private double GetH()
{
string home_currency = Account.Currency;
string symbol = Symbol.Code;
string base_currency = symbol.Substring(0, 3);
string quote_currency = symbol.Substring(3, 3);
double home_rate;
//int margin_ratio;
//double units;
//double margin_required;
if (home_currency == base_currency || home_currency == quote_currency)
{
home_rate = MarketData.GetSymbol(symbol).Bid;
}
else
{
home_rate = GetHomeRate(home_currency, base_currency);
}
//margin_ratio = Account.Leverage;
//units = (double)Symbol.LotSize * lots;
//margin_required = RoundUp(((home_rate) * units) / margin_ratio, 2);
return(home_rate);
}
protected override void Initialize()
{
symbol2 = MarketData.GetSymbol(Symbol2);
symbol3 = MarketData.GetSymbol(Symbol3);
symbol4 = MarketData.GetSymbol(Symbol4);
symbol5 = MarketData.GetSymbol(Symbol5);
symbol6 = MarketData.GetSymbol(Symbol6);
symbol7 = MarketData.GetSymbol(Symbol7);
symbol8 = MarketData.GetSymbol(Symbol8);
symbol9 = MarketData.GetSymbol(Symbol9);
symbol10 = MarketData.GetSymbol(Symbol10);
series2 = MarketData.GetSeries(symbol2, TimeFrame);
series3 = MarketData.GetSeries(symbol3, TimeFrame);
series4 = MarketData.GetSeries(symbol4, TimeFrame);
series5 = MarketData.GetSeries(symbol5, TimeFrame);
series6 = MarketData.GetSeries(symbol6, TimeFrame);
series7 = MarketData.GetSeries(symbol7, TimeFrame);
series8 = MarketData.GetSeries(symbol8, TimeFrame);
series9 = MarketData.GetSeries(symbol9, TimeFrame);
series10 = MarketData.GetSeries(symbol10, TimeFrame);
ma1 = Indicators.MovingAverage(MarketSeries.Close, Period, MaType);
ma2 = Indicators.MovingAverage(series2.Close, Period, MaType);
ma3 = Indicators.MovingAverage(series3.Close, Period, MaType);
ma4 = Indicators.MovingAverage(series4.Close, Period, MaType);
ma5 = Indicators.MovingAverage(series5.Close, Period, MaType);
ma6 = Indicators.MovingAverage(series6.Close, Period, MaType);
ma7 = Indicators.MovingAverage(series7.Close, Period, MaType);
ma8 = Indicators.MovingAverage(series8.Close, Period, MaType);
ma9 = Indicators.MovingAverage(series9.Close, Period, MaType);
ma10 = Indicators.MovingAverage(series10.Close, Period, MaType);
}
TriState _OpenPosition(double magicIndex, bool noOrders, string symbolCode, TradeType tradeType, double lots, double slippage, double?stopLoss, double?takeProfit, string comment)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode); if (noOrders && Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol) != null)
{
return(new TriState());
}
if (stopLoss < 1)
{
stopLoss = null;
}
if (takeProfit < 1)
{
takeProfit = null;
}
if (symbol.Digits == 5 || symbol.Digits == 3)
{
if (stopLoss != null)
{
stopLoss /= 10;
}
if (takeProfit != null)
{
takeProfit /= 10;
}
slippage /= 10;
}
int volume = Convert.ToInt32(lots * 100000); if (!ExecuteMarketOrder(tradeType, symbol, volume, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, slippage, comment).IsSuccessful)
{
Thread.Sleep(400); return(false);
}
return(true);
}
TriState _ClosePosition(double magicIndex, string symbolCode, double lots)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos == null)
{
return(new TriState());
}
TradeResult result;
if (lots == 0)
{
result = ClosePosition(pos);
}
else
{
int volume = (int)(lots * 100000);
result = ClosePosition(pos, volume);
}
if (!result.IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
