cbot still open buy position even parameter = "No"
Created at 29 May 2019, 10:45
cbot still open buy position even parameter = "No"
29 May 2019, 10:45
Hello expert here,
i download cbot name "smart grid" as code below
i run this bot on VPS and on GBPUSD. first i start by open buy and sell position and then the i have waiting 10 positions on buy so i deciee to stop buy by set parameter buy = "No" (buy positions remain, not close them yet)
anyway system still open buy when pips step is meet condition.
i even try to rerun ctrader and delete instance but issue still persist. so sad.
can you help look into code? what happen?
//
//+------------------------------------------------------------------+
//| Smart Grid |
//| Copyright 2014, MD SAIF |
//| http://www.facebook.com/cls.fx |
//+------------------------------------------------------------------+
//-Grid trader cBot based on Bar-Time & Trend. For range market & 15 minute TimeFrame is best.
using System;
using cAlgo.API;
namespace cAlgo
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class SmartGrid : Robot
{
private bool _accountIsOutOfMoney;
private int _openTradeResult;
private readonly string Label = "SmartGrid2";
private DateTime _lastBuyTradeTime;
private DateTime _lastSellTradeTime;
[Parameter("Buy", DefaultValue = true)]
public bool Buy { get; set; }
[Parameter("Sell", DefaultValue = true)]
public bool Sell { get; set; }
[Parameter("Pip Step", DefaultValue = 10, MinValue = 1)]
public int PipStep { get; set; }
[Parameter("First Volume", DefaultValue = 1000, MinValue = 1000, Step = 1000)]
public int FirstVolume { get; set; }
[Parameter("Volume Exponent", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 5.0)]
public double VolumeExponent { get; set; }
[Parameter("Max Spread", DefaultValue = 3.0)]
public double MaxSpread { get; set; }
[Parameter("Average TP", DefaultValue = 3, MinValue = 1)]
public int AverageTakeProfit { get; set; }
private double CurrentSpread
{
get { return (Symbol.Ask - Symbol.Bid) / Symbol.PipSize; }
}
protected override void OnStart()
{
}
protected override void OnTick()
{
if (CountOfTradesOfType(TradeType.Buy) > 0)
AdjustBuyPositionTakeProfits(CalculateAveragePositionPrice(TradeType.Buy), AverageTakeProfit);
if (CountOfTradesOfType(TradeType.Sell) > 0)
AdjustSellPositionTakeProfits(CalculateAveragePositionPrice(TradeType.Sell), AverageTakeProfit);
if (CurrentSpread <= MaxSpread && !_accountIsOutOfMoney)
ProcessTrades();
if (!this.IsBacktesting)
DisplayStatusOnChart();
}
protected override void OnError(Error error)
{
if (error.Code == ErrorCode.NoMoney)
{
_accountIsOutOfMoney = true;
Print("opening stopped because: not enough money");
}
}
protected override void OnBar()
{
RefreshData();
}
protected override void OnStop()
{
// ChartObjects.RemoveAllObjects();
Chart.RemoveAllObjects();
}
private void ProcessTrades()
{
if (Buy && CountOfTradesOfType(TradeType.Buy) == 0 && MarketSeries.Close.Last(1) > MarketSeries.Close.Last(2))
{
_openTradeResult = OrderSend(TradeType.Buy, LimitVolume(FirstVolume));
if (_openTradeResult > 0)
_lastBuyTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("First BUY openning error at: ", Symbol.Ask, "Error Type: ", LastResult.Error);
}
if (Sell && CountOfTradesOfType(TradeType.Sell) == 0 && MarketSeries.Close.Last(2) > MarketSeries.Close.Last(1))
{
_openTradeResult = OrderSend(TradeType.Sell, LimitVolume(FirstVolume));
if (_openTradeResult > 0)
_lastSellTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("First SELL opening error at: ", Symbol.Bid, "Error Type: ", LastResult.Error);
}
if (CountOfTradesOfType(TradeType.Buy) > 0)
{
if (Math.Round(Symbol.Ask, Symbol.Digits) < Math.Round(FindLowestPositionPrice(TradeType.Buy) - PipStep * Symbol.PipSize, Symbol.Digits) && _lastBuyTradeTime != MarketSeries.OpenTime.Last(0))
{
var calculatedVolume = CalculateVolume(TradeType.Buy);
_openTradeResult = OrderSend(TradeType.Buy, LimitVolume(calculatedVolume));
if (_openTradeResult > 0)
_lastBuyTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("Next BUY opening error at: ", Symbol.Ask, "Error Type: ", LastResult.Error);
}
}
if (CountOfTradesOfType(TradeType.Sell) > 0)
{
if (Math.Round(Symbol.Bid, Symbol.Digits) > Math.Round(FindHighestPositionPrice(TradeType.Sell) + PipStep * Symbol.PipSize, Symbol.Digits) && _lastSellTradeTime != MarketSeries.OpenTime.Last(0))
{
var calculatedVolume = CalculateVolume(TradeType.Sell);
_openTradeResult = OrderSend(TradeType.Sell, LimitVolume(calculatedVolume));
if (_openTradeResult > 0)
_lastSellTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("Next SELL opening error at: ", Symbol.Bid, "Error Type: ", LastResult.Error);
}
}
}
private int OrderSend(TradeType tradeType, double volumeToUse)
{
var returnResult = 0;
if (volumeToUse > 0)
{
var result = ExecuteMarketOrder(tradeType, Symbol, volumeToUse, Label, 0, 0, 0, "smart_grid");
if (result.IsSuccessful)
{
Print(tradeType, "Opened at: ", result.Position.EntryPrice);
returnResult = 1;
}
else
Print(tradeType, "Openning Error: ", result.Error);
}
else
Print("Volume calculation error: Calculated Volume is: ", volumeToUse);
return returnResult;
}
private void AdjustBuyPositionTakeProfits(double averageBuyPositionPrice, int averageTakeProfit)
{
foreach (var buyPosition in Positions)
{
if (buyPosition.Label == Label && buyPosition.SymbolCode == Symbol.Code)
{
if (buyPosition.TradeType == TradeType.Buy)
{
double? calculatedTakeProfit = Math.Round(averageBuyPositionPrice + averageTakeProfit * Symbol.PipSize, Symbol.Digits);
if (buyPosition.TakeProfit != calculatedTakeProfit)
ModifyPosition(buyPosition, buyPosition.StopLoss, calculatedTakeProfit);
}
}
}
}
private void AdjustSellPositionTakeProfits(double averageSellPositionPrice, int averageTakeProfit)
{
foreach (var sellPosition in Positions)
{
if (sellPosition.Label == Label && sellPosition.SymbolCode == Symbol.Code)
{
if (sellPosition.TradeType == TradeType.Sell)
{
double? calculatedTakeProfit = Math.Round(averageSellPositionPrice - averageTakeProfit * Symbol.PipSize, Symbol.Digits);
if (sellPosition.TakeProfit != calculatedTakeProfit)
ModifyPosition(sellPosition, sellPosition.StopLoss, calculatedTakeProfit);
}
}
}
}
private void DisplayStatusOnChart()
{
if (CountOfTradesOfType(TradeType.Buy) > 1)
{
var y = CalculateAveragePositionPrice(TradeType.Buy);
// ChartObjects.DrawHorizontalLine("bpoint", y, Colors.Yellow, 2, LineStyle.Dots);
Chart.DrawHorizontalLine("bpoint", y, Color.Yellow, 2, LineStyle.Dots);
}
else
//ChartObjects.RemoveObject("bpoint");
Chart.RemoveObject("bpoint");
if (CountOfTradesOfType(TradeType.Sell) > 1)
{
var z = CalculateAveragePositionPrice(TradeType.Sell);
//ChartObjects.DrawHorizontalLine("spoint", z, Colors.HotPink, 2, LineStyle.Dots);
Chart.DrawHorizontalLine("spoint", z, Color.HotPink, 2, LineStyle.Dots);
}
else
//ChartObjects.RemoveObject("spoint");
Chart.RemoveObject("spoint");
//ChartObjects.DrawText("pan", GenerateStatusText(), StaticPosition.TopLeft, Colors.Tomato);
Chart.DrawStaticText("pan", GenerateStatusText(), VerticalAlignment.Top, HorizontalAlignment.Left, Color.Tomato);
}
private string GenerateStatusText()
{
var statusText = "";
var buyPositions = "";
var sellPositions = "";
var spread = "";
var buyDistance = "";
var sellDistance = "";
spread = "\nSpread = " + Math.Round(CurrentSpread, 1);
buyPositions = "\nBuy Positions = " + CountOfTradesOfType(TradeType.Buy);
sellPositions = "\nSell Positions = " + CountOfTradesOfType(TradeType.Sell);
if (CountOfTradesOfType(TradeType.Buy) > 0)
{
var averageBuyFromCurrent = Math.Round((CalculateAveragePositionPrice(TradeType.Buy) - Symbol.Bid) / Symbol.PipSize, 1);
buyDistance = "\nBuy Target Away = " + averageBuyFromCurrent;
}
if (CountOfTradesOfType(TradeType.Sell) > 0)
{
var averageSellFromCurrent = Math.Round((Symbol.Ask - CalculateAveragePositionPrice(TradeType.Sell)) / Symbol.PipSize, 1);
sellDistance = "\nSell Target Away = " + averageSellFromCurrent;
}
if (CurrentSpread > MaxSpread)
statusText = "MAX SPREAD EXCEED";
else
statusText = "Smart Grid" + buyPositions + spread + sellPositions + buyDistance + sellDistance;
return (statusText);
}
private int CountOfTradesOfType(TradeType tradeType)
{
var tradeCount = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
tradeCount++;
}
}
return tradeCount;
}
private double CalculateAveragePositionPrice(TradeType tradeType)
{
double result = 0;
double averagePrice = 0;
double count = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
averagePrice += position.EntryPrice * position.VolumeInUnits;
count += position.VolumeInUnits;
}
}
}
if (averagePrice > 0 && count > 0)
result = Math.Round(averagePrice / count, Symbol.Digits);
return result;
}
private double FindLowestPositionPrice(TradeType tradeType)
{
double lowestPrice = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (lowestPrice == 0)
{
lowestPrice = position.EntryPrice;
continue;
}
if (position.EntryPrice < lowestPrice)
lowestPrice = position.EntryPrice;
}
}
}
return lowestPrice;
}
private double FindHighestPositionPrice(TradeType tradeType)
{
double highestPrice = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPrice == 0)
