Initial commit
This commit is contained in:
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@@ -0,0 +1 @@
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{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
|
||||
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HMACrossBot", "HMACrossBot\HMACrossBot.csproj", "{7acd261c-177a-4980-a562-d7b8d3f6feb4}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{7acd261c-177a-4980-a562-d7b8d3f6feb4}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{7acd261c-177a-4980-a562-d7b8d3f6feb4}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
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{7acd261c-177a-4980-a562-d7b8d3f6feb4}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{7acd261c-177a-4980-a562-d7b8d3f6feb4}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,148 @@
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||||
using System;
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using System.Linq; // Required for .Where() and .Count()
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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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// Strategy based on two HMAs (fast and slow)
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[Robot(AccessRights = AccessRights.None, TimeZone = TimeZones.UTC)]
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||||
public class HMACrossBot : Robot
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||||
{
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||||
[Parameter("Fast HMA Period", DefaultValue = 20, MinValue = 2)]
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||||
public int FastHmaPeriod { get; set; }
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||||
|
||||
[Parameter("Slow HMA Period", DefaultValue = 25, MinValue = 2)]
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||||
public int SlowHmaPeriod { get; set; }
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||||
|
||||
[Parameter("Max Positions (per side)", DefaultValue = 3, MinValue = 1)]
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||||
public int MaxPositions { get; set; }
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||||
|
||||
[Parameter("Volume (Units)", DefaultValue = 0.1, MinValue = 0.1)]
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||||
public double VolumeInUnits { get; set; }
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||||
|
||||
private HullMovingAverage _fastHma;
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||||
private HullMovingAverage _slowHma;
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||||
|
||||
// A unique label to identify positions opened by this cBot instance
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||||
private string _botLabel;
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||||
|
||||
// Initialize indicators and check parameters
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||||
protected override void OnStart()
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||||
{
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||||
if (FastHmaPeriod >= SlowHmaPeriod)
|
||||
{
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||||
Print("Error: Fast HMA Period must be less than Slow HMA Period for this logic.");
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||||
Stop();
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||||
return;
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||||
}
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||||
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||||
_fastHma = Indicators.HullMovingAverage(Bars.ClosePrices, FastHmaPeriod);
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||||
_slowHma = Indicators.HullMovingAverage(Bars.ClosePrices, SlowHmaPeriod);
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||||
|
||||
// Generate a unique label for this cBot instance
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||||
_botLabel = $"HMACrossBot_{SymbolName}_{TimeFrame}_{InstanceId}";
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||||
}
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||||
|
||||
// Main logic executed at the close of each bar
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||||
protected override void OnBar()
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||||
{
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||||
// Ensure we have enough data to calculate HMA direction
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||||
if (_slowHma.Result.Count < 3)
|
||||
{
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||||
return;
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||||
}
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||||
|
||||
// --- 1. Get HMA values ---
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||||
// Use index 1 (the most recently closed bar) as OnBar fires at the close.
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||||
double fastHmaCurrent = _fastHma.Result.Last(1);
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||||
double slowHmaCurrent = _slowHma.Result.Last(1);
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||||
double slowHmaPrevious = _slowHma.Result.Last(2);
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||||
|
||||
// --- 2. Check Exit Conditions (Close First) ---
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||||
|
||||
// Close all LONG positions if fast HMA crosses below or equals slow HMA
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||||
if (fastHmaCurrent <= slowHmaCurrent)
|
||||
{
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||||
ClosePositions(TradeType.Buy);
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||||
}
|
||||
|
||||
// Close all SHORT positions if fast HMA crosses above or equals slow HMA
|
||||
// (Corrected: Use TradeType.Sell, not .Short)
|
||||
if (fastHmaCurrent >= slowHmaCurrent)
|
||||
{
|
||||
ClosePositions(TradeType.Sell);
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||||
}
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||||
|
||||
// --- 3. Check Entry Conditions (Open After) ---
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||||
|
||||
// Get current positions count (check only positions managed by this bot)
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||||
int longPositionsCount = Positions.Count(p => p.Label == _botLabel && p.SymbolName == SymbolName && p.TradeType == TradeType.Buy);
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||||
// (Corrected: Use TradeType.Sell, not .Short)
|
||||
int shortPositionsCount = Positions.Count(p => p.Label == _botLabel && p.SymbolName == SymbolName && p.TradeType == TradeType.Sell);
|
||||
|
||||
// LONG Entry: fast > slow AND slow is rising
|
||||
if ((fastHmaCurrent > slowHmaCurrent) && (slowHmaCurrent > slowHmaPrevious))
|
||||
{
|
||||
if (longPositionsCount < MaxPositions)
|
||||
{
|
||||
ExecuteTrade(TradeType.Buy);
|
||||
}
|
||||
}
|
||||
|
||||
// SHORT Entry: fast < slow AND slow is falling
|
||||
if ((fastHmaCurrent < slowHmaCurrent) && (slowHmaCurrent < slowHmaPrevious))
|
||||
{
|
||||
if (shortPositionsCount < MaxPositions)
|
||||
{
|
||||
// (Corrected: Use TradeType.Sell, not .Short)
|
||||
ExecuteTrade(TradeType.Sell);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Helper to execute a trade with normalized volume
|
||||
private void ExecuteTrade(TradeType tradeType)
|
||||
{
|
||||
// Normalize volume to the symbol's requirements
|
||||
double volumeToTrade = Symbol.NormalizeVolumeInUnits(VolumeInUnits, RoundingMode.ToNearest);
|
||||
|
||||
// Ensure minimum volume is met
|
||||
if (volumeToTrade < Symbol.VolumeInUnitsMin)
|
||||
{
|
||||
volumeToTrade = Symbol.VolumeInUnitsMin;
|
||||
}
|
||||
|
||||
ExecuteMarketOrder(tradeType, SymbolName, volumeToTrade, _botLabel);
|
||||
}
|
||||
|
||||
// Helper to close all positions of a specific type
|
||||
private void ClosePositions(TradeType tradeType)
|
||||
{
|
||||
// Find all positions for the specified trade type and label
|
||||
// (Corrected: Removed 'IsClosing' check, as it's not on Position interface)
|
||||
var positionsToClose = Positions
|
||||
.Where(p => p.Label == _botLabel &&
|
||||
p.SymbolName == SymbolName &&
|
||||
p.TradeType == tradeType)
|
||||
.ToList();
|
||||
|
||||
foreach (var position in positionsToClose)
|
||||
{
|
||||
// Asynchronously close each position
|
||||
ClosePositionAsync(position);
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnStop()
|
||||
{
|
||||
// cBot is stopping
|
||||
}
|
||||
|
||||
protected override void OnTick()
|
||||
{
|
||||
// All logic is handled OnBar in this strategy
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
+4
@@ -0,0 +1,4 @@
|
||||
// <autogenerated />
|
||||
using System;
|
||||
using System.Reflection;
|
||||
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
|
||||
@@ -0,0 +1,22 @@
|
||||
//------------------------------------------------------------------------------
|
||||
// <auto-generated>
|
||||
// This code was generated by a tool.
|
||||
//
|
||||
// Changes to this file may cause incorrect behavior and will be lost if
|
||||
// the code is regenerated.
|
||||
// </auto-generated>
|
||||
//------------------------------------------------------------------------------
|
||||
|
||||
using System;
|
||||
using System.Reflection;
|
||||
|
||||
[assembly: System.Reflection.AssemblyCompanyAttribute("HMACrossBot")]
|
||||
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
|
||||
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
|
||||
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
|
||||
[assembly: System.Reflection.AssemblyProductAttribute("HMACrossBot")]
|
||||
[assembly: System.Reflection.AssemblyTitleAttribute("HMACrossBot")]
|
||||
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
|
||||
|
||||
// Generated by the MSBuild WriteCodeFragment class.
|
||||
|
||||
+1
@@ -0,0 +1 @@
|
||||
f7a58568308eab12ad2da8f697114353004279fa
|
||||
+10
@@ -0,0 +1,10 @@
|
||||
is_global = true
|
||||
build_property.TargetFramework = net6.0
|
||||
build_property.TargetPlatformMinVersion =
|
||||
build_property.UsingMicrosoftNETSdkWeb =
|
||||
build_property.ProjectTypeGuids =
|
||||
build_property.InvariantGlobalization =
|
||||
build_property.PlatformNeutralAssembly =
|
||||
build_property._SupportedPlatformList = Linux,macOS,Windows
|
||||
build_property.RootNamespace = HMACrossBot
|
||||
build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Robots\HMACrossBot\HMACrossBot\
|
||||
Binary file not shown.