return(true);
}
TriState _ModifyPosition(double magicIndex, string symbolCode, int slAction, double slValue, int tpAction, double tpValue)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode); var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol); if (pos == null)
{
return(new TriState());
}
double?sl, tp; if (slValue == 0)
{
sl = null;
}
else
{
switch (slAction)
{
case 0: sl = pos.StopLoss; break;
case 1: if (pos.TradeType == TradeType.Buy)
{
sl = pos.EntryPrice - slValue * symbol.TickSize;
}
else
{
sl = pos.EntryPrice + slValue * symbol.TickSize;
} break;
case 2: sl = slValue; break;
default: sl = pos.StopLoss; break;
}
} if (tpValue == 0)
{
tp = null;
}
else
{
switch (tpAction)
{
case 0: tp = pos.TakeProfit; break;
case 1: if (pos.TradeType == TradeType.Buy)
{
tp = pos.EntryPrice + tpValue * symbol.TickSize;
}
else
{
tp = pos.EntryPrice - tpValue * symbol.TickSize;
} break;
case 2: tp = tpValue; break;
default: tp = pos.TakeProfit; break;
}
} if (!ModifyPosition(pos, sl, tp).IsSuccessful)
{
Thread.Sleep(400); return(false);
}
return(true);
}
protected override void Initialize()
{
_xbrsymbol = MarketData.GetSymbol("XBRUSD");
_xtisymbol = MarketData.GetSymbol("XTIUSD");
_xbrseries = MarketData.GetSeries(_xbrsymbol, TimeFrame);
_xtiseries = MarketData.GetSeries(_xtisymbol, TimeFrame);
_nocorel = Colors.Gray;
}
protected override void OnBar()
{
MarketSeries data = MarketData.GetSeries(Symbol, TimeFrame.Minute15);
DataSeries series = data.Close;
int index = series.Count - 1;
close = data.Close[index];
high = data.High[index];
low = data.Low[index];
open = data.Open[index];
// Int32 opentime = (Int32)(data.OpenTime[index].Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
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);
Symbol1 = MarketData.GetSymbol("EURUSD");
if (shortPosition == null && longPosition == null && previousFastMa < open && previousFastMa < close)
{
Print("BUY MA " + previousFastMa + " O " + open + " C " + close);
Position position = Positions.Find(label, Symbol, TradeType.Sell);
double vol = Quantity;
if (position.NetProfit > 0)
{
vol = vol * 2;
}
long Volume = Symbol.QuantityToVolume(vol);
ExecuteMarketOrder(TradeType.Buy, Symbol, Volume, label, 222, 50);
//ExecuteMarketOrder(TradeType.Sell, Symbol1, VolumeInUnitsBuy, label, 111, 50);
}
if (longPosition == null && shortPosition == null && previousFastMa > open && previousFastMa > close)
{
Print("SELL MA " + previousFastMa + " O " + open + " C " + close);
Position position = Positions.Find(label, Symbol, TradeType.Buy);
double vol = Quantity;
if (position.NetProfit > 0)
{
vol = vol * 2;
}
long Volume = Symbol.QuantityToVolume(vol);
ExecuteMarketOrder(TradeType.Sell, Symbol, Volume, label, 222, 50);
// ExecuteMarketOrder(TradeType.Buy, Symbol1, VolumeInUnitsBuy, label, 111, 50);
}
}
protected override void Initialize()
{
_ratio = 80;
_xausymbol = MarketData.GetSymbol("XAUUSD");
_xagsymbol = MarketData.GetSymbol("XAGUSD");
_xauseries = MarketData.GetSeries(_xausymbol, TimeFrame);
_xagseries = MarketData.GetSeries(_xagsymbol, TimeFrame);
_nocorel = Colors.Gray;
}
protected override void OnStart()
{
var eurJpySeries = MarketData.GetSeries("EURJPY", TimeFrame);
var eurUsdSeries = MarketData.GetSeries("EURUSD", TimeFrame);
