Getting indicator data from multiple symbols

RatRev1

Hi there...
I have developed my own trading strategies and written them into ctrader with relative success. The area I am struggling with is to make my bot get indicator info on multiple symbols to then trade that symbol. Rather than having one cbot per symbol.

I thoughts Id start with an example bot to understand how to pull data from 4 SMA's as per the example below. However, "_sma = Indicators.SimpleMovingAverage(MarketData.GetSymbol("GBPUSD"), 9);" does not do as I thought it might?

Can anyone help me work out how to code this correctly please?

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

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class NewcBot : Robot
    {
        private MovingAverage _sma;

        protected override void OnStart()
        {
            _sma = Indicators.SimpleMovingAverage(MarketData.GetSymbol("GBPUSD"), 9);
            _sma = Indicators.SimpleMovingAverage(MarketData.GetSymbol("EURJPY"), 9);
            _sma = Indicators.SimpleMovingAverage(MarketData.GetSymbol("AUDCHF"), 9);
            _sma = Indicators.SimpleMovingAverage(MarketData.GetSymbol("NZDCAD"), 9);
        }

        protected override void OnBar()
        {
            foreach (var position in Positions)
            {
                if (position.SymbolName == "GBPUSD" || position.SymbolName == "EURJPY" || position.SymbolName == "AUDCHF" || position.SymbolName == "NZDCAD")
                {
                    if (position.TradeType == TradeType.Buy && _sma.Result.Last(0) < position.EntryPrice)
                    {
                        ClosePosition(position);
                    }
                    else if (position.TradeType == TradeType.Sell && _sma.Result.Last(0) > position.EntryPrice)
                    {
                        ClosePosition(position);
                    }
                }
            }

            if (_sma.Result.Last(0) > _sma.Result.Last(1))
            {
                foreach (var symbol in MarketData.GetSymbols())
                {
                    if (symbol.Name == "GBPUSD" || symbol.Name == "EURJPY" || symbol.Name == "AUDCHF" || symbol.Name == "NZDCAD")
                    {
                        if (!Positions.Any(p => p.SymbolName == symbol.Name))
                        {
                            ExecuteMarketOrder(TradeType.Buy, symbol.Name, 10000, "New Position", null, null);
                        }
                    }
                }
            }
            else if (_sma.Result.Last(0) < _sma.Result.Last(1))
            {
                foreach (var symbol in MarketData.GetSymbols())
                {
                    if (symbol.Name == "GBPUSD" || symbol.Name == "EURJPY" || symbol.Name == "AUDCHF" || symbol.Name == "NZDCAD")
                    {
                        if (!Positions.Any(p => p.SymbolName == symbol.Name))
                        {
                            ExecuteMarketOrder(TradeType.Sell, symbol.Name, 10000, "New Position", null, null);
                        }
                    }
                }
            }
        }
    }
}

Mike

You have declared a single _sma variable and assigning it a value 4 times, it will always take the last value, it would be the same as:

x = 1
x = 2
x = 3
x = 4

so x will be 1,2,3 and finally 4

declare _sma1, _sma2, _sma3, sma4 - so 4 unique variables.

RatRev1

Thanks Mike...
I have amended it as suggested. However, I'm still not able to get it to work.

Using MarketData.GetSymbol it says this is obsolete and to use Symbols.GetSymbol. However as you can see in the screenshot this also does not work! Where am I going wrong do you think?

Mike

This was a warning and not an error, you do not need to update the API, if you want to do this you can refer to the official cTrader API documentation.

https://help.ctrader.com/ctrader-automate/references/MarketData/

RatRev1

Sorry maybe I am not being clear. I'm seeing these errors in the screen shots above. After changing the code to a separate SMA per pair it is still saying that it can not convert API internals to API dataSeries? Where am I going wrong please?

Sebastian

This declaration is incorrect, you can only use a data source and period value when constructing the indicator.

Can you explain exactly what you are trying to achieve as your description is a little vague?

RatRev1

Thanks Sebastian. Ideally, I am trying to execute any of the 4 currency pairs when the sma is rising or falling. It's just a simple bot to help me illustrate how to use multiple pairs inside one cbot.

I need to understand how to use an SMA as an example for the trigger indicator but applies to any currency pairs specified?

thanks

Mike

Try this to get Bars.ClosePrices, this will create an SMA daily indicator for EURUSD

 var bars = MarketData.GetBars(TimeFrame.Daily, "EURUSD");
 sma = Indicators.SimpleMovingAverage(bars.ClosePrices, 9);