BIN
Binary file not shown.
@@ -0,0 +1,66 @@
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{
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"projects": {
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"restore": {
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"projectStyle": "PackageReference",
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"configFilePaths": [
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"sources": {
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"warningProperties": {
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"warnAsError": [
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"NU1605"
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}
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},
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"frameworks": {
|
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"net6.0": {
|
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"targetAlias": "net6.0",
|
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"dependencies": {
|
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"cTrader.Automate": {
|
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"target": "Package",
|
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"version": "[*, )"
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}
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},
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"imports": [
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"net461",
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"net462",
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"net47",
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"net471",
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"net472",
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"net48"
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],
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"assetTargetFallback": true,
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"warn": true,
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"frameworkReferences": {
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"Microsoft.NETCore.App": {
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"privateAssets": "all"
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@@ -0,0 +1,21 @@
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<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
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||||
<RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
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<ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
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<NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
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<NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
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<NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
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<NuGetToolVersion Condition=" '$(NuGetToolVersion)' == '' ">6.1.0</NuGetToolVersion>
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<ItemGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
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<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props')" />
|
||||
</ImportGroup>
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<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<PkgcTrader_Automate Condition=" '$(PkgcTrader_Automate)' == '' ">C:\Users\Brummel\.nuget\packages\ctrader.automate\1.0.14</PkgcTrader_Automate>
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</PropertyGroup>
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<?xml version="1.0" encoding="utf-8" standalone="no"?>
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<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets')" />
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</ImportGroup>
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</Project>
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@@ -0,0 +1,139 @@
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{
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"version": 3,
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"targets": {
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"net6.0": {
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"cTrader.Automate/1.0.14": {
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"type": "package",
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"compile": {
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"lib/net6.0/cAlgo.API.dll": {}
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},
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"runtime": {
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"lib/net6.0/cAlgo.API.dll": {}
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},
|
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"build": {
|
||||
"build/cTrader.Automate.props": {},
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||||
"build/cTrader.Automate.targets": {}
|
||||
}
|
||||
}
|
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}
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},
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"libraries": {
|
||||
"cTrader.Automate/1.0.14": {
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"sha512": "eNwE7WL90MGBKb5MuLAtZLdQy0vxkI5EVhLWAQ9S83EAdYkGAzdccvGFLk2oqmtSGBtD+gEpyrJUW/ej4dI4jw==",
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"type": "package",
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"path": "ctrader.automate/1.0.14",
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"hasTools": true,
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"files": [
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||||
".nupkg.metadata",
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||||
".signature.p7s",
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"build/cTrader.Automate.props",
|
||||
"build/cTrader.Automate.targets",
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||||
"ctrader.automate.1.0.14.nupkg.sha512",
|
||||
"ctrader.automate.nuspec",
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"eula.md",
|
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"icon.png",
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"lib/net40/cAlgo.API.dll",
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"lib/net40/cAlgo.API.xml",
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"lib/net6.0/cAlgo.API.dll",
|
||||
"lib/net6.0/cAlgo.API.xml",
|
||||
"tools/net472/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net472/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net472/Core.AlgoFormat.dll",
|
||||
"tools/net472/Core.Domain.Primitives.dll",
|
||||
"tools/net472/Newtonsoft.Json.dll",
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||||
"tools/net472/System.Buffers.dll",
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"tools/net472/System.Collections.Immutable.dll",
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"tools/net472/System.Memory.dll",
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"tools/net472/System.Numerics.Vectors.dll",
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"tools/net472/System.Reflection.Metadata.dll",
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"tools/net472/System.Reflection.MetadataLoadContext.dll",
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"tools/net472/System.Runtime.CompilerServices.Unsafe.dll",
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"tools/net472/cTrader.Automate.Sdk.Tasks.dll",
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||||
"tools/net6.0/Core.AlgoFormat.Compose.Reflection.dll",
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||||
"tools/net6.0/Core.AlgoFormat.Writer.dll",
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||||
"tools/net6.0/Core.AlgoFormat.dll",
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"tools/net6.0/Core.Connection.Protobuf.Common.dll",
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"tools/net6.0/runtimes/win/lib/net6.0/System.Drawing.Common.dll",
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]
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}
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"projectFileDependencyGroups": {
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"net6.0": [
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"cTrader.Automate >= *"
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"packageFolders": {
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"C:\\Users\\Brummel\\.nuget\\packages\\": {}
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"project": {
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"restore": {
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"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HMACrossBot\\HMACrossBot\\obj\\",
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using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using System;
|
||||
|
||||
namespace cAlgo.Robots
|
||||
{
|
||||
// A simple trading strategy based on HMA slope and candle patterns.
|
||||
[Robot(AccessRights = AccessRights.None)]
|
||||
public class HmaBiasStrategy : Robot
|
||||
{
|
||||
[Parameter("HMA Period", DefaultValue = 20, Group = "Parameters")]
|
||||
public int HmaPeriod { get; set; }
|
||||
|
||||
[Parameter("ATR Period", DefaultValue = 14, Group = "Parameters")]
|
||||
public int AtrPeriod { get; set; }
|
||||
|
||||
[Parameter("ATR Multiplier for SL", DefaultValue = 4.0, Group = "Parameters")]
|
||||
public double AtrMultiplier { get; set; }
|
||||
|
||||
[Parameter("Volume (Units)", DefaultValue = 10000, MinValue = 1000, Group = "Parameters")]
|
||||
public double VolumeInUnits { get; set; }
|
||||
|
||||
[Parameter("Wick Ratio (Lower > Upper * Ratio)", DefaultValue = 2.0, Group = "Parameters")]
|
||||
public double WickRatio { get; set; }
|
||||
|
||||
[Parameter("Trade Label", DefaultValue = "HmaBiasStrategy", Group = "Parameters")]
|
||||
public string Label { get; set; }
|
||||
|
||||
// Hull Moving Average for trend direction and momentum.
|
||||
private HullMovingAverage _hma;
|
||||
// Average True Range for Stop Loss calculation.
|
||||
private AverageTrueRange _atr;
|
||||
|
||||
// Holds the currently open position.
|
||||
private Position _position;
|
||||
// Tracks the bar index when a position was opened.
|
||||
private int _entryBarIndex;
|
||||
|
||||
// Initialize indicators and state variables.
|
||||
protected override void OnStart()
|
||||
{
|
||||
_hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
|
||||
_atr = Indicators.AverageTrueRange(AtrPeriod, MovingAverageType.Simple);
|
||||
_position = null;
|
||||
_entryBarIndex = -1;
|
||||
}
|
||||
|
||||
// Main logic, executed on every bar close.
|
||||
protected override void OnBar()
|
||||
{
|
||||
// First, check if we need to close the existing position.
|
||||
if ((_position != null) && (Bars.Count - 1 > _entryBarIndex))
|
||||
{
|
||||
ClosePosition(_position);
|
||||
_position = null;
|
||||
}
|
||||
|
||||
// If no position is open, check for a new entry signal.
|
||||
if (_position == null)
|
||||
{
|
||||
// Ensure we have enough data for the lookback.
