cTrader HasCrossedAbove & HasCrossedBelow

Ssodastodas · 22 Feb

How can i add HasCrossedAbove & HasCrossedBelow functions to the following code instead of using logical operators like > and < :

 using cAlgo.API;
 using cAlgo.API.Indicators;
 namespace cAlgo.Robots
 {
     // This sample cBot shows how to use the Momentum Oscillator indicator
     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class MomentumOscillatorSample : Robot
     {
         private double _volumeInUnits;
        private MovingAverage Hullopen;
        private MovingAverage HullHigh;
        private MovingAverage HullLow;

         [Parameter("Volume (Lots)", DefaultValue = 0.01)]
         public double VolumeInLots { get; set; }
         [Parameter("Stop Loss (Pips)", DefaultValue = 0)]
         public double StopLossInPips { get; set; }
         [Parameter("Take Profit (Pips)", DefaultValue = 10)]
         public double TakeProfitInPips { get; set; }
         [Parameter("Label", DefaultValue = "Sample")]
         public string Label { get; set; }
         [Parameter(DefaultValue = 9)]
        public int Periods { get; set; }

         public Position[] BotPositions
         {
             get
             {
                 return Positions.FindAll(Label);
             }
         }
         protected override void OnStart()
         {
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
            // Initialize Hull Moving Averages for Open, High, and Low prices
            Hullopen = Indicators.MovingAverage(Bars.OpenPrices, Periods, MovingAverageType.Hull);
            HullHigh = Indicators.MovingAverage(Bars.HighPrices, Periods, MovingAverageType.Hull);
            HullLow = Indicators.MovingAverage(Bars.LowPrices, Periods, MovingAverageType.Hull);

         }
         protected override void OnTick()
         {
       // Calculate Momentum value
double hullolastvalue = Hullopen.Result.LastValue;
double hullhlastvalue = HullHigh.Result.LastValue;
double hullllastvalue = HullLow.Result.LastValue;
double hullopreviousbar = Hullopen.Result.Last(1);
double hullhpreviousbar = HullHigh.Result.Last(1);
double hulllpreviousbar = HullLow.Result.Last(1);
double momo = hullolastvalue - hullopreviousbar;
double momh = hullhlastvalue - hullhpreviousbar;
double moml = hulllpreviousbar - hullllastvalue;
double mom = momh-(momo+moml);
double hullopreviousbar2 = Hullopen.Result.Last(2);
double hullhpreviousbar2 = HullHigh.Result.Last(2);
double hulllpreviousbar2 = HullLow.Result.Last(2);
double momo2 = hullopreviousbar - hullopreviousbar2;
double momh2 = hullhpreviousbar - hullhpreviousbar2;
double moml2 = hulllpreviousbar2 - hullllastvalue;
double previousmom = momh2-(momo2+moml2);

             if ((mom > 0 && previousmom <= 0 && Positions.Count == 0))
             {
                 ClosePositions(TradeType.Sell);

                     ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                 
             }
             else if (mom < 0 && previousmom >= 0 && Positions.Count == 0)
             {
                 ClosePositions(TradeType.Buy);

                     ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips);
                 
             }
         }
         
         private void ClosePositions(TradeType tradeType)
         {
             foreach (var position in BotPositions)
             {
                 if (position.TradeType != tradeType) continue;
                 ClosePosition(position);
             }
         }
     }
 }

Mike · 24 Feb

Can you provide your strategy written in English (no code) on how you see your cBot working? It is not possible to answer your question without telling anyone how your strategy is supposed to work. We need the trade rules.

