Boring
14 Oct 2022, 18:56 ( Updated at: 15 Oct 2022, 08:03 )

RE: Setting Parameter for Minutes

PanagiotisCharalampous said:

Hi Liquidity,

Here you go

// -------------------------------------------------------------------------------------------------
//
//    This code is a cAlgo API sample.
//
//    This cBot is intended to be used as a sample and does not guarantee any particular outcome or
//    profit of any kind. Use it at your own risk.
//
//    The "Sample RSI cBot" will create a buy order when the Relative Strength Index indicator crosses the  level 30, 
//    and a Sell order when the RSI indicator crosses the level 70. The order is closed be either a Stop Loss, defined in 
//    the "Stop Loss" parameter, or by the opposite RSI crossing signal (buy orders close when RSI crosses the 70 level 
//    and sell orders are closed when RSI crosses the 30 level). 
//
//    The cBot can generate only one Buy or Sell order at any given time.
//
// -------------------------------------------------------------------------------------------------

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleRSIcBot : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

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

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        [Parameter("From", DefaultValue = 7)]
        public int From { get; set; }

        [Parameter("To", DefaultValue = 10)]
        public int To { get; set; }

        private RelativeStrengthIndex rsi;

        protected override void OnStart()
        {
            rsi = Indicators.RelativeStrengthIndex(Source, Periods);
        }

        protected override void OnTick()
        {
            if (Server.Time.Hour >= From && Server.Time.Hour < To)
            {
                if (rsi.Result.LastValue < 30)
                {
                    Close(TradeType.Sell);
                    Open(TradeType.Buy);
                }
                else if (rsi.Result.LastValue > 70)
                {
                    Close(TradeType.Buy);
                    Open(TradeType.Sell);
                }
            }
        }

        private void Close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll("SampleRSI", Symbol, tradeType))
                ClosePosition(position);
        }

        private void Open(TradeType tradeType)
        {
            var position = Positions.Find("SampleRSI", Symbol, tradeType);
            var volumeInUnits = Symbol.QuantityToVolume(Quantity);

            if (position == null)
                ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, "SampleRSI");
        }
    }
}

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

The parameters for the hours work well but is it possible to add "minutes" to the parameters. For example, instead of starting a trade at 14:00, it starts at 14:15 or even 14:18.

Is this possible? All help is highly appreciated!

Boring
11 Aug 2022, 14:51

RE:

PanagiotisCharalampous said:

Hi Liquidity,

Here you go

            if (Positions.Count < MaxPositions)
            {
              ExecuteMarketOrder(TradeType.Buy, Symbol, Volume, "BUY");
              ExecuteMarketOrder(TradeType.Sell, Symbol, Volume, "SELL");
              foreach (var position in Positions)
              {
                if (position.Pips > 2)
                {
                    ClosePosition(position);
                 }
              }
            }

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

Thanks! There seems to be a difference in the backtesting results after adding the above code into protected override void OnTick()

Boring
11 Aug 2022, 14:13

RE:

PanagiotisCharalampous said:

Hi Liquidity,

You need to put the code inside the condition.

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

I have to be honest, sorry. I have no idea what that means "inside the condition".

If I know what the "condition" is, I can place the code inside it.

Boring
11 Aug 2022, 14:08 ( Updated at: 11 Aug 2022, 14:09 )

Parameter code for limiting max open trades not working

I need help, please :)

I was glad I found this and thought it would be simple to implement but I cannot get it to work in the following :

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 TestcBOT : Robot
    {
        [Parameter(DefaultValue = 1, MinValue = 1)]
        public int MaxPositions { get; set; }
        
        [Parameter("Volume", DefaultValue = 1000, MinValue = 1000, Step = 1000)]
        
        public int Volume { get; set; }

        protected override void OnStart()
        {

        }

        protected override void OnTick()
        {
            if (Positions.Count < MaxPositions)
            {
                // Do somehting
            }
        }

        protected override void OnStop()
        {

        }
        
        protected override void OnBar()
        {
            ExecuteMarketOrder(TradeType.Buy, Symbol, Volume, "BUY");
            ExecuteMarketOrder(TradeType.Sell, Symbol, Volume, "SELL");
            foreach (var position in Positions)
            {
                if (position.Pips > 2)
                {
                    ClosePosition(position);}
                }
         }
    }
}

Boring
18 Jul 2022, 09:22 ( Updated at: 18 Jul 2022, 09:23 )

RE: thanks!

