Problem comparing price and EMA
Problem comparing price and EMA
10 Jul 2019, 21:04
Hello,
I need a part of my bot to set a var Status with a 1 value when price closes between two EMAs.
Example:
Close value is between Fast MA and Slow MA, so Status should be 1.
It is not working. When running, executes case 0 (there´s a print) but there is some probem with the second if, because status remains in 0. Part of the Code:
if (slowMa.Result.Last(1) > fastMa.Result.Last(1))
{
Print("Configuración de Venta");
switch (status)
{
case 0:
Print("Entro en case 0 de venta");
if (MarketSeries.Close.Last(1) > slowMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) <= slowMa.Result.Last(-1) && MarketSeries.Close.Last(1) >= fastMa.Result.Last(-1))
status = 1;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(-1))
status = 0;
break;
case 1:
Print("Entro en case 1 de venta");
if (MarketSeries.Close.Last(1) > slowMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(-1) && MarketSeries.Close.Last(1) > fastMa.Result.Last(-1))
status = 1;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(-1))
status = 2;
break;
case 2:
Print("Entro en case 2 de venta");
if (MarketSeries.Close.Last(1) > slowMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(-1) && MarketSeries.Close.Last(1) > fastMa.Result.Last(-1))
status = 1;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(-1))
status = 0;
break;
case -1:
Print("Entro en case -1 de venta");
if (MarketSeries.Close.Last(1) > slowMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(-1) && MarketSeries.Close.Last(1) > fastMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(-1))
status = 0;
break;
}
Print("Status: " + status);
Replies
martin100181@gmail.com
11 Jul 2019, 15:43
RE:
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 FrankiRangetraderv1 : Robot
{
[Parameter("Source")]
public DataSeries SourceSeries { get; set; }
[Parameter("Slow Periods", DefaultValue = 50)]
public int SlowPeriods { get; set; }
[Parameter("Fast Periods", DefaultValue = 14)]
public int FastPeriods { get; set; }
[Parameter("Volumen", DefaultValue = 10000)]
public double volumen { get; set; }
[Parameter("TP", DefaultValue = 6)]
public double SL { get; set; }
[Parameter("SL", DefaultValue = 6)]
public double TP { get; set; }
public int status;
private ExponentialMovingAverage slowMa;
private ExponentialMovingAverage fastMa;
protected override void OnStart()
{
fastMa = Indicators.ExponentialMovingAverage(SourceSeries, FastPeriods);
slowMa = Indicators.ExponentialMovingAverage(SourceSeries, SlowPeriods);
status = 0;
}
protected override void OnBar()
{
int index = MarketSeries.Close.Count;
Print("------------------ New Bar ------------------");
Print("Close: " + MarketSeries.Close.Last(1));
Print("Fast MA: " + fastMa.Result.Last(1));
Print("Slow MA: " + slowMa.Result.Last(1));
if (slowMa.Result.Last(1) < fastMa.Result.Last(1))
{
Print("Configuracion de Compra");
switch (status)
{
case 0:
Print("Entro en case 0 de compra");
if (MarketSeries.Close.Last(1) > fastMa.Result.Last(1))
status = 0;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(1) && MarketSeries.Close.Last(1) > slowMa.Result.Last(1))
status = 1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(1))
status = -1;
break;
case 1:
Print("Entro en case 1 de compra");
if (MarketSeries.Close.Last(1) > fastMa.Result.Last(1))
status = 2;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(1) && MarketSeries.Close.Last(1) > slowMa.Result.Last(1))
status = 1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(1))
status = -1;
break;
case 2:
Print("Entro en case 2 de compra");
if (MarketSeries.Close.Last(1) > fastMa.Result.Last(1))
status = 0;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(1) && MarketSeries.Close.Last(1) > slowMa.Result.Last(1))
status = 1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(1))
status = -1;
break;
case -1:
Print("Entro en case -1 de compra");
if (MarketSeries.Close.Last(1) > fastMa.Result.Last(1))
