need help

amusleh
16 May 2022, 09:57 ( Updated at: 16 May 2022, 09:58 )

Hi,

There are several issues on your code, and you have to remember that Fractals are lagging indicator, and you have to access it's x previous values based on the period to passed to it.

Try this:

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 NewcBot : Robot
    {
        private double _volumeInUnits;
        private Fractals _fractals;
        private SimpleMovingAverage _sma;

        [Parameter(DefaultValue = 20)]
        public int Period { get; set; }

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

        [Parameter("Volume (Lots)", DefaultValue = 0.5)]
        public double VolumeInLots { get; set; }

        [Parameter("Stop Loss (Pips)", DefaultValue = 20)]
        public double StopLossInPips { get; set; }

        [Parameter("Take Profit (Pips)", DefaultValue = 60)]
        public double TakeProfitInPips { get; set; }

        [Parameter("Label", DefaultValue = "Sample")]
        public string Label { get; set; }

        private Position[] BotPositions
        {
            get { return Positions.FindAll(Label); }
        }

        protected override void OnStart()
        {
            _sma = Indicators.SimpleMovingAverage(Source, Period);
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
            _fractals = Indicators.Fractals(5);
        }

        protected override void OnBar()
        {
            double close = Bars.ClosePrices.Last(1);

            double sma = _sma.Result.Last(1);

            double upfr = _fractals.UpFractal.Last(5);
            double dwfr = _fractals.DownFractal.Last(5);

            if (upfr < close)
            {
                ClosePositions(TradeType.Sell);

                if (sma < close && Positions.Count == 0)
                {
                    ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                }
            }
            else if (dwfr > close)
            {
                ClosePositions(TradeType.Buy);

                if (sma > close && Positions.Count == 0)
                {
                    ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                }
            }
        }

        private void ClosePositions(TradeType tradeType)
        {
            foreach (var position in BotPositions)
            {
                if (position.TradeType != tradeType)
                    continue;
                ClosePosition(position);
            }
        }
    }
}