{
highestPrice = position.EntryPrice;
continue;
}
if (position.EntryPrice > highestPrice)
highestPrice = position.EntryPrice;
}
}
}
return highestPrice;
}
private double FindPriceOfMostRecentPositionId(TradeType tradeType)
{
double price = 0;
var highestPositionId = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPositionId == 0 || highestPositionId > position.Id)
{
price = position.EntryPrice;
highestPositionId = position.Id;
}
}
}
}
return price;
}
private double GetMostRecentPositionVolume(TradeType tradeType)
{
double mostRecentVolume = 0;
var highestPositionId = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPositionId == 0 || highestPositionId > position.Id)
{
mostRecentVolume = position.VolumeInUnits;
highestPositionId = position.Id;
}
}
}
}
return mostRecentVolume;
}
private int CountNumberOfPositionsOfType(TradeType tradeType)
{
var mostRecentPrice = FindPriceOfMostRecentPositionId(tradeType);
var numberOfPositionsOfType = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType && tradeType == TradeType.Buy)
{
if (Math.Round(position.EntryPrice, Symbol.Digits) <= Math.Round(mostRecentPrice, Symbol.Digits))
numberOfPositionsOfType++;
}
if (position.TradeType == tradeType && tradeType == TradeType.Sell)
{
if (Math.Round(position.EntryPrice, Symbol.Digits) >= Math.Round(mostRecentPrice, Symbol.Digits))
numberOfPositionsOfType++;
}
}
}
return (numberOfPositionsOfType);
}
private double CalculateVolume(TradeType tradeType)
{
var numberOfPositions = CountNumberOfPositionsOfType(tradeType);
var mostRecentVolume = GetMostRecentPositionVolume(tradeType);
var calculatedVolume = Symbol.NormalizeVolumeInUnits(mostRecentVolume * Math.Pow(VolumeExponent, numberOfPositions));
return (calculatedVolume);
}
private double LimitVolume(double volumeIn)
{
var symbolVolumeMin = Symbol.VolumeInUnitsMin;
var symbolVolumeMax = Symbol.VolumeInUnitsMax;
var result = volumeIn;
if (result < symbolVolumeMin)
result = symbolVolumeMin;
if (result > symbolVolumeMax)
result = symbolVolumeMax;
return (result);
}
}
}
Replies
kanapon
29 May 2019, 11:45
RE:
Panagiotis Charalampous said:
Hi kanapon,
Thanks for posting in our forum. It seems that this parameter affects only the placement of the first order. If there are positions opened, then it is ignored.
Best Regards,
Panagiotis
Thank you for this investigation, is it possible use it to control buy sell even position remain?
@kanapon
PanagiotisCharalampous
29 May 2019, 11:52
Hi kanapon,
Can you try the cBot below and let me know if this is what you need?
//
//+------------------------------------------------------------------+
//| Smart Grid |
//| Copyright 2014, MD SAIF |
//| http://www.facebook.com/cls.fx |
//+------------------------------------------------------------------+
//-Grid trader cBot based on Bar-Time & Trend. For range market & 15 minute TimeFrame is best.
using System;
using cAlgo.API;
namespace cAlgo
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class SmartGrid : Robot
{
private bool _accountIsOutOfMoney;
private int _openTradeResult;
private readonly string Label = "SmartGrid2";
private DateTime _lastBuyTradeTime;
private DateTime _lastSellTradeTime;
[Parameter("Buy", DefaultValue = true)]
public bool Buy { get; set; }
[Parameter("Sell", DefaultValue = true)]
public bool Sell { get; set; }
[Parameter("Pip Step", DefaultValue = 10, MinValue = 1)]
public int PipStep { get; set; }
[Parameter("First Volume", DefaultValue = 1000, MinValue = 1000, Step = 1000)]
public int FirstVolume { get; set; }
[Parameter("Volume Exponent", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 5.0)]
public double VolumeExponent { get; set; }
[Parameter("Max Spread", DefaultValue = 3.0)]
public double MaxSpread { get; set; }
[Parameter("Average TP", DefaultValue = 3, MinValue = 1)]
public int AverageTakeProfit { get; set; }
private double CurrentSpread
{
get { return (Symbol.Ask - Symbol.Bid) / Symbol.PipSize; }
}
protected override void OnStart()
{
}
protected override void OnTick()
{
if (CountOfTradesOfType(TradeType.Buy) > 0)
AdjustBuyPositionTakeProfits(CalculateAveragePositionPrice(TradeType.Buy), AverageTakeProfit);
if (CountOfTradesOfType(TradeType.Sell) > 0)
AdjustSellPositionTakeProfits(CalculateAveragePositionPrice(TradeType.Sell), AverageTakeProfit);
if (CurrentSpread <= MaxSpread && !_accountIsOutOfMoney)
ProcessTrades();
if (!this.IsBacktesting)
DisplayStatusOnChart();
}
protected override void OnError(Error error)
{
if (error.Code == ErrorCode.NoMoney)
{
_accountIsOutOfMoney = true;
