Marisco
21 Aug 2023, 15:47

BTW, the real problem with the crash is the cTrader tries to re-run the offending pass indefinitely, thus “blocking” a CPU thread and wasting resources.

Another thing, is there a way to select multiple timeframes for the MTF part?

That option is non-selectable in the Parameters.

Marisco
21 Aug 2023, 15:39

Optset:

{
  "Parameters": [
    {
      "Name": "c02b25309272471b89a4de3831c473c5",
      "Value": "m1",
      "ParameterType": "TimeFrame",
      "Optimize": true,
      "Values": [
        "m2",
        "m4"
      ]
    },
    {
      "Name": "VolumeInLots",
      "Value": "0.3",
      "ParameterType": "Double",
      "Optimize": false,
      "Min": "-0.3",
      "Max": "0.51",
      "Step": "0.1"
    },
    {
      "Name": "Label",
      "Value": "RsiSeller",
      "ParameterType": "String",
      "Optimize": false
    },
    {
      "Name": "MaxPositions",
      "Value": "3",
      "ParameterType": "Integer",
      "Optimize": false,
      "Min": "3",
      "Max": "4",
      "Step": "1"
    },
    {
      "Name": "CooldownPeriods",
      "Value": "20",
      "ParameterType": "Integer",
      "Optimize": true,
      "Min": "0",
      "Max": "30",
      "Step": "15"
    },
    {
      "Name": "TakeProfit",
      "Value": "34",
      "ParameterType": "Integer",
      "Optimize": true,
      "Min": "28",
      "Max": "34",
      "Step": "2"
    },
    {
      "Name": "BreakEvenTrigger",
      "Value": "0.6",
      "ParameterType": "Double",
      "Optimize": true,
      "Min": "0.5",
      "Max": "0.7",
      "Step": "0.2"
    },
    {
      "Name": "BreakEvenAddPips",
      "Value": "6",
      "ParameterType": "Integer",
      "Optimize": false,
      "Min": "4",
      "Max": "7",
      "Step": "2"
    },
    {
      "Name": "BreakEvenVolume",
      "Value": "0.15",
      "ParameterType": "Double",
      "Optimize": false,
      "Min": "0.1",
      "Max": "0.6",
      "Step": "0.1"
    },
    {
      "Name": "RiskRatio",
      "Value": "1",
      "ParameterType": "Double",
      "Optimize": true,
      "Min": "0.7",
      "Max": "1",
      "Step": "0.3"
    },
    {
      "Name": "RsiPeriods",
      "Value": "14",
      "ParameterType": "Integer",
      "Optimize": true,
      "Min": "16",
      "Max": "24",
      "Step": "2"
    },
    {
      "Name": "RsiHigh",
      "Value": "70",
      "ParameterType": "Integer",
      "Optimize": true,
      "Min": "56",
      "Max": "66",
      "Step": "2"
    },
    {
      "Name": "IsEmaActive",
      "Value": "True",
      "ParameterType": "Boolean",
      "Optimize": false
    },
    {
      "Name": "EmaTimeframe",
      "Value": "h6",
      "ParameterType": "TimeFrame",
      "Optimize": false
    },
    {
      "Name": "EmaPeriods",
      "Value": "20",
      "ParameterType": "Integer",
      "Optimize": false,
      "Min": "1000",
      "Max": "55",
      "Step": "200"
    }
  ]
}

Marisco
21 Aug 2023, 15:38

@firemyst

Event Viewer doesn't show any errors related to this problem… but I've found a workaround.

I figured it only happens when Stop Out is reached, so if I stop the bot before that (line 114), then there's no exception.

Not sure if the exception is related to the multi timeframe part at all anymore.

Thanks for the tips, appreciate it.

@PanagiotisChar

Ok, posting the code below.

Line 114 seems to solve the issue.

Dates are between 08/05/2023 and 13/08/2023.

Starting capital: 1000 USD; Commission: 35; Tick data with additional symbols; Grid method

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

namespace cAlgo.Robots
{
    [Robot(AccessRights = AccessRights.FullAccess)]
    public class RsiSeller : Robot
    {
        [Parameter("Volume (Lots)", DefaultValue = 0.2)]
        public double VolumeInLots { get; set; }

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

        [Parameter("Max Open Positions", DefaultValue = 3, MinValue = 1)]
        public int MaxPositions { get; set; }

        [Parameter("CoolDown Periods", DefaultValue = 15, MinValue = 0)]
        public int CooldownPeriods { get; set; }

        [Parameter("Take Profit", Group = "Stop Loss / Take Profit", DefaultValue = 30)]
        public int TakeProfit { get; set; }

        [Parameter("BreakEven Trigger %", Group = "Stop Loss / Take Profit", DefaultValue = 0.5)]
        public double BreakEvenTrigger { get; set; }

        [Parameter("BreakEven Add Pips", Group = "Stop Loss / Take Profit", DefaultValue = 2)]
        public int BreakEvenAddPips { get; set; }

        [Parameter("BreakEven Volume", Group = "Stop Loss / Take Profit", DefaultValue = 0.1)]
        public double BreakEvenVolume { get; set; }

        [Parameter("Risk Ratio", Group = "Stop Loss / Take Profit", DefaultValue = 1)]
        public double RiskRatio { get; set; }

