Initial commit
This commit is contained in:
Michael Schimmel
@@ -0,0 +1,22 @@
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Microsoft Visual Studio Solution File, Format Version 12.00
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# Visual Studio Version 16
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VisualStudioVersion = 16.0.30011.22
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MinimumVisualStudioVersion = 10.0.40219.1
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Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaClusterSR", "HmaClusterSR\HmaClusterSR.csproj", "{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}"
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EndProject
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Global
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GlobalSection(SolutionConfigurationPlatforms) = preSolution
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Debug|Any CPU = Debug|Any CPU
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Release|Any CPU = Release|Any CPU
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EndGlobalSection
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GlobalSection(ProjectConfigurationPlatforms) = postSolution
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{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{31e3888d-35c4-4e2d-8ad6-4fc04fd7ebb7}.Release|Any CPU.Build.0 = Release|Any CPU
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EndGlobalSection
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GlobalSection(SolutionProperties) = preSolution
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HideSolutionNode = FALSE
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EndGlobalSection
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EndGlobal
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@@ -0,0 +1,875 @@
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using System;
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using System.Collections.Generic;
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using System.Globalization;
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using System.Linq;
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using System.Net.Http;
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using System.Threading.Tasks;
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using cAlgo.API;
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using cAlgo.API.Indicators;
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using cAlgo.API.Internals;
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namespace cAlgo.Robots
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{
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[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
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public class HmaClusterBot : Robot
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{
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#region Parameters
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[Parameter("Symbols (CSV)", DefaultValue = "", Group = "Multi Symbol")]
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public string SymbolsCsv { get; set; }
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[Parameter("Risk % of Balance", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 10.0, Group = "Risk")]
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public double RiskPercent { get; set; }
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[Parameter("Entry Significance %", DefaultValue = 20.0, MinValue = 1.0, Group = "Thresholds")]
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public double EntrySigThreshold { get; set; }
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[Parameter("Stop Loss Significance %", DefaultValue = 10.0, MinValue = 1.0, Group = "Thresholds")]
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public double SlSigThreshold { get; set; }
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[Parameter("SMA Bias Period", DefaultValue = 200, Group = "Bias")]
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public int SmaBiasPeriod { get; set; }
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[Parameter("HMA Bias Period", DefaultValue = 250, Group = "Bias")]
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public int HmaBiasPeriod { get; set; }
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[Parameter("Use Bias Deviation Filter", DefaultValue = true, Group = "Bias Filter")]
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public bool UseBiasDeviationFilter { get; set; }
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[Parameter("Bias Deviation Avg Period", DefaultValue = 500, Group = "Bias Filter")]
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public int BiasDeviationAvgPeriod { get; set; }
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[Parameter("Use Dynamic Position Management", DefaultValue = true, Group = "Management")]
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public bool UseDynamicPositionManagement { get; set; }
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[Parameter("Close Profit on Bias Flip", DefaultValue = false, Group = "Management")]
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public bool CloseProfitOnBiasFlip { get; set; }
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[Parameter("HMA Cluster Period", DefaultValue = 25, Group = "Clusters")]
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public int HmaClusterPeriod { get; set; }