Print("opening stopped because: not enough money");
}
}
protected override void OnBar()
{
RefreshData();
}
protected override void OnStop()
{
// ChartObjects.RemoveAllObjects();
Chart.RemoveAllObjects();
}
private void ProcessTrades()
{
if (Buy && CountOfTradesOfType(TradeType.Buy) == 0 && MarketSeries.Close.Last(1) > MarketSeries.Close.Last(2))
{
_openTradeResult = OrderSend(TradeType.Buy, LimitVolume(FirstVolume));
if (_openTradeResult > 0)
_lastBuyTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("First BUY openning error at: ", Symbol.Ask, "Error Type: ", LastResult.Error);
}
if (Sell && CountOfTradesOfType(TradeType.Sell) == 0 && MarketSeries.Close.Last(2) > MarketSeries.Close.Last(1))
{
_openTradeResult = OrderSend(TradeType.Sell, LimitVolume(FirstVolume));
if (_openTradeResult > 0)
_lastSellTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("First SELL opening error at: ", Symbol.Bid, "Error Type: ", LastResult.Error);
}
if (CountOfTradesOfType(TradeType.Buy) > 0 && Buy)
{
if (Math.Round(Symbol.Ask, Symbol.Digits) < Math.Round(FindLowestPositionPrice(TradeType.Buy) - PipStep * Symbol.PipSize, Symbol.Digits) && _lastBuyTradeTime != MarketSeries.OpenTime.Last(0))
{
var calculatedVolume = CalculateVolume(TradeType.Buy);
_openTradeResult = OrderSend(TradeType.Buy, LimitVolume(calculatedVolume));
if (_openTradeResult > 0)
_lastBuyTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("Next BUY opening error at: ", Symbol.Ask, "Error Type: ", LastResult.Error);
}
}
if (CountOfTradesOfType(TradeType.Sell) > 0 && Buy)
{
if (Math.Round(Symbol.Bid, Symbol.Digits) > Math.Round(FindHighestPositionPrice(TradeType.Sell) + PipStep * Symbol.PipSize, Symbol.Digits) && _lastSellTradeTime != MarketSeries.OpenTime.Last(0))
{
var calculatedVolume = CalculateVolume(TradeType.Sell);
_openTradeResult = OrderSend(TradeType.Sell, LimitVolume(calculatedVolume));
if (_openTradeResult > 0)
_lastSellTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("Next SELL opening error at: ", Symbol.Bid, "Error Type: ", LastResult.Error);
}
}
}
private int OrderSend(TradeType tradeType, double volumeToUse)
{
var returnResult = 0;
if (volumeToUse > 0)
{
var result = ExecuteMarketOrder(tradeType, Symbol, volumeToUse, Label, 0, 0, 0, "smart_grid");
if (result.IsSuccessful)
{
Print(tradeType, "Opened at: ", result.Position.EntryPrice);
returnResult = 1;
}
else
Print(tradeType, "Openning Error: ", result.Error);
}
else
Print("Volume calculation error: Calculated Volume is: ", volumeToUse);
return returnResult;
}
private void AdjustBuyPositionTakeProfits(double averageBuyPositionPrice, int averageTakeProfit)
{
foreach (var buyPosition in Positions)
{
if (buyPosition.Label == Label && buyPosition.SymbolCode == Symbol.Code)
{
if (buyPosition.TradeType == TradeType.Buy)
{
double? calculatedTakeProfit = Math.Round(averageBuyPositionPrice + averageTakeProfit * Symbol.PipSize, Symbol.Digits);
if (buyPosition.TakeProfit != calculatedTakeProfit)
ModifyPosition(buyPosition, buyPosition.StopLoss, calculatedTakeProfit);
}
}
}
}
private void AdjustSellPositionTakeProfits(double averageSellPositionPrice, int averageTakeProfit)
{
foreach (var sellPosition in Positions)
{
if (sellPosition.Label == Label && sellPosition.SymbolCode == Symbol.Code)
{
if (sellPosition.TradeType == TradeType.Sell)
{
double? calculatedTakeProfit = Math.Round(averageSellPositionPrice - averageTakeProfit * Symbol.PipSize, Symbol.Digits);
if (sellPosition.TakeProfit != calculatedTakeProfit)
ModifyPosition(sellPosition, sellPosition.StopLoss, calculatedTakeProfit);
}
}
}
}
private void DisplayStatusOnChart()
{
if (CountOfTradesOfType(TradeType.Buy) > 1)
{
var y = CalculateAveragePositionPrice(TradeType.Buy);
// ChartObjects.DrawHorizontalLine("bpoint", y, Colors.Yellow, 2, LineStyle.Dots);
Chart.DrawHorizontalLine("bpoint", y, Color.Yellow, 2, LineStyle.Dots);
}
else
//ChartObjects.RemoveObject("bpoint");
Chart.RemoveObject("bpoint");
if (CountOfTradesOfType(TradeType.Sell) > 1)
{
var z = CalculateAveragePositionPrice(TradeType.Sell);
//ChartObjects.DrawHorizontalLine("spoint", z, Colors.HotPink, 2, LineStyle.Dots);
Chart.DrawHorizontalLine("spoint", z, Color.HotPink, 2, LineStyle.Dots);
}
else
//ChartObjects.RemoveObject("spoint");
Chart.RemoveObject("spoint");
//ChartObjects.DrawText("pan", GenerateStatusText(), StaticPosition.TopLeft, Colors.Tomato);
Chart.DrawStaticText("pan", GenerateStatusText(), VerticalAlignment.Top, HorizontalAlignment.Left, Color.Tomato);
}
private string GenerateStatusText()
{
var statusText = "";
var buyPositions = "";
var sellPositions = "";
