protected override void NewBar()
{
// =================================================================================================================================
// Значения текущего Бара
BarH = Bars[Bars.Range.To - 1].High;
BarL = Bars[Bars.Range.To - 1].Low;
BarC = Bars[Bars.Range.To - 1].Close;
DTime = Bars[Bars.Range.To - 1].Time;
// frUp frDown - Истина если появился НОВЫЙ фрактал Вверх/Вниз
//Print("Fractal!! - Top={0} Bottom={1}",_frInd.TopSeries[Bars.Range.To-5],_frInd.BottomSeries[Bars.Range.To-5]);
frSU = _frInd.TopSeries[Bars.Range.To - 5];
frSD = _frInd.BottomSeries[Bars.Range.To - 5];
//Print("Fractal2!! - Top={0} Bottom={1} -- {2}",frSU,frSD,Bars[Bars.Range.To-5].Time);
//if (Trade.GetPosition(posGuidSell).State==PositionState.Active)
// Print("15 $$$$$$$$$$$$$$$$$$$$$$$$frSU>0={3} Top={4} frUpH={0} frUp_Time={1} -- {2}",frUpH,frUp_Time,Bars[Bars.Range.To-1],frSU,_frInd.TopSeries[Bars.Range.To-5]);
if (frSU > 0)
{
frUp = true;
}
else
{
frUp = false;
}
if (frSD > 0)
{
frDown = true;
}
else
{
frDown = false;
}
//if (_frInd.TopSeries[Bars.Range.To-5]>0) frUp=true; else frUp=false;
//if (_frInd.BottomSeries[Bars.Range.To-5]>0) frDown=true; else frDown=false;
// Значения Alligator около фрактала
aGuba5 = _allInd.LipsSeries[Bars.Range.To - 5];
aZub5 = _allInd.TeethSeries[Bars.Range.To - 5];
aChelust5 = _allInd.JawsSeries[Bars.Range.To - 5];
// Значене Alligator у цены
aGuba = _allInd.LipsSeries[Bars.Range.To]; //З
aZub = _allInd.TeethSeries[Bars.Range.To]; //К
aChelust = _allInd.JawsSeries[Bars.Range.To]; //С
// Значения Gator Oscillator
gNU = _goInd.NegativeSeriesUp[Bars.Range.To - 1];
gND = _goInd.NegativeSeriesDown[Bars.Range.To - 1];
gPD = _goInd.PositiveSeriesDown[Bars.Range.To - 1];
gPU = _goInd.PositiveSeriesUp[Bars.Range.To - 1];
// =================================================================================================================================
// 1. Alligator СПИТ - Торгуем
// Правильно ЗКС или СКЗ - если наоборот то линии переплелись - Торг
if (!((aGuba > aZub && aZub > aChelust) || (aChelust > aZub && aZub > aGuba)))
{
Torg = true;
//Print("#01 Torg - Линии Алигатора переплелись! ",DTime);
}
//Print("gNU={0},gND={1},gPU={2},gPD={3} -- {4}",gNU,gND,gPU,gPD,Bars[Bars.Range.To-1].Time);
//if (gPU>0 && gNU<0) allEst=true; else allEst=false;
//Print("Алигатор ЕСТ - PU={0} NU={1} - {2} ",gPU,gNU,Bars[Bars.Range.To-1].Time);
if ((gPD > 0 && gND < 0) || (gPD > 0 && gNU < 0) || (gPU > 0 && gND < 0))
{
allSpit = true;
//Print("#01 Аллигатор СПИТ! -- {0} ",DTime);
}
else
{
allSpit = false;
}
//Print("Алигатор СПИТ - PD={0} ND={1} - {2} ",gPD,gND,Bars[Bars.Range.To-1].Time);
//if ((gPD>0 && gNU<0) || (gPU>0 && gND<0))
//Print("Алигатор ПРОСЫПАЕТСЯ - PD>0={0} NU<0={1} gPU>0={2} gND<0={3} - {4} ",gPD,gNU,gPU,gND,Bars[Bars.Range.To-1].Time);
// =================================================================================================================================
// Срабатывает - когда появился новый фрактал - frUp frDown=true!
// Запоминаем значения Свечи бара-фрактала(frUpH) и время (frUp_Time)
if (frSU > 0)
{
frUpH = Bars[Bars.Range.To - 5].High;
frUpL = Bars[Bars.Range.To - 5].Low;
frUpC = Bars[Bars.Range.To - 5].Close;
frUp_Time = Bars[Bars.Range.To - 5].Time;
}
if (frSD > 0)
{
frDownL = Bars[Bars.Range.To - 5].Low;
frDownH = Bars[Bars.Range.To - 5].High;
frDownC = Bars[Bars.Range.To - 5].Close;
frDown_Time = Bars[Bars.Range.To - 5].Time;
}
//===============================================================================================================================
// Появился новый фрактал и Свеча Fractalа ВЫШЕ Alligatora не касается Alligatorа
// низ Бар-Фрактала выше Alligator - Назначаем рабочим (fr_all_Up) для Buy
// fr_all_Up_L - если появился рабочий фрактал Buy - true
if (frSU > 0 && frUpL > aGuba5 && frUpL > aChelust5 && frUpL > aZub5)
{
fr_all_Up = frUpH; fr_all_Up_Time = frUp_Time; fr_all_Up_L = true;
Print("02 Фрактал ВВЕРХ и выше Алигатора - {0} ", Bars[Bars.Range.To - 1].Time);
}
// Если появился новый фрактал ВВЕРХ и касается Алигатора - отменяем "рабочий"
if (frSU > 0 && !(frUpL > aGuba5 && frUpL > aChelust5 && frUpL > aZub5))
{
fr_all_Up_L = false;
Print("03 Фрактал ВВЕРХ но касается Алигатора - {0} }", Bars[Bars.Range.To - 1].Time);
}
//===============================================================================================================================
// Появился новый фрактал ВНИЗ и Свеча Fractalа НИЖЕ Alligatora не касается Alligatorа
// ВЕРХ Бар-Фрактала НИЖЕ Alligator - Назначаем рабочим (fr_all_Down) для SellLimit
if (frSD > 0 && frDownH < aGuba5 && frDownH < aChelust5 && frDownH < aZub5)
{
fr_all_Down = frDownL; fr_all_Down_Time = frDown_Time; fr_all_Down_L = true;
Print("04 Фрактал НИЖЕ Алигатора - {0} ", Bars[Bars.Range.To - 1].Time);
}
// Если появился новый фрактал ВНИЗ и касается Алигатора - отменяем "рабочий"
if (frSD > 0 && !(frDownH < aGuba5 && frDownH < aChelust5 && frDownH < aZub5))
{
fr_all_Down_L = false;
Print("05 Фрактал ВНИЗ и касается Алигатора - {0} ", Bars[Bars.Range.To - 1].Time);
}
//===============================================================================================================================
