virtuesoft
30 Oct 2013, 12:00

One of my strategies is based on the turtle trading rules. It has very good results. Are you stacking trades? That is the key to the system.

virtuesoft
24 Oct 2013, 16:23

RE:

Hello,

You can loop through the bid and ask entries in the market depth (see code below). You can get the price and volume for each entry. You could use the price to get the top 5 orders. 

foreach (MarketDepthEntry entry in MarketData.GetMarketDepth(Symbol).AskEntries)
{
      double price = entry.Price;
      double volume = entry.Volume;
}

reivaj117 said:

Hi! im writting because im trying to create an indicator based on the market depth , but using the examples i only can access to the whole askentries or bid but i only wanted the first 5 orders in both sides , how can i do it? is possible?

 

Thank you

virtuesoft
23 Oct 2013, 17:46

RE: RE:

I see you've updated your post now. 

Have you tried the converter on the 2cAlgo website. It might help...

http://2calgo.com/

virtuesoft
23 Oct 2013, 15:35

RE:

What exactly is your question?

Do you want to know whether the code you pasted is C# or MQL4? If so, then I can say that I think it is MQL4.

virtuesoft
21 Oct 2013, 12:59

RE: RE:

atrader said:

Please enlighten the rest of us. What is the problem if too many users trade with the same strategy? Moreover, how many is too many?

If there are 50 people trading your robot then you're competing with 50 people to be filled at the same price. You're likely to be filled at a less favourable price which will affect your bottom line. Looking at it from another point of view, if 50 people are trading in your direction it may help move the price in your favour. It's hard to define exactly what impact it can have but I do think cogs is generally correct. The less people trading your robot the better.

virtuesoft
21 Oct 2013, 12:52

RE: RE: RE:

breakermind said:

Hello,

somehow it seems to me that none of you have earned nothing for those of your works
if you do have such secrets.
it's ridiculous to put the results of the strategy without code.

buahahaha ridiculous .... bye

Okay. So let me get this straight. It's ridiculous to post your results without the code. However, it isn't ridiculous to give away the code to your successful strategy for nothing in return, with the added risk that if too many people use your code it may completely ruin your strategy. I'm sorry but that doesn't make sense.

I've been a C# developer for around 8 years and a trader for 3 years. The skills I have are my edge over the market. I only have one successful robot, which took me months to develop and test. However, I've probably coded around 100 different robots over the past year or so. I'm not going to give away my only successful robot for free unless I think that I'm getting something else equally as good in return. I've worked too hard on my robot to do this. If it was easy to develop a successful robot I might think differently.

virtuesoft
18 Oct 2013, 10:36

RE:

Okay, well why don't you lead the way.

I think that there are probably a dozen or so regular visitors to this forum who have good, profitable robots. However, nobody wants to give away their intellectual property without getting something in return. Maybe when one good robot is shared others will follow. I think a more realistic solution is to swap good robots via email. It was proposed before in another thread but I don't think much came of it.

gb1980be said:

I agree with MRSV. It's the goal of a forum : exchange advices and share our knowledge.

Here is my robot (start with 1000€) but only show pictures of profitable robot has no sense.

virtuesoft
17 Oct 2013, 10:56

What a mess! MQ4 is garbage. It looks like a hefty task at first glance. As cogs said, your best bet is probably to contact Scyware or post in the jobs section.

virtuesoft
17 Oct 2013, 10:52 ( Updated at: 21 Dec 2023, 09:20 )

It looks pretty good to me.

Are you compounding your profits? This would probably make a big difference if you're not already doing so.

Also, have you looked at stacking positions? I have found that this made a huge difference to some of my robots. It generally works well when the robot enters during a breakout period, which may be the case with your robot as you're using Bollinger Bands.

My main robot initially had results similar to yours, but when I implemented the two features above it improved a lot.

virtuesoft
09 Oct 2013, 17:34

RE:

Replace all of the code in OnPositionOpened with the code below...

        protected override void OnPositionOpened(Position openedPosition)
        {
            pos = openedPosition;
            IsPosOpen = true;

            if (openedPosition.TradeType == TradeType.Buy)
            {
                sl = Symbol.Ask - StopLoss * Symbol.PointSize;
                Trade.ModifyPosition(openedPosition, sl, null);
            }
            if (openedPosition.TradeType == TradeType.Sell)
            {
                sl = Symbol.Bid + StopLoss * Symbol.PointSize;
                Trade.ModifyPosition(openedPosition, sl, null);
            }
        }

hosseinkhorshidi said:

UNFORTUNATELY my programing is very bad and i couldnt edit robot!

if i want, my position have takprofir and stoploss in above robot, i write :

[Parameter("TakeProfit", DefaultValue = 200)]
        public int TakeProfit { get; set; }

above the :

[Parameter("StopLoss", DefaultValue = 200)]
        public int StopLoss { get; set; }

and i must what do i do else?!

if it is possible, you edit all of robot and insert here, plz!

thanks alot Mr spotware

virtuesoft
25 Sep 2013, 13:10

I've found a way around it...

Backtest with a different broker. My broker is IC Markets. This is where the problem is occurring. However, if I use FXPro to backtest there are no Saturday bars at all. The robot runs off the correct data and produces a much better return as a result.

virtuesoft
25 Sep 2013, 12:40 ( Updated at: 21 Dec 2023, 09:20 )

I'm backtesting a robot on my live account. On the Daily chart a new bar opens and closes after the market closes on Friday, creating a small Saturday bar. This bar only appears when backtesting. Here is my chart from backtesting. I have marked the most recent Saturday bars with an S...

When I view a normal chart from within cAlgo or cTrader the Saturday bars are not there. See below...

I have noticed that if I switch to my demo account the Saturday bars are always there, in all Daily charts, no matter where I get the chart from (cTrader, cAlgo, Backtesting). It seems like the backtesting chart uses demo data even when run on a live account. Can anyone confirm if this is the case and if there is a way around this? 

virtuesoft
22 Aug 2013, 12:07

Hi,

I coded my own version. Hopefully this helps you out...

using System;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC)]
    public class BreakoutLines : Indicator
    {
        [Parameter(DefaultValue = 55)]
        public int Period { get; set; }

        [Output("High", Color = Colors.Yellow, Thickness = 2)]
        public IndicatorDataSeries High { get; set; }

        [Output("Low", Color = Colors.DodgerBlue, Thickness = 2)]
        public IndicatorDataSeries Low { get; set; }

        protected override void Initialize()
        {

        }

        public override void Calculate(int index)
        {
            Low[index] = double.MaxValue;
            High[index] = double.MinValue;
 
            for (int i = 0; i < Period; i++)
            {
                if (MarketSeries.High[index - i] > High[index])
                {
                    High[index] = MarketSeries.High[index - i];
                }
            
                if (MarketSeries.Low[index - i] < Low[index])
                {
                    Low[index] = MarketSeries.Low[index - i];
                }
            }   
            
        }
    }
}

virtuesoft
24 Jun 2013, 17:52

RE: RE:

Hello,

I just wanted to add that I would also like to see this feature added. It would be very helpful as my robot creates lots of orders.