eurJpyRSI = Indicators.RelativeStrengthIndex(eurJpySeries.Close, Periods);
eurUsdRSI = Indicators.RelativeStrengthIndex(eurUsdSeries.Close, Periods);
eurUsd = MarketData.GetSymbol("EURUSD");
}
// Main function to process positions
private void DoWork()
{
if (--ticks > 0 && Math.Abs(last - MarketSeries.Close.LastValue) < symbol.PipSize / 2)
{
return;
}
RefreshData();
ticks = 10;
last = MarketSeries.Close.LastValue;
foreach (Position position in Positions)
{
if (!ManageThisPosition(position))
{
continue;
}
symbol = MarketData.GetSymbol(position.SymbolCode);
Bid = symbol.Bid;
Ask = symbol.Ask;
// Set initial stops if necessary
if ((StopLoss_Initial > 0 && position.StopLoss == null) || (TakeProfit_Initial > 0 && position.TakeProfit == null))
{
SetStops(position);
}
// BreakEven
if (BreakEven_After > 0 && position.Pips >= BreakEven_After)
{
BreakEven(position, BreakEven_Profit);
}
// BreakEven2
if (BreakEven2_After > 0 && position.Pips >= BreakEven2_After)
{
BreakEven(position, BreakEven2_Profit);
}
// Partial Closure at Take Profit 1
if (TakeProfit_1 > 0)
{
TakeProfit1(position);
}
// Jumping StopLoss. SL jumps every X pips. Also keeps a distance of Y pips below market price before setting a new SL
// Only triggers if we're in profit
if (Jumping_Stop > 0 && position.Pips >= Jumping_Stop + Jumping_Distance && position.Pips >= 0)
{
JumpingStop(position);
}
}
}
bool _OrderStatus(double magicIndex, string symbolCode, int test)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
if (test == 0)
{
return(true);
}
if (test == 1)
{
return(true);
}
if (test == 3)
{
return(pos.TradeType == TradeType.Buy);
}
if (test == 4)
{
return(pos.TradeType == TradeType.Sell);
}
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po != null)
{
if (test == 0)
{
return(true);
}
if (test == 2)
{
return(true);
}
if (test == 3)
{
return(po.TradeType == TradeType.Buy);
}
if (test == 4)
{
return(po.TradeType == TradeType.Sell);
}
if (test == 5)
{
return(po.OrderType == PendingOrderType.Limit);
}
if (test == 6)
{
return(po.OrderType == PendingOrderType.Stop);
}
}
return(false);
}
protected override void Initialize()
{
// Fetch market series for second symbol
this.SecondSymbol = MarketData.GetSymbol(SecondPair);
this.SecondSeries = MarketData.GetSeries(this.SecondSymbol, this.TimeFrame);
// Now create a stochastic for both
this.FirstStoch = Indicators.StochasticOscillator(this.MarketSeries, this.kPeriods, this.kSlowing, this.dPeriods, MovingAverageType.Simple);
this.SecondStoch = Indicators.StochasticOscillator(this.SecondSeries, this.kPeriods, this.kSlowing, this.dPeriods, MovingAverageType.Simple);
}
protected override void Initialize()
{
ma = Indicators.MovingAverage(MarketSeries.Close, 200, MovingAverageType.Simple);
if (Symbol2 != "")
{
symbol2 = MarketData.GetSymbol(Symbol2);
series2 = MarketData.GetSeries(symbol2, TimeFrame);
}
multiplier = Symbol.Ask / symbol2.Ask;
}
TriState _DeletePending(double magicIndex, string symbolCode)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode); var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol); if (po == null)
{
return(new TriState());
}
if (!CancelPendingOrder(po).IsSuccessful)
{
Thread.Sleep(400); return(false);
}
return(true);
}
public override void Calculate(int index)
{
int error_code = 0;
Colors font_color;
// are the color input strings valid?