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[Parameter("Cluster Max Points", DefaultValue = 2000, Group = "Clusters")]
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public int MaxPoints { get; set; }
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[Parameter("Cluster Decay (Bars)", DefaultValue = 1000, Group = "Clusters")]
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public int DecayPeriod { get; set; }
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// --- Telegram Parameters ---
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[Parameter("Send Telegram Only", DefaultValue = false, Group = "Telegram")]
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public bool SendTelegramOnly { get; set; }
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[Parameter("Telegram Bot Token", DefaultValue = "8569913524:AAE9RGsvkBPa0yhTFCKBjVeST0fuzdOx5w0", Group = "Telegram")]
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public string TelegramBotToken { get; set; }
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[Parameter("Telegram Chat ID", DefaultValue = "5171721381", Group = "Telegram")]
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public string TelegramChatId { get; set; }
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#endregion
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private readonly List<ClusterStrategy> _strategies = new List<ClusterStrategy>();
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private static readonly HttpClient _httpClient = new HttpClient();
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protected override void OnStart()
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{
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try
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{
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if (string.IsNullOrWhiteSpace(SymbolsCsv))
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{
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Print("CSV is empty. Running in Single-Symbol Mode on Chart Symbol.");
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var config = new StrategyConfig
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{
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SymbolName = SymbolName,
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EntrySigThreshold = EntrySigThreshold,
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SlSigThreshold = SlSigThreshold,
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SmaBiasPeriod = SmaBiasPeriod,
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HmaBiasPeriod = HmaBiasPeriod,
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HmaClusterPeriod = HmaClusterPeriod,
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UseBiasDeviationFilter = UseBiasDeviationFilter,
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BiasDeviationAvgPeriod = BiasDeviationAvgPeriod,
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UseDynamicPositionManagement = UseDynamicPositionManagement,
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CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
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SendTelegramOnly = SendTelegramOnly,
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RiskPercent = RiskPercent,
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MaxPoints = MaxPoints,
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DecayPeriod = DecayPeriod
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};
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var strategy = new ClusterStrategy(this, Symbol, Bars, config, _httpClient, TelegramBotToken, TelegramChatId, BroadcastError);
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_strategies.Add(strategy);
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strategy.Start();
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}
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else
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{
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Print("CSV detected. Running in Multi-Symbol Mode.");
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ParseCsvAndCreateStrategies();
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}
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}
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catch (Exception ex)
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{
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BroadcastError($"CRITICAL STARTUP ERROR: {ex.Message}");
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Stop();
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}
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}
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protected override void OnStop()
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{
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foreach (var strategy in _strategies)
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{
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strategy.Stop();
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}
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}
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protected override void OnError(Error error)
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{
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BroadcastError($"TRADING ERROR [{error.Code}]: {error.ToString}");
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}
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public void BroadcastError(string message)
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{
