john_7ko
29 Nov 2020, 10:23

RE:

PanagiotisCharalampous said:

Hi john_7ko,

Yes this is correct. To achieve this you will need to code your own stop loss logic that will run in OnBar() method.

Best Regards,

Panagiotis 

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Is there a way to easily disable all stop losses and then re-enable them while conserving stop loss levels  every time Time.Seconds == 0?

john_7ko
06 Jul 2020, 14:41

RE:

PanagiotisCharalampous said:

Hi Yuval,

Yes multisymbol backtesting. You can see an example below

using System;
using System.Linq;
using System.Text;
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 MultisymbolBacktesting : Robot
    {
        [Parameter(DefaultValue = 0.0)]
        public double Parameter { get; set; }
        public Symbol[] MySymbols;

        protected override void OnStart()
        {
            // We get a symbol array for the following for symbols
            MySymbols = Symbols.GetSymbols("EURUSD", "GBPUSD", "USDJPY", "USDCHF");
            // We subscribe to the tick event for each symbol
            foreach (var symbol in MySymbols)
            {
                symbol.Tick += Symbol_Tick;
            }
            // We subscribe to the bar event for each symbol for the current timeframe
            foreach (var symbol in MySymbols)
            {
                var bars = MarketData.GetBars(TimeFrame, symbol.Name);
                bars.BarOpened += Bars_BarOpened;
            }
        }

        private void Bars_BarOpened(BarOpenedEventArgs obj)
        {
            // When a bar opens we check the previous bar. If the bar is bullish, we send a buy order, else we send a sell order.
            if (obj.Bars.Last(1).Close > obj.Bars.Last(1).Open)
            {
                ExecuteMarketOrder(TradeType.Buy, obj.Bars.SymbolName, 1000, "", 2, 2);
            }
            else
            {
                ExecuteMarketOrder(TradeType.Sell, obj.Bars.SymbolName, 1000, "", 2, 2);
            }
        }

        private void Symbol_Tick(SymbolTickEventArgs obj)
        {
            // On each symbol tick, we print the symbol's bid/ask prices on the chart
            var sb = new StringBuilder();
            foreach (var symbol in MySymbols)
            {
                var textLine = string.Format("{0} {1} {2}", symbol.Name, symbol.Bid, symbol.Ask);
                sb.AppendLine(textLine);
            }
            Chart.DrawStaticText("symbols", sb.ToString(), VerticalAlignment.Top, HorizontalAlignment.Left, Chart.ColorSettings.ForegroundColor);
        }

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

        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

Best Regards,

Panagiotis 

Join us on Telegram

 

How does the subscribing process work? I don't understand how it's able to keep triggering the symbol_tick function on each new tick if onstart() is only executed once when the bot starts up.

john_7ko
26 May 2020, 10:00

RE: RE: RE:

how do you get the "#8fb300" number? 

john_7ko
18 May 2020, 14:45

RE:

PanagiotisCharalampous said:

Hi John,

No there isn't. You need to check if the change occurred on Bid or on Ask price.

Best Regards,

Panagiotis 

Join us on Telegram

 

I thought I had just thought of a way I could do it before reading your post. 

Could you tell me why this wouldn't work: Calculate function executes on each new tick, therefore couldn't you just

check to see if the close price of the 1 tick chart bar changed during that tick, and if not then that means it's an ask tick? and vice versa