var spread = "";
var buyDistance = "";
var sellDistance = "";
spread = "\nSpread = " + Math.Round(CurrentSpread, 1);
buyPositions = "\nBuy Positions = " + CountOfTradesOfType(TradeType.Buy);
sellPositions = "\nSell Positions = " + CountOfTradesOfType(TradeType.Sell);
if (CountOfTradesOfType(TradeType.Buy) > 0)
{
var averageBuyFromCurrent = Math.Round((CalculateAveragePositionPrice(TradeType.Buy) - Symbol.Bid) / Symbol.PipSize, 1);
buyDistance = "\nBuy Target Away = " + averageBuyFromCurrent;
}
if (CountOfTradesOfType(TradeType.Sell) > 0)
{
var averageSellFromCurrent = Math.Round((Symbol.Ask - CalculateAveragePositionPrice(TradeType.Sell)) / Symbol.PipSize, 1);
sellDistance = "\nSell Target Away = " + averageSellFromCurrent;
}
if (CurrentSpread > MaxSpread)
statusText = "MAX SPREAD EXCEED";
else
statusText = "Smart Grid" + buyPositions + spread + sellPositions + buyDistance + sellDistance;
return (statusText);
}
private int CountOfTradesOfType(TradeType tradeType)
{
var tradeCount = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
tradeCount++;
}
}
return tradeCount;
}
private double CalculateAveragePositionPrice(TradeType tradeType)
{
double result = 0;
double averagePrice = 0;
double count = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
averagePrice += position.EntryPrice * position.VolumeInUnits;
count += position.VolumeInUnits;
}
}
}
if (averagePrice > 0 && count > 0)
result = Math.Round(averagePrice / count, Symbol.Digits);
return result;
}
private double FindLowestPositionPrice(TradeType tradeType)
{
double lowestPrice = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (lowestPrice == 0)
{
lowestPrice = position.EntryPrice;
continue;
}
if (position.EntryPrice < lowestPrice)
lowestPrice = position.EntryPrice;
}
}
}
return lowestPrice;
}
private double FindHighestPositionPrice(TradeType tradeType)
{
double highestPrice = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPrice == 0)
{
highestPrice = position.EntryPrice;
continue;
}
if (position.EntryPrice > highestPrice)
highestPrice = position.EntryPrice;
}
}
}
return highestPrice;
}
private double FindPriceOfMostRecentPositionId(TradeType tradeType)
{
double price = 0;
var highestPositionId = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPositionId == 0 || highestPositionId > position.Id)
{
price = position.EntryPrice;
highestPositionId = position.Id;
}
}
}
}
return price;
}
private double GetMostRecentPositionVolume(TradeType tradeType)
{
double mostRecentVolume = 0;
var highestPositionId = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPositionId == 0 || highestPositionId > position.Id)
{
mostRecentVolume = position.VolumeInUnits;
highestPositionId = position.Id;
}
}
}
}
return mostRecentVolume;
}
private int CountNumberOfPositionsOfType(TradeType tradeType)
{
var mostRecentPrice = FindPriceOfMostRecentPositionId(tradeType);
var numberOfPositionsOfType = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType && tradeType == TradeType.Buy)
{
if (Math.Round(position.EntryPrice, Symbol.Digits) <= Math.Round(mostRecentPrice, Symbol.Digits))
numberOfPositionsOfType++;
}
if (position.TradeType == tradeType && tradeType == TradeType.Sell)
{
if (Math.Round(position.EntryPrice, Symbol.Digits) >= Math.Round(mostRecentPrice, Symbol.Digits))
numberOfPositionsOfType++;
}
}
}
return (numberOfPositionsOfType);
}
private double CalculateVolume(TradeType tradeType)
{
var numberOfPositions = CountNumberOfPositionsOfType(tradeType);
var mostRecentVolume = GetMostRecentPositionVolume(tradeType);
var calculatedVolume = Symbol.NormalizeVolumeInUnits(mostRecentVolume * Math.Pow(VolumeExponent, numberOfPositions));
return (calculatedVolume);
}
private double LimitVolume(double volumeIn)
{
var symbolVolumeMin = Symbol.VolumeInUnitsMin;
var symbolVolumeMax = Symbol.VolumeInUnitsMax;
var result = volumeIn;
if (result < symbolVolumeMin)
result = symbolVolumeMin;
if (result > symbolVolumeMax)
result = symbolVolumeMax;
return (result);
}
}
}
Best Regards,
Panagiotis
@PanagiotisCharalampous
kanapon
30 May 2019, 22:31
Hi Panagiotis
Thank you very much for support.
i try to check your adjustment and found that
Old if (CountOfTradesOfType(TradeType.Buy) > 0) New if (CountOfTradesOfType(TradeType.Buy) > 0 && Buy) Old if (CountOfTradesOfType(TradeType.Sell) > 0) New if (CountOfTradesOfType(TradeType.Sell) > 0 && Buy)
the second sentence i guess it should be as below, am i correct?
if (CountOfTradesOfType(TradeType.Sell) > 0 && Sell)
anyway i test a bit on live account and it is what i want. Thank you very much.
