erikvb
19 Mar 2019, 12:51 ( Updated at: 21 Dec 2023, 09:21 )

Hi Panagiotis,

I found out i was backtesting from 2018 and not 2019 :) 

but it not fix the problem compleet.

i backtest now in visual mode , the problem is you get different signals :(

i see the singals change during the last hour candel many times when there is high volatility.

so i think this will never working good.

i need to rethink everything.

erikvb
19 Mar 2019, 10:52 ( Updated at: 21 Dec 2023, 09:21 )

Hi Panagiotis,

thanks again for  the input.

but when i backtest i get 3900 trades

there are only 9 signals between 6/03/2019 and 9/03/2019

So it seems the bot never pickup the signals correctly.

last code i tested : from 6/03/2019 and 9/03/2019 / timeframe hour / periods 14

thanks again for your time

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 HMABOT : Robot
    {

        [Parameter("Label", DefaultValue = "HMA")]
        public string Label { get; set; }

        [Parameter("Volume", DefaultValue = 1000)]
        public int Volume { get; set; }

        [Parameter("Periods", DefaultValue = 14)]
        public int Periods { get; set; }

        internal HMASignals HmaSignals { get; set; }

        private MarketSeries HmaDaySeries;
        private HMASignals _hmaSignal;

        protected override void OnStart()
        {
            var index = MarketSeries.Close.Count - 1;

            // Put your initialization logic here
            HmaDaySeries = MarketData.GetSeries(TimeFrame.Hour);
            //_hmaSignal = Indicators.GetIndicator<HMASignals>(Periods, Source, false, false, 1, false, 1);
            _hmaSignal = Indicators.GetIndicator<HMASignals>(Periods, true, true, 5, true, 25);
            // _hmaSignal = Indicators.GetIndicator(HmaDaySeries, 21, false, false, 3, false, 50);
            // _hmaSignal = Indicators.GetIndicator<HMASignals>(HmaDaySeries, 21, false, false, 3, false, 24);

        }


        protected override void OnTick()
        {
            // Put your core logic here
            // BEARISH

            double i = _hmaSignal.hma.LastValue;
            // Print("{0}", _hmaSignal.hma.LastValue);
            //if (_hmaSignal.IsBearish && Positions.FindAll(Label, Symbol, TradeType.Buy).Length == 0)
            if (_hmaSignal.IsBearish && Positions.Count(x => x.Label == Label && x.TradeType == TradeType.Buy) == 0)
            {
                close(TradeType.Sell);
                trade(TradeType.Buy);
            }

            // BULLISH

            //if (_hmaSignal.IsBullish && Positions.FindAll(Label, Symbol, TradeType.Buy).Length == 0)
            if (_hmaSignal.IsBullish && Positions.Count(x => x.Label == Label && x.TradeType == TradeType.Sell) == 0)
            {
                close(TradeType.Buy);
                trade(TradeType.Sell);
            }
        }

        private void close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll(Label, Symbol, tradeType))
                ClosePosition(position);
        }

        private void trade(TradeType tradetype)
        {
            ExecuteMarketOrder(tradetype, Symbol, Volume, Label);
        }
        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

erikvb
18 Mar 2019, 13:51

Hi Panagiotis,

I cleanup the code this weekend.

But when i backtesting the bot , he open every minute a new trade. backtest from 06/03/2018 to 09/03/2019

In the events log the bot open more then 390 sell positions .

when the bot get the first buy position ( trade 390) the bot stop with working.

i just need 1 order between both signals.

I need to use max trades ?

760-371Position Closed06/03/2018 08:31:00.000€ 1kSell1.23510--1.234490.546.11148.151159.3

761-372Position Closed06/03/2018 08:31:00.000€ 1kSell1.23522--1.234490.657.31148.741159.3

762-373Position Closed06/03/2018 08:31:00.000€ 1kSell1.23527--1.234490.697.81149.371159.3

763-374Position Closed06/03/2018 08:31:00.000€ 1kSell1.23525--1.234490.677.61149.981159.3

764-375Position Closed06/03/2018 08:31:00.000€ 1kSell1.23518--1.234490.616.91150.531159.3

765-376Position Closed06/03/2018 08:31:00.000€ 1kSell1.23516--1.234490.596.71151.061159.3

766-377Position Closed06/03/2018 08:31:00.000€ 1kSell1.23528--1.234490.77.91151.71159.3

767-378Position Closed06/03/2018 08:31:00.000€ 1kSell1.23546--1.234490.869.71152.51159.3