|
||||
if (Bars.Count < HmaPeriod + 5)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// --- Bias Calculation on PREVIOUS bar ---
|
||||
var hmaPrev = _hma.Result.Last(2);
|
||||
var hmaPrev2 = _hma.Result.Last(3);
|
||||
var hmaPrev3 = _hma.Result.Last(4);
|
||||
|
||||
var slopeOnPrevBar = hmaPrev - hmaPrev2;
|
||||
var slopeOnPrevBar2 = hmaPrev2 - hmaPrev3;
|
||||
|
||||
// Check if the bias was bullish on the bar that just closed before this one.
|
||||
bool previousBarHadBullishBias = (slopeOnPrevBar > 0) && (slopeOnPrevBar > slopeOnPrevBar2);
|
||||
|
||||
if (previousBarHadBullishBias)
|
||||
{
|
||||
// --- Signal Check on CURRENT bar ---
|
||||
var currentBar = Bars.LastBar;
|
||||
var previousBar = Bars.Last(1); // This is the bar that had the bias
|
||||
bool signalTriggered = false;
|
||||
|
||||
// Signal 1: Current bar's close is above the previous bar's high.
|
||||
if (currentBar.Close > previousBar.High)
|
||||
{
|
||||
signalTriggered = true;
|
||||
}
|
||||
|
||||
// Signal 2: Current bar is a bullish candle with a long lower wick.
|
||||
bool isBullishCandle = currentBar.Close > currentBar.Open;
|
||||
if ((!signalTriggered) && (isBullishCandle))
|
||||
{
|
||||
double lowerWick = currentBar.Open - currentBar.Low;
|
||||
double upperWick = currentBar.High - currentBar.Close;
|
||||
if (lowerWick > (upperWick * WickRatio))
|
||||
{
|
||||
signalTriggered = true;
|
||||
}
|
||||
}
|
||||
|
||||
// --- Execute Trade ---
|
||||
if (signalTriggered)
|
||||
{
|
||||
var volumeInUnits = Symbol.NormalizeVolumeInUnits(VolumeInUnits, RoundingMode.ToNearest);
|
||||
var stopLossPips = _atr.Result.LastValue * AtrMultiplier / Symbol.PipSize;
|
||||
var result = ExecuteMarketOrder(TradeType.Buy, Symbol.Name, volumeInUnits, Label, stopLossPips, null);
|
||||
|
||||
if (result.IsSuccessful)
|
||||
{
|
||||
_position = result.Position;
|
||||
_entryBarIndex = Bars.Count - 1;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Ensure any open position is closed when the cBot stops.
|
||||
protected override void OnStop()
|
||||
{
|
||||
if (_position != null)
|
||||
{
|
||||
ClosePosition(_position);
|
||||
_position = null;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
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+9
@@ -0,0 +1,9 @@
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<Project Sdk="Microsoft.NET.Sdk">
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<PropertyGroup>
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<TargetFramework>net6.0</TargetFramework>
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</PropertyGroup>
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<ItemGroup>
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<PackageReference Include="cTrader.Automate" Version="*" />
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</ItemGroup>
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</Project>
|
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+4
@@ -0,0 +1,4 @@
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// <autogenerated />
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using System;
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using System.Reflection;
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[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
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//------------------------------------------------------------------------------
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// <auto-generated>
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// This code was generated by a tool.
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//
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// Changes to this file may cause incorrect behavior and will be lost if
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// the code is regenerated.
|
||||
// </auto-generated>
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//------------------------------------------------------------------------------
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using System;
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using System.Reflection;
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[assembly: System.Reflection.AssemblyCompanyAttribute("Hma20CandleStartegy_V1")]
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|
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"tools/net6.0/Core.AlgoFormat.dll",
|
||||
"tools/net6.0/Core.Connection.Protobuf.Common.dll",
|
||||
"tools/net6.0/Core.Domain.Primitives.dll",
|
||||
"tools/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/Newtonsoft.Json.dll",
|
||||
"tools/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net6.0/System.Security.Permissions.dll",
|
||||
"tools/net6.0/System.Windows.Extensions.dll",
|
||||
"tools/net6.0/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/protobuf-net.Core.dll",
|
||||
"tools/net6.0/protobuf-net.dll",
|
||||
"tools/net6.0/runtimes/unix/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Windows.Extensions.dll"
|
||||
]
|
||||
}
|
||||
},
|
||||
"projectFileDependencyGroups": {
|
||||
"net6.0": [
|
||||
"cTrader.Automate >= *"
|
||||
]
|
||||
},
|
||||
"packageFolders": {
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\": {}
|
||||
},
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||||
"project": {
|
||||
"version": "1.0.0",
|
||||
"restore": {
|
||||
"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\Hma20CandleStartegy_V1\\Hma20CandleStartegy_V1\\Hma20CandleStartegy_V1.csproj",
|
||||
"projectName": "Hma20CandleStartegy_V1",
|
||||
"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\Hma20CandleStartegy_V1\\Hma20CandleStartegy_V1\\Hma20CandleStartegy_V1.csproj",
|
||||
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
|
||||
"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\Hma20CandleStartegy_V1\\Hma20CandleStartegy_V1\\obj\\",
|
||||
"projectStyle": "PackageReference",
|
||||
"configFilePaths": [
|
||||
"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
|
||||
],
|
||||
"originalTargetFrameworks": [
|
||||
"net6.0"
|
||||
],
|
||||
"sources": {
|
||||
"https://api.nuget.org/v3/index.json": {}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"projectReferences": {}
|
||||
}
|
||||
},
|
||||
"warningProperties": {
|
||||
"warnAsError": [
|
||||
"NU1605"
|
||||
]
|
||||
}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"dependencies": {
|
||||
"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
||||
}
|
||||
},
|
||||
"imports": [
|
||||
"net461",
|
||||
"net462",
|
||||
"net47",
|
||||
"net471",
|
||||
"net472",
|
||||
"net48"
|
||||
],
|
||||
"assetTargetFallback": true,
|
||||
"warn": true,
|
||||
"frameworkReferences": {
|
||||
"Microsoft.NETCore.App": {
|
||||
"privateAssets": "all"
|
||||
}
|
||||
},
|
||||
"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,10 @@
|
||||
{
|
||||
"version": 2,
|
||||
"dgSpecHash": "KAVywmsuuoI+N5Yoz0EqytZDCBvv/kG4rq4cxtRVij8d4jb5sQvxFq6zhsdVSKst9ebEbkC7kERvAUjuJ6BsPw==",
|
||||
"success": true,
|
||||
"projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\Hma20CandleStartegy_V1\\Hma20CandleStartegy_V1\\Hma20CandleStartegy_V1.csproj",
|
||||
"expectedPackageFiles": [
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\ctrader.automate\\1.0.13\\ctrader.automate.1.0.13.nupkg.sha512"
|
||||
],
|
||||
"logs": []
|
||||
}
|
||||
Binary file not shown.