Ssodastodas · 24 Feb

@Mike , This is a momentum oscillator based on three hull moving averages , the idea is that it is supposed to:

place a buy market order whenever the price crosses above the zero line and closes (sells) the buy position when it crosses below the zero line.
place a sell market order whenever the price crosses below the zero line and closes (buys) the sell position when it crosses above the zero line. just like in the attached photo

The way I am currently doing it is saying that when the current bar is larger than zero and the previous bar is lower than zero, place a buy market order and vice versa for the sell position

This is not good because it enters a market order --> takes profit for that order to close the position--> enters new order with the same take profit in the same time period (candlestick) which is not good because there is a limit as to how far a candlestick can go which leads to an order placed at the very end of the candle --> losses

That is why I need to know how to use the HasCrossedAbove & HasCrossedBelow functions to replace these lines
if ((mom > 0 && previousmom <= 0 && Positions.Count == 0))
else if (mom < 0 && previousmom >= 0 && Positions.Count == 0)

algoman · 25 Feb

It would have been better to reference your momentum oscillator indicator from your cBot and then apply the condition to open a trade, try removing all the indicator code and ref to indicator you are using, you will find this easier to access the zero line.

Ssodastodas · 25 Feb

@algoman, even if I did it, I still don't know how to add the conditions mentioned above to the cBot using the HasCrossedAbove & HasCrossedBelow functions. Do you know the code if i referenced a separate indicator ?

algoman · 25 Feb

Can you share the indicator code?

Ssodastodas · 25 Feb

@ algoman , this is the indicator's code :

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

namespace cAlgo
{
    [Indicator(AccessRights = AccessRights.None)]
    public class Momentumhighopenlow : Indicator
    {
       [Parameter(DefaultValue = 9)]
        public int Periods { get; set; }

        [Output("momhisto", LineColor = "Gray", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries Momhisto { get; set; }
        
        [Output("mom Green histo", LineColor = "Green", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries MomGreenhisto { get; set; }
        
        [Output("mom Red histo", LineColor = "Red", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries MomRedhisto { get; set; }
        
        private MovingAverage Hullopen;
        private MovingAverage HullHigh;
        private MovingAverage HullLow;

        protected override void Initialize()
        {

             Hullopen = Indicators.MovingAverage(Bars.OpenPrices, Periods, MovingAverageType.Hull);
             HullHigh = Indicators.MovingAverage(Bars.HighPrices, Periods, MovingAverageType.Hull);
             HullLow = Indicators.MovingAverage(Bars.LowPrices, Periods, MovingAverageType.Hull);
        }

        public override void Calculate(int index)
        {
double hullolastvalue = Hullopen.Result.LastValue;
double hullhlastvalue = HullHigh.Result.LastValue;
double hullllastvalue = HullLow.Result.LastValue;
double hullopreviousbar = Hullopen.Result.Last(1);
double hullhpreviousbar = HullHigh.Result.Last(1);
double hulllpreviousbar = HullLow.Result.Last(1);
double momo = hullolastvalue - hullopreviousbar;
double momh = hullhlastvalue - hullhpreviousbar;
double moml = hulllpreviousbar - hullllastvalue;
double mom = momh-(momo+moml);

            Momhisto[index] = mom;

            if (mom > 0)
            {
                MomGreenhisto[index] = mom;
                MomRedhisto[index] = 0;
            }
            else
            {
                MomGreenhisto[index] = 0;
                MomRedhisto[index] = mom;
        }
    }
}
}

algoman · 26 Feb

Try this.

using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MomentumHighOpenLowBot : Robot
    {
        [Parameter("Periods", DefaultValue = 14, MinValue = 1)]
        public int Periods { get; set; }

        private IndicatorDataSeries _momentum;
        private Momentumhighopenlow _momentumIndicator;

        protected override void OnStart()
        {
            _momentum = CreateDataSeries();
            _momentumIndicator = Indicators.GetIndicator<Momentumhighopenlow>(Periods);
        }

        protected override void OnTick()
        {
            if (_momentumIndicator.Result.HasCrossedAbove(0, 1))
            {
                ExecuteMarketOrder(TradeType.Buy, SymbolName, 10000, "MomentumBuy");
            }
            else if (_momentumIndicator.Result.HasCrossedBelow(0, 1))
            {
                ExecuteMarketOrder(TradeType.Sell, SymbolName, 10000, "MomentumSell");
            }
        }
    }
}

This code has not been tested and is an example only.

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