jonlangdon
29 Sep 2023, 11:39 ( Updated at: 29 Sep 2023, 11:43 )

RE: MarketData.GetBars - Loading the same timeframe twice

PanagiotisChar said: 

Hi there,

I guess it will be loaded only once but why do you need to do that? Why don't you just use bars1?

 

Hi, thanks for that.

It's not really that I wanted to do it on purpose, more just for understanding and to avoid unnecessarily loading multiple instances of the same thing. 

In a case where I'm setting the time frame of an indicator from configuration like below, as an example:

[Parameter(DefaultValue = "m5", Group = "TimeFrames")]
public TimeFrame MaTimeframe { get; set; }

[Parameter(DefaultValue = "m10", Group = "TimeFrames")]
public TimeFrame BbTimeframe { get; set; }

// ...

DataSeries maBars = MarketData.GetBars(MaTimeframe).ClosePrices;
MovingAverage ma = Indicators.MovingAverage(maBars, 50, MovingAverageType.Simple);

DataSeries bbBars = MarketData.GetBars(BbTimeframe).ClosePrices;
BollingerBands bb = Indicators.BollingerBands(bbBars, 20, 2, MovingAverageType.Simple);

This would allow for time frames to be changed independently for each indicator, but could lead to a case where both time frames where the same.

jonlangdon
13 Apr 2023, 01:17

RE:

PanagiotisChar said:

Hi there,

I am not aware of any issues as I do not work for Pepperstone or Spotware. I was just trying to help.

Aieden Technologies

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Hi Panagiotis,

I see, apologies for that - still finding my way around the setup here.

I must admit I did have it in my head that you were perhaps connected to Spotware - I think it's because I've seen your name come up so often since I've been looking around the Forum!

I don't suppose you would know what route, if any, I could follow to get an answer to the sort of question I had?

You're help is much appreciated!

Best regards,

Jon

jonlangdon
11 Apr 2023, 16:24

RE:

PanagiotisChar said:

Hi there,

Unfortunately I cannot tell what happens from a snippet I cannot run. I would need a complete cBot code that I can run and reproduce this behavior.

Aieden Technologies

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Hi Panagiotis,

Thanks for your reply.

On the most simple level, if you had run the code below on 05-Apr-2023 06:00:00 (I was running this on GBPUSD 1m - Pepperstone, Europe - Demo - Hedging - USD), PipValue returned 0.

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Robots
{
    [Robot(AccessRights = AccessRights.None)]
    public class rtExample : Robot
    {

        protected override void OnStart()
        {

        }
        
        
        protected override void OnBar()
        {
            Print("Pip Value: ", Symbol.PipValue);
        }

    }
}

This appears to have since been fixed and pip value returns correctly now (I don't know exactly when it was fix but PipValue returned 0 for a few days). Really, I just want to know:

Were you aware of there being any issues in this regard?

Was this only an issue on Demo accounts?

Is there any chance of this happening going forward - is PipValue the correct/reliable value to use in my volume calculations?

Best regards,

Jon

jonlangdon
09 Apr 2023, 02:40

RE:

PanagiotisChar said:

Hi there,

Please share the cBot code that will allow us to reproduce this behavior so that we can explain what happens.

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Hi Panagiotis,

Thanks for getting back to me - I did reply to this yesterday, but couldn't see my response online yet so wondered if something went wrong when I submitted. Hopefully this is not a repeat...

My code is fairly simple but I have got classes organised separately for reuse, so not easy to paste the whole thing. Hopefully the following will be enough to explain.

I have a class to map bar and symbol values, which I then pass to my strategy ...

    protected override void OnBar()
    {
        var updates = new BarUpdate() {
            BarTime = Bars.Last(1).OpenTime,
            OpenPrice = Bars.Last(1).Open,
            HighPrice = Bars.Last(1).High,
            LowPrice = Bars.Last(1).Low,
            ClosePrice = Bars.Last(1).Close,
            BidPrice = Symbol.Bid,
            AskPrice = Symbol.Ask,
            PipSize = Symbol.PipSize,
            PipValue = Symbol.PipValue,
        };

        MyStrategy.OnBar(updates);
    }

If a trade signal is triggered, I am then using the PipValue in my volume calculation. An example with $100 risk would be:

Volume = ($100 / Stop Loss Pips) / PipValue

I was hoping that by calculating the volume like this, it would be generic and could be used for all currencies/instruments regardless of my account currency.

My main worry is that this approach was working fine until 05-Apr as mentioned above. Since then PipValue has returned 0 and the calculation no longer works. So I was hoping to understand the best approach for this going forward.

Best regards,

Jon