back testing with Renko barTypes and minutes bars

Hello guys!

Please read the following code! Do you see the difference? This how your cTrader strategy or Indicator will look like in 2021.

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

//This is an example of a fully event driven multi barType & timeframe && multi Instrument 
//fully backtestable cTrader Robot using LinkersX Trading API
namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
    public class cTrader_cBot : Robot
    {
        private TicksX gu1;
        private BarsX gum1;
        private BarsX gum5;
        private BarsX gum15;
        private BarsX gum60;
        private BarsX gum240;
        private BarsX gurr10;
        private BarsX gut56;
        private BarsX guur200;
        private SwingX gusw1; 
        private SwingX guswm5;
        //MarketProfilesX is a custom driven, memory wise unrestricted version of BarsX BarSeries container
        // for storing independent BarX Market Profile Bars
        private MarketProfilesX mpgu1; 
        
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }

        protected override void OnStart()
        {
            gu1 = new TicksX("GBPUSD", 1, this);
            gum1 = new BarsX(ref gu1, BarType.Minute, 1);
            gum5 = new BarsX(ref gu1, BarType.Minute, 5);
            gum15 = new BarsX(ref gu1, BarType.Minute, 15);
            gum60 = new BarsX(ref gu1, BarType.Minute, 60);
            gum240 = new BarsX(ref gu1, BarType.Minute, 240);
            gurr10 = new BarsX(ref gu1, BarType.RomanRenko, 10);
            gut56 = new BarsX(ref gu1, BarType.Tick, 56);
            
            // declare ONE BarX bar starting from startTime in the Future
            // UltimateRenko BarType 200 pips in size.
            guur200 = new BarX(ref gu1, startTime, BarType.UltimateRenko, 200); 
            
            //
            gusw1 = new BarX(gum1, 1); // attach SwingX High Low algorythm to gum1 1min chart
            guswm5 = new BarX(gum5, 1);

            gum1.OnEvent += onEvent;
            gum5.OnEvent += onEvent;
            gum15.OnEvent += onEvent;
            gum60.OnEvent += onEvent;
            gum240.OnEvent += onEvent;
            gurr10.OnEvent += onEvent;
            gut56.OnEvent += onEvent;
            guur200.OnEvent += onEvent; // BarX will notify us when the Bar is done.
        }

         // various event types examples... All subscribed events will execute on onEvent
        public void onEvent(EventX e)
        {
                   
          if(e.firstTickOfBar && e.bars.barType == BarType.Tick && e.bars.barsPeriod == 56)
          {
            //we got a firstTickOfBar event from the Tick.56 object x-> do something :-)
          }
          // same just easier
          if(e.firstTickOfBar && e.id == gut56.id) // check if first tick of bar and bar object is tick.56
          {
            //we got a firstTickOfBar event from the Tick.56 object x-> do something :-)
          }
          
          if(e.id == guur200.id)
          {
           //our guur200 200pips in size Ultimate Renko BarX object declared in the future has just finished the bar object x-> do something :-)
            mpgu1.add(guur200); // add the guur200 BarX object to the MarketProfilesX DataSeries Container.
              Print("UltimateRenko 200 pips BarX object just finished!" 
                    + " Point of Control by Time Profile is:" + guur200.levels.POC_byTime() 
                    + " Point of Control by volume:" +  guur200.levels.POC_byVolume()
                    + " Point of Control by Tick Count:" +  guur200.levels.POC_byTick())
          }
          
          if(e.newBarHigh && e.id == gum15.id)
          {
           //our 15 minutes GBPUSD Bar is making new Highs x-> do something :-)
          }
          
          //if 2 bars ago on a 1 minute bar series volume at Ask was bigger than same bar Volume at Bid
          if(e.bars.id == gum1.id && e.bars[e.index-2].volumeAtAsk > e.bars[e.index-2].volumeAtBid)
          {
           e.bars[e.index-2].eraseBar(); //erase bar from chart for the market profile we gonna draw)
           e.bars[e.index-2].drawMarketProfile();  // just draw a market profile Bar to the chart instead of the erased MTF bar
          }
          
          if(e._non_Farm_Employment_Change)
          {
           // watch out! Non-Farm Employment Change event in Play!
          }
         
          if(e.id == gum5.id && e.bars[e.index -3].candlestick.doji)
          {
           //if 3 bars ago on a 5 minute BarSeries the candlestick type was Doji 
          }
          
          if(e.id == gum60.id && e.ticks[e.ticks.index -5].price > e.ticks.daily[2].high)
          {
           // if the barseries is minute60 and 5 ticks ago  the tick price was higher than daily high 2 days ago
           // Since we can access the Open, Close, High and Low Times, Ask and Bid , we gonna print high price and actual time of the tick
           //   that was of the daily high 2 days ago
           Print("High of a day 2 days ago Price:" + e.daily[2].high + " Time of the days High" + e.daily[2].highTime);
          }
          
          if(e.dailyHigh  && e.bars.symbolName == "GBPUSD")
          {
          // if event is new daily high and symbol name is "GBPUSD" then print out new daily high
          Print (e.bars.symbolName + " new Daily high :" + e.bars[e.index].ClosePrices);
          }
          
          if(e.id == gum5.id && e.newSwingHigh && e.swing[0].swingHighRetracement(50))
          {
           //if event is new swing high and barseries is 5min gum5 and retracement from last swing up on a 5min chart is 50 percent
          }
          //-----------
        }
    }
}

If you ever dreamed of writing trading strategies this easy? If YES, I'd suggest you to follow:

this-> github project!   LinkersX Event Driven Trading API

Coming soon... January 2021!

Happy holidays && Happy New Year!

Mickey