Variable is displayed differently in the indicator and in the robot

firemyst
05 Apr 2021, 10:38

RE:

travkinsm1 said:

Hello! When testing the indicator, I noticed that one of the variables (_isLong) is displayed differently in the indicator and in the robot. If you do not pay attention to the different processing of ticks by the robot and the indicator, you can verify this by analyzing 2 log files. Tell me, please, what could be the matter? (For testing, you need to change the paths to the files)

using System;
using System.Linq;
using System.Windows;
using System.IO;
using System.Text;
using System.Text.RegularExpressions;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;


namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
    public class MycBot : Robot
    {
        [Parameter("MA Method", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MaType { get; set; }


        [Parameter("True:High_Low False:Close", DefaultValue = false)]
        public bool UseHighAndLow { get; set; }

        [Parameter("Timeframe1", DefaultValue = "Ticks10")]
        public TimeFrame TF { get; set; }

        [Parameter("Загрузить Баров", DefaultValue = 30000)]
        public int BarCount_set { get; set; }

        [Parameter("Загрузка ист. в индикаторе", DefaultValue = false)]
        public bool LoadIndHist { get; set; }

        [Parameter("Запись в файл", DefaultValue = true)]
        public bool FileWrite { get; set; }
        [Parameter("Запись торговли в файл", DefaultValue = true)]
        public bool FileWrite2 { get; set; }

        private Bars Bars2;
        public StreamWriter file;
        public int LoadHistory_for_ind = 3000;


        protected override void OnStart()
        {
            while (Bars.Count < BarCount_set)
            {
                var loadedCount = Bars.LoadMoreHistory();
                Print("Loaded {0} bars", loadedCount);
                Print("Total bars {0}", Bars.Count);
                if (loadedCount == 0)
                    break;
            }
            Print("Finished, total bars {0}", Bars.Count);
            Bars2 = MarketData.GetBars(TF, Symbol.Name);
            while (Bars2.Count < (BarCount_set / 10))
            {
                var loadedCount = Bars2.LoadMoreHistory();
                if (loadedCount == 0)
                    break;
            }
            Print("Finished, total bars {0}", Bars2.Count);
            file = new StreamWriter("C:\\Users\\travk_000\\Documents\\bot1.3_is_long2.txt", false);
            file.WriteLine("Begin");
            file.Flush();
            file.Close();
        }
        protected override void OnTick()
        {
            bool dirInd = Indicators.GetIndicator<ATR_Stops_time_MarketData_History>(TF, MaType, 10, 4, UseHighAndLow, LoadHistory_for_ind, LoadIndHist)._isLong;
            file = new StreamWriter("C:\\Users\\travk_000\\Documents\\bot1.3_is_long2.txt", true);
            file.WriteLine("Bot " + Bars.OpenPrices.LastValue + " " + Bars.OpenTimes.LastValue + " " + dirInd);
            file.Flush();
            file.Close();
        }
    }
}

using System;
using System.IO;
using System.Text;
using System.Text.RegularExpressions;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo.Indicators
{
    [Indicator("ATR Trailing Stop", AutoRescale = false, IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.FileSystem)]
    public class ATR_Stops_time_MarketData_History : Indicator
    {

        [Parameter("Timeframe", DefaultValue = 0.0)]
        public TimeFrame TF { get; set; }

        [Parameter("MA Method", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MaType { get; set; }

        [Parameter("Period", DefaultValue = 10, MinValue = 2, MaxValue = 50000)]
        public int Period { get; set; }

        [Parameter("Weight", DefaultValue = 4.0, MinValue = 0.1, MaxValue = 400.0)]
        public double Weight { get; set; }

        [Parameter("True:High_Low False:Close", DefaultValue = false)]
        public bool UseHighAndLow { get; set; }

        [Parameter(DefaultValue = 16000)]
        public int LoadHistory_for_ind { get; set; }

        [Parameter("Загрузка ист. в индикаторе", DefaultValue = false)]
        public bool LoadIndHist { get; set; }


        [Output("Main")]
        public IndicatorDataSeries Result { get; set; }

        private ATRMTF_time_History _atr;
        public bool _isLong;

        private MarketSeries _marketSeries;

        private Bars Bars2;
        public StreamWriter file3;

        protected override void Initialize()
        {
            Print("Start");

            Bars2 = MarketData.GetBars(TF, Symbol.Name);
            Print("{0} bar on the chart. Loading 2.000.000 bars", Bars2.Count);
            if (LoadIndHist == true)
            {
                while (Bars2.Count < LoadHistory_for_ind)
                {
                    var loadedCount = Bars2.LoadMoreHistory();
                    if (loadedCount == 0)
                        break;
                }
                Print("Finished, total bars {0}", Bars2.Count);
            }
            Print("1");
            this._marketSeries = MarketData.GetSeries(MarketData.GetSymbol(Symbol.Name), TF);

        }


        public override void Calculate(int index)
        {
            var currentAtr = Weight * _atr.Result[index];

            if (double.IsNaN(currentAtr))
                return;

if (double.IsNaN(Result[index - 1]) && !double.IsNaN(_atr.Result[index - 1]))
            {
                var previousATR = Weight * _atr.Result[index - 1];

                _isLong = MarketSeries.Close.IsRising();

                var previous = UseHighAndLow ? (_isLong ? this._marketSeries.High[_marketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index - 1])] : this._marketSeries.Low[_marketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index - 1])]) : this._marketSeries.Close[_marketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index - 1])];

                Result[index] = _isLong ? previous - previousATR : previous + previousATR;
            }
            else
            {
                var current = this._marketSeries.Close[_marketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index])];

                if (_isLong)
                {
                    if (current >= Result[index - 1])
                    {
                        if (UseHighAndLow)
                            current = this._marketSeries.High[_marketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index])];
                        Result[index] = Math.Max(Result[index - 1], current - currentAtr);
                    }
                    else
                    {
                        _isLong = false;
                        if (UseHighAndLow)
                            current = this._marketSeries.Low[_marketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index])];
                        Result[index] = current + currentAtr;
                    }
                }
                else
                {
                    if (current <= Result[index - 1])
                    {
                        if (UseHighAndLow)
                            current = this._marketSeries.Low[_marketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index])];
                        Result[index] = Math.Min(Result[index - 1], current + currentAtr);
                    }
                    else
                    {
                        _isLong = true;
                        if (UseHighAndLow)
                            current = this._marketSeries.High[_marketSeries.OpenTime.GetIndexByTime(MarketSeries.OpenTime[index])];
                        Result[index] = current - currentAtr;
                    }
                }
            }
            file3 = new StreamWriter("C:\\Users\\travk_000\\Documents\\bot1.3_is_long.txt", true);
            file3.WriteLine("Indicator " + Bars.OpenPrices.LastValue + " " + Bars.OpenTimes.LastValue + " " + Period + " " + Weight + " " + _isLong);
            file3.Flush();
            file3.Close();

        }
    }
}

 

When calling an indicator from a bot, you ALWAYS have to get the latest value from the indicator, which you aren't doing. You're initializing the indicator on every tick in the bot, but you're not getting its latest value.

You need to do something like the following in your bot:

//because cTrader does "lazy loading" of indicator values, so force it
double a = YourIndicator.Result.Last(0); 

//now that the indicator's values have been refresh above, get the latest value.
_isLong = YourIndicator.Result.Last(0);