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Print(message);
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if (!string.IsNullOrWhiteSpace(TelegramBotToken) && !string.IsNullOrWhiteSpace(TelegramChatId))
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{
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string formattedMsg = $"⚠️ <b>ERROR @ {DateTime.UtcNow:HH:mm:ss} UTC</b>\n\n{message}";
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_ = SendTelegramRawAsync(TelegramBotToken, TelegramChatId, formattedMsg);
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}
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}
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private async Task SendTelegramRawAsync(string token, string chatId, string message)
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{
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try
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{
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string url = $"https://api.telegram.org/bot{token}/sendMessage?chat_id={chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
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await _httpClient.GetAsync(url);
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}
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catch (Exception ex)
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{
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Print("FAILED TO SEND TELEGRAM ERROR: " + ex.Message);
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}
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}
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private void ParseCsvAndCreateStrategies()
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{
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var normalizedCsv = SymbolsCsv.Replace("\n", ",").Replace("\r", ",");
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var tokens = normalizedCsv.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries)
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.Select(t => t.Trim())
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.Where(t => !string.IsNullOrEmpty(t))
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.ToArray();
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int paramsPerSymbol = 10;
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if (tokens.Length % paramsPerSymbol != 0)
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{
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string err = $"CSV Token count ({tokens.Length}) is not a multiple of {paramsPerSymbol}. Check format.";
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BroadcastError(err);
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}
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for (int i = 0; i < tokens.Length; i += paramsPerSymbol)
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{
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if (i + paramsPerSymbol > tokens.Length) break;
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string symName = tokens[i];
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try
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{
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Symbol symbol = Symbols.GetSymbol(symName);
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if (symbol == null)
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{
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BroadcastError($"Symbol '{symName}' not found in cTrader.");
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continue;
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}
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Bars bars = MarketData.GetBars(TimeFrame, symName);
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var config = new StrategyConfig
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{
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SymbolName = symName,
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EntrySigThreshold = double.Parse(tokens[i + 1], CultureInfo.InvariantCulture),
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SlSigThreshold = double.Parse(tokens[i + 2], CultureInfo.InvariantCulture),
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SmaBiasPeriod = int.Parse(tokens[i + 3], CultureInfo.InvariantCulture),
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HmaBiasPeriod = int.Parse(tokens[i + 4], CultureInfo.InvariantCulture),
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HmaClusterPeriod = int.Parse(tokens[i + 5], CultureInfo.InvariantCulture),
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UseBiasDeviationFilter = bool.Parse(tokens[i + 6]),
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BiasDeviationAvgPeriod = int.Parse(tokens[i + 7], CultureInfo.InvariantCulture),
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UseDynamicPositionManagement = bool.Parse(tokens[i + 8]),
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SendTelegramOnly = bool.Parse(tokens[i + 9]),
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// Default values for parameters not in CSV yet
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CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
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RiskPercent = RiskPercent,
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MaxPoints = MaxPoints,
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DecayPeriod = DecayPeriod
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};
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var strategy = new ClusterStrategy(this, symbol, bars, config, _httpClient, TelegramBotToken, TelegramChatId, BroadcastError);