@@ -0,0 +1 @@
|
||||
{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
|
||||
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaClusterBot", "HmaClusterBot\HmaClusterBot.csproj", "{5ca67298-283e-4125-b2b7-5ca1cceeb315}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{5ca67298-283e-4125-b2b7-5ca1cceeb315}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{5ca67298-283e-4125-b2b7-5ca1cceeb315}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{5ca67298-283e-4125-b2b7-5ca1cceeb315}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{5ca67298-283e-4125-b2b7-5ca1cceeb315}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,936 @@
|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Globalization;
|
||||
using System.Linq;
|
||||
using System.Net.Http;
|
||||
using System.Threading.Tasks;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.API.Internals;
|
||||
|
||||
namespace cAlgo.Robots
|
||||
{
|
||||
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class HmaClusterBot : Robot
|
||||
{
|
||||
#region Parameters
|
||||
|
||||
[Parameter("Symbols (CSV)", DefaultValue = "", Group = "Multi Symbol")]
|
||||
public string SymbolsCsv { get; set; }
|
||||
|
||||
[Parameter("Risk % of Balance", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 10.0, Group = "Risk")]
|
||||
public double RiskPercent { get; set; }
|
||||
|
||||
[Parameter("Entry Significance %", DefaultValue = 20.0, MinValue = 1.0, Group = "Thresholds")]
|
||||
public double EntrySigThreshold { get; set; }
|
||||
|
||||
[Parameter("Stop Loss Significance %", DefaultValue = 10.0, MinValue = 1.0, Group = "Thresholds")]
|
||||
public double SlSigThreshold { get; set; }
|
||||
|
||||
[Parameter("SMA Bias Period", DefaultValue = 200, Group = "Bias")]
|
||||
public int SmaBiasPeriod { get; set; }
|
||||
|
||||
[Parameter("HMA Bias Period", DefaultValue = 250, Group = "Bias")]
|
||||
public int HmaBiasPeriod { get; set; }
|
||||
|
||||
[Parameter("Use Bias Deviation Filter", DefaultValue = true, Group = "Bias Filter")]
|
||||
public bool UseBiasDeviationFilter { get; set; }
|
||||
|
||||
[Parameter("Bias Deviation Avg Period", DefaultValue = 500, Group = "Bias Filter")]
|
||||
public int BiasDeviationAvgPeriod { get; set; }
|
||||
|
||||
[Parameter("Use Dynamic Position Management", DefaultValue = true, Group = "Management")]
|
||||
public bool UseDynamicPositionManagement { get; set; }
|
||||
|
||||
[Parameter("Close Profit on Bias Flip", DefaultValue = false, Group = "Management")]
|
||||
public bool CloseProfitOnBiasFlip { get; set; }
|
||||
|
||||
[Parameter("HMA Cluster Period", DefaultValue = 25, Group = "Clusters")]
|
||||
public int HmaClusterPeriod { get; set; }
|
||||
|
||||
[Parameter("Cluster Max Points", DefaultValue = 2000, Group = "Clusters")]
|
||||
public int MaxPoints { get; set; }
|
||||
|
||||
[Parameter("Cluster Decay (Bars)", DefaultValue = 1000, Group = "Clusters")]
|
||||
public int DecayPeriod { get; set; }
|
||||
|
||||
// --- Telegram Parameters ---
|
||||
[Parameter("Send Telegram Only", DefaultValue = false, Group = "Telegram")]
|
||||
public bool SendTelegramOnly { get; set; }
|
||||
|
||||
[Parameter("Telegram Bot Token", DefaultValue = "", Group = "Telegram")]
|
||||
public string TelegramBotToken { get; set; }
|
||||
|
||||
[Parameter("Telegram Chat ID", DefaultValue = "", Group = "Telegram")]
|
||||
public string TelegramChatId { get; set; }
|
||||
|
||||
#endregion
|
||||
|
||||
private readonly List<ClusterStrategy> _strategies = new List<ClusterStrategy>();
|
||||
private static readonly HttpClient _httpClient = new HttpClient();
|
||||
|
||||
protected override void OnStart()
|
||||
{
|
||||
try
|
||||
{
|
||||
if (string.IsNullOrWhiteSpace(SymbolsCsv))
|
||||
{
|
||||
Print("CSV is empty. Running in Single-Symbol Mode on Chart Symbol.");
|
||||
|
||||
var config = new StrategyConfig
|
||||
{
|
||||
SymbolName = SymbolName,
|
||||
EntrySigThreshold = EntrySigThreshold,
|
||||
SlSigThreshold = SlSigThreshold,
|
||||
SmaBiasPeriod = SmaBiasPeriod,
|
||||
HmaBiasPeriod = HmaBiasPeriod,
|
||||
HmaClusterPeriod = HmaClusterPeriod,
|
||||
UseBiasDeviationFilter = UseBiasDeviationFilter,
|
||||
BiasDeviationAvgPeriod = BiasDeviationAvgPeriod,
|
||||
UseDynamicPositionManagement = UseDynamicPositionManagement,
|
||||
CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
|
||||
SendTelegramOnly = SendTelegramOnly,
|
||||
RiskPercent = RiskPercent,
|
||||
MaxPoints = MaxPoints,
|
||||
DecayPeriod = DecayPeriod
|
||||
};
|
||||
|
||||
var strategy = new ClusterStrategy(this, Symbol, Bars, config, _httpClient, TelegramBotToken, TelegramChatId, BroadcastError);
|
||||
_strategies.Add(strategy);
|
||||
strategy.Start();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("CSV detected. Running in Multi-Symbol Mode.");
|
||||
ParseCsvAndCreateStrategies();
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
BroadcastError($"CRITICAL STARTUP ERROR: {ex.Message}");
|
||||
Stop();
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnStop()
|
||||
{
|
||||
foreach (var strategy in _strategies)
|
||||
{
|
||||
strategy.Stop();
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnError(Error error)
|
||||
{
|
||||
BroadcastError($"TRADING ERROR [{error.Code}]: {error.ToString}");
|
||||
}
|
||||
|
||||
public void BroadcastError(string message)
|
||||
{
|
||||
Print(message);
|
||||
|
||||
if (!string.IsNullOrWhiteSpace(TelegramBotToken) && !string.IsNullOrWhiteSpace(TelegramChatId))
|
||||
{
|
||||
string formattedMsg = $"⚠️ <b>ERROR @ {DateTime.UtcNow:HH:mm:ss} UTC</b>\n\n{message}";
|
||||
_ = SendTelegramRawAsync(TelegramBotToken, TelegramChatId, formattedMsg);
|
||||
}
|
||||
}
|
||||
|
||||
private async Task SendTelegramRawAsync(string token, string chatId, string message)
|
||||
{
|
||||
try
|
||||
{
|
||||
string url = $"https://api.telegram.org/bot{token}/sendMessage?chat_id={chatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
|
||||
await _httpClient.GetAsync(url);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
Print("FAILED TO SEND TELEGRAM ERROR: " + ex.Message);
|
||||
}
|
||||
}
|
||||
|
||||
private void ParseCsvAndCreateStrategies()
|
||||
{
|
||||
var normalizedCsv = SymbolsCsv.Replace("\n", ",").Replace("\r", ",");
|
||||
|
||||
var tokens = normalizedCsv.Split(new[] { ',' }, StringSplitOptions.RemoveEmptyEntries)
|
||||
.Select(t => t.Trim())
|
||||
.Where(t => !string.IsNullOrEmpty(t))
|
||||
.ToArray();
|
||||
|
||||
int paramsPerSymbol = 10;
|
||||
|
||||
if (tokens.Length % paramsPerSymbol != 0)
|
||||
{
|
||||
string err = $"CSV Token count ({tokens.Length}) is not a multiple of {paramsPerSymbol}. Check format.";
|
||||
BroadcastError(err);
|
||||
}
|
||||
|
||||
for (int i = 0; i < tokens.Length; i += paramsPerSymbol)
|
||||
{
|
||||
if (i + paramsPerSymbol > tokens.Length) break;
|
||||
|
||||
string symName = tokens[i];
|
||||
|
||||
try
|
||||
{
|
||||
Symbol symbol = Symbols.GetSymbol(symName);
|
||||
if (symbol == null)
|
||||
{
|
||||
BroadcastError($"Symbol '{symName}' not found in cTrader.");
|
||||
continue;
