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Replies
erisoftdevelop
13 May 2019, 01:43
What do you expect to do the robot...
What is the error clearly a good description?
@erisoftdevelop
erisoftdevelop
05 Mar 2019, 16:02
The problem is in the Position.Opened event so you have some code affecting inside the event and take a look there.
@erisoftdevelop
erisoftdevelop
19 Feb 2019, 20:51
Well if you will use the OnBar event the evaluation of the condition to buy or Sell will be in the creation of the third candle.
var lastcandlehigh= MarketSeries.High.Last(1);
var beforelastcandlehigh= MarketSeries.High.Last(2);
// Buy Condition as you propose
// Example of Buy: Lastcandlehigh= 50 , beforelastcandlehigh=48 clearly a buy.
// Example of Sell: Lastcandlehigh: 50, beforelastcandlehigh=60 clearly a sell (ELSE condition)
if(lastcandlehigh>beforelastcandlehigh){
ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, label, SLBuy, null);
}else{
ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, label, SLSell, null);
}
As a observation this code could produce some effect in higher timeframe in short time frame as 15m and 5min or 1min not recommended, Why? Due to the Spread (The difference of the BID and ASK price) provided by the different brokers. Take in consideration requester.
@erisoftdevelop
erisoftdevelop
19 Feb 2019, 20:30
Try this and report:
//+------------------------------------------------------------------+
//+ 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
{
[Parameter("Start_Hour", DefaultValue = 1)]
public int _Start_Hour { get; set; }
[Parameter("End_Hour", DefaultValue = 11)]
public int _End_Hour { get; set; }
[Parameter("RSI_Oversold_Level", DefaultValue = 30)]
public double _RSI_Oversold_Level { get; set; }
[Parameter("RSI_Exit_Short_Level", DefaultValue = 40)]
public double _RSI_Exit_Short_Level { get; set; }
[Parameter("Lots", DefaultValue = 1)]
public double _Lots { get; set; }
[Parameter("Stop_Loss_Points", DefaultValue = 3000)]
public int _Stop_Loss_Points { get; set; }
[Parameter("rsi_period", DefaultValue = 30)]
public double _rsi_period { get; set; }
//Global declaration
private RelativeStrengthIndex i_Relative_Strength_Index;
double _Relative_Strength_Index;
bool _RSI_Exit_Short;
bool _Sell_Signal;
DateTime LastTradeExecution = new DateTime(0);
protected override void OnStart()
{
i_Relative_Strength_Index = Indicators.RelativeStrengthIndex(MarketSeries.Close, (int)_rsi_period);
Positions.Closed += PositionsOnClosed;
}
protected void PositionsOnClosed(PositionClosedEventArgs args)
{
var posi = args.Position;
if (posi.Label.Contains("FxProQuant") == true && posi.NetProfit < 0)
{
Stop();
}
}
protected override void OnTick()
{
if (Trade.IsExecuting)
return;
//Local declaration
TriState _Close_All_Short_Trades = new TriState();
TriState _Sell = new TriState();
//Step 1
_Relative_Strength_Index = i_Relative_Strength_Index.Result.Last(0);
//Step 2
_RSI_Exit_Short = (_Relative_Strength_Index < _RSI_Exit_Short_Level);
//Step 3
if (_RSI_Exit_Short)
_Close_All_Short_Trades = Close_All_Short_Trades(0);
_Sell_Signal = ((_Relative_Strength_Index > (100 - (_RSI_Oversold_Level))) && IsTime(_Start_Hour, _End_Hour, 0, 0));
//Step 4
if (_Sell_Signal)
_Sell = _OpenPosition(0, true, Symbol.Code, TradeType.Sell, _Lots, 0, _Stop_Loss_Points, 0, "");
}
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;
}
bool IsTime(double startHourParam, double endHourParam, double startMinuteParam, double endMinuteParam)
{
int startHour = Convert.ToInt32(startHourParam);
int endHour = Convert.ToInt32(endHourParam);
int startMinute = Convert.ToInt32(startMinuteParam);
int endMinute = Convert.ToInt32(endMinuteParam);
if (startHour < 0 || startHour > 23 || endHour < 0 || endHour > 23 || startMinute < 0 || startMinute > 59 || endMinute < 0 || endMinute > 59)
return false;
int startTime = startHour * 60 + startMinute;
int endTime = endHour * 60 + endMinute;
int time = Server.Time.Hour * 60 + Server.Time.Minute;
if (startTime < endTime)
return (time >= startTime && time <= endTime);
else if (startTime > endTime)
return (time >= startTime || time <= endTime);
else
return (time == startTime);
}
TriState Close_All_Short_Trades(double magicIndex)
{
var res = new TriState();
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol, TradeType.Sell))
{
var result = ClosePosition(pos);
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;
}
}
@erisoftdevelop
erisoftdevelop
12 Feb 2019, 17:31
Thanks Panagiotis Charalampous
Can you answer me a couple of questions please:
1- How can i get the data Open, High, Low, Close,Tick Volume for the 10bars before the current bar?
