protected override void OnStart()
{
_filePath = System.Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\cAlgo\\cbotset\\";
_fileName = _filePath + "cbotset.json";
Print("fiName=" + _fileName);
SetParams();
if (_magnify != 1)
{
Print("Please choose the MACS_Magnify.");
this.Stop();
}
_mac = Indicators.GetIndicator <MAC>(_resultperiods, _averageperiods, _sub);
_mas = Indicators.GetIndicator <MAS>(_resultperiods, _averageperiods, _sub, _break);
InitTimer1();
_timer1.Start();
Print("Done OnStart()");
}
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 <MAC>(_resultperiods, _averageperiods, _sub);
_mas = Indicators.GetIndicator <MAS>(_resultperiods, _averageperiods, _sub, _break);
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());
_h_abovelabel = "HAbove" + "-" + Symbol.Code + "-" + MarketSeries.TimeFrame.ToString();
_h_belowlabel = "HBelow" + "-" + Symbol.Code + "-" + MarketSeries.TimeFrame.ToString();
_t_abovelabel = "TAbove" + "-" + Symbol.Code + "-" + MarketSeries.TimeFrame.ToString();
_t_belowlabel = "TBelow" + "-" + Symbol.Code + "-" + MarketSeries.TimeFrame.ToString();
_init = new OrderParams(null, Symbol, _initvolume, null, null, null, null, null, null, new System.Collections.Generic.List <double>
{
});
#region Get Mark
Position[] h_pos_above = this.GetPositions(_h_abovelabel);
Position[] h_pos_below = this.GetPositions(_h_belowlabel);
var h_poss = h_pos_above.Length == 0 ? h_pos_below : h_pos_above;
if (h_poss.Length != 0)
{
foreach (var p in h_poss)
{
var idx = p.Comment.IndexOf("M_") + 2;
if (!_h_marklist.Contains(p.Comment.Substring(idx, 13)))
{
_h_marklist.Add(p.Comment.Substring(idx, 13));
}
}
}
if (_h_marklist.Count != 0)
{
foreach (var mar in _h_marklist)
{
Print("h: " + mar);
}
}
Position[] t_pos_above = this.GetPositions(_t_abovelabel);
Position[] t_pos_below = this.GetPositions(_t_belowlabel);
if (t_pos_above.Length != 0)
{
foreach (var p in t_pos_above)
{
var idx = p.Comment.IndexOf("M_") + 2;
if (!_t_a_marklist.Contains(p.Comment.Substring(idx, 13)))
{
_t_a_marklist.Add(p.Comment.Substring(idx, 13));
}
}
}
if (t_pos_below.Length != 0)
{
foreach (var p in t_pos_below)
{
var idx = p.Comment.IndexOf("M_") + 2;
if (!_t_b_marklist.Contains(p.Comment.Substring(idx, 13)))
{
_t_b_marklist.Add(p.Comment.Substring(idx, 13));
}
}
}
if (_t_a_marklist.Count != 0)
{
foreach (var mar in _t_a_marklist)
{
Print("t_a: " + mar);
}
}
if (_t_b_marklist.Count != 0)
{
foreach (var mar in _t_b_marklist)
{
Print("t_b: " + mar);
}
}
#endregion
Print("Done OnStart()");
}
protected override void OnTick()
{
#region Parameter
GetRisk();
SetParams();
if (_isChange)
{
_mac = Indicators.GetIndicator <MAC>(_resultperiods, _averageperiods, _sub);
_mas = Indicators.GetIndicator <MAS>(_resultperiods, _averageperiods, _sub, _break);
}
var cr = _mac.Result.LastValue;
var ca = _mac.Average.LastValue;
var sr = _mas.Result.LastValue;
var sa = _mas.Average.LastValue;
Position[] h_pos_above = this.GetPositions(_h_abovelabel);
Position[] h_pos_below = this.GetPositions(_h_belowlabel);
Position[] t_pos_above = this.GetPositions(_t_abovelabel);
Position[] t_pos_below = this.GetPositions(_t_belowlabel);
var h_poss = h_pos_above.Length == 0 ? h_pos_below : h_pos_above;
#endregion
#region Cross
if (h_pos_above.Length == 0)
{
if (_abovecross == false)
{
_abovecross = true;
Print("abovecross: " + _abovecross.ToString());
}
}
else
{
if (sr > sa)
{
if (_abovecross == false)
{
_abovecross = true;
Print("abovecross: " + _abovecross.ToString());
}
}
}
if (h_pos_below.Length == 0)
{
if (_belowcross == false)
{
_belowcross = true;
Print("belowcross: " + _belowcross.ToString());
}
}
else
{
if (sr < sa)
{
if (_belowcross == false)
{
_belowcross = true;
Print("belowcross: " + _belowcross.ToString());
}
}
}
#endregion
#region Close
if (!_stopClose)
{
#region Risk
if (_risk)
{
if (h_poss.Length >= 2)
{
var first = h_poss[0];
var second = h_poss[1];
var last0 = h_poss.OrderByDescending(p => p.EntryTime).ToArray()[0];
var last1 = h_poss.OrderByDescending(p => p.EntryTime).ToArray()[1];
if (last1.NetProfit < 0 && first.NetProfit + last0.NetProfit > 0)
{
this.ClosePosition(last0);
this.ClosePosition(first);
_risk = false;
Print("risk: " + _risk.ToString());
return;
}
else if (last1.NetProfit > 0)
{
this.ClosePosition(last0);
_risk = false;
Print("risk: " + _risk.ToString());
return;
}
}
}
#endregion
//above
if (t_pos_above.Length != 0)
{
if (sr <= 0 && this.TotalProfits(_t_abovelabel) > 0)
{
this.closeAllLabel(_t_abovelabel);
}
}
if (h_pos_above.Length != 0)
{
if (GetClose(_h_abovelabel))
{