try
{
font_color = (Colors)Enum.Parse(typeof(Colors), text_color, true);
} catch
{
error_code = 1;
font_color = Colors.Red;
}
string home_currency = Account.Currency;
string symbol = Symbol.Code;
string base_currency = symbol.Substring(0, 3);
string quote_currency = symbol.Substring(3, 3);
double home_rate;
int margin_ratio;
double units;
double margin_required;
if (home_currency == base_currency || home_currency == quote_currency)
{
home_rate = MarketData.GetSymbol(symbol).Bid;
}
else
{
home_rate = GetHomeRate(home_currency, base_currency);
}
if (error_code == 0)
{
margin_ratio = Account.Leverage;
units = (double)Symbol.LotSize * lots;
margin_required = RoundUp(((home_rate) * units) / margin_ratio, 2);
ChartObjects.DrawText("marginRequired", "Margin required for " + lots + " lots is " + margin_required, StaticPosition.TopCenter, font_color);
}
else
{
if (error_code == 1)
{
ChartObjects.DrawText("marginRequired", "Error Code 1: Specified Text Color is not a valid option", StaticPosition.TopCenter, font_color);
}
}
}
//used with GetHomeRate()
private Symbol TryGetSymbol(string symbolCode)
{
try
{
Symbol symbol = MarketData.GetSymbol(symbolCode);
if (symbol.Bid == 0.0)
{
return(null);
}
return(symbol);
} catch
{
return(null);
}
}
public OrderData(string[] raw_pieces, MarketData market_data)
{
try
{
this.label = raw_pieces[0].Trim();
this.symbol = market_data.GetSymbol(raw_pieces[1].Trim());
this.setType(Convert.ToInt32(raw_pieces[2].Trim()));
this.lot = Convert.ToInt64(this.parseDouble(raw_pieces[3]) * mt_lot_coefficient);
double price = this.parseDouble(raw_pieces[4]);
this.sl = this.getPipDistance(price, this.parseDouble(raw_pieces[5]));
this.tp = this.getPipDistance(price, this.parseDouble(raw_pieces[6]));
} catch (Exception e)
{
this.initialized_properly = false;
}
}
private void OnClose_Click()
{
var list_p = _threadhandler.positionParam();
var p_symbol = MarketData.GetSymbol(list_p[0]);
var p_label = list_p[1];
var p_volume = p_symbol.NormalizeVolumeInUnits(Convert.ToDouble(list_p[2]), RoundingMode.ToNearest);
var p_comment = list_p[3];
//if (string.IsNullOrEmpty(p_label))
//{
// this.closeAllPositions();
//}
if (!string.IsNullOrEmpty(p_label))
{
this.closeAllLabel(p_label);
}
}
protected override void OnStart()
{
if (PositionId == DefaultPositionIdParameterValue)
{
PrintErrorAndStop("You have to specify \"Position Id\" in cBot Parameters");
}
if (TriggerPips < AddPips + 2)
{
PrintErrorAndStop("\"Trigger Pips\" must be greater or equal to \"Add Pips\" + 2");
}
var position = FindPositionOrStop();
_symbol = MarketData.GetSymbol(position.SymbolCode);
BreakEvenIfNeeded();
}
//used with GetMMvol()
private double GetH()
{
string home_currency = Account.Currency;
string symbol = Symbol.Code;
string base_currency = symbol.Substring(0, 3);
string quote_currency = symbol.Substring(3, 3);
double home_rate;
if (home_currency == base_currency || home_currency == quote_currency)
{
home_rate = MarketData.GetSymbol(symbol).Bid;
}
else
{
home_rate = GetHomeRate(home_currency, base_currency);
}
return(home_rate);
}
/// <summary>Return the symbol for a given symbol code or null if invalid or unavailable</summary>
public Symbol GetSymbol(string symbol_code)
{
// Quick out if the requested symbol is the one this bot is running on
if (symbol_code == Symbol.Code)
{
return(Symbol);
}
// Otherwise, request the other symbol data
return(m_sym_cache.Get(symbol_code, c =>
{
Symbol res = null;
using (var wait = new ManualResetEvent(false))
{
BeginInvokeOnMainThread(() =>
{
res = MarketData.GetSymbol(symbol_code);
wait.Set();
});
wait.WaitOne(TimeSpan.FromSeconds(30));
return res;
}
}));
}
//Select statement
public List <string>[] SelectOpenPositions()
{