768-379Position Closed06/03/2018 08:31:00.000€ 1kSell1.23535--1.234490.768.61153.21159.3

769-380Position Closed06/03/2018 08:31:00.000€ 1kSell1.23544--1.234490.849.51153.981159.3

770-381Position Closed06/03/2018 08:31:00.000€ 1kSell1.23538--1.234490.798.91154.711159.3

771-382Position Closed06/03/2018 08:31:00.000€ 1kSell1.23535--1.234490.768.61155.411159.3

772-383Position Closed06/03/2018 08:31:00.000€ 1kSell1.23527--1.234490.697.81156.041159.3

773-384Position Closed06/03/2018 08:31:00.000€ 1kSell1.23541--1.234490.819.21156.791159.3

774-385Position Closed06/03/2018 08:31:00.000€ 1kSell1.23552--1.234490.9110.31157.641159.3

775-386Position Closed06/03/2018 08:31:00.000€ 1kSell1.23542--1.234490.829.31158.41159.3

776-387Position Closed06/03/2018 08:31:00.000€ 1kSell1.23523--1.234490.657.41158.991159.3

777-388Position Closed06/03/2018 08:31:00.000€ 1kSell1.23475--1.234490.232.61159.161159.3

778-389Position Closed06/03/2018 08:31:00.000€ 1kSell1.23472--1.234490.22.31159.31159.3

779-390Create Position06/03/2018 08:31:00.000€ 1kBuy1.23449------1159.15
 

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 HMABOT : Robot
    {

        [Parameter("Label", DefaultValue = "HMA")]
        public string Label { get; set; }

        [Parameter("Volume", DefaultValue = 1000)]
        public int Volume { get; set; }

        [Parameter("Periods", DefaultValue = 14)]
        public int Periods { get; set; }

        internal HMASignals HmaSignals { get; set; }

        private MarketSeries HmaDaySeries;
        private HMASignals _hmaSignal;



        protected override void OnStart()
        {
            var index = MarketSeries.Close.Count - 1;

            // Put your initialization logic here
            HmaDaySeries = MarketData.GetSeries(TimeFrame.Hour);
            //_hmaSignal = Indicators.GetIndicator<HMASignals>(Periods, Source, false, false, 1, false, 1);
            //_hmaSignal = Indicators.GetIndicator<HMASignals>(Periods, true, true, 5, true, 25);
            // _hmaSignal = Indicators.GetIndicator(HmaDaySeries, 21, false, false, 3, false, 50);
            _hmaSignal = Indicators.GetIndicator<HMASignals>(HmaDaySeries, 21, false, false, 3, false, 24);

        }

        protected override void OnTick()
        {
            // Put your core logic here
            // BEARISH
            double i = _hmaSignal.hma.LastValue;

            if (_hmaSignal.IsBearish && Positions.FindAll(Label, Symbol, TradeType.Buy).Length == 0)
            {
                close(TradeType.Sell);
                trade(TradeType.Buy);

            }

            // BULLISH

            if (_hmaSignal.IsBullish && Positions.FindAll(Label, Symbol, TradeType.Buy).Length == 0)
            {

                close(TradeType.Buy);
                trade(TradeType.Sell);
            }
        }

        private void close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll(Label, Symbol, tradeType))
                ClosePosition(position);
        }

        private void trade(TradeType tradetype)
        {
            ExecuteMarketOrder(tradetype, Symbol, Volume, Label);
        }
        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

erikvb
13 Mar 2019, 13:04

no trades in backtesting

Hi Panagiotis,

thank you for fix the backtesting error.

Did you get any trades in the backtesting ?

I think the bot not pick up the signals.

I will check what is wrong in the code.

erikvb
12 Mar 2019, 12:49

crash on backtest

Thank you for the helping hand  Panagiotis.

I still need to learn a lot about programming in C+ :)

At the backtessting a get a crash on start :

08/02/2011 09:56:00.000 | Backtesting was stopped
08/02/2011 09:56:00.000 | Crashed in OnStart with ArgumentException: Incorrect parameters count. Parameternaam: parameterValues
08/02/2011 09:56:00.000 | Backtesting started

I see i copy not the indicatorcode in the topic.

i use this indicator :

https://ctrader.com/algos/indicators/show/930

I change also the timeframe to hour in the robotcode

 HmaDaySeries = MarketData.GetSeries(TimeFrame.Hour);

thank you all