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_strategies.Add(strategy);
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strategy.Start();
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Print("Initialized Strategy for {0}", symName);
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}
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catch (Exception ex)
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{
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BroadcastError($"Config Error for '{symName}': {ex.Message}");
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}
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}
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}
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}
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public class StrategyConfig
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{
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public string SymbolName { get; set; }
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public double EntrySigThreshold { get; set; }
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public double SlSigThreshold { get; set; }
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public int SmaBiasPeriod { get; set; }
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public int HmaBiasPeriod { get; set; }
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public int HmaClusterPeriod { get; set; }
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public bool UseBiasDeviationFilter { get; set; }
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public int BiasDeviationAvgPeriod { get; set; }
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public bool UseDynamicPositionManagement { get; set; }
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public bool CloseProfitOnBiasFlip { get; set; }
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public bool SendTelegramOnly { get; set; }
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public double RiskPercent { get; set; }
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public int MaxPoints { get; set; }
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public int DecayPeriod { get; set; }
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}
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public class ClusterStrategy
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{
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#region Types & Fields
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private enum PointType { Peak, Trough }
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private enum Bias { Long, Short, Neutral }
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private struct ExtremumPoint
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{
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public double Price;
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public int Index;
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public PointType Type;
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}
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public struct ClusterLevel
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{
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public double Price;
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public double Significance;
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}
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private readonly Robot _robot;
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private readonly Symbol _symbol;
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private readonly Bars _bars;
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private readonly StrategyConfig _config;
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private readonly HttpClient _httpClient;
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private readonly string _botToken;
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private readonly string _chatId;
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private readonly Action<string> _errorCallback;
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private SimpleMovingAverage _smaBias;
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private HullMovingAverage _hmaBias;
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private HullMovingAverage _hmaCluster;
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private readonly Queue<double> _deviationQueue = new Queue<double>();
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private double _runningDeviationSum;
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private bool _deviationConditionMetInCurrentCycle;
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private bool _isTradingAllowedBasedOnPrevCycle;
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private readonly List<ExtremumPoint> _extremaPoints = new();
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private readonly List<double> _amplitudes = new();
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private double _trendExtremum;
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private int _trendExtremumIndex;
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private double _lastExtremumPrice;
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private bool? _isUpTrend;
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private double _currentDynamicRange;
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private const string Label = "HmaClusterBot";