status = 0;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(1) && MarketSeries.Close.Last(1) > slowMa.Result.Last(1))
status = -1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(1))
status = -1;
break;
}
Print("Status: " + status);
int Open_trades = Positions.Count(p => p.SymbolName == Symbol.Name);
int Open_orders = PendingOrders.Count(p => p.SymbolCode == Symbol.Name);
if (Open_trades == 0 && Open_orders == 0 && status == 2)
{
ExecuteMarketOrder(TradeType.Buy, Symbol, volumen, "Compra", SL, TP);
Print("Abre Compra");
}
{
}
}
if (slowMa.Result.Last(1) > fastMa.Result.Last(1))
{
Print("Configuración de Venta");
switch (status)
{
case 0:
Print("Entro en case 0 de venta");
if (MarketSeries.Close.Last(1) > slowMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) <= slowMa.Result.Last(-1) && MarketSeries.Close.Last(1) >= fastMa.Result.Last(-1))
status = 1;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(-1))
status = 0;
break;
case 1:
Print("Entro en case 1 de venta");
if (MarketSeries.Close.Last(1) > slowMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(-1) && MarketSeries.Close.Last(1) > fastMa.Result.Last(-1))
status = 1;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(-1))
status = 2;
break;
case 2:
Print("Entro en case 2 de venta");
if (MarketSeries.Close.Last(1) > slowMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(-1) && MarketSeries.Close.Last(1) > fastMa.Result.Last(-1))
status = 1;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(-1))
status = 0;
break;
case -1:
Print("Entro en case -1 de venta");
if (MarketSeries.Close.Last(1) > slowMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) < slowMa.Result.Last(-1) && MarketSeries.Close.Last(1) > fastMa.Result.Last(-1))
status = -1;
if (MarketSeries.Close.Last(1) < fastMa.Result.Last(-1))
status = 0;
break;
}
Print("Status: " + status);
int Open_trades = Positions.Count(p => p.SymbolName == Symbol.Name);
int Open_orders = PendingOrders.Count(p => p.SymbolCode == Symbol.Name);
if (Open_trades == 0 && Open_orders == 0 && status == 2)
{
ExecuteMarketOrder(TradeType.Sell, Symbol, volumen, "Venta", SL, TP);
Print("Status: " + status);
Print("Abre Venta");
}
}
Print("---------------------------------------------");
}
}
}
Panagiotis Charalampous said:
Hi martin100181@gmail.com,
Can you post the complete cBot code?
Best Regards,
Panagiotis
@martin100181@gmail.com
martin100181@gmail.com
11 Jul 2019, 16:56
Maybe my code is not so good because I´m not a coder. The Idea is to make the bot trade when price make a retracement inside both EMAs and get out of them. Long or Short will depend on EMAs direction.
The way I find to make this was assigning a status code for the different stages of the cicle. Maybe there´s a much better way, of course.
@martin100181@gmail.com
PanagiotisCharalampous
11 Jul 2019, 17:02
Hi martin100181@gmail.com,
Why do you set -1 in Last() function? e.g. below
slowMa.Result.Last(-1)
Best regards,
Panagiotis
@PanagiotisCharalampous
martin100181@gmail.com
11 Jul 2019, 17:19
( Updated at: 21 Dec 2023, 09:21 )
Also I discovered I´m getting wrong EMAs values. They don´t match the ones on chart. help please!!
@martin100181@gmail.com
PanagiotisCharalampous
11 Jul 2019, 17:30
Hi martin100181@gmail.com,
Can you post the cBot parameters as well?
Best regards,
Panagiotis
@PanagiotisCharalampous
martin100181@gmail.com
11 Jul 2019, 18:10
RE:
Panagiotis Charalampous said:
Hi martin100181@gmail.com,
Why do you set -1 in Last() function? e.g. below
slowMa.Result.Last(-1)Best regards,
Panagiotis
That was a Mistake! thank you.
@martin100181@gmail.com
martin100181@gmail.com
11 Jul 2019, 18:12
RE:
Panagiotis Charalampous said:
Hi martin100181@gmail.com,
Can you post the cBot parameters as well?
Best regards,
Panagiotis
I use default parameters.
GER30, Range bars 3 pips.
Slow EMA 50
Fast EMA 10
6 pips SL
6 pips TP
@martin100181@gmail.com
PanagiotisCharalampous
11 Jul 2019, 09:46
Hi martin100181@gmail.com,
Can you post the complete cBot code?
Best Regards,
Panagiotis
@PanagiotisCharalampous