30 min time frame
30 min time frame
16 Jun 2016, 23:37
Hello,
How to set this robot to open/close positions only at "close of candle". Because now its open position each tick if parameters are positive. I want to set this robot like: check parameters each "candle close" and if its possitive, then open/ close opened position.
Could you help me with it?
Rsi range robot:
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 RSIRangeRobot : Robot
{
[Parameter("Source")]
public DataSeries Source { get; set; }
[Parameter("Periods", DefaultValue = 14)]
public int Periods { get; set; }
[Parameter("Stop Loss (pips)", DefaultValue = 10, MinValue = 1)]
public int StopLoss { get; set; }
[Parameter("Volume", DefaultValue = 10000, MinValue = 1000)]
public int Volume { get; set; }
private RelativeStrengthIndex rsi;
protected override void OnStart()
{
rsi = Indicators.RelativeStrengthIndex(Source, Periods);
}
protected override void OnTick()
{
if (rsi.Result.LastValue < 30)
{
Close(TradeType.Sell);
Open(TradeType.Buy);
}
else if (rsi.Result.LastValue > 70)
{
Close(TradeType.Buy);
Open(TradeType.Sell);
}
}
private void Close(TradeType tradeType)
{
foreach (var position in Positions.FindAll("SampleRSI", Symbol, tradeType))
ClosePosition(position);
}
private void Open(TradeType tradeType)
{
var position = Positions.Find("SampleRSI", Symbol, tradeType);
if (position == null)
ExecuteMarketOrder(tradeType, Symbol, Volume, "SampleRSI");
}
}
}
Replies
kaliszczak1991
17 Jun 2016, 00:34
Can you help me with one another think?
Could you tell me what is wrong? Because robot only open Sell positions, why its not open Buy position?
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 SampleRSIRobot : Robot
{
[Parameter("Source")]
public DataSeries Source { get; set; }
[Parameter("Periods", DefaultValue = 14)]
public int Periods { get; set; }
[Parameter("Stop Loss (pips)", DefaultValue = 10, MinValue = 1)]
public int StopLoss { get; set; }
[Parameter("Volume", DefaultValue = 10000, MinValue = 1000)]
public int Volume { get; set; }
private RelativeStrengthIndex rsi;
protected override void OnStart()
{
rsi = Indicators.RelativeStrengthIndex(Source, Periods);
}
protected override void OnBar()
{
if (rsi.Result.LastValue > 70)
{
Open(TradeType.Buy);
}
else if (rsi.Result.LastValue < 30)
{
Open(TradeType.Sell);
}
else if (rsi.Result.LastValue > 30)
{
Close(TradeType.Sell);
}
else if (rsi.Result.LastValue < 70)
{
Close(TradeType.Buy);
}
}
private void Close(TradeType tradeType)
{
foreach (var position in Positions.FindAll("SampleRSI", Symbol, tradeType))
ClosePosition(position);
}
private void Open(TradeType tradeType)
{
var position = Positions.Find("SampleRSI", Symbol, tradeType);
if (position == null)
ExecuteMarketOrder(tradeType, Symbol, Volume, "SampleRSI");
}
}
}
@kaliszczak1991
Jiri
17 Jun 2016, 00:48
RE:
kaliszczak1991 said:
if (rsi.Result.LastValue > 70) { Open(TradeType.Buy); } else if (rsi.Result.LastValue < 30) { Open(TradeType.Sell); } else if (rsi.Result.LastValue > 30) { Close(TradeType.Sell); } else if (rsi.Result.LastValue < 70) { Close(TradeType.Buy); }
Because you are using else if everywhere it never passes to the condition else if (rsi.Result.Last < 70) so there is still opened your first long position.
var position = Positions.Find("SampleRSI", Symbol, tradeType);
if (position == null) // position contains long position which will never be closed
ExecuteMarketOrder(tradeType, Symbol, Volume, "SampleRSI");
Because of that bot can't open another long.
Change else if just to if and it will be fine.
@Jiri
kaliszczak1991
18 Jun 2016, 05:58
Great, that was that :) Thank you very much :)
But I have last question.
Is there an option to set that robot to works only in some hours, lets say during London session?
I download all the robots avaible, and I couldn't find this option.
Could you help me with it?
I will be gratefull :)
@kaliszczak1991
Jiri
18 Jun 2016, 17:23
RE:
kaliszczak1991 said:
Is there an option to set that robot to works only in some hours, lets say during London session?
Have a look at this thread: /forum/calgo-reference-samples/543
@Jiri
1007601
02 Sep 2016, 16:01
RE: RE:
tmc. said:
kaliszczak1991 said:
Is there an option to set that robot to works only in some hours, lets say during London session?
Have a look at this thread: /forum/calgo-reference-samples/543
tmc, I'd like to "thumbs up" all of your posts -- thanks from everyone here!
@1007601
Jiri
16 Jun 2016, 23:45
Hi, change OnTick() to OnBar() which is called on each incoming bar.
@Jiri