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#endregion
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public ClusterStrategy(
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Robot robot,
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Symbol symbol,
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Bars bars,
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StrategyConfig config,
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HttpClient httpClient,
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string token,
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string chatId,
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Action<string> errorCallback)
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{
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_robot = robot;
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_symbol = symbol;
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_bars = bars;
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_config = config;
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_httpClient = httpClient;
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_botToken = token;
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_chatId = chatId;
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_errorCallback = errorCallback;
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}
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public void Start()
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{
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int requiredBars = Math.Max(_config.SmaBiasPeriod, _config.HmaBiasPeriod);
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requiredBars = Math.Max(requiredBars, _config.BiasDeviationAvgPeriod) + 10;
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while (_bars.Count < requiredBars)
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{
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int loaded = _bars.LoadMoreHistory();
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if (loaded == 0)
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{
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_errorCallback?.Invoke($"Not enough history for {_config.SymbolName}. Loaded: {_bars.Count}, Req: {requiredBars}");
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return;
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}
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}
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_smaBias = _robot.Indicators.SimpleMovingAverage(_bars.ClosePrices, _config.SmaBiasPeriod);
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_hmaBias = _robot.Indicators.HullMovingAverage(_bars.ClosePrices, _config.HmaBiasPeriod);
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_hmaCluster = _robot.Indicators.HullMovingAverage(_bars.ClosePrices, _config.HmaClusterPeriod);
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_currentDynamicRange = 5.0 * _symbol.PipSize;
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_deviationConditionMetInCurrentCycle = false;
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_isTradingAllowedBasedOnPrevCycle = false;
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int startIndex = Math.Max(_config.SmaBiasPeriod, _config.HmaBiasPeriod);
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startIndex = Math.Max(startIndex, _config.BiasDeviationAvgPeriod);
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for (int i = startIndex; i < _bars.Count; i++)
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{
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UpdateFilterState(i);
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UpdateClusterData(i);
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}
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_bars.BarOpened += OnBarOpened;
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}
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public void Stop()
|
||||
{
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_bars.BarOpened -= OnBarOpened;
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||||
}
|
||||
|
||||
private void OnBarOpened(BarOpenedEventArgs obj)
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||||
{
|
||||
try
|
||||
{
|
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int index = _bars.Count - 2;
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if (index < _config.BiasDeviationAvgPeriod) return;
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|
||||
UpdateFilterState(index);
|
||||
UpdateClusterData(index);
|
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|
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var clusters = CalculateClusters(index);
|
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|
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// 1. Dynamic SL/TP Management
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if (!_config.SendTelegramOnly && _config.UseDynamicPositionManagement && clusters.Count >= 2)
|
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{
|
||||
ManagePositions(clusters);
|
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}
|
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var currentBias = GetCurrentBias(index);
|
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|
||||
// 2. Check for Profit Close on Bias Flip
|
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if (!_config.SendTelegramOnly && _config.CloseProfitOnBiasFlip)
|
||||
{
|
||||
CloseReversedPositions(currentBias);
|
||||
}
|
||||
|
||||
// 3. New Entry Logic
|
||||