if (sr <= _sub / 5)
{
this.closeAllLabel(_h_abovelabel);
this.closeAllLabel(_t_belowlabel);
_risk = false;
Print("risk: " + _risk.ToString());
}
}
else
{
if (sr <= 0)
{
this.closeAllLabel(_h_abovelabel);
this.closeAllLabel(_t_belowlabel);
_risk = false;
Print("risk: " + _risk.ToString());
}
}
}
//below
if (t_pos_below.Length != 0)
{
if (sr >= 0 && this.TotalProfits(_t_belowlabel) > 0)
{
this.closeAllLabel(_t_belowlabel);
}
}
if (h_pos_below.Length != 0)
{
if (GetClose(_h_belowlabel))
{
if (sr >= -_sub / 5)
{
this.closeAllLabel(_h_belowlabel);
this.closeAllLabel(_t_abovelabel);
_risk = false;
Print("risk: " + _risk.ToString());
}
}
else
{
if (sr >= 0)
{
this.closeAllLabel(_h_belowlabel);
this.closeAllLabel(_t_abovelabel);
_risk = false;
Print("risk: " + _risk.ToString());
}
}
}
}
#endregion
#region Trade
if (_istrade)
{
#region Open
#region Above
if (GetOpen() == "below_t")
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Sell;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _t_belowlabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_000" + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", 1) + "<";
_init.Comment += "M_" + _mac.Mark + "<";
this.executeOrder(_init);
}
if (GetOpen() == "above")
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Sell;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _h_abovelabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_000" + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", h_pos_above.Length + 1) + "<";
_init.Comment += "M_" + _mas.Mark + "<";
this.executeOrder(_init);
_abovecross = false;
Print("abovecross: " + _abovecross.ToString());
}
if (GetOpen() == "above_br" && _isbreak)
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Sell;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _h_abovelabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_" + string.Format("{0:000}", GetBreak(_h_abovelabel) + _distance) + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", h_pos_above.Length + 1) + "<";
_init.Comment += "M_" + _mas.Mark + "<";
this.executeOrder(_init);
}
#endregion
#region Below
if (GetOpen() == "above_t")
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Buy;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _t_abovelabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_000" + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", 1) + "<";
_init.Comment += "M_" + _mac.Mark + "<";
this.executeOrder(_init);
}
if (GetOpen() == "below")
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Buy;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _h_belowlabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_000" + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", h_pos_below.Length + 1) + "<";
_init.Comment += "M_" + _mas.Mark + "<";
this.executeOrder(_init);
_belowcross = false;
Print("belowcross: " + _belowcross.ToString());
}
if (GetOpen() == "below_br" && _isbreak)
{
var volume = GetOpenVolume(GetOpen());
_init.TradeType = TradeType.Buy;
_init.Volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
_init.Label = _h_belowlabel;
_init.Comment = "CR_" + string.Format("{0:000000}", Math.Round(cr)) + "<";
_init.Comment += "BR_" + string.Format("{0:000}", GetBreak(_h_belowlabel) + _distance) + "<";
_init.Comment += "D_" + string.Format("{0:000}", _distance) + "<";
_init.Comment += "S_" + string.Format("{0:000}", _sub) + "<";
_init.Comment += "B_" + string.Format("{0:000}", _break) + "<";
_init.Comment += "P_" + string.Format("{0:000}", h_pos_below.Length + 1) + "<";
_init.Comment += "M_" + _mas.Mark + "<";
this.executeOrder(_init);
}
#endregion
#endregion
}
#endregion
#region Draw
ChartObjects.DrawText("stop1", "fCross: " + "\t\tsClose: " + "\t\tsTrade: ", StaticPosition.TopLeft);
ChartObjects.DrawText("stop2", "\t" + _openCross.ToString() + "\t\t" + _stopClose.ToString() + "\t\t" + _stopTrade.ToString(), StaticPosition.TopLeft, Colors.Red);
ChartObjects.DrawText("Cross1", "\naCross: " + "\t\tbCross: " + "\t\trisk: ", StaticPosition.TopLeft);
ChartObjects.DrawText("Cross2", "\n\t" + _abovecross.ToString() + "\t\t" + _belowcross.ToString() + "\t\t" + _risk.ToString(), StaticPosition.TopLeft, Colors.Red);
ChartObjects.DrawText("Close1", "\n\naCount: " + "\t\taClose: " + "\t\tbCount: " + "\t\tbClose: ", StaticPosition.TopLeft);
ChartObjects.DrawText("Close2", "\n\n\t" + h_pos_above.Length.ToString() + "\t\t" + GetClose(_h_abovelabel).ToString() + "\t\t" + h_pos_below.Length.ToString() + "\t\t" + GetClose(_h_belowlabel).ToString(), StaticPosition.TopLeft, Colors.Red);
#endregion
}
