Get values of custom indicator in cBot

Created at 08 Jan 2022, 00:02

Joined 13.11.2021

Get values of custom indicator in cBot
08 Jan 2022, 00:02

Hi,

I'm trying to get the output values of a custom indicator to work in a cBot. I tried a lot of things and read through many treads on this forum. But I can't get it to work. The indicator works fine visually. On backtest, the cBot always get 0 - no event.

What am I missing / doing wrong? Please help! :)

Thanks in advance

Here is the indicator:

https://ctrader.com/algos/indicators/show/2520

And here is the "work in progress" cBot:

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 Bot3_1 : Robot
    {

        [Parameter("Quantity (Lots)", Group = "Volume", DefaultValue = 0.1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }



        public enum Multi
        {
            Pips = 10,
            Unit = 100,
            Point = 1
        }

        public enum devi
        {
            Price = 1,
            ATR = 2
        }

        [Parameter("Deviation Size", Group = "Deviations Settings", DefaultValue = Multi.Unit)]
        public Multi Multiplier { get; set; }

        [Parameter("Deviation", Group = "Deviations Settings", DefaultValue = 50, MinValue = 1)]
        public int Deviation { get; set; }

        [Parameter("Sell Histogram Negative", Group = "Histogram Settings", DefaultValue = false)]
        public bool change { get; set; }

        [Output("UpVolume", LineColor = "DarkViolet", PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries UpVolume { get; set; }

        [Output("DownVolume", LineColor = "White", PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries DownVolume { get; set; }

        [Parameter("Atr Multiplier", Group = "ATR Settings", DefaultValue = 1.5, MinValue = 0, MaxValue = 10)]
        public double atrMultiplier { get; set; }

        [Parameter("Atr Period", Group = "ATR Settings", DefaultValue = 13, MinValue = 1)]
        public int atrPeriod { get; set; }

        [Parameter("Deviation Type", Group = "Deviations Settings", DefaultValue = devi.ATR)]
        public devi deviationType { get; set; }



        public IndicatorDataSeries Result { get; set; }

        public TradeType TradeType { get; set; }

        public double ClosePrices { get; set; }

        string label = "Bot 3.1";

        public Position[] BotPositions
        {
            get { return Positions.FindAll(label, SymbolName, TradeType); }
        }



        private double _point;
        private DataSeries CurrentClose;
        private IndicatorDataSeries Direction;
        private IndicatorDataSeries DownBuffer;
        private AverageTrueRange _averageTrueRange;



        private WeisWavesTraderExperto WWTE { get; set; }




        protected override void OnStart()
        {
            WWTE = Indicators.GetIndicator<WeisWavesTraderExperto>(Multiplier, Deviation, change, atrMultiplier, atrPeriod, deviationType);

            Direction = CreateDataSeries();
            CurrentClose = Bars.ClosePrices;
            DownBuffer = CreateDataSeries();
            _point = Symbol.TickSize * (double)Multiplier;
            _averageTrueRange = Indicators.AverageTrueRange(atrPeriod, MovingAverageType.Weighted);

        }


        protected override void OnTick()
        {

            if (WWTE.UpVolume.Last(1) > 0)
            {

                {

                    {
                        Close(TradeType.Sell);
                        Open(TradeType.Buy);
                    }
                }
            }


            if (WWTE.DownVolume.Last(1) > 0)
            {

                {

                    {
                        Close(TradeType.Buy);
                        Open(TradeType.Sell);
                    }
                }
            }
        }


        private void Close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll(label, SymbolName, tradeType))
                ClosePosition(position);
        }


        private void Open(TradeType tradeType)
        {
            var position = Positions.Find(label, SymbolName, tradeType);
            var volumeInUnits = Symbol.QuantityToVolumeInUnits(Quantity);

            if (position == null)
                ExecuteMarketOrder(tradeType, SymbolName, volumeInUnits, label);
        }

    }
}

@Mia999

Replies

Mia999
08 Jan 2022, 06:34

So I was able to find the solution myself.

For future reference (it might help others), what I have done is: I modified references to be "public" instead of "private" where possible, both in the indicator and in the cBot. And in the cBot, I added { get; set; } to these references where possible.