@kanapon
PanagiotisCharalampous
31 May 2019, 09:28
Hi kanapon,
Yes that is correct, sorry for the typo :)
Best Regards,
Panagiotis
@PanagiotisCharalampous
tgjobscv
13 Sep 2019, 15:12
[Parameter("Sell", DefaultValue = false)] public bool Sell { get; set; }
//+------------------------------------------------------------------+
//| Smart Grid |
//| Copyright 2014, MD SAIF |
//| http://www.facebook.com/cls.fx |
//+------------------------------------------------------------------+
//-Grid trader cBot based on Bar-Time & Trend. For range market & 15 minute TimeFrame is best.
using System;
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 oSGMABuy : Robot
{
private bool _accountIsOutOfMoney;
private int _openTradeResult;
private readonly string Label = "SmartPBuy";
private DateTime _lastBuyTradeTime;
private DateTime _lastSellTradeTime;
[Parameter("Source SMA_AO")]
public DataSeries Source_SMA { get; set; }
[Parameter("Buy", DefaultValue = true)]
public bool Buy { get; set; }
[Parameter("Sell", DefaultValue = false)]
public bool Sell { get; set; }
[Parameter("Pip Step", DefaultValue = 20, MinValue = 1)]
public int PipStep { get; set; }
[Parameter("First Volume", DefaultValue = 10000, MinValue = 1000, Step = 1000)]
public int FirstVolume { get; set; }
[Parameter("Volume Exponent", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 5.0)]
public double VolumeExponent { get; set; }
[Parameter("Max Spread", DefaultValue = 3.0)]
public double MaxSpread { get; set; }
[Parameter("Average TP", DefaultValue = 100, MinValue = 1)]
public int AverageTakeProfit { get; set; }
[Parameter("Stop Loss", DefaultValue = 0)]
public int StopLoss { get; set; }
private double CurrentSpread
{
get { return (Symbol.Ask - Symbol.Bid) / Symbol.PipSize; }
}
private SimpleMovingAverage _SMA_slow;
private SimpleMovingAverage _SMA_Fast;
protected override void OnStart()
{
}
protected override void OnTick()
{
_SMA_slow = Indicators.SimpleMovingAverage(Source_SMA, 200);
_SMA_Fast = Indicators.SimpleMovingAverage(Source_SMA, 50);
if (_SMA_slow.Result.LastValue > _SMA_Fast.Result.LastValue && _SMA_slow.Result.LastValue > Symbol.Bid)
{
Buy = false;
Sell = true;
ChartObjects.DrawText("Sell", ("Vender"), StaticPosition.TopLeft, Colors.AliceBlue);
}
if (_SMA_slow.Result.LastValue < _SMA_Fast.Result.LastValue && _SMA_slow.Result.LastValue < Symbol.Ask)
{
Buy = true;
Sell = false;
ChartObjects.DrawText("buy", ("Comprar"), StaticPosition.TopLeft, Colors.AliceBlue);
}
if (CountOfTradesOfType(TradeType.Buy) > 0)
AdjustBuyPositionTakeProfits(CalculateAveragePositionPrice(TradeType.Buy), AverageTakeProfit);
if (CountOfTradesOfType(TradeType.Sell) > 0)
AdjustSellPositionTakeProfits(CalculateAveragePositionPrice(TradeType.Sell), AverageTakeProfit);
if (CurrentSpread <= MaxSpread && !_accountIsOutOfMoney)
ProcessTrades();
if (!this.IsBacktesting)
DisplayStatusOnChart();
}
protected override void OnError(Error error)
{
if (error.Code == ErrorCode.NoMoney)
{
_accountIsOutOfMoney = true;
Print("opening stopped because: not enough money");
}
}
protected override void OnBar()
{
RefreshData();
}
protected override void OnStop()
{
ChartObjects.RemoveAllObjects();
}
private void ProcessTrades()
{
if (Buy && CountOfTradesOfType(TradeType.Buy) == 0 && MarketSeries.Close.Last(1) > MarketSeries.Close.Last(2))
{
_openTradeResult = OrderSend(TradeType.Buy, LimitVolume(FirstVolume));
if (_openTradeResult > 0)
_lastBuyTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("First BUY openning error at: ", Symbol.Ask, "Error Type: ", LastResult.Error);
}
if (Sell && CountOfTradesOfType(TradeType.Sell) == 0 && MarketSeries.Close.Last(2) > MarketSeries.Close.Last(1))
{
_openTradeResult = OrderSend(TradeType.Sell, LimitVolume(FirstVolume));
if (_openTradeResult > 0)
_lastSellTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("First SELL opening error at: ", Symbol.Bid, "Error Type: ", LastResult.Error);
}
if (CountOfTradesOfType(TradeType.Buy) > 0)
{
if (Math.Round(Symbol.Ask, Symbol.Digits) < Math.Round(FindLowestPositionPrice(TradeType.Buy) - PipStep * Symbol.PipSize, Symbol.Digits) && _lastBuyTradeTime != MarketSeries.OpenTime.Last(0))
{
var calculatedVolume = CalculateVolume(TradeType.Buy);
_openTradeResult = OrderSend(TradeType.Buy, LimitVolume(calculatedVolume));
if (_openTradeResult > 0)
_lastBuyTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("Next BUY opening error at: ", Symbol.Ask, "Error Type: ", LastResult.Error);
}
}
if (CountOfTradesOfType(TradeType.Sell) > 0)
{
if (Math.Round(Symbol.Bid, Symbol.Digits) > Math.Round(FindHighestPositionPrice(TradeType.Sell) + PipStep * Symbol.PipSize, Symbol.Digits) && _lastSellTradeTime != MarketSeries.OpenTime.Last(0))
{
var calculatedVolume = CalculateVolume(TradeType.Sell);
_openTradeResult = OrderSend(TradeType.Sell, LimitVolume(calculatedVolume));
if (_openTradeResult > 0)
_lastSellTradeTime = MarketSeries.OpenTime.Last(0);
else
Print("Next SELL opening error at: ", Symbol.Bid, "Error Type: ", LastResult.Error);
}
}
}
private int OrderSend(TradeType tradeType, long volumeToUse)
{
var returnResult = 0;
if (volumeToUse > 0)
{
var result = ExecuteMarketOrder(tradeType, Symbol, volumeToUse, Label, StopLoss, 0, 0, "smart_grid");
if (result.IsSuccessful)
{
Print(tradeType, "Opened at: ", result.Position.EntryPrice, result.Position.StopLoss);
returnResult = 1;
}
else
Print(tradeType, "Openning Error: ", result.Error);
}
else
Print("Volume calculation error: Calculated Volume is: ", volumeToUse);
return returnResult;
}
private void AdjustBuyPositionTakeProfits(double averageBuyPositionPrice, int averageTakeProfit)
{
foreach (var buyPosition in Positions)
{
if (buyPosition.Label == Label && buyPosition.SymbolCode == Symbol.Code)
{
if (buyPosition.TradeType == TradeType.Buy)
{
double? calculatedTakeProfit = Math.Round(averageBuyPositionPrice + averageTakeProfit * Symbol.PipSize, Symbol.Digits);
if (buyPosition.TakeProfit != calculatedTakeProfit)
ModifyPosition(buyPosition, buyPosition.StopLoss, calculatedTakeProfit);
}
}
}
}
private void AdjustSellPositionTakeProfits(double averageSellPositionPrice, int averageTakeProfit)
{
foreach (var sellPosition in Positions)
{
if (sellPosition.Label == Label && sellPosition.SymbolCode == Symbol.Code)
{
if (sellPosition.TradeType == TradeType.Sell)
{
double? calculatedTakeProfit = Math.Round(averageSellPositionPrice - averageTakeProfit * Symbol.PipSize, Symbol.Digits);
if (sellPosition.TakeProfit != calculatedTakeProfit)
ModifyPosition(sellPosition, sellPosition.StopLoss, calculatedTakeProfit);
}
}
}
}
private void DisplayStatusOnChart()
{
if (CountOfTradesOfType(TradeType.Buy) > 1)
{
var y = CalculateAveragePositionPrice(TradeType.Buy);
ChartObjects.DrawHorizontalLine("bpoint", y, Colors.Yellow, 2, LineStyle.Dots);
}
else
ChartObjects.RemoveObject("bpoint");
if (CountOfTradesOfType(TradeType.Sell) > 1)
{
var z = CalculateAveragePositionPrice(TradeType.Sell);
ChartObjects.DrawHorizontalLine("spoint", z, Colors.HotPink, 2, LineStyle.Dots);
}
else
ChartObjects.RemoveObject("spoint");
ChartObjects.DrawText("pan", GenerateStatusText(), StaticPosition.TopLeft, Colors.Tomato);
}
private string GenerateStatusText()
{
var statusText = "";
var buyPositions = "";
var sellPositions = "";
var spread = "";
var buyDistance = "";
var sellDistance = "";
spread = "\nSpread = " + Math.Round(CurrentSpread, 1);
buyPositions = "\nBuy Positions = " + CountOfTradesOfType(TradeType.Buy);
sellPositions = "\nSell Positions = " + CountOfTradesOfType(TradeType.Sell);
if (CountOfTradesOfType(TradeType.Buy) > 0)
{
var averageBuyFromCurrent = Math.Round((CalculateAveragePositionPrice(TradeType.Buy) - Symbol.Bid) / Symbol.PipSize, 1);
buyDistance = "\nBuy Target Away = " + averageBuyFromCurrent;
}
if (CountOfTradesOfType(TradeType.Sell) > 0)
{
var averageSellFromCurrent = Math.Round((Symbol.Ask - CalculateAveragePositionPrice(TradeType.Sell)) / Symbol.PipSize, 1);
sellDistance = "\nSell Target Away = " + averageSellFromCurrent;
}
if (CurrentSpread > MaxSpread)
statusText = "MAX SPREAD EXCEED";
else
statusText = "Smart Grid" + buyPositions + spread + sellPositions + buyDistance + sellDistance;
return (statusText);
}
private int CountOfTradesOfType(TradeType tradeType)
{
var tradeCount = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
tradeCount++;
}
}
return tradeCount;
}
private double CalculateAveragePositionPrice(TradeType tradeType)
{
double result = 0;
double averagePrice = 0;
long count = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
averagePrice += position.EntryPrice * position.Volume;
count += position.Volume;
}
}
}