|
||||
}
|
||||
|
||||
Bars bars = MarketData.GetBars(TimeFrame, symName);
|
||||
|
||||
var config = new StrategyConfig
|
||||
{
|
||||
SymbolName = symName,
|
||||
EntrySigThreshold = double.Parse(tokens[i + 1], CultureInfo.InvariantCulture),
|
||||
SlSigThreshold = double.Parse(tokens[i + 2], CultureInfo.InvariantCulture),
|
||||
SmaBiasPeriod = int.Parse(tokens[i + 3], CultureInfo.InvariantCulture),
|
||||
HmaBiasPeriod = int.Parse(tokens[i + 4], CultureInfo.InvariantCulture),
|
||||
HmaClusterPeriod = int.Parse(tokens[i + 5], CultureInfo.InvariantCulture),
|
||||
UseBiasDeviationFilter = bool.Parse(tokens[i + 6]),
|
||||
BiasDeviationAvgPeriod = int.Parse(tokens[i + 7], CultureInfo.InvariantCulture),
|
||||
UseDynamicPositionManagement = bool.Parse(tokens[i + 8]),
|
||||
SendTelegramOnly = bool.Parse(tokens[i + 9]),
|
||||
|
||||
// Defaults from global params
|
||||
CloseProfitOnBiasFlip = CloseProfitOnBiasFlip,
|
||||
RiskPercent = RiskPercent,
|
||||
MaxPoints = MaxPoints,
|
||||
DecayPeriod = DecayPeriod
|
||||
};
|
||||
|
||||
var strategy = new ClusterStrategy(this, symbol, bars, config, _httpClient, TelegramBotToken, TelegramChatId, BroadcastError);
|
||||
_strategies.Add(strategy);
|
||||
strategy.Start();
|
||||
|
||||
Print("Initialized Strategy for {0}", symName);
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
BroadcastError($"Config Error for '{symName}': {ex.Message}");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public class StrategyConfig
|
||||
{
|
||||
public string SymbolName { get; set; }
|
||||
public double EntrySigThreshold { get; set; }
|
||||
public double SlSigThreshold { get; set; }
|
||||
public int SmaBiasPeriod { get; set; }
|
||||
public int HmaBiasPeriod { get; set; }
|
||||
public int HmaClusterPeriod { get; set; }
|
||||
public bool UseBiasDeviationFilter { get; set; }
|
||||
public int BiasDeviationAvgPeriod { get; set; }
|
||||
public bool UseDynamicPositionManagement { get; set; }
|
||||
public bool CloseProfitOnBiasFlip { get; set; }
|
||||
public bool SendTelegramOnly { get; set; }
|
||||
public double RiskPercent { get; set; }
|
||||
public int MaxPoints { get; set; }
|
||||
public int DecayPeriod { get; set; }
|
||||
}
|
||||
|
||||
public class ClusterStrategy
|
||||
{
|
||||
#region Types & Fields
|
||||
|
||||
private enum PointType { Peak, Trough }
|
||||
private enum Bias { Long, Short, Neutral }
|
||||
|
||||
private struct ExtremumPoint
|
||||
{
|
||||
public double Price;
|
||||
public int Index;
|
||||
public PointType Type;
|
||||
}
|
||||
|
||||
public struct ClusterLevel
|
||||
{
|
||||
public double Price;
|
||||
public double Significance;
|
||||
}
|
||||
|
||||
private readonly Robot _robot;
|
||||
private readonly Symbol _symbol;
|
||||
private readonly Bars _bars;
|
||||
private readonly StrategyConfig _config;
|
||||
private readonly HttpClient _httpClient;
|
||||
private readonly string _botToken;
|
||||
private readonly string _chatId;
|
||||
private readonly Action<string> _errorCallback;
|
||||
|
||||
private SimpleMovingAverage _smaBias;
|
||||
private HullMovingAverage _hmaBias;
|
||||
private HullMovingAverage _hmaCluster;
|
||||
|
||||
private readonly Queue<double> _deviationQueue = new Queue<double>();
|
||||
private double _runningDeviationSum;
|
||||
|
||||
private bool _deviationConditionMetInCurrentCycle;
|
||||
private bool _isTradingAllowedBasedOnPrevCycle;
|
||||
|
||||
private readonly List<ExtremumPoint> _extremaPoints = new();
|
||||
private readonly List<double> _amplitudes = new();
|
||||
|
||||
private double _trendExtremum;
|
||||
private int _trendExtremumIndex;
|
||||
private double _lastExtremumPrice;
|
||||
private bool? _isUpTrend;
|
||||
private double _currentDynamicRange;
|
||||
|
||||
private const string Label = "HmaClusterBot";
|
||||
|
||||
#endregion
|
||||
|
||||
public ClusterStrategy(
|
||||
Robot robot,
|
||||
Symbol symbol,
|
||||
Bars bars,
|
||||
StrategyConfig config,
|
||||
HttpClient httpClient,
|
||||
string token,
|
||||
string chatId,
|
||||
Action<string> errorCallback)
|
||||
{
|
||||
_robot = robot;
|
||||
_symbol = symbol;
|
||||
_bars = bars;
|
||||
_config = config;
|
||||
_httpClient = httpClient;
|
||||
_botToken = token;
|
||||
_chatId = chatId;
|
||||
_errorCallback = errorCallback;
|
||||
}
|
||||
|
||||
public void Start()
|
||||
{
|
||||
int requiredBars = Math.Max(_config.SmaBiasPeriod, _config.HmaBiasPeriod);
|
||||
requiredBars = Math.Max(requiredBars, _config.BiasDeviationAvgPeriod) + 10;
|
||||
|
||||
while (_bars.Count < requiredBars)
|
||||
{
|
||||
int loaded = _bars.LoadMoreHistory();
|
||||
if (loaded == 0)
|
||||
{
|
||||
_errorCallback?.Invoke($"Not enough history for {_config.SymbolName}. Loaded: {_bars.Count}, Req: {requiredBars}");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
_smaBias = _robot.Indicators.SimpleMovingAverage(_bars.ClosePrices, _config.SmaBiasPeriod);
|
||||
_hmaBias = _robot.Indicators.HullMovingAverage(_bars.ClosePrices, _config.HmaBiasPeriod);
|
||||
_hmaCluster = _robot.Indicators.HullMovingAverage(_bars.ClosePrices, _config.HmaClusterPeriod);
|
||||
|
||||
_currentDynamicRange = 5.0 * _symbol.PipSize;
|
||||
_deviationConditionMetInCurrentCycle = false;
|
||||
_isTradingAllowedBasedOnPrevCycle = false;
|
||||
|
||||
int startIndex = Math.Max(_config.SmaBiasPeriod, _config.HmaBiasPeriod);
|
||||
startIndex = Math.Max(startIndex, _config.BiasDeviationAvgPeriod);
|
||||
|
||||
for (int i = startIndex; i < _bars.Count; i++)
|
||||
{
|
||||
UpdateFilterState(i);
|
||||
UpdateClusterData(i);
|
||||
}
|
||||
|
||||
_bars.BarOpened += OnBarOpened;
|
||||
}
|
||||
|
||||
public void Stop()
|
||||
{
|
||||
_bars.BarOpened -= OnBarOpened;
|
||||
}
|
||||
|
||||
private void OnBarOpened(BarOpenedEventArgs obj)
|
||||
{
|
||||
try
|
||||
{
|
||||
int index = _bars.Count - 2;
|
||||
if (index < _config.BiasDeviationAvgPeriod) return;
|
||||
|
||||
UpdateFilterState(index);
|
||||
UpdateClusterData(index);
|
||||
|
||||
var clusters = CalculateClusters(index);
|
||||
|
||||
// 1. Dynamic SL/TP Management
|
||||
if (!_config.SendTelegramOnly && _config.UseDynamicPositionManagement && clusters.Count >= 2)
|
||||
{
|
||||
ManagePositions(clusters);
|
||||
}
|
||||
|
||||
var currentBias = GetCurrentBias(index);
|
||||
|
||||
// 2. Check for Profit Close on Bias Flip
|
||||
if (!_config.SendTelegramOnly && _config.CloseProfitOnBiasFlip)
|
||||
{
|
||||
CloseReversedPositions(currentBias);
|
||||
}
|
||||
|
||||
// 3. New Entry Logic with FIXED Orphan-Cleanup and Validations
|
||||
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)
|
||||
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}";
|
||||
_ = 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)
|
||||
{
|
||||
// Standard Cleanup: Orders in wrong direction (Bias Change)
|
||||
CleanupWrongBiasOrders(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);
|
||||
|
||||
// --- FIX 1: Open Positions Cleanup ---
|
||||
// If we are already invested, we ensure no pending orders for the same direction are lingering around.
