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animegalaxi
07 Nov 2017, 11:33
//+------------------------------------------------------------------+ //+ Code generated using FxPro Quant 2.1.4 | //+------------------------------------------------------------------+ using System; using System.Threading; using cAlgo.API; using cAlgo.API.Indicators; using cAlgo.API.Internals; using cAlgo.API.Requests; using cAlgo.Indicators; namespace cAlgo.Robots { [Robot(TimeZone = TimeZones.UTC)] public class Prototype : Robot { //Global declaration DateTime LastTradeExecution = new DateTime(0); protected override void OnStart() { } protected override void OnTick() { if (Trade.IsExecuting) return; //Local declaration TriState _Break_Even = new TriState(); TriState _Buy = new TriState(); //Step 1 _Break_Even = Break_Even(0, 200); //Step 2 } bool NoOrders(string symbolCode, double[] magicIndecies){if (symbolCode == "")symbolCode = Symbol.Code;string[] labels = new string[magicIndecies.Length];for (int i = 0; i < magicIndecies.Length; i++){labels[i] = "FxProQuant_" + magicIndecies[i].ToString("F0");}foreach (Position pos in Positions){if (pos.SymbolCode != symbolCode)continue;if (labels.Length == 0)return false;foreach (var label in labels){if (pos.Label == label)return false;}}foreach (PendingOrder po in PendingOrders){if (po.SymbolCode != symbolCode)continue;if (labels.Length == 0)return false;foreach (var label in labels){if (po.Label == label)return false;}}return true;} TriState _OpenPosition(double magicIndex, bool noOrders, string symbolCode, TradeType tradeType, double lots, double slippage, double? stopLoss, double? takeProfit, string comment){Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);if (noOrders && Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol) != null)return new TriState();if (stopLoss < 1)stopLoss = null;if (takeProfit < 1)takeProfit=null;if(symbol.Digits==5||symbol.Digits == 3){if (stopLoss != null)stopLoss /= 10;if (takeProfit != null)takeProfit /= 10;slippage /= 10;}int volume = Convert.ToInt32(lots * 100000);if (!ExecuteMarketOrder(tradeType, symbol, volume, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, slippage, comment).IsSuccessful){Thread.Sleep(400);return false;}return true;} TriState _SendPending(double magicIndex, bool noOrders, string symbolCode, PendingOrderType poType, TradeType tradeType, double lots, int priceAction, double priceValue, double? stopLoss, double? takeProfit,DateTime? expiration, string comment){Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);if (noOrders && PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol) != null)return new TriState();if (stopLoss < 1)stopLoss = null;if (takeProfit < 1)takeProfit = null;if (symbol.Digits == 5 || symbol.Digits == 3){if (stopLoss != null)stopLoss /= 10;if (takeProfit != null)takeProfit /= 10;}int volume = Convert.ToInt32(lots * 100000);double targetPrice;switch (priceAction){case 0:targetPrice = priceValue;break;case 1:targetPrice = symbol.Bid - priceValue * symbol.TickSize;break;case 2:targetPrice = symbol.Bid + priceValue * symbol.TickSize;break;case 3:targetPrice = symbol.Ask - priceValue * symbol.TickSize;break;case 4:targetPrice = symbol.Ask + priceValue * symbol.TickSize;break;default:targetPrice = priceValue;break;}if (expiration.HasValue && (expiration.Value.Ticks == 0 || expiration.Value == DateTime.Parse("1970.01.01 00:00:00")))expiration = null;if (poType == PendingOrderType.Limit){if (!PlaceLimitOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, expiration, comment).IsSuccessful){Thread.Sleep(400);return false;}return true;}else if (poType == PendingOrderType.Stop){if (!PlaceStopOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, expiration, comment).IsSuccessful){Thread.Sleep(400);return false;}return true;}return new TriState();} TriState _ModifyPosition(double magicIndex, string symbolCode, int slAction, double slValue, int tpAction, double tpValue){Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);if (pos == null)return new TriState();double? sl, tp;if (slValue == 0)sl = null;else{switch (slAction){case 0:sl = pos.StopLoss;break;case 1:if (pos.TradeType == TradeType.Buy)sl = pos.EntryPrice - slValue * symbol.TickSize;else sl = pos.EntryPrice + slValue * symbol.TickSize;break;case 2:sl = slValue;break;default:sl = pos.StopLoss;break;}}if (tpValue == 0)tp = null;else{switch (tpAction){case 0:tp = pos.TakeProfit;break;case 1:if (pos.TradeType == TradeType.Buy)tp = pos.EntryPrice + tpValue * symbol.TickSize;else tp = pos.EntryPrice - tpValue * symbol.TickSize;break;case 2:tp = tpValue;break;default:tp = pos.TakeProfit;break;}}if (!ModifyPosition(pos, sl, tp).IsSuccessful){Thread.Sleep(400);return false;}return true;} TriState _ModifyPending(double magicIndex, string symbolCode, int slAction, double slValue, int tpAction, double tpValue, int priceAction, double priceValue, int expirationAction, DateTime? expiration){Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);if (po == null)return new TriState();double targetPrice;double? sl, tp;if (slValue == 0)sl = null;else{switch (slAction){case 0:sl = po.StopLoss;break;case 1:if (po.TradeType == TradeType.Buy)sl = po.TargetPrice - slValue * symbol.TickSize;else sl = po.TargetPrice + slValue * symbol.TickSize;break;case 2:sl = slValue;break;default:sl = po.StopLoss;break;}}if (tpValue == 0)tp = null;else{switch (tpAction){case 0:tp = po.TakeProfit;break;case 1:if (po.TradeType == TradeType.Buy)tp = po.TargetPrice + tpValue * symbol.TickSize;else tp = po.TargetPrice - tpValue * symbol.TickSize;break;case 2:tp = tpValue;break;default:tp = po.TakeProfit;break;}}switch (priceAction){case 0:targetPrice = po.TargetPrice;break;case 1:targetPrice = priceValue;break;case 2:targetPrice = po.TargetPrice + priceValue * symbol.TickSize;break;case 3:targetPrice = po.TargetPrice - priceValue * symbol.TickSize;break;case 4:targetPrice = symbol.Bid - priceValue * symbol.TickSize;break;case 5:targetPrice = symbol.Bid + priceValue * symbol.TickSize;break;case 6:targetPrice = symbol.Ask - priceValue * symbol.TickSize;break;case 7:targetPrice = symbol.Ask + priceValue * symbol.TickSize;break;default:targetPrice = po.TargetPrice;break;}if (expiration.HasValue && (expiration.Value.Ticks == 0 || expiration.Value == DateTime.Parse("1970.01.01 00:00:00")))expiration = null;if (expirationAction == 0)expiration = po.ExpirationTime;if (!ModifyPendingOrder(po, targetPrice, sl, tp, expiration).IsSuccessful){Thread.Sleep(400);return false;}return true;} TriState _ClosePosition(double magicIndex, string symbolCode, double lots){Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);if (pos == null)return new TriState();TradeResult result;if (lots == 0){result = ClosePosition(pos);}else{int volume = Convert.ToInt32(lots * 100000);result = ClosePosition(pos, volume);}if (!result.IsSuccessful){Thread.Sleep(400);return false;}return true;} TriState _DeletePending(double magicIndex, string symbolCode){Symbol symbol = (Symbol.Code == symbolCode)?Symbol:MarketData.GetSymbol(symbolCode);var po=PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);if (po == null)return new TriState();if (!CancelPendingOrder(po).IsSuccessful){Thread.Sleep(400);return false;}return true;} bool _OrderStatus(double magicIndex, string symbolCode, int test){Symbol