Int32 TimeStamp = (Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1))).TotalSeconds;
string query = "SELECT * FROM opensignal where time >= NOW() - INTERVAL " + LastHours + " HOUR ORDER BY id DESC LIMIT " + MaxPositions;
//Create a list to store the result
List <string>[] list = new List <string> [9];
string[][] arr = new string[MaxPositions][];
for (int x = 0; x < arr.Length; x++)
{
arr[x] = new string[8];
}
MySqlCommand cmd = new MySqlCommand(query, connection);
MySqlDataReader dataReader = cmd.ExecuteReader();
int nr = 0;
while (dataReader.Read())
{
// Console.WriteLine("\t{0}\t{1}", reader.GetInt32(0), reader.GetString(1));
/// SET POSITION HERE DONT INSERT IN ARRAY
/// create file with position or check is exist position with label in history or open positions
arr[nr][0] = "" + dataReader["id"];
arr[nr][1] = "" + dataReader["symbol"];
arr[nr][2] = "" + dataReader["volume"];
arr[nr][3] = "" + dataReader["type"];
arr[nr][4] = "" + dataReader["opent"];
arr[nr][5] = "" + dataReader["openp"];
arr[nr][6] = "" + dataReader["sl"];
arr[nr][7] = "" + dataReader["tp"];
//Print("Exist in history " + (string)dataReader["id"] + "CopexFxStar" + " " + existInHistory((string)dataReader["id"] + "CopexFxStar"));
if (!FileExists("" + dataReader["id"]))
{
if (!CreateFile("" + dataReader["id"]))
{
Symbol sym = MarketData.GetSymbol("" + dataReader["symbol"]);
//ExecuteMarketOrder(TradeType.Buy, sym, (Int32)dataReader["volume"], (string)dataReader["id"]);
if (arr[nr][3] == "BUY")
{
double vol = Int32.Parse(arr[nr][2].ToString()) * Multiply;
if ((Int32)vol < sym.VolumeMin || (Int32)vol > sym.VolumeMax)
{
Print("ERROR Position volume " + (string)dataReader["id"] + "CopexFxStar" + " " + sym);
}
var result = ExecuteMarketOrder(TradeType.Buy, sym, (Int32)vol, (string)dataReader["id"] + "CopexFxStar");
if (result.IsSuccessful)
{
Print("=========> BUY Marker Order Open " + dataReader["id"] + " " + dataReader["symbol"] + " " + vol + " " + dataReader["type"]);
// Add StopLossPips for position
if (StopLossPips > 10)
{
var position = result.Position;
Print("Position SL price is {0}", position.StopLoss);
var stopLoss = position.EntryPrice - StopLossPips * Symbol.PipSize;
ModifyPosition(position, stopLoss, position.TakeProfit);
Print("New Position {1} SL price is {0}", position.StopLoss, position.Id);
}
// Add TakeProfitPips for position
if (TakeProfitPips > 10)
{
var position = result.Position;
Print("Position TP price is {0}", position.TakeProfit);
var takeProfit = position.EntryPrice + TakeProfitPips * Symbol.PipSize;
ModifyPosition(position, position.StopLoss, takeProfit);
Print("New Position {1} TP price is {0}", position.TakeProfit, position.Id);
}
}
// if open position error delete position file
if (!result.IsSuccessful)
{
DeleteFile("" + dataReader["id"]);
}
}
if (arr[nr][3] == "SELL")
{
double vol = Int32.Parse(arr[nr][2].ToString()) * Multiply;
if ((Int32)vol < sym.VolumeMin || (Int32)vol > sym.VolumeMax)
{
Print("ERROR Position volume " + (string)dataReader["id"] + "CopexFxStar" + " " + sym);
}
var result = ExecuteMarketOrder(TradeType.Sell, sym, (Int32)vol, (string)dataReader["id"] + "CopexFxStar");
if (result.IsSuccessful)
{
Print("=========> SELL Marker Order Open " + dataReader["id"] + " " + dataReader["symbol"] + " " + vol + " " + dataReader["type"]);
// Add StopLossPips for position
if (StopLossPips > 10)
{
var position = result.Position;
Print("Position SL price is {0}", position.StopLoss);
var stopLoss = position.EntryPrice + StopLossPips * Symbol.PipSize;
ModifyPosition(position, stopLoss, position.TakeProfit);
Print("New Position {1} SL price is {0}", position.StopLoss, position.Id);
}
// Add TakeProfitPips for position
if (TakeProfitPips > 10)
{
var position = result.Position;