ManageOrders(currentBias, index, clusters);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_errorCallback?.Invoke($"Runtime Error ({_config.SymbolName}): {ex.Message}\n{ex.StackTrace}");
|
||||
}
|
||||
}
|
||||
|
||||
private void CloseReversedPositions(Bias currentBias)
|
||||
{
|
||||
if (currentBias == Bias.Neutral) return;
|
||||
|
||||
foreach (var pos in _robot.Positions)
|
||||
{
|
||||
if (pos.SymbolName != _config.SymbolName || pos.Label != Label) continue;
|
||||
if (pos.NetProfit <= 0) continue;
|
||||
|
||||
bool close = false;
|
||||
|
||||
if (currentBias == Bias.Short && pos.TradeType == TradeType.Buy)
|
||||
close = true;
|
||||
else if (currentBias == Bias.Long && pos.TradeType == TradeType.Sell)
|
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close = true;
|
||||
|
||||
if (close)
|
||||
{
|
||||
var result = _robot.ClosePosition(pos);
|
||||
if (result.IsSuccessful)
|
||||
{
|
||||
string msg = $"🔒 <b>CLOSE PROFIT</b> (Bias Flip) @ <b>{_config.SymbolName}</b>\n" +
|
||||
$"Profit: {pos.NetProfit:F2}";
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||||
_ = SendTelegramMessageAsync(msg);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void UpdateFilterState(int index)
|
||||
{
|
||||
double currHma = _hmaBias.Result[index];
|
||||
double currSma = _smaBias.Result[index];
|
||||
double prevHma = _hmaBias.Result[index - 1];
|
||||
double prevSma = _smaBias.Result[index - 1];
|
||||
|
||||
double currentBiasDeviation = Math.Abs(currHma - currSma);
|
||||
|
||||
_deviationQueue.Enqueue(currentBiasDeviation);
|
||||
_runningDeviationSum += currentBiasDeviation;
|
||||
|
||||
if (_deviationQueue.Count > _config.BiasDeviationAvgPeriod)
|
||||
{
|
||||
double removed = _deviationQueue.Dequeue();
|
||||
_runningDeviationSum -= removed;
|
||||
}
|
||||
|
||||
double averageDeviation = (_deviationQueue.Count > 0)
|
||||
? _runningDeviationSum / _deviationQueue.Count
|
||||
: 0.0;
|
||||
|
||||
bool currHmaAbove = currHma > currSma;
|
||||
bool prevHmaAbove = prevHma > prevSma;
|
||||
|
||||
if (currHmaAbove != prevHmaAbove)
|
||||
{
|
||||
_isTradingAllowedBasedOnPrevCycle = _deviationConditionMetInCurrentCycle;
|
||||
_deviationConditionMetInCurrentCycle = false;
|
||||
}
|
||||
|
||||
if (currentBiasDeviation > averageDeviation)
|
||||
{
|
||||
_deviationConditionMetInCurrentCycle = true;
|
||||
}
|
||||
}
|
||||
|
||||
private Bias GetCurrentBias(int index)
|
||||
{
|
||||
double hma = _hmaBias.Result[index];
|
||||
double sma = _smaBias.Result[index];
|
||||
double prevSma = _smaBias.Result[index - 1];
|
||||
|
||||
if ((hma > sma) && (sma > prevSma)) return Bias.Long;
|
||||
if ((hma < sma) && (sma < prevSma)) return Bias.Short;
|
||||
|
||||
return Bias.Neutral;
|
||||
}
|
||||
|
||||
private void ManagePositions(List<ClusterLevel> clusters)
|
||||
{
|
||||
double pNow = _symbol.Bid;
|
||||
|
||||
foreach (var pos in _robot.Positions)
|
||||
{
|
||||
if (pos.Label != Label || pos.SymbolName != _config.SymbolName) continue;
|
||||
|
||||
ClusterLevel? newSl = null;
|
||||
ClusterLevel? newTp = null;
|
||||
|
||||
if (pos.TradeType == TradeType.Buy)
|
||||
{
|
||||
double highestSlPrice = double.MinValue;
|
||||
double highestTpPrice = double.MinValue;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if (c.Price < pNow && c.Significance < _config.SlSigThreshold && c.Price > highestSlPrice)
|
||||
{
|
||||
newSl = c;
|
||||
highestSlPrice = c.Price;
|
||||
}
|
||||
if (c.Price > pNow && c.Significance >= _config.EntrySigThreshold && c.Price > highestTpPrice)
|
||||
{
|
||||
newTp = c;
|
||||
highestTpPrice = c.Price;
|
||||
}
|
||||
}
|
||||
|
||||
double proposedSl = (newSl.HasValue) ? newSl.Value.Price : (pos.StopLoss ?? 0);
|
||||
double proposedTp = (newTp.HasValue) ? newTp.Value.Price : (pos.TakeProfit ?? 0);
|
||||
|
||||
bool modifySl = pos.StopLoss.HasValue && (proposedSl > pos.StopLoss.Value + _symbol.TickSize);
|
||||
if (!pos.StopLoss.HasValue && newSl.HasValue) modifySl = true;
|
||||
|
||||
bool modifyTp = newTp.HasValue && Math.Abs(proposedTp - (pos.TakeProfit ?? 0)) > _symbol.TickSize;
|
||||
|
||||
if (modifySl || modifyTp)
|
||||
{
|
||||
double finalSl = modifySl ? proposedSl : pos.StopLoss ?? 0;
|
||||
double finalTp = modifyTp ? proposedTp : pos.TakeProfit ?? 0;
|
||||
|
||||
if (finalSl < _symbol.Bid && (finalTp == 0 || finalTp > _symbol.Bid))
|
||||
{
|
||||
_robot.ModifyPosition(pos, finalSl, finalTp, ProtectionType.Absolute);
|
||||
}
|
||||
}
|
||||
}
|
||||
else // Sell
|
||||
{
|
||||
double lowestSlPrice = double.MaxValue;
|
||||
double lowestTpPrice = double.MaxValue;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if (c.Price > pNow && c.Significance < _config.SlSigThreshold && c.Price < lowestSlPrice)
|
||||
{
|
||||
newSl = c;
|
||||
lowestSlPrice = c.Price;
|
||||
}
|
||||
if (c.Price < pNow && c.Significance >= _config.EntrySigThreshold && c.Price < lowestTpPrice)
|
||||
{
|
||||
newTp = c;
|
||||
lowestTpPrice = c.Price;
|
||||
}
|
||||
}
|
||||
|
||||
double proposedSl = (newSl.HasValue) ? newSl.Value.Price : (pos.StopLoss ?? 0);
|
||||
double proposedTp = (newTp.HasValue) ? newTp.Value.Price : (pos.TakeProfit ?? 0);
|
||||
|
||||
bool modifySl = pos.StopLoss.HasValue && (proposedSl < pos.StopLoss.Value - _symbol.TickSize);
|
||||
if (!pos.StopLoss.HasValue && newSl.HasValue) modifySl = true;
|
||||
|
||||
bool modifyTp = newTp.HasValue && Math.Abs(proposedTp - (pos.TakeProfit ?? 0)) > _symbol.TickSize;
|
||||
|
||||
if (modifySl || modifyTp)
|
||||
{
|
||||
double finalSl = modifySl ? proposedSl : pos.StopLoss ?? 0;
|
||||
double finalTp = modifyTp ? proposedTp : pos.TakeProfit ?? 0;
|
||||
|
||||
if (finalSl > _symbol.Ask && (finalTp == 0 || finalTp < _symbol.Ask))
