Entry signal plus 10 pips, Cbot doesn't work.:

Elitecoder2001

Hi,

The entry signal of my bot is when the faster ma crosses the slower ma to the upside, my bot should place a buy limit order plus 10 pips from the current price.

And when the faster ma crosses the slower ma to the downside, my bot should place a sell limit order minus 10 pips from the current price.

However when I backtest, my bot enters exactly at the crossover and not plus/minus 10 pips from the current price.

Do you have any idea what I did worng?

Source code:

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 NewcBot : Robot
    {

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

        [Parameter("TP", DefaultValue = 20)]
        public int TP { get; set; }

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

        [Parameter("MA Type", Group = "Moving Average")]
        public MovingAverageType MAType { get; set; }

        [Parameter("Source", Group = "Moving Average")]
        public DataSeries SourceSeries { get; set; }

        [Parameter("Slow Periods", Group = "Moving Average", DefaultValue = 50)]
        public int SlowPeriods { get; set; }

        [Parameter("Fast Periods", Group = "Moving Average", DefaultValue = 16)]
        public int FastPeriods { get; set; }

        private MovingAverage slowMa;
        private MovingAverage fastMa;
        private const string label = "Sample Trend cBot";

        protected override void OnStart()
        {
            fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
            slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
        }

        protected override void OnTick()
        {

            var longPosition = Positions.Find("Buy Limit", SymbolName, TradeType.Buy);
            var shortPosition = Positions.Find("Sell Limit", SymbolName, TradeType.Sell);

            var currentSlowMa = slowMa.Result.Last(0);
            var currentFastMa = fastMa.Result.Last(0);
            var previousSlowMa = slowMa.Result.Last(1);
            var previousFastMa = fastMa.Result.Last(1);

            if (Positions.Count == 0)
            {
                //Buy Entry
                if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa && longPosition == null)
                {
                    if (PendingOrders.Count(item => item.OrderType == PendingOrderType.Limit && item.TradeType == TradeType.Buy) == 0)

                        PlaceLimitOrder(TradeType.Buy, SymbolName, VolumeInUnits, Symbol.Ask + 10 * Symbol.PipSize, "Buy Limit", SL, TP);
                }

                //Sell Entry
                else if (previousSlowMa < previousFastMa && currentSlowMa >= currentFastMa && shortPosition == null)
                {
                    if (PendingOrders.Count(item => item.OrderType == PendingOrderType.Limit && item.TradeType == TradeType.Sell) == 0)

                        PlaceLimitOrder(TradeType.Sell, SymbolName, VolumeInUnits, Symbol.Bid - 10 * Symbol.PipSize, "Sell Limit", SL, TP);
                }
            }

        }


        private double VolumeInUnits
        {
            get { return Symbol.QuantityToVolumeInUnits(Quantity); }
        }


        protected override void OnStop()
        {
            // Put your deinitialization logic here
        }
    }
}

Mike

I would calculate the price on a separate line of code and place the value in a variable, print this variable to the cBot log to check its value, but looks like your statement is incorrect as you need to add parenthesis around the calculation.

var priceAdjust = Symbol.Ask + (10 * Symbol.PipSize);

Elitecoder2001

Hi,

I have modified the source code, however now it opens only a few positions i a month and not every ema crossover. This is with the 50 and 16 ema on the 5 minute chart. Any idea why?

Source code:

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 NewcBot : Robot
{

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

    [Parameter("TP", DefaultValue = 20)]
    public int TP { get; set; }

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

    [Parameter("MA Type", Group = "Moving Average")]
    public MovingAverageType MAType { get; set; }

    [Parameter("Source", Group = "Moving Average")]
    public DataSeries SourceSeries { get; set; }

    [Parameter("Slow Periods", Group = "Moving Average", DefaultValue = 50)]
    public int SlowPeriods { get; set; }

    [Parameter("Fast Periods", Group = "Moving Average", DefaultValue = 16)]
    public int FastPeriods { get; set; }

    private MovingAverage slowMa;
    private MovingAverage fastMa;
    private const string label = "Sample Trend cBot";

    protected override void OnStart()
    {
        fastMa = Indicators.MovingAverage(SourceSeries, FastPeriods, MAType);
        slowMa = Indicators.MovingAverage(SourceSeries, SlowPeriods, MAType);
    }

    protected override void OnTick()
    {

        var longPosition = Positions.Find("Buy Limit", SymbolName, TradeType.Buy);
        var shortPosition = Positions.Find("Sell Limit", SymbolName, TradeType.Sell);

        var currentSlowMa = slowMa.Result.Last(0);
        var currentFastMa = fastMa.Result.Last(0);
        var previousSlowMa = slowMa.Result.Last(1);
        var previousFastMa = fastMa.Result.Last(1);

    var priceAdjust = Symbol.Ask + (10 * Symbol.PipSize);
    var priceAdjust1 = Symbol.Bid - (10 * Symbol.PipSize);

        if (Positions.Count == 0)
        {
            //Buy Entry
            if (previousSlowMa > previousFastMa && currentSlowMa <= currentFastMa && longPosition == null)
            {
                if (PendingOrders.Count(item => item.OrderType == PendingOrderType.Limit && item.TradeType == TradeType.Buy) == 0)

                    PlaceLimitOrder(TradeType.Buy, SymbolName, VolumeInUnits, priceAdjust, "Buy Limit", SL, TP);
            }

            //Sell Entry
            else if (previousSlowMa < previousFastMa && currentSlowMa >= currentFastMa && shortPosition == null)
            {
                if (PendingOrders.Count(item => item.OrderType == PendingOrderType.Limit && item.TradeType == TradeType.Sell) == 0)

                    PlaceLimitOrder(TradeType.Sell, SymbolName, VolumeInUnits, priceAdjust1, "Sell Limit", SL, TP);
            }
        }

    }


    private double VolumeInUnits
    {
        get { return Symbol.QuantityToVolumeInUnits(Quantity); }
    }


    protected override void OnStop()
    {
        // Put your deinitialization logic here
    }
}

}