeType.Buy
                ? position.EntryPrice - Symbol.PipSize * stopLossInPips
                : position.EntryPrice + Symbol.PipSize * stopLossInPips;
        }

        private double GetAbsoluteTakeProfit(Position position, int takeProfitInPips)
        {
            return position.TradeType == TradeType.Buy
                ? position.EntryPrice + Symbol.PipSize * takeProfitInPips
                : position.EntryPrice - Symbol.PipSize * takeProfitInPips;
        }
}
}

b0risl33t
07 Oct 2012, 23:36

Cant figure this out what am i doin wrong

Cant figure out why i get else as an error here. And is closedPosition.TradeType will tell me what was the trade type on last position?

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

b0risl33t
08 Oct 2012, 01:06

solved

solved

admin
08 Oct 2012, 11:47

Just in case here are the answers.

For the first post - Sample Martingale Robot modification to use Moving Average IsRising/IsFalling look at the following code:

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

namespace cAlgo.Robots
{
    [Robot]
    public class MartingaleMA : Robot
    {
        [Parameter("Initial Volume", DefaultValue = 10000, MinValue = 0)]
        public int InitialVolume { get; set; }

        [Parameter("Stop Loss", DefaultValue = 40, MinValue = 0)]
        public int StopLoss { get; set; }

        [Parameter("Take Profit", DefaultValue = 40, MinValue = 0)]
        public int TakeProfit { get; set; }


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

        [Parameter("Period", DefaultValue = 14, MinValue = 1)]
        public int Period { get; set; }

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

        private Position _position;
        private MovingAverage _movingAverage;

        protected override void OnStart()
        {
            _movingAverage = Indicators.MovingAverage(Source, Period, MovingAverageType);            
            ExecuteOrder(InitialVolume, GetTradeCommand());
        }
        
        private void ExecuteOrder(int volume, TradeType tradeType)
        {
            Trade.CreateMarketOrder(tradeType, Symbol, volume);
        }

        protected override void OnPositionOpened(Position openedPosition)
        {
            _position = openedPosition;
            Trade.ModifyPosition(openedPosition, GetAbsoluteStopLoss(openedPosition, StopLoss), GetAbsoluteTakeProfit(openedPosition, TakeProfit));
        }

        private double GetAbsoluteStopLoss(Position pos, int stopLossInPips)
        {
            return pos.TradeType == TradeType.Buy
                ? pos.EntryPrice - Symbol.PipSize * stopLossInPips
                : pos.EntryPrice + Symbol.PipSize * stopLossInPips;
        }

        private double GetAbsoluteTakeProfit(Position pos, int takeProfitInPips)
        {
            return pos.TradeType == TradeType.Buy
                ? pos.EntryPrice + Symbol.PipSize * takeProfitInPips
                : pos.EntryPrice - Symbol.PipSize * takeProfitInPips;
        }

        protected override void OnPositionClosed(Position closedPosition)
        {
            if (closedPosition.GrossProfit > 0)
            {
                ExecuteOrder(InitialVolume, GetTradeCommand());
            }
            else
            {
                ExecuteOrder((int)_position.Volume * 2, _position.TradeType);
            }
        }

        private TradeType GetTradeCommand()
        {
            if (_movingAverage.Result.IsRising())
                return TradeType.Buy;
            if (_movingAverage.Result.IsFalling()) 
                return TradeType.Sell;
            return _position.TradeType;
        }

        protected override void OnError(Error error)
        {
            if (error.Code == ErrorCode.BadVolume)
                Stop();
        }
    }
}

For the second post, the TradeCommand() method returns TradeType, therefore:

        private TradeType TradeCommand()
        {

            var lastIndex = MarketSeries.Close.Count - 1;
            double close = MarketSeries.Close[lastIndex - 1];
            double lastClose = MarketSeries.Close[lastIndex - 2];

            return close > lastClose ? TradeType.Buy : TradeType.Sell;

        }

And finally, 

the semicolon at the end of the if-statement is producing the error, so remove the semicolon:

else if  (closedPosition.TradeType == TradeType.Buy);