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using System; using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo { [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class SupertrendStrategy : Robot { private Supertrend supertrend10; private Supertrend supertrend11; private Supertrend supertrend12; private ExponentialMovingAverage ema200; private AverageTrueRange atr; private DateTime lastTradeTime; private BollingerBands bollingerBands; private RelativeStrengthIndex rsi; private OnBalanceVolume obv; [Parameter("OBV Period", DefaultValue = 14)] public int OBVPeriod { get; set; } [Parameter("Supertrend Period (ATR 10)", DefaultValue = 10)] public int SupertrendPeriod10 { get; set; } [Parameter("Supertrend Multiplier (ATR 10)", DefaultValue = 1.0)] public double SupertrendMultiplier10 { get; set; } [Parameter("Supertrend Period (ATR 11)", DefaultValue = 11)] public int SupertrendPeriod11 { get; set; } [Parameter("Supertrend Multiplier (ATR 11)", DefaultValue = 2.0)] public double SupertrendMultiplier11 { get; set; } [Parameter("Supertrend Period (ATR 12)", DefaultValue = 12)] public int SupertrendPeriod12 { get; set; } [Parameter("Supertrend Multiplier (ATR 12)", DefaultValue = 3.0)] public double SupertrendMultiplier12 { get; set; } [Parameter("RSI Period", DefaultValue = 14)] public int RSIPeriod { get; set; } [Parameter("RSI Overbought Level", DefaultValue = 70)] public int RSIOverboughtLevel { get; set; } [Parameter("RSI Oversold Level", DefaultValue = 30)] public int RSIOversoldLevel { get; set; } private MacdHistogram macdHistogram; [Parameter("MACD Fast EMA Period", DefaultValue = 12)] public int MacdFastPeriod { get; set; } [Parameter("MACD Slow EMA Period", DefaultValue = 26)] public int MacdSlowPeriod { get; set; } [Parameter("MACD Signal Smoothing Period", DefaultValue = 9)] public int MacdSignalPeriod { get; set; } [Parameter("EMA 200 Period", DefaultValue = 200)] public int EMA200Period { get; set; } [Parameter("ATR Period", DefaultValue = 14)] public int ATRPeriod { get; set; } [Parameter("Volume (Lots)", DefaultValue = 1.0)] public double Volume { get; set; } [Parameter("Trade Cooldown (Minutes)", DefaultValue = 360)] public int TradeCooldownMinutes { get; set; } [Parameter("Bollinger Bands Period", DefaultValue = 20)] public int BollingerPeriod { get; set; } [Parameter("Bollinger Bands Deviation", DefaultValue = 2.0)] public double BollingerDeviation { get; set; } public DataSeries Source { get; set; } [Output("Main")] private double trailingStopDistanceInPips = 10; private double minProfitForTrailing = 10; // Minimum profit in pips before trailing stop becomes active private Color currentStopLossColor; private Color regularStopLossColor = Color.Red; private Color trailingStopLossColor = Color.Blue; private DateTime lastTime; private DateTime entryTime; private Position lastTrade; protected override void OnStart() { supertrend10 = Indicators.Supertrend(SupertrendPeriod10, SupertrendMultiplier10); supertrend11 = Indicators.Supertrend(SupertrendPeriod11, SupertrendMultiplier11); supertrend12 = Indicators.Supertrend(SupertrendPeriod12, SupertrendMultiplier12); bollingerBands = Indicators.BollingerBands(MarketSeries.Close, BollingerPeriod, BollingerDeviation, MovingAverageType.Simple); ema200 = Indicators.ExponentialMovingAverage(MarketSeries.Close, EMA200Period); atr = Indicators.AverageTrueRange(ATRPeriod, MovingAverageType.Simple); lastTradeTime = MarketSeries.OpenTime.LastValue; rsi = Indicators.RelativeStrengthIndex(MarketSeries.Close, RSIPeriod); macdHistogram = Indicators.MacdHistogram(MarketSeries.Close, MacdFastPeriod, MacdSlowPeriod, MacdSignalPeriod); obv = Indicators.OnBalanceVolume(Source); } protected override void OnBar() { foreach (var position in Positions) { double unrealizedProfitInPips = position.Pips; if (unrealizedProfitInPips >= minProfitForTrailing) { double trailingStopPrice = Symbol.Bid - trailingStopDistanceInPips * Symbol.PipSize; ModifyPosition(position, trailingStopPrice, position.TakeProfit); currentStopLossColor = trailingStopLossColor; } } int lastIndex = MarketSeries.Close.Count - 1; // Calculate the highest high and lowest low within a specified period int lookbackPeriod = 300; // Adjust the period as needed double highestHigh = MarketSeries.High.Maximum(lookbackPeriod); double lowestLow = MarketSeries.Low.Minimum(lookbackPeriod); // Check conditions for Supertrend 10 (ATR 10, Multiplier 1) bool isUpTrend10 = supertrend10.UpTrend.IsRising(); bool isDownTrend10 = supertrend10.DownTrend.IsFalling(); // Check conditions for Supertrend 11 (ATR 11, Multiplier 2) bool isUpTrend11 = supertrend11.UpTrend.IsRising(); bool isDownTrend11 = supertrend11.DownTrend.IsFalling(); // Check conditions for Supertrend 12 (ATR 12, Multiplier 3) bool isUpTrend12 = supertrend12.UpTrend.IsRising(); bool isDownTrend12 = supertrend12.DownTrend.IsFalling(); // Check if the last 10 bars were above SMA for buy trade bool isAboveSMA10 = IsAboveSMA(MarketSeries.Close, lastIndex, 