// Появился новый фрактал ВВЕРХ и назначен рабочим и есть отложеный ордер
// меняем цену открытия и ставим TP - Низ/Верх противоположного фрактала
if (frSU > 0 && fr_all_Up_L && posGuidBuy != Guid.Empty)
{
if (Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
// Ордер SellLimit-ВНИЗ - Цена открытия=High раб фрактала, SL=200p TP=Low противопложного фрактала
{
var result = Trade.UpdatePendingPosition(posGuidBuy, 0.1, fr_all_Up, frDownL, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
Print("06 UpdatePending - !появился новый фр-рабочий - переносим цену и StopLoss TP - {0} ", DTime);
}
}
}
// Если появился новый фрактал и не подходит под рабочий и есть отрытый отложеный ордер - отменяем ордер Buy
if (frSU > 0 && !fr_all_Up_L && posGuidBuy != Guid.Empty)
{
if (Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
Print("07 Появился новый ВВЕРХ фрактал и не подходит под рабочий - отменяем пред. BuyStop - CancelPending - {0} ", DTime);
}
}
// Алигатор СПИТ и появился новый фрактал и назначен рабочим и нет отложек- ставим отложеный ордер
// и при этом нет открытых ордеров (posGuidBuy)
if (allSpit && frSU > 0 && fr_all_Up_L && posGuidBuy == Guid.Empty)
{
// Закрываем SellStop
if (posGuidSell != Guid.Empty)
{
if (Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell);
Print("12 Отменяем SellStop бо появился раб-фрактал - {0} ", DTime);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
// открываем BuyStop - Цена=High раб. ВВЕРХ фрактала SL=200p TP=Низ против. фрактала
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyStop, 0.1, fr_all_Up, 0, Stops.InPrice(frDownL - SL, null), null, null, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
Print("09 BuyStop - {0}", DTime);
}
else
{
//var result2=Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1, fr_all_Up, -1, Stops.InPrice(frDownL,null), null, null);
var result2 = Trade.Buy(Instrument.Id, 0.1);
if (result2.IsSuccessful)
{
posGuidBuy = result2.Position.Id;
Print("09 Buy ОТКРЫТО!! - {0}", DTime);
}
}
}
//===============================================================================================================================
// Появился новый фрактал ВНИЗ и назначен рабочим но есть отложеный ВНИЗУ ордер
// переносим цену открытия и ставим Stop - Низ/Верх противоположного фрактала
if (allSpit && frSD > 0 && fr_all_Down_L && posGuidSell != Guid.Empty)
{
if (Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var result = Trade.UpdatePendingPosition(posGuidSell, 0.1, fr_all_Down, frUpH + SL, null);
if (result.IsSuccessful)
{
posGuidSell = result.Position.Id;
Print("10 Sell UpdatePending - !появился новый фр-рабочий - переносим цену и StopLoss - {0} ", DTime);
}
}
}
// Если появился новый фрактал ВНИЗ и не подходит под рабочий и есть отрытый отложеный ордер - отменяем ордер Sell
if (frSD > 0 && !fr_all_Down_L && posGuidSell != Guid.Empty)
{
if (Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
Print("11 Sell CancelPending - {0} ", DTime);
}
}
// Алигатор переплетен и появился новый фрактал ВНИЗ и назначен рабочим и нет открытых Sell ордеров (posGuidSell)-
// ставим отложеный ордер SellStop и отменяем BuyStop - если открыт!
if (allSpit && frSD > 0 && fr_all_Down_L && posGuidSell == Guid.Empty)
{ // Закрываем BuyStop
if (posGuidBuy != Guid.Empty)
{
if (Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy);
Print("12 Отменяем BuyStop бо появился раб-фрактал - {0} ", DTime);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
// Открываем SellStop
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellStop, 0.1, fr_all_Down, 0, Stops.InPrice(frUpH + SL, null), null, null, null);
if (result.IsSuccessful)
{
posGuidSell = result.Position.Id;
Print("13 SellStop - {0} ", DTime);
}
else
{
//var result2=Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1, fr_all_Up, -1, Stops.InPrice(frDownL,null), null, null);
var result2 = Trade.Sell(Instrument.Id, 0.1);
if (result2.IsSuccessful)
{
posGuidBuy = result2.Position.Id;
Print("09 Sell ОТКРЫТО!! - {0}", DTime);
}
}
}
//===============================================================================================================================
// Отменяем торг если вошли в позицию - Следующий вход - когда снова переплетется Алигатор
//if (Torg && posGuidBuy!=Guid.Empty && Trade.GetPosition(posGuidBuy).State ==PositionState.Active) { Torg=false; }
//if (Torg && posGuidSell!=Guid.Empty && Trade.GetPosition(posGuidSell).State==PositionState.Active) { Torg=false; }
//===============================================================================================================================
// Появился новый фрактал ВВЕРХ и открыта позиция Sell - переосим стоп
if (frUpH != frUpH1)
{
frUpH1 = frUpH;
if (Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res3 = Trade.UpdateMarketPosition(posGuidSell, frUpH1 + SL, null, null);
if (res3.IsSuccessful)
{
Print("15 SellStop - UpdatePending StopLoss когда Появился новый фрактал Up - {0} ", DTime);
}
else
{
var res2 = Trade.CloseMarketPosition(posGuidSell); if (res2.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
}
// Появился новый фрактал ВНИЗ и ОТКРЫТА позиция Buy - переносим стоп - Работает!
