Help with adding a trailing stop

Created at 16 May 2015, 06:49

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Joined 30.04.2015

Help with adding a trailing stop
16 May 2015, 06:49

How would I add a trailing stop to this algorithm?

Thanks

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

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class first_hand_written_code : Robot
    {

        //parameters

        [Parameter("MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter()]
        public DataSeries SourceSeries { get; set; }

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

        [Parameter("Fast Periods", DefaultValue = 5)]
        public int FastPeriods { get; set; }

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

        private MovingAverage slowMa;

        private MovingAverage fastMa;

        private const string label = "Sample Trend Cbot";

        //loads up needed indicators

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

        }

        protected override void OnTick()
        {
            //declaring variables during ticks
            var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
            var shortPosition = Positions.Find(label, Symbol, 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);

            // when buy signal is called
            if (previousSlowMa > previousFastMa && currentSlowMa < currentFastMa && longPosition == null)
            {
                //if theres a short position in playy
                if (shortPosition != null)

                    ClosePosition(shortPosition);

                ExecuteMarketOrder(TradeType.Buy, Symbol, VolumeInUnits, label);
            }

            //when short signal is called

            else if (previousSlowMa < previousFastMa && currentSlowMa > currentFastMa && shortPosition == null)
            {
                // if there are long positions in play
                if (longPosition != null)

                    ClosePosition(longPosition);

                ExecuteMarketOrder(TradeType.Sell, Symbol, VolumeInUnits, label);

            }

        }
        private long VolumeInUnits
        {
            get { return Symbol.QuantityToVolume(Quantity); }
        }
    }

}

@Shawn_Mapilot

Replies

tradermatrix
17 May 2015, 19:15



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

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class first_hand_written_code : Robot
    {

        //parameters

        [Parameter("MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter()]
        public DataSeries SourceSeries { get; set; }

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

        [Parameter("Fast Periods", DefaultValue = 5)]
        public int FastPeriods { get; set; }

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

        [Parameter("TakeProfitPips", DefaultValue = 200)]
        public int tp { get; set; }

        [Parameter("StopLossPips", DefaultValue = 30)]
        public int sl { get; set; }

        [Parameter("trigger ", DefaultValue = 0)]
        public int Trigger { get; set; }

        [Parameter("Trailing", DefaultValue = 0)]
        public int Trailing { get; set; }


        private MovingAverage slowMa;

        private MovingAverage fastMa;

        private const string label = "Trend Trailing";



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

        }

        protected override void OnTick()
        {

            TRAILING();
            int volume = (int)(lots * 100000);

            //declaring variables during ticks
            var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
            var shortPosition = Positions.Find(label, Symbol, 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);

            // when buy signal is called
            if (previousSlowMa > previousFastMa && currentSlowMa < currentFastMa && longPosition == null)
            {
                //if theres a short position in playy
                if (shortPosition != null)

                    ClosePosition(shortPosition);

                ExecuteMarketOrder(TradeType.Buy, Symbol, volume, label, sl, tp);
            }

            //when short signal is called

            else if (previousSlowMa < previousFastMa && currentSlowMa > currentFastMa && shortPosition == null)
            {
                // if there are long positions in play
                if (longPosition != null)

                    ClosePosition(longPosition);

                ExecuteMarketOrder(TradeType.Sell, Symbol, volume, label, sl, tp);

            }

        }



        private void TRAILING()
        {
            if (Trailing > 0 && Trigger > 0)
            {

                Position[] positions = Positions.FindAll(label, Symbol);

                foreach (Position position in positions)
                {

                    if (position.TradeType == TradeType.Sell)
                    {

                        double distance = position.EntryPrice - Symbol.Ask;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Ask + Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice < position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }

                    else
                    {

                        double distance = Symbol.Bid - position.EntryPrice;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Bid - Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice > position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }
                }
            }
        }



    }
}

good trades

@tradermatrix

Shawn_Mapilot
19 May 2015, 00:24

RE:

tradermatrix said:



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

namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class first_hand_written_code : Robot
    {

        //parameters

        [Parameter("MA Type")]
        public MovingAverageType MAType { get; set; }

        [Parameter()]
        public DataSeries SourceSeries { get; set; }

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

        [Parameter("Fast Periods", DefaultValue = 5)]
        public int FastPeriods { get; set; }

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

        [Parameter("TakeProfitPips", DefaultValue = 200)]
        public int tp { get; set; }

        [Parameter("StopLossPips", DefaultValue = 30)]
        public int sl { get; set; }

        [Parameter("trigger ", DefaultValue = 0)]
        public int Trigger { get; set; }

        [Parameter("Trailing", DefaultValue = 0)]
        public int Trailing { get; set; }


        private MovingAverage slowMa;

        private MovingAverage fastMa;

        private const string label = "Trend Trailing";



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

        }

        protected override void OnTick()
        {

            TRAILING();
            int volume = (int)(lots * 100000);

            //declaring variables during ticks
            var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
            var shortPosition = Positions.Find(label, Symbol, 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);

            // when buy signal is called
            if (previousSlowMa > previousFastMa && currentSlowMa < currentFastMa && longPosition == null)
            {
                //if theres a short position in playy
                if (shortPosition != null)

                    ClosePosition(shortPosition);

                ExecuteMarketOrder(TradeType.Buy, Symbol, volume, label, sl, tp);
            }

            //when short signal is called

            else if (previousSlowMa < previousFastMa && currentSlowMa > currentFastMa && shortPosition == null)
            {
                // if there are long positions in play
                if (longPosition != null)

                    ClosePosition(longPosition);

                ExecuteMarketOrder(TradeType.Sell, Symbol, volume, label, sl, tp);

            }

        }



        private void TRAILING()
        {
            if (Trailing > 0 && Trigger > 0)
            {

                Position[] positions = Positions.FindAll(label, Symbol);

                foreach (Position position in positions)
                {

                    if (position.TradeType == TradeType.Sell)
                    {

                        double distance = position.EntryPrice - Symbol.Ask;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Ask + Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice < position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }

                    else
                    {

                        double distance = Symbol.Bid - position.EntryPrice;

                        if (distance >= Trigger * Symbol.PipSize)
                        {

                            double newStopLossPrice = Symbol.Bid - Trailing * Symbol.PipSize;

                            if (position.StopLoss == null || newStopLossPrice > position.StopLoss)
                            {

                                ModifyPosition(position, newStopLossPrice, position.TakeProfit);

                            }
                        }
                    }
                }
            }
        }



    }
}

good trades

Thank you :) !

@Shawn_Mapilot

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