Hi All
maybe someone help to rewrite in JForex:
cBot - Fire
https://ctdn.com/algos/cbots/show/521One week backtest:
using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Requests;
using cAlgo.Indicators;
namespace cAlgo.Robots
{
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
public class Fire : Robot
{
//================================================================================
// Parametrs
//================================================================================
private Position _position;
private double WeekStart;
private double LastProfit = 0;
private double StopMoneyLoss = 0;
[Parameter(DefaultValue = true)]
public bool SetBUY { get; set; }
[Parameter(DefaultValue = true)]
public bool SetSELL { get; set; }
[Parameter(DefaultValue = 300000, MinValue = 1000)]
public int Volume { get; set; }
[Parameter(DefaultValue = true)]
public bool MultiVolume { get; set; }
[Parameter(DefaultValue = 10, MinValue = 5)]
public int Spacing { get; set; }
[Parameter(DefaultValue = 30, MinValue = 1)]
public int HowMuchPositions { get; set; }
[Parameter("TakeProfitPips", DefaultValue = 0, MinValue = 0)]
public int TP { get; set; }
[Parameter("StopLossPips", DefaultValue = 0, MinValue = 0)]
public int SL { get; set; }
[Parameter(DefaultValue = 0, MinValue = 0)]
public int BackStop { get; set; }
[Parameter(DefaultValue = 5, MinValue = 0)]
public int BackStopValue { get; set; }
[Parameter(DefaultValue = 0, MinValue = 0)]
public int TrailingStop { get; set; }
// close when earn
[Parameter(DefaultValue = 0, MinValue = 0)]
public int CloseWhenEarn { get; set; }
// safe deposit works when earn 100%
[Parameter(DefaultValue = false)]
public bool MoneyStopLossOn { get; set; }
[Parameter(DefaultValue = 1000, MinValue = 100)]
public int StartDeposit { get; set; }
[Parameter(DefaultValue = 50, MinValue = 10, MaxValue = 100)]
public int StopLossPercent { get; set; }
[Parameter(DefaultValue = 2, MinValue = 1, MaxValue = 100)]
public int OnWhenDepositX { get; set; }
private int Multi = 0;
private int VolumeBuy = 0;
private int VolumeSell = 0;
//================================================================================
// OnStart
//================================================================================
protected override void OnStart()
{
VolumeSell = Volume;
VolumeBuy = Volume;
WeekStart = Symbol.Ask;
// set pending up(BUY)
if (SetBUY)
{
for (int i = 1; i < HowMuchPositions; i++)
{
Multi = Multi + Spacing;
if (MultiVolume == true)
{
if (Multi > 100)
{
VolumeBuy = VolumeBuy + Volume;
}
if (Multi > 200)
{
VolumeBuy = VolumeBuy + Volume;
}
if (Multi > 300)
{
VolumeBuy = VolumeBuy + Volume;
}
}
PlaceStopOrder(TradeType.Buy, Symbol, VolumeBuy, Symbol.Ask + Spacing * i * Symbol.PipSize);
}
}
// set pending down(SELL)
if (SetSELL)
{
Multi = 0;
for (int j = 1; j < HowMuchPositions; j++)
{
Multi = Multi + Spacing;
if (MultiVolume == true)
{
if (Multi > 100)
{
VolumeSell = VolumeSell + Volume;
}
if (Multi > 200)
{
VolumeSell = VolumeSell + Volume;
}
if (Multi > 300)
{
VolumeSell = VolumeSell + Volume;
}
}
PlaceStopOrder(TradeType.Sell, Symbol, VolumeSell, Symbol.Bid - Spacing * j * Symbol.PipSize);
}
}
}
//================================================================================
// OnTick
//================================================================================
protected override void OnTick()
{
var netProfit = 0.0;
// Take profit
if (TP > 0)
{
foreach (var position in Positions)
{
// Modifing position tp
if (position.TakeProfit == null)
{
Print("Modifying {0}", position.Id);
ModifyPosition(position, position.StopLoss, GetAbsoluteTakeProfit(position, TP));
}
}
}
// Stop loss
if (SL > 0)
{
foreach (var position in Positions)
{
// Modifing position sl and tp
if (position.StopLoss == null)
{
Print("Modifying {0}", position.Id);
ModifyPosition(position, GetAbsoluteStopLoss(position, SL), position.TakeProfit);
}
}
}
foreach (var openedPosition in Positions)
{
netProfit += openedPosition.NetProfit;
}
if (MoneyStopLossOn == true)
{
// safe deposit works when earn 100%
if (LastProfit < Account.Equity && Account.Equity > StartDeposit * OnWhenDepositX)
{
LastProfit = Account.Equity;
}
if (Account.Equity > StartDeposit * 3)
{
//StopLossPercent = 90;
}
StopMoneyLoss = LastProfit * (StopLossPercent * 0.01);
Print("LastProfit: ", LastProfit);
Print("Equity: ", Account.Equity);
Print("StopLossMoney: ", StopMoneyLoss);
if (Account.Equity < StopMoneyLoss)
{
//open orders
foreach (var openedPosition in Positions)
{
ClosePosition(openedPosition);
}
// pending orders
foreach (var order in PendingOrders)
{
CancelPendingOrder(order);
}
Stop();
}
}
if (netProfit >= CloseWhenEarn && CloseWhenEarn > 0)
{
// open orders