if (frSD > 0 && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var result2 = Trade.UpdateMarketPosition(posGuidBuy, frDownL - SL, null, null);
if (result2.IsSuccessful)
{
Print("14 BuyStop - !UpdatePending StopLoss когда Появился новый фрактал Down - {0}", DTime);
}
else
{
var res0 = Trade.CloseMarketPosition(posGuidBuy); if (res0.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
//===============================================================================================================================
//if (Trade.GetPosition(posGuidBuy).State.ToString()=="Active" && Trade.GetPosition(posGuidBuy).Pips>300) { Trade.CloseMarketPosition(posGuidBuy); pBuy=false; Torg=false;}
//if (Trade.GetPosition(posGuidSell).State.ToString()=="Active" && Trade.GetPosition(posGuidSell).Pips>300) { Trade.CloseMarketPosition(posGuidSell); pSell=false; Torg=false;}
if (posGuidSell != Guid.Empty)
{
var posS = Trade.GetPosition(posGuidSell);
var stateS = posS.State;
if (stateS.ToString() == "Active")
{
var pos = Trade.GetPosition(posGuidSell);
var pips = pos.Pips;
//Print("Pips={0} ",pips,Bars[Bars.Range.To-1].Time);
}
}
if (posGuidBuy != Guid.Empty)
{
var posB = Trade.GetPosition(posGuidBuy);
var stateB = posB.State;
if (stateB.ToString() == "Active")
{
var pos = Trade.GetPosition(posGuidBuy);
var pips = pos.Pips;
//Print("Pips={0} ",pips,Bars[Bars.Range.To-1].Time);
}
}
// =================================================================================================================================
// Закрываем ордер на покупку когда свеча каснется Зубов Alligator
// if(pBuy && Bars[Bars.Range.To-1].Close<aGuba && posGuidBuy!=Guid.Empty) { Trade.CloseMarketPosition(posGuidBuy); pBuy=false; Torg=false;}
// if(Trade.GetPosition(posGuidBuy).Pips>100 && posGuidBuy!=Guid.Empty) {
// var res = Trade.CloseMarketPosition(posGuidBuy); Print("Buy - Закрываем позицию - {0} ",DTime);
// if (res.IsSuccessful) posGuidBuy=Guid.Empty; Torg=false;}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty; Print("Buy - Закрыто по StopLoss (Корекция) - {0} ", DTime);
}
//if(pBuy && Bars[Bars.Range.To-1].Close<aChelust && _positionGuid!=Guid.Empty) { ClosePosition(); pBuy=false; Torg=false;}
// if(pBuy && aoUp1>0 && aoDown>0 && _positionGuid!=Guid.Empty) { ClosePosition(); pBuy=false; Torg=false;}
// Закрываем ордер на продажу когда свеча каснется Зубов
// if(pSell && Bars[Bars.Range.To-1].Close>aGuba && posGuidSell!=Guid.Empty) { Trade.CloseMarketPosition(posGuidSell); pSell=false; Torg=false;}
// if(Trade.GetPosition(posGuidSell).Pips>100 && posGuidSell!=Guid.Empty) {
// var res = Trade.CloseMarketPosition(posGuidSell); Print("Sell - Закрываем позицию - {0} ",DTime);
// if (res.IsSuccessful) posGuidSell=Guid.Empty; Torg=false; }
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty; Print("Sell - Закрыто по StopLoss (Корекция) - {0} ", DTime);
}
//if(pSell && Bars[Bars.Range.To-1].Close>aChelust && _positionGuid!=Guid.Empty) { ClosePosition(); pSell=false; Torg=false;}
// if(pSell && aoUp<0/ && aoDown1<0 && _positionGuid!=Guid.Empty) { ClosePosition(); pSell=false; Torg=false;}
}
//===============================================================================================================================
protected override void NewBar()
{
if (first)
{
first = false;
iFT = TimeToIndex(dt1, Timeframe);
if (tu)
{
nkz4 = Bars[iFT].High - ((NKZ - 5 - (NKZ * kf)) * Instrument.Point);
nkz2 = Bars[iFT].High - (((NKZ * 2) - (NKZ * 2 * kf)) * Instrument.Point);
nkz4v = Bars[iFT].High - ((NKZ - 5) * Instrument.Point);
nkz2v = Bars[iFT].High - ((NKZ * 2) * Instrument.Point);
}
if (td)
{
nkz4 = Bars[iFT].Low + ((NKZ - 5 - (NKZ * kf)) * Instrument.Point);
nkz2 = Bars[iFT].Low + (((NKZ * 2) - (NKZ * 2 * kf)) * Instrument.Point);
nkz4v = Bars[iFT].Low + ((NKZ - 5) * Instrument.Point);
nkz2v = Bars[iFT].Low + (((NKZ * 2)) * Instrument.Point);
}
zmax = Bars[iFT].High;
zmin = Bars[iFT].Low;
}
if (dt0 != dt1)
{
Tools.Remove(toolPolyLine);
Tools.Remove(toolRectangle);
Tools.Remove(toolRectangle1);
nkz4 = Math.Round(nkz4, Instrument.PriceScale);
nkz2 = Math.Round(nkz2, Instrument.PriceScale);
nkz4v = Math.Round(nkz4v, Instrument.PriceScale);
nkz2v = Math.Round(nkz2v, Instrument.PriceScale);
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
if (posGuidBuy == Guid.Empty && tu)
{
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyLimit, 0.1,
nkz4, 0,
Stops.InPrice(200, null), null, null, mgB);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
}
}
if (posGuidSell == Guid.Empty && td)
{
var result1 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellLimit, 0.1,
nkz4, 0,
Stops.InPrice(200, null), null, null, mgS);
if (result1.IsSuccessful)
{
posGuidSell = result1.Position.Id;
}
}
toolPolyLine = Tools.Create <PolyLine>(); toolPolyLine.Color = Color.Aqua;
toolRectangle = Tools.Create <Rectangle>(); toolRectangle.BorderColor = Color.Aqua; toolRectangle.Color = Color.DarkSeaGreen;
toolRectangle1 = Tools.Create <Rectangle>(); toolRectangle1.BorderColor = Color.Aqua; toolRectangle1.Color = Color.DarkSeaGreen;
toolPolyLine.AddPoint(new ChartPoint(Bars[iFT].Time, Bars[iFT].High));
toolPolyLine.AddPoint(new ChartPoint(Bars[iFT].Time, nkz2v));
toolRectangle.Point1 = new ChartPoint(Bars[iFT].Time, nkz4);
toolRectangle.Point2 = new ChartPoint(Bars[Bars.Range.To - 1].Time.AddHours(24), nkz4v);
toolRectangle1.Point1 = new ChartPoint(Bars[iFT].Time, nkz2);
toolRectangle1.Point2 = new ChartPoint(Bars[Bars.Range.To - 1].Time.AddHours(24), nkz2v);
dt0 = dt1;
}
}
//===============================================================================================================================
protected override void NewBar()
{
_wprInd.ReInit();
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