2- Is there any way to get the count of the ticks realtime of the current bar?
3- How to get the data Open, High, Low, Close, Tick Volume using Date and Time(Example get the Data of the bar Yesterday 10:15am)?
Thanks in advance for the answers. And you do a great job.
Erick Alfaro
@erisoftdevelop
erisoftdevelop
09 Feb 2019, 19:27
RE:
ctid863631 said:
I have a calgo robot but need to hook up with a FIX-Api provider.
How can that be achieved?
You can connect the robot to a FIX API.
1-But you need an external server to provide backend. Example:
NodeJs server could use ExpressJS to build a endpoint . That endpoint will listen each robot request to your endpoint and your NodeJS can process and trigger x action to a third FIX API throw a client like NodeFIX. So your server can act as SERVER and client.
Take a look if you are interested in NodeJS
https://github.com/falconair/nodefix
https://expressjs.com/es/
@erisoftdevelop
erisoftdevelop
09 Feb 2019, 19:20
RE:
acemandeals said:
Hi I have a few robots that I managed to get up and working but wanted to add a code to stop the robot on a pair if it makes a single loss in the day then for the rest of the day the robot on that pair will not run. Is this possible can someone help with the code?
Well acemandeals, You need provide more information:
1- That few robots that you manage. Do you have the source code or are external robots(made by someone)?
If you have the source code.
Option 1: If you have the source code, you can put a label when a operation is open by X robot. Each time than robot closes an operation you can compare the Net worth if is major to 0 the operation was win otherwise is a lose then you can throw an exception(Find how to throw an exception c#) and that stops the robot.
Option 2: Having the source code with your own server you can use a Backend as Node, PHP, PYTHON or ruby and integrate with a Twilio Service so each time the robot makes a lose the robot sends a request to the server and then a message to your cellphone arrives to restart by hand the robot.
Option 3: Take a look to this code. You can call the stop procedure.
https://ctrader.com/forum/cbot-support/5019?page=2
If you do not have the source code.
Option 1: Build another robot and lunch each robot only in one pair. This new robot will be the manager each time a position is closed and there is a lose. with your own server you can use a Backend as Node, PHP, PYTHON or ruby and integrate with a Twilio Service so each time the robot makes a lose the robot sends a request to the server and then a message to your cellphone arrives to restart by hand the robot.
Regards.
@erisoftdevelop
erisoftdevelop
13 May 2019, 01:46
RE: RE:
dordkash@gmail.com said:
It is not an easy answer as Panagiotis says : The indicator is rising and falling in certain range: Ex: 61.00 61.05 61.10 61.03.. So then it is not a clearly pattern. The way that comes to my mind is detecting a range if a series of prices of the MA is varying only a x%...
@erisoftdevelop