if (averagePrice > 0 && count > 0)
result = Math.Round(averagePrice / count, Symbol.Digits);
return result;
}
private double FindLowestPositionPrice(TradeType tradeType)
{
double lowestPrice = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (lowestPrice == 0)
{
lowestPrice = position.EntryPrice;
continue;
}
if (position.EntryPrice < lowestPrice)
lowestPrice = position.EntryPrice;
}
}
}
return lowestPrice;
}
private double FindHighestPositionPrice(TradeType tradeType)
{
double highestPrice = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPrice == 0)
{
highestPrice = position.EntryPrice;
continue;
}
if (position.EntryPrice > highestPrice)
highestPrice = position.EntryPrice;
}
}
}
return highestPrice;
}
private double FindPriceOfMostRecentPositionId(TradeType tradeType)
{
double price = 0;
var highestPositionId = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPositionId == 0 || highestPositionId > position.Id)
{
price = position.EntryPrice;
highestPositionId = position.Id;
}
}
}
}
return price;
}
private long GetMostRecentPositionVolume(TradeType tradeType)
{
long mostRecentVolume = 0;
var highestPositionId = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType)
{
if (highestPositionId == 0 || highestPositionId > position.Id)
{
mostRecentVolume = position.Volume;
highestPositionId = position.Id;
}
}
}
}
return mostRecentVolume;
}
private int CountNumberOfPositionsOfType(TradeType tradeType)
{
var mostRecentPrice = FindPriceOfMostRecentPositionId(tradeType);
var numberOfPositionsOfType = 0;
foreach (var position in Positions)
{
if (position.Label == Label && position.SymbolCode == Symbol.Code)
{
if (position.TradeType == tradeType && tradeType == TradeType.Buy)
{
if (Math.Round(position.EntryPrice, Symbol.Digits) <= Math.Round(mostRecentPrice, Symbol.Digits))
numberOfPositionsOfType++;
}
if (position.TradeType == tradeType && tradeType == TradeType.Sell)
{
if (Math.Round(position.EntryPrice, Symbol.Digits) >= Math.Round(mostRecentPrice, Symbol.Digits))
numberOfPositionsOfType++;
}
}
}
return (numberOfPositionsOfType);
}
private long CalculateVolume(TradeType tradeType)
{
var numberOfPositions = CountNumberOfPositionsOfType(tradeType);
var mostRecentVolume = GetMostRecentPositionVolume(tradeType);
var calculatedVolume = Symbol.NormalizeVolume(mostRecentVolume * Math.Pow(VolumeExponent, numberOfPositions));
return (calculatedVolume);
}
private long LimitVolume(long volumeIn)
{
var symbolVolumeMin = Symbol.VolumeMin;
var symbolVolumeMax = Symbol.VolumeMax;
var result = volumeIn;
if (result < symbolVolumeMin)
result = symbolVolumeMin;
if (result > symbolVolumeMax)
result = symbolVolumeMax;
return (result);
}
}
}
[Parameter("Sell", DefaultValue = false)]
public bool Sell { get; set; }
Hi.
V4 with SMA, but:
1. What wrrong ?
Bot now open buy and sell ?!
sell is false ?!
defaultvalue is ignore ?
How fix ?
2. How put parametrs ?
[Parameter("Maximum open buy position?", Group = "Basic Setup", DefaultValue = 5, MinValue = 0)]
public int MaxOpenBuy { get; set; }
[Parameter("Maximum open Sell position?", Group = "Basic Setup", DefaultValue = 5, MinValue = 0)]
public int MaxOpenSell { get; set; }
@tgjobscv
tgjobscv
13 Sep 2019, 16:07
2. How put parametrs ?
[Parameter("Maximum open buy position?", Group = "Basic Setup", DefaultValue = 5, MinValue = 0)]
public int MaxOpenBuy { get; set; }
[Parameter("Maximum open Sell position?", Group = "Basic Setup", DefaultValue = 5, MinValue = 0)]
public int MaxOpenSell { get; set; }
@tgjobscv
PanagiotisCharalampous
13 Sep 2019, 16:40
Hi tgjobscv,
1. Please explain to us clearly what is the problem. Provide us with instructions to reproduce it on backtesting.
2. What do you mean how to put the parameters? Do you need somebody to develop the functionality for you? Can you please explain what do you need the parameters to do?
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
16 Sep 2019, 09:05
Hi tgjobscv,
As expailned above we need more information in order to help you with such issues.
Best Regards,
Panagiotis
@PanagiotisCharalampous
PanagiotisCharalampous
29 May 2019, 10:50
Hi kanapon,
Thanks for posting in our forum. It seems that this parameter affects only the placement of the first order. If there are positions opened, then it is ignored.
Best Regards,
Panagiotis
@PanagiotisCharalampous