protected override void OnTick()
{
if (Trade.IsExecuting)
{
return;
}
//Local declaration
TriState _Open_Sell_Position = new TriState();
TriState _Open_Buy_Position = new TriState();
//Step 1
_Open = MarketSeries.Open.Last(1);
_Close = MarketSeries.Close.Last(1);
_Transform = Transform(_Candle_Points, 2);
//Step 2
//Step 3
//Step 4
//Step 5
if ((((_Open - (_Close)) >= _Transform) &&
(MarketSeries.TickVolume.LastValue == 1)))
{
_Open_Sell_Position = _OpenPosition(0, true, Symbol.Code, TradeType.Sell, _Lots, 10, _SL_Points, _TP_Points, "");
}
if ((((_Close - (_Open)) >= _Transform) &&
(MarketSeries.TickVolume.LastValue == 1)))
{
_Open_Buy_Position = _OpenPosition(0, true, Symbol.Code, TradeType.Buy, _Lots, 10, _SL_Points, _TP_Points, "");
}
}
TriState Close_All_Long_Trades(double magicIndex)
{
var res = new TriState();
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol, TradeType.Buy))
{
var result = ClosePosition(pos);
if (result.IsSuccessful && res.IsNonExecution)
{
res = true;
}
else
{
Thread.Sleep(400);
res = false;
}
}
return(res);
}
protected override void OnTick()
{
if (Trade.IsExecuting)
{
return;
}
//Local declaration
TriState _Close_All_Long_Trades = new TriState();
TriState _Close_All_Short_Trades = new TriState();
TriState _Open_Sell_Position = new TriState();
TriState _Open_Buy_Position = new TriState();
//Step 1
_Historic_data = MarketSeries.Close.Last(1);
_Historic_data_1 = MarketSeries.Close.Last(0);
//Step 2
//Step 3
_Price_cross_BB_downward = ((_Historic_data >= i_Bollinger_Bands.Bottom.Last(1)) &&
(_Historic_data_1 < i_Bollinger_Bands_1.Bottom.Last(0)));
_Price_cross_BB_upward = ((_Historic_data_1 > i_Bollinger_Bands_3.Top.Last(0)) &&
(_Historic_data <= i_Bollinger_Bands_2.Top.Last(1)));
//Step 4
if (_Price_cross_BB_downward)
{
_Close_All_Long_Trades = Close_All_Long_Trades(0);
}
if (_Price_cross_BB_upward)
{
_Close_All_Short_Trades = Close_All_Short_Trades(0);
}
if (_Price_cross_BB_downward)
{
_Open_Sell_Position = _OpenPosition(0, true, Symbol.Code, TradeType.Sell, _Lots, 10, _SL_Points, _TP_Points, "");
}
if (_Price_cross_BB_upward)
{
_Open_Buy_Position = _OpenPosition(0, true, Symbol.Code, TradeType.Buy, _Lots, 10, _SL_Points, _TP_Points, "");
}
}
TriState Buy(double magicIndex, double Lots, int StopLossMethod, double stopLossValue, int TakeProfitMethod, double takeProfitValue, double Slippage, double MaxOpenTrades, double MaxFrequencyMins, string TradeComment)
{
double?stopLossPips, takeProfitPips;
int numberOfOpenTrades = 0;
var res = new TriState();
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol))
{
numberOfOpenTrades++;
}
if (MaxOpenTrades > 0 && numberOfOpenTrades >= MaxOpenTrades)
{
return(res);
}
if (MaxFrequencyMins > 0)
{
if (((TimeSpan)(Server.Time - LastTradeExecution)).TotalMinutes < MaxFrequencyMins)
{
return(res);
}
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol))
{
if (((TimeSpan)(Server.Time - pos.EntryTime)).TotalMinutes < MaxFrequencyMins)
{
return(res);
}
}
}
int pipAdjustment = Convert.ToInt32(Symbol.PipSize / Symbol.TickSize);
if (stopLossValue > 0)
{
if (StopLossMethod == 0)
{
stopLossPips = stopLossValue / pipAdjustment;
}
else if (StopLossMethod == 1)
{
stopLossPips = stopLossValue;
}
else
{
stopLossPips = (Symbol.Ask - stopLossValue) / Symbol.PipSize;
}
}
else
{
stopLossPips = null;
}
if (takeProfitValue > 0)
{
if (TakeProfitMethod == 0)
{
takeProfitPips = takeProfitValue / pipAdjustment;
}
else if (TakeProfitMethod == 1)
{
takeProfitPips = takeProfitValue;
}
else
{
takeProfitPips = (takeProfitValue - Symbol.Ask) / Symbol.PipSize;
}
}
else
{
takeProfitPips = null;
}
Slippage /= pipAdjustment;
long volume = Symbol.NormalizeVolume(Lots * 100000, RoundingMode.ToNearest);