So the indicator introduction now looks like this (see last section cited herein):

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

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class WeisWavesTraderExperto : Indicator
    {
        public enum Multi
        {
            Pips = 10,
            Unit = 100,
            Point = 1
        }

        public enum devi
        {
            Price = 1,
            ATR = 2
        }
        [Parameter("Deviation Size", Group = "Deviations Settings", DefaultValue = Multi.Unit)]
        public Multi Multiplier { get; set; }

        [Parameter("Deviation", Group = "Deviations Settings", DefaultValue = 50, MinValue = 1)]
        public int Deviation { get; set; }

        [Parameter("Sell Histogram Negative", Group = "Histogram Settings", DefaultValue = false)]
        public bool change { get; set; }

        [Output("UpVolume", LineColor = "DarkViolet", PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries UpVolume { get; set; }

        [Output("DownVolume", LineColor = "White", PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries DownVolume { get; set; }

        [Parameter("Atr Multiplier", Group = "ATR Settings", DefaultValue = 1.5, MinValue = 0, MaxValue = 10)]
        public double atrMultiplier { get; set; }

        [Parameter("Atr Period", Group = "ATR Settings", DefaultValue = 13, MinValue = 1)]
        public int atrPeriod { get; set; }

        [Parameter("Deviation Type", Group = "Deviations Settings", DefaultValue = devi.ATR)]
        public devi deviationType { get; set; }


        public int lastHighIndex = 0;
        public int lastLowIndex = 0;
        public double _point;
        public DataSeries CurrentClose;
        public IndicatorDataSeries Direction;
        public IndicatorDataSeries DownBuffer;
        private AverageTrueRange _averageTrueRange;
        public double DeviationAtr;
        public bool deviationPrice = true;
        public double deviationValue;


        protected override void Initialize()
        {

[...]

And the cBot introduction now looks like this (see last section cited herein):

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 Bot3_1 : Robot
    {

        [Parameter("Quantity (Lots)", Group = "Volume", DefaultValue = 0.1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }



        public enum Multi
        {
            Pips = 10,
            Unit = 100,
            Point = 1
        }

        public enum devi
        {
            Price = 1,
            ATR = 2
        }

        [Parameter("Deviation Size", Group = "Deviations Settings", DefaultValue = Multi.Unit)]
        public Multi Multiplier { get; set; }

        [Parameter("Deviation", Group = "Deviations Settings", DefaultValue = 50, MinValue = 1)]
        public int Deviation { get; set; }

        [Parameter("Sell Histogram Negative", Group = "Histogram Settings", DefaultValue = false)]
        public bool change { get; set; }

        [Output("UpVolume", LineColor = "DarkViolet", PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries UpVolume { get; set; }

        [Output("DownVolume", LineColor = "White", PlotType = PlotType.Histogram, Thickness = 5)]
        public IndicatorDataSeries DownVolume { get; set; }

        [Parameter("Atr Multiplier", Group = "ATR Settings", DefaultValue = 1.5, MinValue = 0, MaxValue = 10)]
        public double atrMultiplier { get; set; }

        [Parameter("Atr Period", Group = "ATR Settings", DefaultValue = 13, MinValue = 1)]
        public int atrPeriod { get; set; }

        [Parameter("Deviation Type", Group = "Deviations Settings", DefaultValue = devi.ATR)]
        public devi deviationType { get; set; }



        public IndicatorDataSeries Result { get; set; }
        public TradeType TradeType { get; set; }
        public double ClosePrices { get; set; }

        string label = "Bot 3.1";
        public Position[] BotPositions
        {
            get { return Positions.FindAll(label, SymbolName, TradeType); }
        }

        public int lastHighIndex = 0;
        public int lastLowIndex = 0;
        public double _point { get; set; }
        public DataSeries CurrentClose { get; set; }
        public IndicatorDataSeries Direction { get; set; }
        public IndicatorDataSeries DownBuffer { get; set; }
        private AverageTrueRange _averageTrueRange { get; set; }
        public double DeviationAtr { get; set; }
        public bool deviationPrice = true;
        public double deviationValue { get; set; }

        private WeisWavesTraderExperto WWTE { get; set; }




        protected override void OnStart()
        {

[...]

Thanks anyway!

@Mia999

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