z50_3 = 0; z50_2 = 0; z50_1 = 0; torg = false;
zzu5 = 0; zzu4 = 0; zzu3 = 0; zzu2 = 0; zzu1 = 0;
zzd5 = 0; zzd4 = 0; zzd3 = 0; zzd2 = 0; zzd1 = 0;
if (posGuidBuy != Guid.Empty)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Monday && Bars[Bars.Range.To - 1].Time.Hour == 01)
{
torg = true;
}
//======================================================================================================================================
if (_wprInd.MainIndicatorSeries[Bars.Range.To - 1] > 0)
{
if (zzd3 != 0 && zzd2 != 0 && zzd1 != 0)
{
torg2 = true;
}
else
{
torg2 = false;
}
zz3 = zz2; zz2 = zz1; zz1 = _wprInd.MainIndicatorSeries[Bars.Range.To - 1];
zzi3 = zzi2; zzi2 = zzi1; zzi1 = Bars.Range.To - 1;
//====== ВВЕРХУ ПИК =====================================================================================================================
if (zz3 < zz2 && zz2 > zz1)
{ // ВВЕРХУ
zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
vy.Time = Bars[Bars.Range.To - 1].Time;
// ВВЕРХУ
Print("ВВЕРХУ {0} - {1}<{2}={3} [{4}]", Bars[Bars.Range.To - 1].Time, zzu1, zzu3, zzu3 < zzu1, torg2);
if (zzu3 < zzu1 && torg2)
{
var toolPolyLine = Tools.Create <PolyLine>();
toolPolyLine.Color = Color.SpringGreen;
toolPolyLine.Width = 4;
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd3].Time, Bars[zzd3].High));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd2].Time, Bars[zzd2].Low));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd1].Time, Bars[zzd1].High));
toolPolyLine.AddPoint(new ChartPoint(Bars[Bars.Range.To - 1].Time, Bars[Bars.Range.To - 1].Close));
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var result = Trade.UpdatePendingPosition(posGuidBuy, 0.1, Bars[zzd1].High + 0.000010, Bars[zzd1].High - 0.00005, Bars[zzd1].High + 0.00250);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
}
}
if (posGuidBuy == Guid.Empty)
{
var result2 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyStop, 0.1, Bars[zzd1].High + Instrument.Spread + 0.00020, 0, Stops.InPrice(Bars[zzd1].High - Instrument.Spread - 0.00050, Bars[zzd1].High + Instrument.Spread + 0.00250), null, null, null);
if (result2.IsSuccessful)
{
posGuidBuy = result2.Position.Id;
}
}
}
}
//==== ВНИЗУ ПИК ======================================================================================================================
if (zz3 > zz2 && zz2 < zz1)
{ // ВНИЗУ
zzd5 = zzd4; zzd4 = zzd3; zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
zzu5 = zzu4; zzu4 = zzu3; zzu3 = zzu2; zzu2 = zzu1; zzu1 = zz2;
vb.Time = Bars[Bars.Range.To - 1].Time;
Print("ВНИЗУ {0} - {1}<{2} = {3} [{4}]", Bars[Bars.Range.To - 1].Time, zzu1, zzu3, zzu3 > zzu1, torg2);
if (zzu3 > zzu1 && torg2)
{
var toolPolyLine = Tools.Create <PolyLine>();
toolPolyLine.Color = Color.Blue;
toolPolyLine.Width = 4;
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd3].Time, Bars[zzd3].Low));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd2].Time, Bars[zzd2].High));
toolPolyLine.AddPoint(new ChartPoint(Bars[zzd1].Time, Bars[zzd1].Low));
toolPolyLine.AddPoint(new ChartPoint(Bars[Bars.Range.To - 1].Time, Bars[Bars.Range.To - 1].Close));
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var result = Trade.UpdatePendingPosition(posGuidSell, 0.1, Bars[zzd1].Low - 0.0001, Bars[zzd1].Low + 0.0001, Bars[zzd1].Low - 0.00300);
if (result.IsSuccessful)
{
posGuidSell = result.Position.Id;
}
}
if (posGuidSell == Guid.Empty)
{
var result3 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellStop, 0.1, Bars[zzd1].Low - Instrument.Spread - 0.00025, 0, Stops.InPrice(Bars[zzd1].Low + Instrument.Spread + 0.00050, Bars[zzd1].Low - Instrument.Spread - 0.00250), null, null, null);
if (result3.IsSuccessful)
{
posGuidSell = result3.Position.Id;
}
}
}
}
}
}
protected override void NewBar()
{
// Event occurs on every new bar
aoUp1 = _awoInd.SeriesUp[Bars.Range.To - 1]; // Зелені лінії - Вверху>0 Внизу<0
aoDown1 = _awoInd.SeriesDown[Bars.Range.To - 1]; // Червоні лінії
aoUp2 = _awoInd.SeriesUp[Bars.Range.To - 2]; // Зелені лінії - Вверху>0 Внизу<0
aoDown2 = _awoInd.SeriesDown[Bars.Range.To - 2];
aoUp3 = _awoInd.SeriesUp[Bars.Range.To - 3]; // Зелені лінії - Вверху>0 Внизу<0
aoDown3 = _awoInd.SeriesDown[Bars.Range.To - 3];
aoUp4 = _awoInd.SeriesUp[Bars.Range.To - 4]; // Зелені лінії - Вверху>0 Внизу<0
aoDown4 = _awoInd.SeriesDown[Bars.Range.To - 4];
// frUp frDown - Истина если появился НОВЫЙ фрактал Вверх/Вниз
if (_frInd.TopSeries[Bars.Range.To - 5] > 0)
{
frUp = true; frUpH = Bars[Bars.Range.To - 5].High;
}
else
{
frUp = false;
}
if (_frInd.BottomSeries[Bars.Range.To - 5] > 0)
{
frDown = true; frDownL = Bars[Bars.Range.To - 5].Low;
}
else
{
frDown = false;
}
// sF = _ftoInd.FisherSeries[Bars.Range.To-1]; // Фішеер - Плюс-зверху Мінус - знизу
// sF1 = _ftoInd.FisherSeries[Bars.Range.To-2];
// Пересечение Фишер
// if (sF1<0 && sF>0) vlB.Time=Bars[Bars.Range.To-1].Time; // ВВЕРХ
// if (sF1>0 && sF<0) vlR.Time=Bars[Bars.Range.To-1].Time; // ВНИЗ
// AO - пересечение 0
if (aoUp2 <= 0 && aoUp1 >= 0)
{
DV = 0; UV = 0; DN = 0; UN = 0; U0 = true; D0 = false;
}
//Print("aoUp2({0})<=0 && aoUp1({1})>=0 {2} - {3}",aoUp2,aoUp1,U0,Bars[Bars.Range.To-1].Time);
if (aoDown2 >= 0 && aoDown1 <= 0)
{
DV = 0; UV = 0; DN = 0; UN = 0; U0 = false; D0 = true;
}
//Print("aoDown2({0})<=0 && aoDown1({1})>=0 {2} - {3}",aoDown2,aoDown1,D0,Bars[Bars.Range.To-1].Time);
// 1 UV
if (aoUp4 > 0 && aoUp3 > 0 && aoDown2 > 0 && aoDown1 > 0)
{
UV++; if (UV == 1)
{
MaxU = aoUp3;
}
}
// 2 DV
if (aoDown4 < 0 && aoDown3 < 0 && aoUp2 < 0 && aoUp1 < 0)
{
DV++; if (DV == 1)
{
MaxD = aoDown3;
}
}
// 3 UN
if (aoDown4 > 0 && aoDown3 > 0 && aoUp2 > 0 && aoUp1 > 0)
{
UN++;
}
// 4 DN
if (aoUp4 < 0 && aoUp3 < 0 && aoDown2 < 0 && aoDown1 < 0)
{
DN++;
}