Print("Position TP price is {0}", position.TakeProfit);
var takeProfit = position.EntryPrice - TakeProfitPips * Symbol.PipSize;
ModifyPosition(position, position.StopLoss, takeProfit);
Print("New Position {1} TP price is {0}", position.TakeProfit, position.Id);
}
}
// if open position error delete position file
if (!result.IsSuccessful)
{
DeleteFile("" + dataReader["id"]);
}
}
}
}
nr++;
}
dataReader.Close();
return(list);
}
TriState _ModifyPending(double magicIndex, string symbolCode, int slAction, double slValue, int tpAction, double tpValue, int priceAction, double priceValue, int expirationAction, DateTime?expiration)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po == null)
{
return(new TriState());
}
double targetPrice;
double?sl, tp;
if (slValue == 0)
{
sl = null;
}
else
{
switch (slAction)
{
case 0:
sl = po.StopLoss;
break;
case 1:
if (po.TradeType == TradeType.Buy)
{
sl = po.TargetPrice - slValue * symbol.TickSize;
}
else
{
sl = po.TargetPrice + slValue * symbol.TickSize;
}
break;
case 2:
sl = slValue;
break;
default:
sl = po.StopLoss;
break;
}
}
if (tpValue == 0)
{
tp = null;
}
else
{
switch (tpAction)
{
case 0:
tp = po.TakeProfit;
break;
case 1:
if (po.TradeType == TradeType.Buy)
{
tp = po.TargetPrice + tpValue * symbol.TickSize;
}
else
{
tp = po.TargetPrice - tpValue * symbol.TickSize;
}
break;
case 2:
tp = tpValue;
break;
default:
tp = po.TakeProfit;
break;
}
}
switch (priceAction)
{
case 0:
targetPrice = po.TargetPrice;
break;
case 1:
targetPrice = priceValue;
break;
case 2:
targetPrice = po.TargetPrice + priceValue * symbol.TickSize;
break;
case 3:
targetPrice = po.TargetPrice - priceValue * symbol.TickSize;
break;
case 4:
targetPrice = symbol.Bid - priceValue * symbol.TickSize;
break;
case 5:
targetPrice = symbol.Bid + priceValue * symbol.TickSize;
break;
case 6:
targetPrice = symbol.Ask - priceValue * symbol.TickSize;
break;
case 7:
targetPrice = symbol.Ask + priceValue * symbol.TickSize;
break;
default:
targetPrice = po.TargetPrice;
break;
}
if (expiration.HasValue && (expiration.Value.Ticks == 0 || expiration.Value == DateTime.Parse("1970.01.01 00:00:00")))
{
expiration = null;
}
if (expirationAction == 0)
{
expiration = po.ExpirationTime;
}
if (!ModifyPendingOrder(po, targetPrice, sl, tp, expiration).IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
return(true);
}
TriState _SendPending(double magicIndex, bool noOrders, string symbolCode, PendingOrderType poType, TradeType tradeType, double lots, int priceAction, double priceValue, double?stopLoss, double?takeProfit,
DateTime?expiration, string comment)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
if (noOrders && PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol) != null)
{
return(new TriState());
}
if (stopLoss < 1)
{
stopLoss = null;
}
if (takeProfit < 1)
{
takeProfit = null;
}
if (symbol.Digits == 5 || symbol.Digits == 3)
{
if (stopLoss != null)
{
stopLoss /= 10;
}
if (takeProfit != null)
{
takeProfit /= 10;
}
}
int volume = (int)(lots * 100000);
double targetPrice;
switch (priceAction)
{
case 0:
targetPrice = priceValue;
break;
case 1:
targetPrice = symbol.Bid - priceValue * symbol.TickSize;
break;
case 2:
targetPrice = symbol.Bid + priceValue * symbol.TickSize;
break;
case 3:
targetPrice = symbol.Ask - priceValue * symbol.TickSize;
break;
case 4:
targetPrice = symbol.Ask + priceValue * symbol.TickSize;
break;
default:
targetPrice = priceValue;
break;
}
if (expiration.HasValue && (expiration.Value.Ticks == 0 || expiration.Value == DateTime.Parse("1970.01.01 00:00:00")))
{
expiration = null;
}
if (poType == PendingOrderType.Limit)
{
if (!PlaceLimitOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, expiration, comment).IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