|
||||
if (bias == Bias.Long && hasLong)
|
||||
{
|
||||
CancelPendingOrders(TradeType.Buy);
|
||||
return;
|
||||
}
|
||||
if (bias == Bias.Short && hasShort)
|
||||
{
|
||||
CancelPendingOrders(TradeType.Sell);
|
||||
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 CancelPendingOrders(TradeType type)
|
||||
{
|
||||
foreach (var order in _robot.PendingOrders)
|
||||
{
|
||||
if (order.SymbolName == _config.SymbolName && order.Label == Label && order.TradeType == type)
|
||||
{
|
||||
_robot.CancelPendingOrder(order);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void CleanupWrongBiasOrders(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)
|
||||
{
|
||||
var existingOrder = _robot.PendingOrders.FirstOrDefault(o => o.SymbolName == _config.SymbolName && o.Label == Label && o.TradeType == type);
|
||||
|
||||
// --- FIX 4: Market Proximity Check ---
|
||||
// If the limit price is invalid (e.g. Buy Limit above Ask), we must abort/cancel.
|
||||
bool priceInvalid = false;
|
||||
double buffer = _symbol.PipSize;
|
||||
|
||||
if (type == TradeType.Buy && entry >= (_symbol.Ask - buffer)) priceInvalid = true;
|
||||
if (type == TradeType.Sell && entry <= (_symbol.Bid + buffer)) priceInvalid = true;
|
||||
|
||||
if (priceInvalid)
|
||||
{
|
||||
if (existingOrder != null) _robot.CancelPendingOrder(existingOrder);
|
||||
return;
|
||||
}
|
||||
|
||||
// --- FIX 3: SL Distance Check ---
|
||||
double slDistPips = Math.Abs(entry - sl) / _symbol.PipSize;
|
||||
if (slDistPips <= 0)
|
||||
{
|
||||
if (existingOrder != null) _robot.CancelPendingOrder(existingOrder);
|
||||
return;
|
||||
}
|
||||
|
||||
// --- FIX 2: Volume Check ---
|
||||
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)
|
||||
{
|
||||
if (existingOrder != null) _robot.CancelPendingOrder(existingOrder);
|
||||
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;
|
||||
}
|
||||
|
||||
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)
|
||||
{
|
||||
var result = _robot.ModifyPendingOrder(existingOrder, entry, sl, tp, ProtectionType.Absolute, null, volume);
|
||||
if (!result.IsSuccessful)
|
||||
{
|
||||
// Fallback: If modify fails (e.g. spread jump), cancel it to avoid stale orders
|
||||
_robot.CancelPendingOrder(existingOrder);
|
||||
}
|
||||
}
|
||||
}
|
||||
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 == 0) return new List<ClusterLevel>();
|
||||
|
||||
double currentPrice = _bars.ClosePrices[currentIndex];
|
||||
double[] weights = new double[count];
|
||||
double totalWeightSum = 0;
|
||||
|
||||
for (int i = 0; i < count; i++)
|
||||
{
|
||||
weights[i] = GetWeight(_extremaPoints[i], currentIndex, currentPrice);
|
||||
totalWeightSum += weights[i];
|
||||
}
|
||||
|
||||
if (totalWeightSum == 0) return new List<ClusterLevel>();
|
||||
|
||||
var zones = new List<ClusterLevel>();
|
||||
for (int i = count - 1; i >= 0; i--)
|
||||
{
|
||||
var p = _extremaPoints[i];
|
||||
|
||||
bool exists = false;
|
||||
for (int j = 0; j < zones.Count; j++)
|
||||
{
|
||||
if (Math.Abs(zones[j].Price - p.Price) < _currentDynamicRange)
|
||||
{
|
||||
exists = true;
|
||||
break;
|
||||
}
|
||||
}
|
||||
if (exists) continue;
|
||||
|
||||
double score = 0;
|
||||
for (int k = 0; k < count; k++)
|
||||
{
|
||||
if (Math.Abs(_extremaPoints[k].Price - p.Price) <= _currentDynamicRange)
|
||||
{
|
||||
score += weights[k];
|
||||
}
|
||||
}
|
||||
|
||||
zones.Add(new ClusterLevel { Price = p.Price, Significance = (score / totalWeightSum) * 100.0 });
|
||||
}
|
||||
return zones;
|
||||
}
|
||||
|
||||
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 @@
|
||||
<?xml version="1.0" encoding="utf-8"?>
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
+4
@@ -0,0 +1,4 @@
|
||||
// <autogenerated />
|
||||
using System;
|
||||
using System.Reflection;
|
||||
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
|
||||
+22
@@ -0,0 +1,22 @@
|
||||
//------------------------------------------------------------------------------
|
||||
// <auto-generated>
|
||||
// This code was generated by a tool.
|
||||
//
|
||||
// Changes to this file may cause incorrect behavior and will be lost if
|
||||
// the code is regenerated.
|
||||
// </auto-generated>
|
||||
//------------------------------------------------------------------------------
|
||||
|
||||
using System;
|
||||
using System.Reflection;
|
||||
|
||||
[assembly: System.Reflection.AssemblyCompanyAttribute("HmaClusterBot")]
|
||||
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
|
||||
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
|
||||
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
|
||||
[assembly: System.Reflection.AssemblyProductAttribute("HmaClusterBot")]
|
||||
[assembly: System.Reflection.AssemblyTitleAttribute("HmaClusterBot")]
|
||||
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
|
||||
|
||||
// Generated by the MSBuild WriteCodeFragment class.