//=== КОРЕКЦИЯ ===========================================================================================================
if (_positionGuidB != Guid.Empty && Trade.GetPosition(_positionGuidB).State == PositionState.Closed)
{
_positionGuidB = Guid.Empty;
}
if (_positionGuidS != Guid.Empty && Trade.GetPosition(_positionGuidS).State == PositionState.Closed)
{
_positionGuidS = Guid.Empty;
}
// =======================================================================================================================
//if (U0) Print("U0={0} UV={1} UN={2} MaxU={3} -- {4}",U0,UV,UN,MaxU,Bars[Bars.Range.To-1].Time);
if (U0 && UV == 1 && UN == 1 && MaxU > 0.00005)
{
Print("U0={0} UV={1} UN={2} MaxU={3} -- {4}", U0, UV, UN, MaxU, Bars[Bars.Range.To - 1].Time);
if (_positionGuidB == Guid.Empty)
{
var vlR1 = Tools.Create <VerticalLine>();
vlR1.Color = Color.Red;
vlR1.Time = Bars[Bars.Range.To - 1].Time;
var result2 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1, Instrument.Bid, -1, Stops.InPrice(frDownL - TP, null), null, null);
if (result2.IsSuccessful)
{
_positionGuidB = result2.Position.Id;
}
}
}
//if (D0) Print("D0={0} DV={1} DN={2} MaxD={3} -- {4}",D0,DV,DN,MaxD,Bars[Bars.Range.To-1].Time);
if (D0 && DV == 1 && DN == 1 && MaxD < -0.00005)
{
Print("D0={0} DV={1} DN={2} MaxD={3} -- {4}", D0, DV, DN, MaxD, Bars[Bars.Range.To - 1].Time);
if (_positionGuidS == Guid.Empty)
{
var vlR2 = Tools.Create <VerticalLine>();
vlR2.Color = Color.Blue;
vlR2.Time = Bars[Bars.Range.To - 1].Time;
var result2 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1, Instrument.Ask, -1, Stops.InPrice(frUpH + TP, null), null, null);
if (result2.IsSuccessful)
{
_positionGuidS = result2.Position.Id;
}
}
}
if (_positionGuidB != Guid.Empty && frDown && frD != frDownL)
{
frD = frDownL;
var result2 = Trade.UpdateMarketPosition(_positionGuidB, frDownL, null, null);
if (result2.IsSuccessful)
{
_positionGuidB = result2.Position.Id;
}
}
if (_positionGuidS != Guid.Empty && frUp)
{
frU = frUpH;
var result2 = Trade.UpdateMarketPosition(_positionGuidS, frUpH, null, null);
if (result2.IsSuccessful)
{
_positionGuidS = result2.Position.Id;
}
}
// Закриття --------------------------------------------------
/*if ( U0 && UV==2 && UN==1) {
* if (_positionGuidB!=Guid.Empty)
* { var result =Trade.CloseMarketPosition(_positionGuidB);
* if (result.IsSuccessful) _positionGuidB = Guid.Empty;}
* }*/
if (D0 || (aoDown4 > 0 && aoDown1 < 0) || (aoDown3 > 0 && aoDown1 < 0))
{
if (_positionGuidB != Guid.Empty)
{
var result = Trade.CloseMarketPosition(_positionGuidB);
if (result.IsSuccessful)
{
_positionGuidB = Guid.Empty;
}
}
}
/*
*
* if ( D0 && DV==2 && DN==1) {
* if (_positionGuidS!=Guid.Empty)
* { var result =Trade.CloseMarketPosition(_positionGuidS);
* if (result.IsSuccessful) _positionGuidS = Guid.Empty;}
*
* } */
if (U0 || (aoUp4 < 0 && aoUp1 > 0) || (aoUp4 < 0 && aoUp1 > 0))
{
if (_positionGuidS != Guid.Empty)
{
var result = Trade.CloseMarketPosition(_positionGuidS);
if (result.IsSuccessful)
{
_positionGuidS = Guid.Empty;
}
}
}
}
protected override void NewBar()
{
O1 = Bars[Bars.Range.To - 1].Open;
C1 = Bars[Bars.Range.To - 1].Close;
H1 = Bars[Bars.Range.To - 1].High;
L1 = Bars[Bars.Range.To - 1].Low;
DTime = Bars[Bars.Range.To - 1].Time;
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty; LogU = false;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty; LogD = false;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res = Trade.CancelPendingPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//======================================================================================================================================
//Print("{0} - torg={1} LogU={2} LogD={3} Hour={4} Min={5}",DTime,torg,LogU,LogD,DTime.Hour,DTime.Minute);
// Максимальне та мінімальне знячення за день - на H1 - періоді..
if (DTime.Hour == 23 && DTime.Minute == 00)
{
LogU = true; LogD = true; torg = false;
var highestIndex = Series.Highest(Bars.Range.To, 24, PriceMode.High);
var highestPrice = Bars[highestIndex].High;
U1 = highestPrice;
var lowestIndex = Series.Lowest(Bars.Range.To, 24, PriceMode.Low);
var lowestPrice = Bars[lowestIndex].Low;
D1 = lowestPrice;
// Різниця в пунктах між MAX-MIN
Dt = (int)Math.Round((U1 - D1) * 100000, 0);
// Малюємо горизонтальну лінію на рівнях
Line1.Price = U1;
Line1.Text = string.Format("{0}", Dt);
Line2.Price = D1;
TPU = Math.Round(U1 + (U1 - D1) * 0.2353, 5);
TPD = Math.Round(D1 - (U1 - D1) * 0.2353, 5);
}
if (DTime.Hour == 04 && DTime.Minute == 00 && LogU && LogD)
{
torg = true;
}
if (DTime.Hour == 20 && DTime.Minute == 00)
{
torg = false;
}
//======================================================================================================================================
if (C1 > U1 && O1 < U1)
{
zkU = Math.Abs((C1 - U1) * 100 / (C1 - O1));
}
if (O1 > D1 && C1 < D1)
{
zkD = Math.Abs((D1 - C1) * 100 / (C1 - O1));
}
if (C1 < U1)
{
zkU = 0;
}
if (O1 > U1)
{
zkU = 100;
}
if (C1 > D1)
{
zkD = 0;
}
if (O1 < D1)
{
zkD = 100;
}
//Print("zkU={0} zkD={1} {2} {3}",zkU,zkD,TPU,TPD);
//======================================================================================================================================
if (LogU && C1 > U1)
{
LogU = false; Print("1 - {0}", _stoIndH1.SignalLine[Bars.Range.To - 1] > 80.0);
if (_stoIndH1.SignalLine[Bars.Range.To - 1] > 80.0)
{
Print("2");
zkU = Math.Abs((C1 - U1) * 100 / (C1 - O1));
Print("{0} zkU={1}", DTime, zkU);
if (torg && posGuidBuy == Guid.Empty && zkU > 20)
{
SLD = Math.Round(Bars[Bars.Range.To - 1].Close - 0.002, 5);
//var result=Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1,Instrument.Ask,-1,Stops.InPips(200,TPU),null);
var result = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1, Instrument.Ask, -1, Stops.InPrice(SLU, TPU), null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