PanagiotisCharalampous said:

Hi Liquidity,

Here you go

// -------------------------------------------------------------------------------------------------
//
//    This code is a cAlgo API sample.
//
//    This cBot is intended to be used as a sample and does not guarantee any particular outcome or
//    profit of any kind. Use it at your own risk.
//
//    The "Sample RSI cBot" will create a buy order when the Relative Strength Index indicator crosses the  level 30, 
//    and a Sell order when the RSI indicator crosses the level 70. The order is closed be either a Stop Loss, defined in 
//    the "Stop Loss" parameter, or by the opposite RSI crossing signal (buy orders close when RSI crosses the 70 level 
//    and sell orders are closed when RSI crosses the 30 level). 
//
//    The cBot can generate only one Buy or Sell order at any given time.
//
// -------------------------------------------------------------------------------------------------

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleRSIcBot : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

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

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        [Parameter("From", DefaultValue = 7)]
        public int From { get; set; }

        [Parameter("To", DefaultValue = 10)]
        public int To { get; set; }

        private RelativeStrengthIndex rsi;

        protected override void OnStart()
        {
            rsi = Indicators.RelativeStrengthIndex(Source, Periods);
        }

        protected override void OnTick()
        {
            if (Server.Time.Hour >= From && Server.Time.Hour < To)
            {
                if (rsi.Result.LastValue < 30)
                {
                    Close(TradeType.Sell);
                    Open(TradeType.Buy);
                }
                else if (rsi.Result.LastValue > 70)
                {
                    Close(TradeType.Buy);
                    Open(TradeType.Sell);
                }
            }
        }

        private void Close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll("SampleRSI", Symbol, tradeType))
                ClosePosition(position);
        }

        private void Open(TradeType tradeType)
        {
            var position = Positions.Find("SampleRSI", Symbol, tradeType);
            var volumeInUnits = Symbol.QuantityToVolume(Quantity);

            if (position == null)
                ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, "SampleRSI");
        }
    }
}

Best Regards,

Panagiotis 

Join us on Telegram and Facebook

Thanks a lot!

Looking at the code, that was so simple, lol!

Boring
16 Jul 2022, 00:32 ( Updated at: 16 Jul 2022, 00:33 )

RE: Setting Parameter for Hours

PanagiotisCharalampous said:

Hi Alex,

See below the modified code that trades between 7 and 10 am.

// -------------------------------------------------------------------------------------------------
//
//    This code is a cAlgo API sample.
//
//    This cBot is intended to be used as a sample and does not guarantee any particular outcome or
//    profit of any kind. Use it at your own risk.
//
//    The "Sample RSI cBot" will create a buy order when the Relative Strength Index indicator crosses the  level 30, 
//    and a Sell order when the RSI indicator crosses the level 70. The order is closed be either a Stop Loss, defined in 
//    the "Stop Loss" parameter, or by the opposite RSI crossing signal (buy orders close when RSI crosses the 70 level 
//    and sell orders are closed when RSI crosses the 30 level). 
//
//    The cBot can generate only one Buy or Sell order at any given time.
//
// -------------------------------------------------------------------------------------------------

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SampleRSIcBot : Robot
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

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

        [Parameter("Quantity (Lots)", DefaultValue = 1, MinValue = 0.01, Step = 0.01)]
        public double Quantity { get; set; }

        private RelativeStrengthIndex rsi;

        protected override void OnStart()
        {
            rsi = Indicators.RelativeStrengthIndex(Source, Periods);
        }

        protected override void OnTick()
        {
            if (Server.Time.Hour >= 7 && Server.Time.Hour < 10)
            {
                if (rsi.Result.LastValue < 30)
                {
                    Close(TradeType.Sell);
                    Open(TradeType.Buy);
                }
                else if (rsi.Result.LastValue > 70)
                {
                    Close(TradeType.Buy);
                    Open(TradeType.Sell);
                }
            }
        }

        private void Close(TradeType tradeType)
        {
            foreach (var position in Positions.FindAll("SampleRSI", Symbol, tradeType))
                ClosePosition(position);
        }

        private void Open(TradeType tradeType)
        {
            var position = Positions.Find("SampleRSI", Symbol, tradeType);
            var volumeInUnits = Symbol.QuantityToVolume(Quantity);

            if (position == null)
                ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, "SampleRSI");
        }
    }
}

Best Regards,

Panagiotis

This works, thanks!

But is there anyway to add an input field (parameter) to change the start and stop hour like there is a field to change the RSI period and source? For now, I have to go into the code and manually set the hours I want to backtest.