return(true);
}
else if (poType == PendingOrderType.Stop)
{
if (!PlaceStopOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, expiration, comment).IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
return(true);
}
return(new TriState());
}
private void InitializeSeries(string symbolCode)
{
_symbol2 = MarketData.GetSymbol(symbolCode);
_series2 = MarketData.GetSeries(_symbol2, TimeFrame);
}
public OrderData(string[] raw_pieces, MarketData market_data)
{
try
{
this.label = raw_pieces[0].Trim();
this.symbol = market_data.GetSymbol(raw_pieces[1].Trim());
this.setType(Convert.ToInt32(raw_pieces[2].Trim()));
this.lot = Convert.ToInt64(this.parseDouble(raw_pieces[3]) * mt_lot_coefficient);
double price = this.parseDouble(raw_pieces[4]);
this.sl = this.getPipDistance(price, this.parseDouble(raw_pieces[5]));
this.tp = this.getPipDistance(price, this.parseDouble(raw_pieces[6]));
} catch (Exception e)
{
this.initialized_properly = false;
}
}
private Symbol GetSymbol(Position position)
{
return(MarketData.GetSymbol(position.SymbolCode));
}
protected override void Initialize()
{
symbol1 = MarketData.GetSymbol(Symbol1);
symbol2 = MarketData.GetSymbol(Symbol2);
symbol3 = MarketData.GetSymbol(Symbol3);
}
protected override void OnStart()
{
_filePath = System.Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\cAlgo\\cbotset\\";
_fileName = _filePath + "cbotset.json";
Print("fiName=" + _fileName);
SetParams();
_istrade = !_stopTrade;
Print("IsTrade: " + _istrade.ToString() + "-" + _istrade.GetType().ToString());
if (_magnify != 1)
{
Print("Please choose the MACS_Magnify.");
this.Stop();
}
Positions.Opened += OnPositionsOpened;
Positions.Closed += OnPositionsClosed;
_mac = Indicators.GetIndicator <Metals_MAC>(_resultperiods, _averageperiods, _sub);
_mas = Indicators.GetIndicator <Metals_MAS>(_resultperiods, _averageperiods, _sub, _break);
_ratio = 80;
_xausymbol = MarketData.GetSymbol("XAUUSD");
_xagsymbol = MarketData.GetSymbol("XAGUSD");
if (_openCross)
{
_abovecross = true;
_belowcross = true;
Print("abovecross: " + _abovecross.ToString());
Print("belowcross: " + _belowcross.ToString());
}
else
{
_abovecross = false;
_belowcross = false;
Print("abovecross: " + _abovecross.ToString());
Print("belowcross: " + _belowcross.ToString());
}
_risk = false;
Print("risk: " + _risk.ToString());
_abovelabel = "Above" + "-" + "XAUXAG" + "-" + MarketSeries.TimeFrame.ToString();
_belowlabel = "Below" + "-" + "XAUXAG" + "-" + MarketSeries.TimeFrame.ToString();
_init = new OrderParams(null, null, null, null, null, null, null, null, null, new System.Collections.Generic.List <double>
{
});
#region Get Mark
Position[] pos_above = this.GetPositions(_abovelabel);
Position[] pos_below = this.GetPositions(_belowlabel);
var poss = pos_above.Length == 0 ? pos_below : pos_above;
if (poss.Length != 0)
{
foreach (var p in poss)
{
var idx = p.Comment.IndexOf("M_") + 2;
if (!_marklist.Contains(p.Comment.Substring(idx, 13)))
{
_marklist.Add(p.Comment.Substring(idx, 13));
}
}
}
if (_marklist.Count != 0)
{
foreach (var mar in _marklist)
{
Print(mar);
}
}
#endregion
Print("Done OnStart()");
}
void Calc_Exposure()
{
string _used = "";
string n = "\n";
int _max_pairs = 0;
int i = 0;
double[] _exposure = new double[MAX_PAIRS];
for (i = 0; i < MAX_PAIRS; i++)
{
_exposure[i] = 0;
}
for (i = (Positions.Count - 1); i >= 0; i--)
{
Symbol symbol = MarketData.GetSymbol(Positions[i].SymbolCode);
string _pair = Positions[i].SymbolCode.Substring(0, 3);
int _pi = _used.IndexOf(_pair, 0, _used.Length);
if (_pi >= 0)
{
_pi /= 3;
}
else
{
_pi = _used.Length / 3;
_used = string.Concat(_used, _pair);
_max_pairs++;
}
if (Positions[i].TradeType == TradeType.Buy)