}
}
var vline = Tools.Create <VerticalLine>();
vline.Color = Color.Red; vline.Width = 4;
vline.Time = Bars[Bars.Range.To - 2].Time;
}
}
//======================================================================================================================================
if (LogD && C1 < D1)
{
LogD = false; Print("3 - {0}", _stoIndH1.SignalLine[Bars.Range.To - 1] < 20.0);
if (_stoIndH1.SignalLine[Bars.Range.To - 1] < 20.0)
{
Print("2");
zkD = Math.Abs((D1 - C1) * 100 / (C1 - O1));
Print("{0} zkD={1}", DTime, zkD);
if (torg && posGuidSell == Guid.Empty && zkD > 20)
{
SLD = Math.Round(Bars[Bars.Range.To - 1].Close + 0.002, 5);
//var result=Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1,Instrument.Bid,-1,Stops.InPips(200,TPU),null);
var result = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1, Instrument.Bid, -1, Stops.InPrice(SLD, TPD), null);
if (result.IsSuccessful)
{
posGuidSell = result.Position.Id;
}
}
var vline = Tools.Create <VerticalLine>();
vline.Color = Color.Blue; vline.Width = 4;
vline.Time = Bars[Bars.Range.To - 2].Time;
}
}
Print("{0} - torg={1} LogU={2} LogD={3} Hour={4} Min={5} TPU={6} TPD={7} Stoh={8}", DTime, torg, LogU, LogD, DTime.Hour, DTime.Minute, TPU, TPD, _stoIndH1.SignalLine[Bars.Range.To - 1]);
//======================================================================================================================================
/* if (_ftoInd.FisherSeries[Bars.Range.To-1]<_ftoInd.Ma1Series[Bars.Range.To-1] &&
* _ftoInd.FisherSeries[Bars.Range.To]>_ftoInd.Ma1Series[Bars.Range.To]) isFMU=true; else isFMU=false;
* if (_ftoInd.FisherSeries[Bars.Range.To-1]>_ftoInd.Ma1Series[Bars.Range.To-1] &&
* _ftoInd.FisherSeries[Bars.Range.To]<_ftoInd.Ma1Series[Bars.Range.To]) isFMD=true; else isFMD=false;
*
*
* if(isFMU)
* { if (posGuidBuy!=Guid.Empty && Trade.GetPosition(posGuidBuy).State==PositionState.Active)
* {var res1 = Trade.CloseMarketPosition(posGuidBuy); if (res1.IsSuccessful) posGuidBuy = Guid.Empty;} }
*
* if(isFMD)
* { if (posGuidSell!=Guid.Empty && Trade.GetPosition(posGuidSell).State==PositionState.Active)
* {var res3 = Trade.CloseMarketPosition(posGuidSell); if (res3.IsSuccessful) posGuidSell = Guid.Empty;} }
*/
}
protected override void NewBar()
{
DTime = Bars[Bars.Range.To - 1].Time;
// Event occurs on every new bar
_maInd1_1 = _ma1.SeriesMa[Bars.Range.To - 1];
_maInd2_1 = _ma2.SeriesMa[Bars.Range.To - 1];
_maInd3_1 = _ma3.SeriesMa[Bars.Range.To - 1];
_maInd1_2 = _ma1.SeriesMa[Bars.Range.To - 2];
_maInd2_2 = _ma2.SeriesMa[Bars.Range.To - 2];
_maInd3_2 = _ma3.SeriesMa[Bars.Range.To - 2];
_maInd1_3 = _ma1.SeriesMa[Bars.Range.To - 3];
_maInd2_3 = _ma2.SeriesMa[Bars.Range.To - 3];
_maInd3_3 = _ma3.SeriesMa[Bars.Range.To - 3];
_maInd1_4 = _ma1.SeriesMa[Bars.Range.To - 4];
_maInd2_4 = _ma2.SeriesMa[Bars.Range.To - 4];
_maInd3_4 = _ma3.SeriesMa[Bars.Range.To - 4];
_maInd200 = _ma200.SeriesMa[Bars.Range.To - 1];
_maInd200_4 = _ma200.SeriesMa[Bars.Range.To - 4];
if (_maInd200_4 > _maInd1_4 && _maInd200 > _maInd1_1)
{
rl = ((_maInd200_4 - _maInd1_4) < (_maInd200 - _maInd1_1));
}
else
{
rl = false;
}
if (_maInd200_4 < _maInd1_4 && _maInd200 < _maInd1_1)
{
rh = ((_maInd1_4 - _maInd200_4) < (_maInd1_1 - _maInd200));
}
else
{
rh = false;
}
//_maInd1,_maInd2,_maInd3,_maInd1_1,_maInd2_1,_maInd3_1,_maInd1_2,_maInd2_2,_maInd3_2,_maInd1_3,_maInd2_3,_maInd3_3,
//_macdInd1 = _macd.SeriesSignal[Bars.Range.To-1];
//_macdInd2 = _macd.SeriesSignal[Bars.Range.To-2];
//_macdInd3 = _macd.SeriesSignal[Bars.Range.To-3];
//_macdInd4 = _macd.SeriesSignal[Bars.Range.To-4];
//_macdInd,_macdInd1,_macdInd2,_macdInd3
sF = _ftoInd.FisherSeries[Bars.Range.To - 1];
//=== Определение уровня STOP ===========================================================================================================
if (_frInd.TopSeries[Bars.Range.To - 5] > 0)
{
frUp = true; frUpH = Bars[Bars.Range.To - 5].High;
}
else
{
frUp = false;
}
if (_frInd.BottomSeries[Bars.Range.To - 5] > 0)
{
frDown = true; frDownL = Bars[Bars.Range.To - 5].Low;
}
else
{
frDown = false;
}
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== КОРЕКЦИЯ STOP ===========================================================================================================
var posBuy = Trade.GetPosition(posGuidBuy);
var posSell = Trade.GetPosition(posGuidSell);
if (frUp && posGuidSell != Guid.Empty && frUpH < (posSell.OpenPrice + 0.00200))
{
Trade.UpdateMarketPosition(posGuidSell, frUpH + Instrument.Spread, null, null);
}
if (frDown && posGuidBuy != Guid.Empty && frDownL > (posBuy.OpenPrice - 0.00200))
{
Trade.UpdateMarketPosition(posGuidBuy, frDownL - Instrument.Spread, null, null);
}
//=== БЕЗУБЫТОК STOP ===========================================================================================================
// if (posGuidBuy!=Guid.Empty) { var posBuy = Trade.GetPosition(posGuidBuy);
// Print("Buy Price={0} Pips{1}", posBuy.OpenPrice,posBuy.Pips);
// if(posBuy.Pips>100 && posBuy.StopLoss<posBuy.OpenPrice)
// Trade.UpdateMarketPosition(posGuidBuy, posBuy.OpenPrice, null, null); }
// if (posGuidSell!=Guid.Empty) { var posSell = Trade.GetPosition(posGuidSell);
// Print("Sell Price={0} Pips{1}", posSell.OpenPrice,posSell.Pips);
// if(posSell.Pips>100 && posSell.StopLoss>posSell.OpenPrice)
// Trade.UpdateMarketPosition(posGuidSell, posSell.OpenPrice, null, null); }
// 1
if (_maInd3_1 > _maInd2_1 && _maInd2_1 > _maInd1_1)
{
L1 = true;
}
else
{
L1 = false;
}
if (_maInd3_4 > _maInd2_4 && _maInd2_4 > _maInd1_4)
{
L2 = false;
}
else
{
L2 = true;
}
if (_maInd1_1 > _maInd2_1 && _maInd2_1 > _maInd3_1)
{
H1 = true;
}
else
{
H1 = false;
}
if (_maInd1_4 > _maInd2_4 && _maInd2_4 > _maInd3_4)
{
H2 = false;
}
else
{
H2 = true;
}
if (posGuidBuy != Guid.Empty)
{