|
||||
{
|
||||
_robot.ModifyPosition(pos, finalSl, finalTp, ProtectionType.Absolute);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void ManageOrders(Bias bias, int index, List<ClusterLevel> clusters)
|
||||
{
|
||||
CleanupOrders(bias);
|
||||
|
||||
if (_config.UseBiasDeviationFilter && !_isTradingAllowedBasedOnPrevCycle)
|
||||
return;
|
||||
|
||||
if (bias == Bias.Neutral) return;
|
||||
|
||||
if (!_config.SendTelegramOnly)
|
||||
{
|
||||
bool hasLong = _robot.Positions.Any(p => p.SymbolName == _config.SymbolName && p.Label == Label && p.TradeType == TradeType.Buy);
|
||||
bool hasShort = _robot.Positions.Any(p => p.SymbolName == _config.SymbolName && p.Label == Label && p.TradeType == TradeType.Sell);
|
||||
|
||||
if ((bias == Bias.Long && hasLong) || (bias == Bias.Short && hasShort))
|
||||
return;
|
||||
}
|
||||
|
||||
if (clusters.Count < 2) return;
|
||||
|
||||
double pNow = _bars.ClosePrices[index];
|
||||
|
||||
if (bias == Bias.Short)
|
||||
ProcessShortSetup(clusters, pNow);
|
||||
else if (bias == Bias.Long)
|
||||
ProcessLongSetup(clusters, pNow);
|
||||
}
|
||||
|
||||
private void CleanupOrders(Bias currentBias)
|
||||
{
|
||||
if (_config.SendTelegramOnly) return;
|
||||
|
||||
foreach (var order in _robot.PendingOrders)
|
||||
{
|
||||
if (order.Label != Label || order.SymbolName != _config.SymbolName) continue;
|
||||
|
||||
if (currentBias == Bias.Long && order.TradeType == TradeType.Sell)
|
||||
_robot.CancelPendingOrder(order);
|
||||
else if (currentBias == Bias.Short && order.TradeType == TradeType.Buy)
|
||||
_robot.CancelPendingOrder(order);
|
||||
else if (currentBias == Bias.Neutral)
|
||||
_robot.CancelPendingOrder(order);
|
||||
}
|
||||
}
|
||||
|
||||
private void ProcessShortSetup(List<ClusterLevel> clusters, double pNow)
|
||||
{
|
||||
ClusterLevel? entry = null;
|
||||
ClusterLevel? sl = null;
|
||||
ClusterLevel? tp = null;
|
||||
|
||||
double highestEntryPrice = double.MinValue;
|
||||
double lowestSlPrice = double.MaxValue;
|
||||
double lowestTpPrice = double.MaxValue;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if (c.Price > pNow)
|
||||
{
|
||||
if ((c.Significance >= _config.EntrySigThreshold) && (c.Price > highestEntryPrice))
|
||||
{
|
||||
entry = c;
|
||||
highestEntryPrice = c.Price;
|
||||
}
|
||||
if ((c.Significance < _config.SlSigThreshold) && (c.Price < lowestSlPrice))
|
||||
{
|
||||
sl = c;
|
||||
lowestSlPrice = c.Price;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (entry == null || sl == null) return;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if ((c.Price < entry.Value.Price) && (c.Significance >= _config.EntrySigThreshold))
|
||||
{
|
||||
if (c.Price < lowestTpPrice)
|
||||
{
|
||||
tp = c;
|
||||
lowestTpPrice = c.Price;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (tp != null && (sl.Value.Price > entry.Value.Price))
|
||||
{
|
||||
double risk = sl.Value.Price - entry.Value.Price;
|
||||
double reward = entry.Value.Price - tp.Value.Price;
|
||||
|
||||
if (risk <= reward)
|
||||
UpdateOrPlaceLimitOrder(TradeType.Sell, entry.Value.Price, sl.Value.Price, tp.Value.Price);
|
||||
}
|
||||
}
|
||||
|
||||
private void ProcessLongSetup(List<ClusterLevel> clusters, double pNow)
|
||||
{
|
||||
ClusterLevel? entry = null;
|
||||
ClusterLevel? sl = null;
|
||||
ClusterLevel? tp = null;
|
||||
|
||||
double lowestEntryPrice = double.MaxValue;
|
||||
double highestSlPrice = double.MinValue;
|
||||
double highestTpPrice = double.MinValue;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if (c.Price < pNow)
|
||||
{
|
||||
if ((c.Significance >= _config.EntrySigThreshold) && (c.Price < lowestEntryPrice))
|
||||
{
|
||||
entry = c;
|
||||
lowestEntryPrice = c.Price;
|
||||
}
|
||||
if ((c.Significance < _config.SlSigThreshold) && (c.Price > highestSlPrice))
|
||||
{
|
||||
sl = c;
|
||||
highestSlPrice = c.Price;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (entry == null || sl == null) return;
|
||||
|
||||
foreach (var c in clusters)
|
||||
{
|
||||
if ((c.Price > entry.Value.Price) && (c.Significance >= _config.EntrySigThreshold))
|
||||
{
|
||||
if (c.Price > highestTpPrice)
|
||||
{
|
||||
tp = c;
|
||||
highestTpPrice = c.Price;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (tp != null && (sl.Value.Price < entry.Value.Price))
|
||||
{
|
||||
double risk = entry.Value.Price - sl.Value.Price;
|
||||
double reward = tp.Value.Price - entry.Value.Price;
|
||||
|
||||
if (risk <= reward)
|
||||
UpdateOrPlaceLimitOrder(TradeType.Buy, entry.Value.Price, sl.Value.Price, tp.Value.Price);
|
||||
}
|
||||
}
|
||||
|
||||
private void UpdateOrPlaceLimitOrder(TradeType type, double entry, double sl, double tp)
|
||||
{
|
||||
double slDistPips = Math.Abs(entry - sl) / _symbol.PipSize;
|
||||
if (slDistPips <= 0) return;
|
||||
|
||||
double riskAmount = _robot.Account.Balance * (_config.RiskPercent / 100.0);
|
||||
double volume = _symbol.VolumeForFixedRisk(riskAmount, slDistPips);
|
||||
|
||||
volume = _symbol.NormalizeVolumeInUnits(volume, RoundingMode.Down);
|
||||
if (volume < _symbol.VolumeInUnitsMin) return;
|
||||
|
||||
double lots = _symbol.VolumeInUnitsToQuantity(volume);
|
||||
|
||||
if (_config.SendTelegramOnly)
|
||||
{
|
||||
string directionStr = type == TradeType.Buy ? "BUY" : "SELL";
|
||||
string directionIcon = type == TradeType.Buy ? "📈" : "📉";
|
||||
string msg = $"{directionIcon} <b>{directionStr}</b> Signal @ <b>{_config.SymbolName}</b>\n\n" +
|
||||
$"<b>Entry:</b> {entry}\n" +
|
||||
$"<b>SL:</b> {sl}\n" +
|
||||
$"<b>TP:</b> {tp}\n" +
|
||||
$"<b>Vol:</b> {lots:F2} Lots";
|
||||
|
||||
_ = SendTelegramMessageAsync(msg);
|