{
_exposure[_pi] += Positions[i].Volume * symbol.TickSize;
}
else
{
_exposure[_pi] -= Positions[i].Volume * symbol.TickSize;
}
_pair = Positions[i].SymbolCode.Substring(3, 3);
_pi = _used.IndexOf(_pair, 0, _used.Length);
if (_pi >= 0)
{
_pi /= 3;
}
else
{
_pi = _used.Length / 3;
_used = string.Concat(_used, _pair);
_max_pairs++;
}
if (Positions[i].TradeType == TradeType.Sell)
{
_exposure[_pi] += Positions[i].Volume * symbol.TickSize * symbol.Bid;
}
else
{
_exposure[_pi] -= Positions[i].Volume * symbol.TickSize * symbol.Ask;
}
}
ChartObjects.DrawText("Mijo_Exposure", n + "-=Exposure=-", StaticPosition.TopLeft, Colors.Yellow);
for (i = 0; i < _max_pairs; i++)
{
n = n + "\n";
_exposure[i] = _exposure[i] * 1000;
if (_used.Substring(i * 3, 3) == "JPY")
{
_exposure[i] = _exposure[i] * 0.01;
}
if (_exposure[i] > 0)
{
ChartObjects.DrawText("Mijo_Exposure_" + _used.Substring(i * 3, 3), n + " " + _used.Substring(i * 3, 3) + ": " + _exposure[i].ToString("0"), StaticPosition.TopLeft, Colors.Lime);
}
else
{
if (_exposure[i] < 0)
{
ChartObjects.DrawText("Mijo_Exposure_" + _used.Substring(i * 3, 3), n + " " + _used.Substring(i * 3, 3) + ": " + _exposure[i].ToString("0"), StaticPosition.TopLeft, Colors.BlueViolet);
}
else
{
ChartObjects.DrawText("Mijo_Exposure_" + _used.Substring(i * 3, 3), n + " " + _used.Substring(i * 3, 3) + ": " + _exposure[i].ToString("0"), StaticPosition.TopLeft, Colors.Yellow);
}
}
}
}
//Select statement
public List <string>[] Select()
{
string query = "SELECT * FROM opensignal";
//Create a list to store the result
List <string>[] list = new List <string> [9];
string[][] arr = new string[20][];
for (int x = 0; x < arr.Length; x++)
{
arr[x] = new string[8];
}
list[0] = new List <string>();
list[1] = new List <string>();
list[2] = new List <string>();
list[3] = new List <string>();
list[4] = new List <string>();
list[5] = new List <string>();
list[6] = new List <string>();
list[7] = new List <string>();
list[8] = new List <string>();
MySqlCommand cmd = new MySqlCommand(query, connection);
MySqlDataReader dataReader = cmd.ExecuteReader();
int nr = 0;
while (dataReader.Read())
{
// Console.WriteLine("\t{0}\t{1}", reader.GetInt32(0), reader.GetString(1));
/// SET POSITION HERE DONT INSERT IN ARRAY
/// create file with position or check is exist position with label in history or open positions
arr[nr][0] = "" + dataReader["id"];
arr[nr][1] = "" + dataReader["symbol"];
arr[nr][2] = "" + dataReader["volume"];
arr[nr][3] = "" + dataReader["type"];
arr[nr][4] = "" + dataReader["opent"];
arr[nr][5] = "" + dataReader["openp"];
arr[nr][6] = "" + dataReader["sl"];
arr[nr][7] = "" + dataReader["tp"];
if (!CreateFile("" + dataReader["id"]))
{
Symbol sym = MarketData.GetSymbol("" + dataReader["symbol"]);
//ExecuteMarketOrder(TradeType.Buy, sym, (Int32)dataReader["volume"], (string)dataReader["id"]);
Print("Utwórz pozycję" + dataReader["id"]);
}
//Print(arr[nr][1]);
nr++;
//Print(dataReader["id"]);
list[0].Add(dataReader["id"] + "");
list[1].Add(dataReader["symbol"] + "");
list[2].Add(dataReader["volume"] + "");
list[3].Add(dataReader["type"] + "");
list[4].Add(dataReader["opent"] + "");
list[5].Add(dataReader["sl"] + "");
list[6].Add(dataReader["tp"] + "");
list[7].Add(dataReader["time"] + "");
list[8].Add(dataReader["account"] + "");
}
dataReader.Close();
foreach (string[] dd in arr)
{
if (dd[0] != null)
{
Print("POS " + dd[0]);
}
}
// Loop over list elements using foreach-loop.
foreach (List <string> element in list)
{
//Print("ELEMENT " + element);
string line = string.Join(",", element.ToArray());
//Print("POZYCJA ============================= " + line);
//Print(element.ElementAt(0));
foreach (string pos in element)
{
//Print(pos);
}
}
return(list);
}