var pos = Trade.GetPosition(posGuidBuy);
var openTime = pos.OpenTime;
var openPrice = pos.OpenPrice;
// Print("Buy Time : {0} - {1} = {2}",Bars[Bars.Range.To-1].Time.Hour,openTime.Hour,(Bars[Bars.Range.To-1].Time.Hour-openTime.Hour) );
if (Bars[Bars.Range.To - 1].Time.Hour - openTime.Hour > 2 && openPrice > Bars[Bars.Range.To - 1].Close)
{
var res = Trade.CloseMarketPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
if (posGuidSell != Guid.Empty)
{
var pos = Trade.GetPosition(posGuidSell);
var openTime = pos.OpenTime;
var openPrice = pos.OpenPrice;
// Print("Buy Time : {0} - {1} = {2}",Bars[Bars.Range.To-1].Time.Hour,openTime.Hour,(Bars[Bars.Range.To-1].Time.Hour-openTime.Hour) );
if (Bars[Bars.Range.To - 1].Time.Hour - openTime.Hour > 2 && Bars[Bars.Range.To - 1].Close > openPrice)
{
var res = Trade.CloseMarketPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
if (!H1 && posGuidBuy != Guid.Empty)
{
var res = Trade.CloseMarketPosition(posGuidBuy);
if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (!L1 && posGuidSell != Guid.Empty)
{
var res = Trade.CloseMarketPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (L1 && L2 && sF < 0 && _maInd200 > _maInd3_1)
{
var toolVerticalLine = Tools.Create <VerticalLine>();
toolVerticalLine.Time = Bars[Bars.Range.To - 1].Time;
toolVerticalLine.Color = Color.Blue;
if (posGuidSell == Guid.Empty)
{
var result = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1, Instrument.Ask, -1, Stops.InPrice(frUpH, null), null, null);
// var result = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1, Instrument.Ask, -1, Stops.InPips(200,null), null, null);
if (result.IsSuccessful)
{
posGuidSell = result.Position.Id;
}
}
}
// 2
if (H1 && H2 && sF > 0 && _maInd200 < _maInd3_1)
{
var toolVerticalLine = Tools.Create <VerticalLine>();
toolVerticalLine.Time = Bars[Bars.Range.To - 1].Time;
toolVerticalLine.Color = Color.Red;
if (posGuidBuy == Guid.Empty)
{
var result = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1, Instrument.Bid, -1, Stops.InPrice(frDownL, null), null, null);
//var result = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1, Instrument.Bid, -1, Stops.InPips(200,null), null, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
}
}
}
//Print("{0} {1} {2} {3} {4} {5} {6} {7}",Bars[Bars.Range.To-1].Time,_maInd3_3,_maInd3_2,_maInd3_1,_maInd1_1,_maInd2_1,_macdInd1,sF);
//Print("{0} - {1} {2} {3} {4}",Bars[Bars.Range.To-1].Time, (_maInd1_1>_maInd2_1), (_maInd3_3>_maInd1_3), (_maInd3_1>_maInd2_1), sF );
//Print("{0}",Bars[Bars.Range.To-1].Time);
//Print("OK!");
}
protected override void NewBar()
{
i++;
// Event occurs on every new bar
// if (firstBar)
//{
// var result = Trade.BuyStop(Instrument.Id, 0.1, Bars[Bars.Range.To-1].High+0.002);
// if (result.IsSuccessful) posGuid = result.Position.Id;
// firstBar = false;
//}
//Print("{0} - Ask={1} Bid={2} - {3}",Bars[Bars.Range.To-1],Instrument.Ask,Instrument.Bid,Bars[Bars.Range.To-1].Time);
if (firstBar)
{
firstBar = false;
Print("Ask={0} Point={1} PriceScale={2}", Instrument.Ask, Instrument.Point, Instrument.PriceScale);
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellStop, 0.1, Instrument.Ask - 0.001, 0, Stops.InPrice(Instrument.Bid + 0.002), null, null, null);
if (result.IsSuccessful)
{
posGuid = result.Position.Id;
}
}
if (Trade.GetPosition(posGuid).State == PositionState.Closed)
{
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellStop, 0.1, Instrument.Ask - 0.001, 0, Stops.InPrice(Instrument.Bid + 0.002), null, null, null);
if (result.IsSuccessful)
{
posGuid = result.Position.Id;
}
}
Print("State={0} -- {1}", Trade.GetPosition(posGuid).State, Bars[Bars.Range.To - 1].Time);
//if (i==20)
//{
//var res = Trade.UpdatePendingPosition(posGuid, 0.1, Bars[Bars.Range.To-1].High+0.002, null, null);
//var res = Trade.UpdateMarketPosition(posGuid, Bars[Bars.Range.To-1].Low-0.003, null, "Added stoploss and takeprofit");
//}
//if (i>30)
//{
// if (posGuid==Guid.Empty) return;
// var res = Trade.CancelPendingPosition(posGuid);
// if (res.IsSuccessful) posGuid = Guid.Empty;
//}
//if (i>20) {
// if (posGuid!=Guid.Empty) {
//var res = Trade.CloseMarketPosition(posGuid);
//if (res.IsSuccessful) posGuid = Guid.Empty;
//} }
// var pos = Trade.GetPosition(posGuid);
// var state = pos.State;
//Print("State={0}",state);
}
protected override void NewBar()
{
_wprInd.ReInit();
// ЗАКРИТТЯ ПОЗИЦІЙ !!!
// ЗНИЗУ ВВЕРХ
if (_awoInd.SeriesUp[Bars.Range.To - 3] < 0 && _awoInd.SeriesUp[Bars.Range.To - 2] > 0)
{
iU1 = Bars.Range.To; iU3 = Bars.Range.To - 3;
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.BlueViolet; vr.Time = Bars[iU1].Time;
if (Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell);
if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
if (Trade.GetPosition(posGuidSell).State == PositionState.Pending)
{
var res1 = Trade.CancelPendingPosition(posGuidSell);
if (res1.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
// ЗВЕРХУ ВНИЗ
if (_awoInd.SeriesDown[Bars.Range.To - 3] > 0 && _awoInd.SeriesDown[Bars.Range.To - 2] < 0)
{
iD1 = Bars.Range.To; iD3 = Bars.Range.To - 3;
var vr = Tools.Create <VerticalLine>(); vr.Color = Color.Black; vr.Time = Bars[iD1].Time;
if (Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res2 = Trade.CloseMarketPosition(posGuidBuy);
if (res2.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (Trade.GetPosition(posGuidBuy).State == PositionState.Pending)
{
var res3 = Trade.CancelPendingPosition(posGuidBuy);
if (res3.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
//=== КОРЕКЦИЯ ===========================================================================================================
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Closed)
{
posGuidBuy = Guid.Empty;
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Closed)