symbol=(Symbol.Code==symbolCode)?Symbol:MarketData.GetSymbol(symbolCode);var pos=Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);if (pos != null){if (test == 0)return true;if (test == 1)return true;if (test == 3)return pos.TradeType == TradeType.Buy;if (test == 4)return pos.TradeType == TradeType.Sell;}var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);if (po != null){if (test == 0)return true;if (test == 2)return true;if (test == 3)return po.TradeType == TradeType.Buy;if (test == 4)return po.TradeType == TradeType.Sell;if (test == 5)return po.OrderType == PendingOrderType.Limit;if (test == 6)return po.OrderType == PendingOrderType.Stop;}return false;} int TimeframeToInt(TimeFrame tf){if(tf == TimeFrame.Minute) return 1;else if (tf == TimeFrame.Minute2) return 2;else if (tf == TimeFrame.Minute3) return 3;else if (tf == TimeFrame.Minute4) return 4;else if (tf == TimeFrame.Minute5) return 5;else if (tf == TimeFrame.Minute10) return 10;else if (tf == TimeFrame.Minute15) return 15;else if (tf == TimeFrame.Minute30) return 30;else if (tf == TimeFrame.Hour) return 60;else if (tf == TimeFrame.Hour4) return 240;else if (tf == TimeFrame.Daily) return 1440;else if (tf == TimeFrame.Weekly) return 10080;else if (tf == TimeFrame.Monthly) return 43200;return 1;} DateTime __currentBarTime = DateTime.MinValue; bool __isNewBar(bool triggerAtStart) { DateTime newTime = MarketSeries.OpenTime.LastValue; if (__currentBarTime != newTime) { if (!triggerAtStart && __currentBarTime == DateTime.MinValue) { __currentBarTime = newTime; return false; } __currentBarTime = newTime; return true; } return false; } TriState Buy(double magicIndex, double Lots, int StopLossMethod, double stopLossValue, int TakeProfitMethod, double takeProfitValue, double Slippage, double MaxOpenTrades, double MaxFrequencyMins, string TradeComment) { double? stopLossPips, takeProfitPips; int numberOfOpenTrades = 0; var res = new TriState(); foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol)) { numberOfOpenTrades++; } if (MaxOpenTrades > 0 && numberOfOpenTrades >= MaxOpenTrades) return res; if (MaxFrequencyMins > 0) { if (((TimeSpan)(Server.Time - LastTradeExecution)).TotalMinutes < MaxFrequencyMins) return res; foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol)) { if (((TimeSpan)(Server.Time - pos.EntryTime)).TotalMinutes < MaxFrequencyMins) return res; } } int pipAdjustment = Convert.ToInt32(Symbol.PipSize / Symbol.TickSize); if (stopLossValue > 0) { if (StopLossMethod == 0) stopLossPips = stopLossValue / pipAdjustment; else if (StopLossMethod == 1) stopLossPips = stopLossValue; else stopLossPips = (Symbol.Ask - stopLossValue) / Symbol.PipSize; } else stopLossPips = null; if (takeProfitValue > 0) { if (TakeProfitMethod == 0) takeProfitPips = takeProfitValue / pipAdjustment; else if (TakeProfitMethod == 1) takeProfitPips = takeProfitValue; else takeProfitPips = (takeProfitValue - Symbol.Ask) / Symbol.PipSize; } else takeProfitPips = null; Slippage /= pipAdjustment; long volume = Symbol.NormalizeVolume(Lots * 100000, RoundingMode.ToNearest); if (!ExecuteMarketOrder(TradeType.Buy, Symbol, volume, "FxProQuant_" + magicIndex.ToString("F0"), stopLossPips, takeProfitPips, Slippage, TradeComment).IsSuccessful) { Thread.Sleep(400); return false; } LastTradeExecution = Server.Time; return true; } TriState Break_Even(double magicIndex, double BreakEvenPoints) { double pnlPoints = 0; var res = new TriState(); foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol)) { if (pos.TradeType == TradeType.Buy) { pnlPoints = (Symbol.Bid - pos.EntryPrice) / Symbol.TickSize; if (pnlPoints < BreakEvenPoints) continue; if (pos.StopLoss != null) { if (pos.EntryPrice <= pos.StopLoss) continue; } var