|
||||
|
||||
+1
@@ -0,0 +1 @@
|
||||
296f6e29070e0927c857564d4a04976a31621cde
|
||||
+10
@@ -0,0 +1,10 @@
|
||||
is_global = true
|
||||
build_property.TargetFramework = net6.0
|
||||
build_property.TargetPlatformMinVersion =
|
||||
build_property.UsingMicrosoftNETSdkWeb =
|
||||
build_property.ProjectTypeGuids =
|
||||
build_property.InvariantGlobalization =
|
||||
build_property.PlatformNeutralAssembly =
|
||||
build_property._SupportedPlatformList = Linux,macOS,Windows
|
||||
build_property.RootNamespace = HmaClusterBot
|
||||
build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Robots\HmaClusterBot\HmaClusterBot\
|
||||
BIN
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"restore": {
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|
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},
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaClusterBot\\HmaClusterBot\\HmaClusterBot.csproj": {
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"restore": {
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"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaClusterBot\\HmaClusterBot\\obj\\",
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"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
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|
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"net6.0"
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|
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"warningProperties": {
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|
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|
||||
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|
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|
||||
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|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"dependencies": {
|
||||
"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
||||
}
|
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},
|
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"imports": [
|
||||
"net461",
|
||||
"net462",
|
||||
"net47",
|
||||
"net471",
|
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"net472",
|
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"net48"
|
||||
],
|
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"assetTargetFallback": true,
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"warn": true,
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"Microsoft.NETCore.App": {
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@@ -0,0 +1,21 @@
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<?xml version="1.0" encoding="utf-8" standalone="no"?>
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<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
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||||
<RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
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||||
<ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
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<NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
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<NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
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<NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
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<NuGetToolVersion Condition=" '$(NuGetToolVersion)' == '' ">6.1.0</NuGetToolVersion>
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</PropertyGroup>
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<ItemGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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||||
<SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
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||||
</ItemGroup>
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<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props')" />
|
||||
</ImportGroup>
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||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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||||
<PkgcTrader_Automate Condition=" '$(PkgcTrader_Automate)' == '' ">C:\Users\Brummel\.nuget\packages\ctrader.automate\1.0.14</PkgcTrader_Automate>
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||||
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@@ -0,0 +1,6 @@
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<?xml version="1.0" encoding="utf-8" standalone="no"?>
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<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets')" />
|
||||
</ImportGroup>
|
||||
</Project>
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||||
@@ -0,0 +1,139 @@
|
||||
{
|
||||
"version": 3,
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||||
"targets": {
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||||
"net6.0": {
|
||||
"cTrader.Automate/1.0.14": {
|
||||
"type": "package",
|
||||
"compile": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
|
||||
},
|
||||
"runtime": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
|
||||
},
|
||||
"build": {
|
||||
"build/cTrader.Automate.props": {},
|
||||
"build/cTrader.Automate.targets": {}
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"libraries": {
|
||||
"cTrader.Automate/1.0.14": {
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||||
"sha512": "eNwE7WL90MGBKb5MuLAtZLdQy0vxkI5EVhLWAQ9S83EAdYkGAzdccvGFLk2oqmtSGBtD+gEpyrJUW/ej4dI4jw==",
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||||
"type": "package",
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||||
"path": "ctrader.automate/1.0.14",
|
||||
"hasTools": true,
|
||||
"files": [
|
||||
".nupkg.metadata",
|
||||
".signature.p7s",
|
||||
"build/cTrader.Automate.props",
|
||||
"build/cTrader.Automate.targets",
|
||||
"ctrader.automate.1.0.14.nupkg.sha512",
|
||||
"ctrader.automate.nuspec",
|
||||
"eula.md",
|
||||
"icon.png",
|
||||
"lib/net40/cAlgo.API.dll",
|
||||
"lib/net40/cAlgo.API.xml",
|
||||
"lib/net6.0/cAlgo.API.dll",
|
||||
"lib/net6.0/cAlgo.API.xml",
|
||||
"tools/net472/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
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|
||||
"tools/net472/Core.AlgoFormat.dll",
|
||||
"tools/net472/Core.Domain.Primitives.dll",
|
||||
"tools/net472/Newtonsoft.Json.dll",
|
||||
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|
||||
"tools/net472/System.Collections.Immutable.dll",
|
||||
"tools/net472/System.Memory.dll",
|
||||
"tools/net472/System.Numerics.Vectors.dll",
|
||||
"tools/net472/System.Reflection.Metadata.dll",
|
||||
"tools/net472/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net472/System.Runtime.CompilerServices.Unsafe.dll",
|
||||
"tools/net472/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.dll",
|
||||
"tools/net6.0/Core.Connection.Protobuf.Common.dll",
|
||||
"tools/net6.0/Core.Domain.Primitives.dll",
|
||||
"tools/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/Newtonsoft.Json.dll",
|
||||
"tools/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net6.0/System.Security.Permissions.dll",
|
||||
"tools/net6.0/System.Windows.Extensions.dll",
|
||||
"tools/net6.0/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/protobuf-net.Core.dll",
|
||||
"tools/net6.0/protobuf-net.dll",
|
||||
"tools/net6.0/runtimes/unix/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Windows.Extensions.dll"
|
||||
]
|
||||
}
|
||||
},
|
||||
"projectFileDependencyGroups": {
|
||||
"net6.0": [
|
||||
"cTrader.Automate >= *"
|
||||
]
|
||||
},
|
||||
"packageFolders": {
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||||
"C:\\Users\\Brummel\\.nuget\\packages\\": {}
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||||
"restore": {
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||||
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||||
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|
||||
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||||
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||||
"logs": []
|
||||
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||||
Binary file not shown.
Binary file not shown.
+1
@@ -0,0 +1 @@
|
||||
{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
|
||||
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
|
||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
|
||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaKcBot", "HmaKcBot\HmaKcBot.csproj", "{335ef48b-c961-4e40-97d0-9890a4d69d46}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{335ef48b-c961-4e40-97d0-9890a4d69d46}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{335ef48b-c961-4e40-97d0-9890a4d69d46}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{335ef48b-c961-4e40-97d0-9890a4d69d46}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{335ef48b-c961-4e40-97d0-9890a4d69d46}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
@@ -0,0 +1,114 @@
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using System;
|
||||
|
||||
namespace cAlgo.Robots
|
||||
{
|
||||
[Robot(AccessRights = AccessRights.None)]
|
||||
public class HmaKcBot : Robot
|
||||
{
|
||||
[Parameter("HMA Period", DefaultValue = 250)]
|
||||
public int HmaPeriod { get; set; }
|
||||
|
||||
[Parameter("KC MA Period", DefaultValue = 20)]
|
||||
public int KcMaPeriod { get; set; }
|
||||
|
||||
[Parameter("KC ATR Period", DefaultValue = 20)]
|
||||
public int KcAtrPeriod { get; set; }
|
||||
|
||||
[Parameter("KC Multiplier", DefaultValue = 2.0)]
|
||||
public double KcMultiplier { get; set; }
|
||||
|
||||
[Parameter("Risk Percentage", DefaultValue = 1.0, MinValue = 0.1, MaxValue = 10.0)]
|
||||
public double RiskPercentage { get; set; }
|
||||
|
||||
[Parameter("Stop Loss (pips)", DefaultValue = 20, MinValue = 1)]
|
||||
public double StopLossPips { get; set; }
|
||||
|
||||
private HullMovingAverage _hma;
|
||||
private KeltnerChannels _kc;
|
||||
private const string Label = "HmaKcBot";
|
||||
|
||||
protected override void OnStart()
|
||||
{
|
||||
_hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
|
||||
_kc = Indicators.KeltnerChannels(KcMaPeriod, MovingAverageType.Simple, KcAtrPeriod, MovingAverageType.Hull, KcMultiplier);
|
||||
}
|
||||
|
||||
protected override void OnBar()
|
||||
{
|
||||
var hmaCurrent = _hma.Result.Last(1);
|
||||
var hmaPrevious = _hma.Result.Last(2);
|
||||
var hmaOld = _hma.Result.Last(3);
|
||||
|
||||
// Sell Condition
|
||||
if (hmaPrevious > hmaCurrent && hmaPrevious > hmaOld)
|
||||
{
|
||||
ClosePositions(TradeType.Buy);
|
||||
var position = Positions.Find(Label, SymbolName, TradeType.Sell);
|
||||
if (position == null)
|
||||
{
|
||||
var volumeInUnits = Symbol.VolumeForProportionalRisk(ProportionalAmountType.Equity, RiskPercentage, StopLossPips);
|
||||
var normalizedVolume = Symbol.NormalizeVolumeInUnits(volumeInUnits, RoundingMode.ToNearest);
|
||||
|
||||
if (normalizedVolume > 0)
|
||||
{
|
||||
ExecuteMarketOrder(TradeType.Sell, SymbolName, normalizedVolume, Label, StopLossPips, null);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Buy Condition
|
||||
if (hmaPrevious < hmaCurrent && hmaPrevious < hmaOld)
|
||||
{
|
||||
ClosePositions(TradeType.Sell);
|
||||
var position = Positions.Find(Label, SymbolName, TradeType.Buy);
|
||||
if (position == null)
|
||||
{
|
||||
var volumeInUnits = Symbol.VolumeForProportionalRisk(ProportionalAmountType.Equity, RiskPercentage, StopLossPips);
|
||||
var normalizedVolume = Symbol.NormalizeVolumeInUnits(volumeInUnits, RoundingMode.ToNearest);
|
||||
|
||||
if (normalizedVolume > 0)
|
||||
{
|
||||
ExecuteMarketOrder(TradeType.Buy, SymbolName, normalizedVolume, Label, StopLossPips, null);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
TrailStopLoss();
|
||||
}
|
||||
|
||||
private void TrailStopLoss()
|
||||
{
|
||||
foreach (var position in Positions.FindAll(Label, SymbolName))
|
||||
{
|
||||
if (position.TradeType == TradeType.Buy)
|
||||
{
|
||||
var newStopLoss = Math.Round(_kc.Bottom.Last(1), Symbol.Digits);
|
||||
if (position.StopLoss == null || newStopLoss > position.StopLoss)
|
||||
{
|
||||
// Updated ModifyPosition to include ProtectionType.Absolute.