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

        [Parameter("RSI High Level", Group = "RSI", DefaultValue = 70)]
        public int RsiHigh { get; set; }

        [Parameter("MA Active", Group = "EMA", DefaultValue = true)]
        public bool IsEmaActive { get; set; }

        [Parameter("MA Timeframe", Group = "EMA")]
        public TimeFrame EmaTimeframe { get; set; }

        [Parameter("MA Periods", Group = "EMA", DefaultValue = 20)]
        public int EmaPeriods { get; set; }

        private RelativeStrengthIndex rsi;

        private HullMovingAverage ema;

        private Bars emaBars;


        protected override void OnStart()
        {
#if DEBUG
            System.Diagnostics.Debugger.Launch();
#endif
            emaBars = MarketData.GetBars(EmaTimeframe);

            ema = Indicators.HullMovingAverage(emaBars.OpenPrices, EmaPeriods);

            rsi = Indicators.RelativeStrengthIndex(Bars.OpenPrices, RsiPeriods);

            Timer.Start(TimeSpan.FromHours(1));
        }

        protected override void OnBar()
        {
            var positions = Positions.FindAll(Label, SymbolName, TradeType.Sell);

            //Breakeven and TP1
            foreach (var position in positions)
            {
                if (position.Pips < BreakEvenTrigger * TakeProfit || position.VolumeInUnits < Symbol.QuantityToVolumeInUnits(VolumeInLots)) 
                    continue;

                ClosePositionAsync(position, Symbol.QuantityToVolumeInUnits(BreakEvenVolume));

                var breakevenStopLoss = RoundPrice(position.EntryPrice - BreakEvenAddPips * Symbol.PipSize, TradeType.Sell);
                ModifyPositionAsync(position, breakevenStopLoss, position.TakeProfit);
            }

            // Opens new position
            if (IsRsiFalling() && IsEmaFalling() && IsCooledDown())
            {
                var volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

                ExecuteMarketOrderAsync(TradeType.Sell, SymbolName, volumeInUnits, Label, TakeProfit * RiskRatio, TakeProfit);
            }
        }

        private double RoundPrice(double price, TradeType tradeType)
        {
            var multiplier = Math.Pow(10, Symbol.Digits);

            if (tradeType == TradeType.Buy)
                return Math.Ceiling(price * multiplier) / multiplier;

            return Math.Floor(price * multiplier) / multiplier;
        }

        protected override void OnTimer()
        {
            //Print("{0} - {1} = {2}", ema.Result.Last(1), ema.Result.Last(0), emaBars.LastBar.OpenTime);

            //if (Account.Equity < 300) Stop();

            //var positions = Positions.FindAll(Label, SymbolName, TradeType.Sell);

            //if (IsEmaRising())
            //{
            //    foreach (var positon in positions)
            //    {
            //        ClosePositionAsync(positon);
            //    }
            //}
        }

        private Boolean IsRsiFalling()
        {
            return rsi.Result.Last(1) > RsiHigh && rsi.Result.Last(0) < RsiHigh;
        }

        private Boolean IsEmaRising()
        {
            if (!IsEmaActive) return false;

            return ema.Result.Last(1) < ema.Result.Last(0);
        }

        private Boolean IsEmaFalling()
        {
            if(!IsEmaActive) return true;

            return ema.Result.Last(1) > ema.Result.Last(0);
        }

        private Boolean IsCooledDown()
        {
            var positions = Positions.FindAll(Label, SymbolName, TradeType.Sell);

            if (positions.Length == 0) return true;

            if (positions.Length == MaxPositions) return false;

            var timeframeMinutes = Int32.Parse(TimeFrame.ShortName.Substring(1));

            return positions.Last().EntryTime.AddMinutes(timeframeMinutes * CooldownPeriods) < Time;
        }

        protected override void OnStop()
        {
            foreach (var position in Positions.FindAll(Label, SymbolName, TradeType.Sell)) 
                position.Close();
        }

        protected override void OnException(Exception exception)
        {
            if (exception is OverflowException)
            {
                Print(exception.Message);
            }
        }

        protected override double GetFitness(GetFitnessArgs args)
        {

            double[] criteriaValuesToMaximize = new double[] { args.NetProfit, args.WinningTrades };
            double[] criteriaValuesToMinimize = new double[] { args.MaxBalanceDrawdownPercentages, args.LosingTrades };

            double numerator = 1.0;
            double denominator = 1.0;

            if (criteriaValuesToMaximize.Length > 0)
                numerator = Math.Abs(criteriaValuesToMaximize.Aggregate((acc, cur) => acc * cur));

            if (criteriaValuesToMinimize.Length > 0)
                denominator += Math.Abs(criteriaValuesToMinimize.Aggregate((acc, cur) => acc * cur));

            int sign = criteriaValuesToMinimize.Concat(criteriaValuesToMaximize).Any(v => v < 0) ? -1 : 1;

            return sign * numerator / denominator;
        }

    }
}

Marisco
15 Aug 2023, 16:53

RE: Automate bot instance inside Trade tab chart

PanagiotisChar said: 

Hi there, 

Just click on the x inside the cBot instance.

Aieden Technologies

Need help? Join us on Telegram

 

That's what I've been doing. Thank you.

But, I would rather it didn't show up and I can't find the settings option to turn it off.

Can you point me where it's at ?