result = ModifyPosition(pos, pos.EntryPrice, pos.TakeProfit); if (result.IsSuccessful && res.IsNonExecution) res = true; else { Thread.Sleep(400); res = false; } } else { pnlPoints = (pos.EntryPrice - Symbol.Ask) / Symbol.TickSize; if (pnlPoints < BreakEvenPoints) continue; if (pos.StopLoss != null) { if (pos.EntryPrice >= pos.StopLoss) continue; } if (pos.StopLoss == null || pos.EntryPrice < pos.StopLoss) { var result = ModifyPosition(pos, pos.EntryPrice, pos.TakeProfit); if (result.IsSuccessful && res.IsNonExecution) res = true; else { Thread.Sleep(400); res = false; } } } } return res; } } } public struct TriState{public static readonly TriState NonExecution = new TriState(0);public static readonly TriState False = new TriState(-1);public static readonly TriState True = new TriState(1);sbyte value;TriState(int value){this.value = (sbyte)value;}public bool IsNonExecution{get { return value == 0; }}public static implicit operator TriState(bool x){return x ? True : False;}public static TriState operator ==(TriState x, TriState y){if (x.value == 0 || y.value == 0)return NonExecution;return x.value == y.value ? True : False;}public static TriState operator !=(TriState x, TriState y){if (x.value == 0 || y.value == 0)return NonExecution;return x.value != y.value ? True : False;}public static TriState operator !(TriState x){return new TriState(-x.value);}public static TriState operator &(TriState x, TriState y){return new TriState(x.value < y.value ? x.value : y.value);}public static TriState operator |(TriState x, TriState y){return new TriState(x.value > y.value ? x.value : y.value);}public static bool operator true(TriState x){return x.value > 0;}public static bool operator false(TriState x){return x.value < 0;}public static implicit operator bool(TriState x){return x.value > 0;}public override bool Equals(object obj){if (!(obj is TriState))return false;return value == ((TriState)obj).value;}public override int GetHashCode(){return value;}public override string ToString(){if (value > 0)return "True";if (value < 0)return "False";return "NonExecution";}} public static class PendingEx{public static PendingOrder __Find(this cAlgo.API.PendingOrders pendingOrders, string label, Symbol symbol){foreach (PendingOrder po in pendingOrders){if (po.SymbolCode == symbol.Code && po.Label == label)return po;}return null;}}
Hi Panagiotis, thanks for you answer.
Sorry if i bother you for another question, up it's let's say the "base" of code with breakeven included to the buy order, the breakeven code is almost at the end of code, i select it in bold and italic.
Where can put you're code?
Really thanks.
Nicola
@animegalaxi
animegalaxi
07 Nov 2017, 09:53
Hi all,
I\ve a question that its almost related to this.
I'm using a break even, that after a number of pips, moves the stopp loss to entryprice plus few pips, and its workin ok.
But i woulk like, if possible, like in this case, when the stopploss is moving, close 2/3 of my volum, i'm trading 0.3 lots.
I'm trying many thigs that i found on this forum, but it'n not working... i spent so many hours try to figure it out, but nothing.
I just start with c#, to make my bot i use the online service of Fxpro, quant.fxpro.co.uk, from there i made the code for the break even.
My question is, there's some "universal" code, that can works, that allows to close 0.2 lots of 0.3 after the break even moves the stopp loss?
Usualy, i'm still trying, but i set after 6pips the stoploss is moving to entry price.
Thanks really a lot.
Nicola
@animegalaxi
animegalaxi
07 Nov 2017, 11:54
Hi,
Ok i'll try, in case yes, i'll conctact an expert as you suggest.
Really thanks a lot!
Nicola
@animegalaxi