||||
return;
|
||||
}
|
||||
|
||||
var existingOrder = _robot.PendingOrders.FirstOrDefault(o => o.SymbolName == _config.SymbolName && o.Label == Label && o.TradeType == type);
|
||||
|
||||
if (existingOrder != null)
|
||||
{
|
||||
bool volumeChanged = Math.Abs(existingOrder.VolumeInUnits - volume) > _symbol.VolumeInUnitsStep;
|
||||
bool entryChanged = Math.Abs(existingOrder.TargetPrice - entry) > _symbol.TickSize;
|
||||
bool slChanged = Math.Abs((existingOrder.StopLoss ?? 0) - sl) > _symbol.TickSize;
|
||||
bool tpChanged = Math.Abs((existingOrder.TakeProfit ?? 0) - tp) > _symbol.TickSize;
|
||||
|
||||
if (volumeChanged || entryChanged || slChanged || tpChanged)
|
||||
{
|
||||
_robot.ModifyPendingOrder(existingOrder, entry, sl, tp, ProtectionType.Absolute, null, volume);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
_robot.Print("[SIGNAL] {0} {1} | Entry: {2} | SL: {3} | TP: {4} | Vol: {5:F2} Lots",
|
||||
(type == TradeType.Buy ? "BUY" : "SELL"), _config.SymbolName, entry, sl, tp, lots);
|
||||
|
||||
_robot.PlaceLimitOrder(type, _config.SymbolName, volume, entry, Label, sl, tp, ProtectionType.Absolute);
|
||||
}
|
||||
}
|
||||
|
||||
private async Task SendTelegramMessageAsync(string message)
|
||||
{
|
||||
if (_robot.IsBacktesting) return;
|
||||
if (string.IsNullOrWhiteSpace(_botToken) || string.IsNullOrWhiteSpace(_chatId)) return;
|
||||
|
||||
try
|
||||
{
|
||||
string url = $"https://api.telegram.org/bot{_botToken}/sendMessage?chat_id={_chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
|
||||
HttpResponseMessage response = await _httpClient.GetAsync(url);
|
||||
|
||||
if (!response.IsSuccessStatusCode)
|
||||
{
|
||||
_errorCallback?.Invoke($"Telegram Error: {response.StatusCode}");
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_errorCallback?.Invoke($"Telegram Exception: {ex.Message}");
|
||||
}
|
||||
}
|
||||
|
||||
private void UpdateClusterData(int index)
|
||||
{
|
||||
double currentHma = _hmaCluster.Result[index];
|
||||
double prevHma = _hmaCluster.Result[index - 1];
|
||||
bool currentDirectionUp = (currentHma > prevHma);
|
||||
|
||||
if (_isUpTrend == null)
|
||||
{
|
||||
_isUpTrend = currentDirectionUp;
|
||||
SetExtremum(index);
|
||||
_lastExtremumPrice = _trendExtremum;
|
||||
return;
|
||||
}
|
||||
|
||||
if (currentDirectionUp != _isUpTrend)
|
||||
{
|
||||
double amp = Math.Abs(_trendExtremum - _lastExtremumPrice);
|
||||
if (amp > 0)
|
||||
{
|
||||
_amplitudes.Add(amp);
|
||||
if (_amplitudes.Count > 50) _amplitudes.RemoveAt(0);
|
||||
|
||||
double sum = 0;
|
||||
for (int i = 0; i < _amplitudes.Count; i++) sum += _amplitudes[i];
|
||||
_currentDynamicRange = (sum / _amplitudes.Count) * 0.5;
|
||||
}
|
||||
_extremaPoints.Add(new ExtremumPoint { Price = _trendExtremum, Index = _trendExtremumIndex, Type = _isUpTrend.Value ? PointType.Peak : PointType.Trough });
|
||||
if (_extremaPoints.Count > _config.MaxPoints) _extremaPoints.RemoveAt(0);
|
||||
|
||||
_lastExtremumPrice = _trendExtremum;
|
||||
_isUpTrend = currentDirectionUp;
|
||||
SetExtremum(index);
|
||||
}
|
||||
else
|
||||
{
|
||||
UpdateExtremum(index);
|
||||
}
|
||||
}
|
||||
|
||||
private void SetExtremum(int index)
|
||||
{
|
||||
_trendExtremum = _isUpTrend.Value ? _bars.HighPrices[index] : _bars.LowPrices[index];
|
||||
_trendExtremumIndex = index;
|
||||
}
|
||||
|
||||
private void UpdateExtremum(int index)
|
||||
{
|
||||
if (_isUpTrend.Value && (_bars.HighPrices[index] > _trendExtremum))
|
||||
{
|
||||
_trendExtremum = _bars.HighPrices[index];
|
||||
_trendExtremumIndex = index;
|
||||
}
|
||||
else if (!_isUpTrend.Value && (_bars.LowPrices[index] < _trendExtremum))
|
||||
{
|
||||
_trendExtremum = _bars.LowPrices[index];
|
||||
_trendExtremumIndex = index;
|
||||
}
|
||||
}
|
||||
|
||||
private List<ClusterLevel> CalculateClusters(int currentIndex)
|
||||
{
|
||||
int count = _extremaPoints.Count;
|
||||
if (count < 2) return new List<ClusterLevel>();
|
||||
|
||||
double currentPrice = _bars.ClosePrices[currentIndex];
|
||||
double range = _currentDynamicRange;
|
||||
|
||||
// Score-First / Global Density Approach (Matches Indicator)
|
||||
var candidates = _extremaPoints
|
||||
.Select(p => {
|
||||
double weightedScore = _extremaPoints
|
||||
.Where(other => Math.Abs(other.Price - p.Price) <= range)
|
||||
.Sum(other => GetWeight(other, currentIndex, currentPrice));
|
||||
|
||||
return new { Price = p.Price, Score = weightedScore };
|
||||
})
|
||||
.OrderByDescending(z => z.Score)
|
||||
.ToList();
|
||||
|
||||
var topZones = new List<ClusterLevel>();
|
||||
foreach (var zone in candidates)
|
||||
{
|
||||
// Filter Overlap
|
||||
if (!topZones.Any(z => Math.Abs(z.Price - zone.Price) < range))
|
||||
{
|
||||
// Normalize Score relative to total Weight of all points (Matches Indicator Normalization)
|
||||
double totalWeightSum = _extremaPoints.Sum(p => GetWeight(p, currentIndex, currentPrice));
|
||||
double sigPercent = (totalWeightSum > 0) ? (zone.Score / totalWeightSum) * 100.0 : 0;
|
||||
|
||||
topZones.Add(new ClusterLevel { Price = zone.Price, Significance = sigPercent });
|
||||
}
|
||||
}
|
||||
|
||||
return topZones;
|
||||
}
|
||||
|
||||
private double GetWeight(ExtremumPoint point, int currentIndex, double currentPrice)
|
||||
{
|
||||
double weight = Math.Max(0.0, 1.0 - ((double)(currentIndex - point.Index) / _config.DecayPeriod));
|
||||
if ((point.Type == PointType.Peak) && (point.Price < currentPrice)) weight *= 2.0;
|
||||
else if ((point.Type == PointType.Trough) && (point.Price > currentPrice)) weight *= 2.0;
|
||||
return weight;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
Reference in New Issue
Block a user