5); // Check if the last 10 bars were below SMA for sell trade bool isBelowSMA10 = IsBelowSMA(MarketSeries.Close, lastIndex, 5); // Check Bollinger Bands conditions bool isAboveUpperBand = MarketSeries.Close[lastIndex] > bollingerBands.Top[lastIndex]; bool isBelowLowerBand = MarketSeries.Close[lastIndex] < bollingerBands.Bottom[lastIndex]; // Calculate the OBV values for the previous and current bars double prevOBV = obv.Result[1]; double currentOBV = obv.Result[0]; double minATR = 10.0; // Set your desired minimum ATR value bool hasMinATR = atr.Result[lastIndex] > minATR; // Check OBV conditions bool isBullishOBV = currentOBV > prevOBV && prevOBV > obv.Result[1]; bool isBearishOBV = currentOBV < prevOBV && prevOBV < obv.Result[2]; // Check if the market is in a range-bound condition bool isMarketInARange = IsMarketInARange(lastIndex, 300); // Adjust the period as needed // Calculate the range as a percentage of the Average True Range (ATR) double atrValue = atr.Result[lastIndex]; double range = (highestHigh - lowestLow) / atrValue; // Define a threshold for how close to the highest high or lowest low you want to avoid trading double avoidThreshold = 0.2; // Example threshold, adjust as needed // Check if the market is close to the highest high or lowest low bool isCloseToHighestHigh = MarketSeries.Close[lastIndex] > highestHigh - (atrValue * avoidThreshold); bool isCloseToLowestLow = MarketSeries.Close[lastIndex] < lowestLow + (atrValue * avoidThreshold); double SLtargets = 20; double TPtargets = 100; // Close buy positions if at least one Supertrend turns red or if the last 10 bars were below SMA if ( (isDownTrend10 || isDownTrend11 || isDownTrend12 || isBelowSMA10)) { foreach (var position in Positions) { if (position.TradeType == TradeType.Buy) lastTime = DateTime.Now; lastTrade = position; ClosePosition(position); } } // Calculate the highest high and lowest low within specified periods int lookbackPeriod8Hour = 480; // 8-hour int lookbackPeriodDay = 1440; // day int lookbackPeriod30Min = 30; // 30 minutes double highestHigh8Hour = MarketSeries.High.Maximum(lookbackPeriod8Hour); double lowestLow8Hour = MarketSeries.Low.Minimum(lookbackPeriod8Hour); double highestHighDay = MarketSeries.High.Maximum(lookbackPeriodDay); double lowestLowDay = MarketSeries.Low.Minimum(lookbackPeriodDay); double highestHigh30Min = MarketSeries.High.Maximum(lookbackPeriod30Min); double lowestLow30Min = MarketSeries.Low.Minimum(lookbackPeriod30Min); // Check if all specified timeframes are in a downtrend bool is8HourDowntrend = IsDowntrend(lookbackPeriod8Hour); bool isDayDowntrend = IsDowntrend(lookbackPeriodDay); bool is30MinDowntrend = IsDowntrend(lookbackPeriod30Min); // Avoid trading if all specified timeframes are in a downtrend if ( is8HourDowntrend || isDayDowntrend) { Print("Avoiding trade due to downtrend in all timeframes."); return; } // Open new positions for buy trade if all Supertrends are rising, and the last 10 bars were above SMA if (Positions.Count == 0 && isUpTrend10 && isUpTrend11 && isUpTrend12 && isAboveSMA10 && isAboveUpperBand && // !isMarketInARange&& // !isCloseToHighestHigh && // isBullishOBV && hasMinATR //&& rsi.Result[lastIndex] < 40 ) { // Buy signal (All Supertrends are rising, and the last 10 bars were above SMA) ExecuteMarketOrder(TradeType.Buy, SymbolName, Symbol.NormalizeVolumeInUnits(Symbol.LotSize), "Buy Order", SLtargets, TPtargets); } // else if( Positions.Count < 1 && // isDownTrend10 && isDownTrend11 && isDownTrend12 && // isBelowSMA10 && // !isMarketInARange&& // isBullishOBV && // hasMinATR //&& rsi.Result[lastIndex] < 40 // ) // { // Buy signal (All Supertrends are rising, and the last 10 bars were above SMA) // ExecuteMarketOrder(TradeType.Sell, SymbolName, Symbol.NormalizeVolumeInUnits(Symbol.LotSize), "Sell Order", SLtargets, TPtargets); // } } private bool IsDowntrend(int lookbackPeriod) { double highestHigh = MarketSeries.High.Maximum(lookbackPeriod); double lowestLow = MarketSeries.Low.Minimum(lookbackPeriod); return MarketSeries.Close.LastValue < lowestLow; } private bool IsMarketInARange(int index, int period) { // Calculate the range by finding the highest and lowest prices within the specified period double highestHigh = MarketSeries.High.Maximum(period); double lowestLow = MarketSeries.Low.Minimum(period); // Calculate the range as a percentage of ATR (you can adjust this threshold) double rangeThreshold = 1.5; // Example threshold, adjust as needed double atrValue = atr.Result[index]; double range = (highestHigh - lowestLow) / atrValue; return range <= rangeThreshold; } private bool IsAboveSMA(DataSeries series, int index, int period) { for (int i = 0; i < period; i++) { if (series[index - i] <= ema200.Result[index - i]) { return false; } } return true; } private bool IsBelowSMA(DataSeries series, int index, int period) { for (int i = 0; i < period; i++) { if (series[index - i] >= ema200.Result[index - i]) { return false; } } return true; } } }