if (!ExecuteMarketOrder(TradeType.Buy, Symbol, volume, "FxProQuant_" + magicIndex.ToString("F0"), stopLossPips, takeProfitPips, Slippage, TradeComment).IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
LastTradeExecution = Server.Time;
return(true);
}
TriState Simple_Trailing_Stop(double magicIndex, int WaitForProfit, double TrailingStopPoints, double MinAdjustmentPoints)
{
double pnlPoints = 0;
double newSl;
var res = new TriState();
foreach (Position pos in Positions.FindAll("FxProQuant_" + magicIndex.ToString("F0"), Symbol))
{
if (pos.TradeType == TradeType.Buy)
{
if (WaitForProfit == 0)
{
pnlPoints = (Symbol.Bid - pos.EntryPrice) / Symbol.TickSize;
if (pnlPoints < TrailingStopPoints)
{
continue;
}
}
newSl = Math.Round(Symbol.Bid - TrailingStopPoints * Symbol.TickSize, Symbol.Digits);
if (pos.StopLoss != null)
{
if (newSl <= pos.StopLoss)
{
continue;
}
if (newSl <= pos.StopLoss + MinAdjustmentPoints * Symbol.TickSize)
{
continue;
}
}
var result = ModifyPosition(pos, newSl, pos.TakeProfit);
if (result.IsSuccessful && res.IsNonExecution)
{
res = true;
}
else
{
Thread.Sleep(400);
res = false;
}
}
else
{
if (WaitForProfit == 0)
{
pnlPoints = (pos.EntryPrice - Symbol.Ask) / Symbol.TickSize;
if (pnlPoints < TrailingStopPoints)
{
continue;
}
}
newSl = Math.Round(Symbol.Ask + TrailingStopPoints * Symbol.TickSize, Symbol.Digits);
if (pos.StopLoss != null)
{
if (newSl >= pos.StopLoss)
{
continue;
}
if (newSl >= pos.StopLoss - MinAdjustmentPoints * Symbol.TickSize)
{
continue;
}
}
var result = ModifyPosition(pos, newSl, pos.TakeProfit);
if (result.IsSuccessful && res.IsNonExecution)
{
res = true;
}
else
{
Thread.Sleep(400);
res = false;
}
}
}
return(res);
}
protected override void OnTick()
{
if (Trade.IsExecuting)
{
return;
}
//Local declaration
TriState _Simple_Trailing_Stop = new TriState();
TriState _Close_All_Long_Trades = new TriState();
TriState _Close_All_Short_Trades = new TriState();
TriState _Sell_MM = new TriState();
TriState _Buy_MM = new TriState();
TriState _Buy_Fixed_Lot = new TriState();
TriState _Sell_Fixed_Lot = new TriState();
//Step 1
_IsTime = IsTime(_Start_Hour, _End_Hour, 0, 0);
_MACD = i_MACD.Histogram.Last(0);
_CCI_0 = i_CCI_0.Result.Last(0);
_Simple_Trailing_Stop = Simple_Trailing_Stop(0, 0, _Trailing_Stop_Points, 10);
_Trade_Exists = Trade_Exists(0);
_CCI_1 = i_CCI_1.Result.Last(1);
//Step 2
//Step 3
_Sell_Signal = (!_Trade_Exists &&
_IsTime &&
(_CCI_1 > _CCI_Sell_Threshold) &&
(_CCI_0 < _CCI_Sell_Threshold) &&
(_MACD > 0));
_Buy_Signal = (!_Trade_Exists &&
(_CCI_1 < _CCI_Buy_Threshold) &&
(_CCI_0 > _CCI_Buy_Threshold) &&
(_MACD < 0) &&
_IsTime);
_Close_Long_Signal = (_Trade_Exists &&
(_CCI_0 > _Upper_Close_Threshold));
_Close_Short_Signal = (_Trade_Exists &&
(_CCI_0 < _Lower_Close_Threshold));
//Step 4
if (_Close_Long_Signal)
{
_Close_All_Long_Trades = Close_All_Long_Trades(0);
}
if (_Close_Short_Signal)
{
_Close_All_Short_Trades = Close_All_Short_Trades(0);
}
_Buy_with_MM = (_Buy_Signal &&
_UseMM);
_Buy_without_MM = (_Buy_Signal &&
!_UseMM);
_Sell_with_MM = (_Sell_Signal &&
_UseMM);
_Sell_without_MM = (_Sell_Signal &&
!_UseMM);
//Step 5
if (_Sell_with_MM)
{
_Sell_MM = Sell(0, ((Account.Equity / (1000)) * (_LotsPer1000)), 0, _Stop_Loss_Points, 0, _Take_Profit_Points, 5, _Max_Opened_Trades, _Max_Frequency_Minutes, "");
}
if (_Buy_with_MM)
{
_Buy_MM = Buy(0, ((Account.Equity / (1000)) * (_LotsPer1000)), 0, _Stop_Loss_Points, 0, _Take_Profit_Points, 5, _Max_Opened_Trades, _Max_Frequency_Minutes, "");
}
if (_Buy_without_MM)
{
_Buy_Fixed_Lot = Buy(0, _Lots, 0, _Stop_Loss_Points, 0, _Take_Profit_Points, 5, _Max_Opened_Trades, _Max_Frequency_Minutes, "");
}
if (_Sell_without_MM)
{
_Sell_Fixed_Lot = Sell(0, _Lots, 0, _Stop_Loss_Points, 0, _Take_Profit_Points, 5, _Max_Opened_Trades, _Max_Frequency_Minutes, "");
}
}