{
posGuidSell = Guid.Empty;
}
//=== Закрытие всех ордеров если пятница 16:00 (19:00 Kiev) ===========================================================================
if (Bars[Bars.Range.To - 1].Time.DayOfWeek == DayOfWeek.Friday && Bars[Bars.Range.To - 1].Time.Hour == 16)
{
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
if (_wprInd.MainIndicatorSeries[Bars.Range.To - 1] > 0)
{ // Всі точки зиззага
vy.Time = Bars[Bars.Range.To - 1].Time;
zz3 = zz2; zz2 = zz1; zz1 = _wprInd.MainIndicatorSeries[Bars.Range.To - 1]; // Значення ZigZag
zzi3 = zzi2; zzi2 = zzi1; zzi1 = Bars.Range.To - 1; // Індекс свічок
// Індекси свічок в Куті перегибу
// ПИК ВВЕРХУ - закрыть покупку
if (zz3 < zz2 && zz2 > zz1)
{
zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
if (posGuidBuy != Guid.Empty && Trade.GetPosition(posGuidBuy).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidBuy); if (res.IsSuccessful)
{
posGuidBuy = Guid.Empty;
}
}
}
// ПИК ВНИЗУ - закрыть продажа
if (zz3 > zz2 && zz2 < zz1)
{
zzd3 = zzd2; zzd2 = zzd1; zzd1 = zzi2;
if (posGuidSell != Guid.Empty && Trade.GetPosition(posGuidSell).State == PositionState.Active)
{
var res = Trade.CloseMarketPosition(posGuidSell); if (res.IsSuccessful)
{
posGuidSell = Guid.Empty;
}
}
}
//============== Тренд ВВЕРХ - індекси свічок zzd1-3 ====================================================
if (Bars[zzd2].High > Bars[zzd1].High &&
Bars[zzd2].High > Bars[zzd3].High &&
Bars[zzd1].High > Bars[zzd3].High &&
(Bars[zzd2].High - Bars[zzd1].Low) > (Bars[zzd2].High - Bars[zzd3].Low) * 0.23 &&
(Bars[zzd2].High - Bars[zzd1].Low) < (Bars[zzd2].High - Bars[zzd3].Low) * 0.8
)
{ //vr.Time=Bars[zzd1].Time; vb.Time=Bars[zzd2].Time; vg.Time=Bars[zzd3].Time;
Print("{0} Buy={1} iU={2} zzd3={3} zzd2={4}", Bars[Bars.Range.To - 1].Time, posGuidBuy, iU1, zzd3, zzd2);
//var vr=Tools.Create<VerticalLine>(); vr.Color=Color.Red; vr.Time=Bars[zzd1].Time;
if (posGuidBuy == Guid.Empty && zzd3 < iU1 && zzd2 > iU3)
{
var result = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.BuyStop, 0.1, Bars[zzd2].High, 0, Stops.InPrice(Bars[zzd3].Low, null), null, null, null);
//var result = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Buy, 0.1,Instrument.Bid, -1, Stops.InPrice(Bars[zzd3].Low,null), null, null);
if (result.IsSuccessful)
{
posGuidBuy = result.Position.Id;
}
}
}
//============= Тренд ВНИЗ - індекси свічок zzd1 ==========================================================
if (Bars[zzd3].Low > Bars[zzd2].Low &&
Bars[zzd1].Low > Bars[zzd2].Low &&
Bars[zzd3].Low > Bars[zzd1].Low &&
(Bars[zzd1].High - Bars[zzd2].Low) > (Bars[zzd3].High - Bars[zzd2].Low) * 0.23 &&
(Bars[zzd1].High - Bars[zzd2].Low) < (Bars[zzd3].High - Bars[zzd2].Low) * 0.8
)
{ // vr.Time=Bars[zzd1].Time; vb.Time=Bars[zzd2].Time; vg.Time=Bars[zzd3].Time;
// var vr=Tools.Create<VerticalLine>(); vr.Color=Color.Blue; vr.Time=Bars[zzd1].Time;
Print("{0} Sell={1} iD={2} zzd3={3} zzd2={4} ", Bars[Bars.Range.To - 1].Time, posGuidSell, iD1, zzd3, zzd2);
if (posGuidSell == Guid.Empty && zzd3 < iD1 && zzd2 > iD3)
{
var result1 = Trade.OpenPendingPosition(Instrument.Id, ExecutionRule.SellStop, 0.1, Bars[zzd2].Low, 0, Stops.InPrice(Bars[zzd3].High, null), null, null, null);
//var result1 = Trade.OpenMarketPosition(Instrument.Id, ExecutionRule.Sell, 0.1,Instrument.Ask, -1, Stops.InPrice(Bars[zzd3].High,null), null, null);
if (result1.IsSuccessful)
{
posGuidSell = result1.Position.Id;
//XXPrint("{0} ",Bars[Bars.Range.To-1].Time,);
}
}
}
}
}
protected void setPendingBuyOrder()
{
if (listOfBuyStop.Count >= MaxQuantityOfBuyOrders)
{
return;
}
double OP = CalculateOpenPrice(ExecutionRule.BuyStop);
double CurrentAsk = Instrument.Ask;
double CurrentBid = Instrument.Bid;
if (OP <= (CurrentAsk + 2 * Instrument.Spread))
{
OP = Math.Round(CurrentAsk + 3.14 * Instrument.Spread, Instrument.PriceScale);
}
double SL = CalculateSL(ExecutionRule.BuyStop, OP);
if (OP <= SL)
{
SL = (double)Math.Round(OP - staticSL * Instrument.Point, Instrument.PriceScale);
}
double TP = CalculateTP(ExecutionRule.BuyStop, OP);
if (CurrentAsk <= SL)
{
SL = (double)Math.Round(CurrentAsk - (CurrentAsk - SL) - 3.14 * Instrument.Spread, Instrument.PriceScale);
}
if (TP <= OP)
{
TP = (double)Math.Round(OP + (OP - TP) + 3.14 * Instrument.Spread, Instrument.PriceScale);
}
Stops SLTP = Stops.InPrice(
SL,
TP
);
int attempt = 0;
TradeResult tR = null;
do
{
attempt++;
tR = Trade.OpenPendingPosition(Instrument.Id,
ExecutionRule.BuyStop,
vol,
OP,
-1,
SLTP,
Bars[_CIndex].Time.AddDays(90.0),
"buyStop on bar signal",
magicNumber);
}while ((tR == null? true: !tR.IsSuccessful) && attempt < 10);
if ((tR == null? true: !tR.IsSuccessful))
{
XXPrint("[{2}>>]{1} Cann't Send BuyStop order on Price {3} at Bid: {0} ",
Instrument.Bid, DateTime.Now, Instrument.Name, OP);
}
else
{
TradeResult ntR = null;
do
{
attempt++;
ntR = Trade.UpdatePendingPosition(tR.Position.Id,
vol,
OP,
-1,
Bars[_CIndex].Time.AddDays(90.0),
SL,
TP,
"buyStop set SL,TP");
}while ((ntR == null? true: !ntR.IsSuccessful) && attempt < 10);
if (ntR == null? true: !ntR.IsSuccessful)
{
XXPrint("[{2}>>]{1} Cann't modify BuyStop order on Price {3} at Bid: {0} ",
Instrument.Bid, DateTime.Now, Instrument.Name, OP);
attempt = 0;
do
{
attempt++;
ntR = Trade.CancelPendingPosition(tR.Position.Id);
}while((ntR == null? true: !ntR.IsSuccessful) && attempt < 10);
if (ntR == null? true: !ntR.IsSuccessful)
{
XXPrint("[*EC*{2}>>]{1} Cann't cancel strange BuyStop order on Price {3} at Bid: {0} ",
Instrument.Bid, DateTime.Now, Instrument.Name, OP);
}
}
else
{
listOfBuyStop.Add(ntR.Position.Id);
XXPrint("[{3}>>]{2} Sended successfully BuyStop order for position {0} at Price: {1} ",
tR.Position.Id, tR.Position.OpenPrice, Bars[_CIndex].Time, Instrument.Name);
}
}
}
