Problmes with referring custom indicator's to cBot causing none executed trade in Backtesting

Created at 27 Aug 2023, 04:49
JXTA's avatar

JXTA

Joined 23.08.2023

Problmes with referring custom indicator's to cBot causing none executed trade in Backtesting
27 Aug 2023, 04:49


Hi guys, I am having problems by using(referring) my custom indicator's calculation result in(to) my cBot, I can't execute any trade in "Backtesting" but there are no errors showing up every time I build the code, I have checked lots of things I dont think is the cBot's error because when I use the built in indicator(RSI) it execute order and selling orders in Backtesting perfectly fine, so I think it's probably my calculation's format is doing wrongly?

I am a newbie on csharp, I will provide my indicator code and cBot code below for you guys to check, please help me out 🤝

This is the indicator code

```
using cAlgo.API;

namespace cAlgo
{
   [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AutoRescale = true, AccessRights = AccessRights.None)]
   
   public class JINGXUANSOUL : Indicator
   {
       [Parameter("Source")]
       public DataSeries Source { get; set; }

       [Parameter(DefaultValue = 27)]
       public int Periods { get; set; }

       [Parameter(DefaultValue = 3)]
       public int SSSmooth { get; set; }

       [Parameter(DefaultValue = 3)]
       public int DDSmooth { get; set; }

       [Output("K", LineColor = "Blue", PlotType = PlotType.Line)]
       public IndicatorDataSeries SS { get; set; }

       [Output("D", LineColor = "Red", PlotType = PlotType.Line)]
       public IndicatorDataSeries DD { get; set; }

       [Output("J", LineColor = "Green", PlotType = PlotType.Line)]
       public IndicatorDataSeries KK { get; set; }
       
       [Output("KD", LineColor = "Green", PlotType = PlotType.Line)]
       public IndicatorDataSeries KD { get; set; }
       
       
       
       
       protected override void Initialize()
       {
           IndicatorArea.DrawHorizontalLine("OverBoughtH"    , 100   , Color.Orange);
           IndicatorArea.DrawHorizontalLine("OverBoughtL"    , 90    , Color.Orange);
           IndicatorArea.DrawHorizontalLine("OverSoldH"      , 10    , Color.Orange);
           IndicatorArea.DrawHorizontalLine("OverSoldL"      , 0     , Color.Orange);
       }

       public override void Calculate(int index)
       {
           var highestHigh = Source.Maximum(Periods);
           var lowestLow = Source.Minimum(Periods);
           var currentClose = Bars.ClosePrices;

           double rsv = 0;
           if (highestHigh != lowestLow)
               rsv = (currentClose[index] - lowestLow) / (highestHigh - lowestLow) * 100;

           var kPrev = index > 0 ? SS[index - 1] : 50;
           var dPrev = index > 0 ? DD[index - 1] : 50;

           var ss = (rsv + (SSSmooth - 1) * kPrev) / SSSmooth;
           var dd = (ss + (DDSmooth - 1) * dPrev) / DDSmooth;
           var kk = 3 * ss - 2 * dd;
           var kd = ((ss+dd)/2);

           SS[index] = ss;
           DD[index] = dd;
           KK[index] = kk;
           KD[index]  = kd;
       }
   }
}
```

and this is the cBot code

```
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class RelativeStrengthIndexSample : Robot
    {
        [Parameter("Volume (Lots)", DefaultValue = 0.1)]
        public double VolumeInLots { get; set; }
        
        [Parameter("Stop Loss (Pips)", DefaultValue = 10)]
        public double StopLossInPips { get; set; }
        
        [Parameter("Take Profit (Pips)", DefaultValue = 10)]
        public double TakeProfitInPips { get; set; }
        
        [Parameter("Label", DefaultValue = "Sample")]
        
        private JINGXUANSOUL _jxsoul;
        
        public string Label { get; set; }
          
        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }
        protected override void OnStart()
        {
            _jxsoul = Indicators.GetIndicator<JINGXUANSOUL>();
        }
        protected override void OnBarClosed()
        {
            if (_jxsoul.KD.Last(1)>90)
            {
                ClosePositions(TradeType.Buy);
                ExecuteMarketOrder(TradeType.Sell, SymbolName, VolumeInLots, Label, StopLossInPips, TakeProfitInPips);
            }
            
            else if (_jxsoul.KD.Last(1)<10)
            {
                ClosePositions(TradeType.Sell);
                ExecuteMarketOrder(TradeType.Buy, SymbolName, VolumeInLots, Label, StopLossInPips, TakeProfitInPips);
            }
        }
        
        private void ClosePositions(TradeType tradeType)
        {
            foreach (var position in BotPositions)
            {
                if (position.TradeType != tradeType) continue;
                ClosePosition(position);
            }
        }
        
    }
}
 


@JXTA
Replies

PanagiotisChar
27 Aug 2023, 05:54 ( Updated at: 28 Aug 2023, 04:42 )

Hi there,

Check your log and you will see an exception. You do not initialize BotPositions anywhere

Aieden Technologies

Need help? Join us on Telegram


 


@PanagiotisChar

JXTA
07 Sep 2023, 00:00 ( Updated at: 07 Sep 2023, 05:44 )

RE: Problmes with referring custom indicator's to cBot causing none executed trade in Backtesting

PanagiotisChar said: 

Hi there,

Check your log and you will see an exception. You do not initialize BotPositions anywhere

Aieden Technologies

Need help? Join us on Telegram


 

Thanks Panagiotis


@JXTA