foreach (var openedPosition in Positions)
{
ClosePosition(openedPosition);
}
// pending orders
foreach (var order in PendingOrders)
{
CancelPendingOrder(order);
}
Stop();
}
//===================================================== Back Trailing
if (BackStop > 0)
{
foreach (var openedPosition in Positions)
{
Position Position = openedPosition;
if (Position.TradeType == TradeType.Buy)
{
double distance = Symbol.Bid - Position.EntryPrice;
if (distance >= BackStop * Symbol.PipSize)
{
double newStopLossPrice = Math.Round(Symbol.Bid - BackStopValue * Symbol.PipSize, Symbol.Digits);
if (Position.StopLoss == null)
{
ModifyPosition(Position, newStopLossPrice, Position.TakeProfit);
}
}
}
else
{
double distance = Position.EntryPrice - Symbol.Ask;
if (distance >= BackStop * Symbol.PipSize)
{
double newStopLossPrice = Math.Round(Symbol.Ask + BackStopValue * Symbol.PipSize, Symbol.Digits);
if (Position.StopLoss == null)
{
ModifyPosition(Position, newStopLossPrice, Position.TakeProfit);
}
}
}
}
}
//===================================================== Trailing
if (TrailingStop > 0 && BackStop == 0)
{
foreach (var openedPosition in Positions)
{
Position Position = openedPosition;
if (Position.TradeType == TradeType.Buy)
{
double distance = Symbol.Bid - Position.EntryPrice;
if (distance >= TrailingStop * Symbol.PipSize)
{
double newStopLossPrice = Math.Round(Symbol.Bid - TrailingStop * Symbol.PipSize, Symbol.Digits);
if (Position.StopLoss == null || newStopLossPrice > Position.StopLoss)
{
ModifyPosition(Position, newStopLossPrice, Position.TakeProfit);
}
}
}
else
{
double distance = Position.EntryPrice - Symbol.Ask;
if (distance >= TrailingStop * Symbol.PipSize)
{
double newStopLossPrice = Math.Round(Symbol.Ask + TrailingStop * Symbol.PipSize, Symbol.Digits);
if (Position.StopLoss == null || newStopLossPrice < Position.StopLoss)
{
ModifyPosition(Position, newStopLossPrice, Position.TakeProfit);
}
}
}
}
}
}
//================================================================================
// OnPositionOpened
//================================================================================
protected override void OnPositionOpened(Position openedPosition)
{
int BuyPos = 0;
int SellPos = 0;
foreach (var position in Positions)
{
// Count opened positions
if (position.TradeType == TradeType.Buy)
{
BuyPos = BuyPos + 1;
}
if (position.TradeType == TradeType.Sell)
{
SellPos = SellPos + 1;
}
}
Print("All Buy positions: " + BuyPos);
Print("All Sell positions: " + SellPos);
}
// end OnPositionOpened
//================================================================================
// OnBar
//================================================================================
protected override void OnBar()
{
}
//================================================================================
// OnPositionClosed
//================================================================================
protected override void OnPositionClosed(Position closedPosition)
{
}
//================================================================================
// OnStop
//================================================================================
protected override void OnStop()
{
}
//================================================================================
// Function
//================================================================================
private void Buy()
{
ExecuteMarketOrder(TradeType.Buy, Symbol, 10000, "", 1000, 1000);
}
private void Sell()
{
ExecuteMarketOrder(TradeType.Sell, Symbol, 10000, "", 1000, 1000);
}
private void ClosePosition()
{
if (_position != null)
{
ClosePosition(_position);
_position = null;
}
}
//================================================================================
// modify SL and TP
//================================================================================
private double GetAbsoluteStopLoss(Position position, int stopLossInPips)
{
//Symbol Symbol = MarketData.GetSymbol(position.SymbolCode);
return position.TradeType == TradeType.Buy ? position.EntryPrice - (Symbol.PipSize * stopLossInPips) : position.EntryPrice + (Symbol.PipSize * stopLossInPips);
}
private double GetAbsoluteTakeProfit(Position position, int takeProfitInPips)
{
//Symbol Symbol = MarketData.GetSymbol(position.SymbolCode);
return position.TradeType == TradeType.Buy ? position.EntryPrice + (Symbol.PipSize * takeProfitInPips) : position.EntryPrice - (Symbol.PipSize * takeProfitInPips);
}
//================================================================================
// Robot end
//================================================================================
}
}
It set pending orders with spacing x Pips Up or down
Thanks and Regards
