/// <summary>Called when new data is received</summary>
public override void Step()
{
base.Step();
if (Instrument.NewCandle)
{
Debugging.LogInstrument();
Debugging.BreakOnPointOfInterest();
}
// Run the position manager
if (PosMgr != null)
{
PosMgr.Step();
}
// If there is a pending order, wait for it to trigger or expire
var pending = PendingOrders.FirstOrDefault();
if (pending != null)
{
// If the price is more than the SL/TP distance from the EP then give up on the order
var dist = Math.Abs(Instrument.LatestPrice.Mid - pending.TargetPrice);
if (dist > Math.Abs(pending.TakeProfitRel()) ||
dist > Math.Abs(pending.StopLossRel()))
{
Broker.CancelPendingOrder(pending);
}
else
{
return;
}
}
// Look for an existing trade for this strategy.
var position = Positions.FirstOrDefault();
if (position == null)
{
// Look for indicators to say "enter" and which direction.
QuoteCurrency?ep, tp;
var tt = Instrument.FindTradeEntry(out ep, out tp);
if (tt == null)
{
return;
}
// Create a trade in the suggested direction
var trade = new Trade(Instrument, tt.Value, Label, ep: ep, tp: tp);
trade.Expiration = (Bot.UtcNow + Instrument.TimeFrame.ToTimeSpan(10)).DateTime;
if (trade.RtR < 0.2)
{
return;
}
// Create a pending order
Broker.CreatePendingOrder(trade);
//Broker.CreateOrder(trade);
}
}
protected sealed override void OnTick()
{
++TickNumber;
Debugging.BreakOnPointOfInterest();
// Emergency stop on large draw-down
BalanceMinimum = Math.Max((double)BalanceMinimum, Account.Balance * (1.0 - Settings.MaxDrawDownFrac));
if (Account.Equity < BalanceMinimum)
{
Debugging.Trace("Account equity (${0}) dropped below the balance minimum (${1}). Stopping".Fmt(Account.Equity, BalanceMinimum));
Print("Account equity (${0}) dropped below the balance minimum (${1}). Stopping".Fmt(Account.Equity, BalanceMinimum));
CloseAllPositions("Emergency Stop");
Stop();
return;
}
// Raise the Bot.Tick event before stepping the bot
// Instruments are signed up to the Tick event so they will be updated first
base.OnTick();
Tick.Raise(this);
try
{
// Update the account info
Broker.Update();
// Remove position sets that don't have any active positions
var set_ids = Positions.Select(x => Guid_.Parse(x.Comment)).NotNull().ToHashSet(x => x.Value);
foreach (var set_id in PositionSets.Keys.ToArray())
{
if (set_ids.Contains(set_id))
{
continue;
}
PositionSets.Remove(set_id);
}
// Step active position managers
foreach (var pm in PositionManagers)
{
pm.Step();
}
// Entry cool down
if (EntryCooldown != 0 && Instrument.NewCandle)
{
--EntryCooldown;
}
// Step the bot
Step();
}
catch (Exception ex)
{
Debugging.Trace(ex.Message);
Debugging.Trace(ex.StackTrace);
}
}
/// <summary>Called when new data is received</summary>
public override void Step()
{
base.Step();
Debugging.BreakOnPointOfInterest();
if (Instrument.NewCandle)
{
Debugging.LogInstrument();
}
if (PendingOrders.Any())
{
return;
}
// Look for an existing trade for this strategy.
var position = Positions.FirstOrDefault();
if (position == null)
{
// 'ep' must be lower than 'tp'
var ep = 0.2;
var tp = 0.6;
var sl = 0.8;
var exp = 1;
var step = Instrument.MCS; //MedianCandleSize(-5,1);
var sym = Instrument.LatestPrice;
var trade0 = new Trade(Instrument, TradeType.Buy, Label, ep: sym.Ask + ep * step, sl: sym.Ask - sl * step, tp: sym.Ask + tp * step, risk: 0.5f)
{
Expiration = (Bot.UtcNow + Instrument.TimeFrame.ToTimeSpan(exp)).DateTime
};
var trade1 = new Trade(Instrument, TradeType.Sell, Label, ep: sym.Bid - ep * step, sl: sym.Bid + sl * step, tp: sym.Bid - tp * step, risk: 0.5f)
{
Expiration = (Bot.UtcNow + Instrument.TimeFrame.ToTimeSpan(exp)).DateTime
};
Broker.CreatePendingOrder(trade0);
Broker.CreatePendingOrder(trade1);
}
else
{
}
}