|
||||
ModifyPosition(position, newStopLoss, position.TakeProfit, ProtectionType.Absolute);
|
||||
}
|
||||
}
|
||||
else if (position.TradeType == TradeType.Sell)
|
||||
{
|
||||
var newStopLoss = Math.Round(_kc.Top.Last(1), Symbol.Digits);
|
||||
if (position.StopLoss == null || newStopLoss < position.StopLoss)
|
||||
{
|
||||
// Updated ModifyPosition to include ProtectionType.Absolute.
|
||||
ModifyPosition(position, newStopLoss, position.TakeProfit, ProtectionType.Absolute);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void ClosePositions(TradeType tradeType)
|
||||
{
|
||||
foreach (var position in Positions.FindAll(Label, SymbolName, tradeType))
|
||||
{
|
||||
ClosePosition(position);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
+4
@@ -0,0 +1,4 @@
|
||||
// <autogenerated />
|
||||
using System;
|
||||
using System.Reflection;
|
||||
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
|
||||
@@ -0,0 +1,22 @@
|
||||
//------------------------------------------------------------------------------
|
||||
// <auto-generated>
|
||||
// This code was generated by a tool.
|
||||
//
|
||||
// Changes to this file may cause incorrect behavior and will be lost if
|
||||
// the code is regenerated.
|
||||
// </auto-generated>
|
||||
//------------------------------------------------------------------------------
|
||||
|
||||
using System;
|
||||
using System.Reflection;
|
||||
|
||||
[assembly: System.Reflection.AssemblyCompanyAttribute("HmaKcBot")]
|
||||
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
|
||||
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
|
||||
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
|
||||
[assembly: System.Reflection.AssemblyProductAttribute("HmaKcBot")]
|
||||
[assembly: System.Reflection.AssemblyTitleAttribute("HmaKcBot")]
|
||||
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
|
||||
|
||||
// Generated by the MSBuild WriteCodeFragment class.
|
||||
|
||||
@@ -0,0 +1 @@
|
||||
c085c96e76c2bfbc661649df310079c6fc9608f0
|
||||
+10
@@ -0,0 +1,10 @@
|
||||
is_global = true
|
||||
build_property.TargetFramework = net6.0
|
||||
build_property.TargetPlatformMinVersion =
|
||||
build_property.UsingMicrosoftNETSdkWeb =
|
||||
build_property.ProjectTypeGuids =
|
||||
build_property.InvariantGlobalization =
|
||||
build_property.PlatformNeutralAssembly =
|
||||
build_property._SupportedPlatformList = Linux,macOS,Windows
|
||||
build_property.RootNamespace = HmaKcBot
|
||||
build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Robots\HmaKcBot\HmaKcBot\
|
||||
Binary file not shown.
BIN
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@@ -0,0 +1,66 @@
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{
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"format": 1,
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"restore": {
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj": {}
|
||||
},
|
||||
"projects": {
|
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj": {
|
||||
"version": "1.0.0",
|
||||
"restore": {
|
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"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj",
|
||||
"projectName": "HmaKcBot",
|
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"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj",
|
||||
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
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"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\obj\\",
|
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"projectStyle": "PackageReference",
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"configFilePaths": [
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"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
|
||||
],
|
||||
"originalTargetFrameworks": [
|
||||
"net6.0"
|
||||
],
|
||||
"sources": {
|
||||
"https://api.nuget.org/v3/index.json": {}
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||||
},
|
||||
"frameworks": {
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"net6.0": {
|
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"targetAlias": "net6.0",
|
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"projectReferences": {}
|
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}
|
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},
|
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"warningProperties": {
|
||||
"warnAsError": [
|
||||
"NU1605"
|
||||
]
|
||||
}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"dependencies": {
|
||||
"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
||||
}
|
||||
},
|
||||
"imports": [
|
||||
"net461",
|
||||
"net462",
|
||||
"net47",
|
||||
"net471",
|
||||
"net472",
|
||||
"net48"
|
||||
],
|
||||
"assetTargetFallback": true,
|
||||
"warn": true,
|
||||
"frameworkReferences": {
|
||||
"Microsoft.NETCore.App": {
|
||||
"privateAssets": "all"
|
||||
}
|
||||
},
|
||||
"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
|
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}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,21 @@
|
||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
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||||
<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
|
||||
<RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
|
||||
<ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
|
||||
<NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
|
||||
<NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
|
||||
<NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
|
||||
<NuGetToolVersion Condition=" '$(NuGetToolVersion)' == '' ">6.1.0</NuGetToolVersion>
|
||||
</PropertyGroup>
|
||||
<ItemGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
|
||||
</ItemGroup>
|
||||
<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.12\build\cTrader.Automate.props" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.12\build\cTrader.Automate.props')" />
|
||||
</ImportGroup>
|
||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<PkgcTrader_Automate Condition=" '$(PkgcTrader_Automate)' == '' ">C:\Users\Brummel\.nuget\packages\ctrader.automate\1.0.12</PkgcTrader_Automate>
|
||||
</PropertyGroup>
|
||||
</Project>
|
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@@ -0,0 +1,6 @@
|
||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
|
||||
<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
|
||||
<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
|
||||
<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.12\build\cTrader.Automate.targets" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.12\build\cTrader.Automate.targets')" />
|
||||
</ImportGroup>
|
||||
</Project>
|
||||
@@ -0,0 +1,139 @@
|
||||
{
|
||||
"version": 3,
|
||||
"targets": {
|
||||
"net6.0": {
|
||||
"cTrader.Automate/1.0.12": {
|
||||
"type": "package",
|
||||
"compile": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
|
||||
},
|
||||
"runtime": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
|
||||
},
|
||||
"build": {
|
||||
"build/cTrader.Automate.props": {},
|
||||
"build/cTrader.Automate.targets": {}
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"libraries": {
|
||||
"cTrader.Automate/1.0.12": {
|
||||
"sha512": "h+HPnbqPTkoSeojoYwWWOo5Jm9ExkmrmsU/WbF/idcgO2auKAPILBghZRP6Qt5mAcE/40YCRMNHT45/kzzs5Sg==",
|
||||
"type": "package",
|
||||
"path": "ctrader.automate/1.0.12",
|
||||
"hasTools": true,
|
||||
"files": [
|
||||
".nupkg.metadata",
|
||||
".signature.p7s",
|
||||
"build/cTrader.Automate.props",
|
||||
"build/cTrader.Automate.targets",
|
||||
"ctrader.automate.1.0.12.nupkg.sha512",
|
||||
"ctrader.automate.nuspec",
|
||||
"eula.md",
|
||||
"icon.png",
|
||||
"lib/net40/cAlgo.API.dll",
|
||||
"lib/net40/cAlgo.API.xml",
|
||||
"lib/net6.0/cAlgo.API.dll",
|
||||
"lib/net6.0/cAlgo.API.xml",
|
||||
"tools/net472/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net472/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net472/Core.AlgoFormat.dll",
|
||||
"tools/net472/Core.Domain.Primitives.dll",
|
||||
"tools/net472/Newtonsoft.Json.dll",
|
||||
"tools/net472/System.Buffers.dll",
|
||||
"tools/net472/System.Collections.Immutable.dll",
|
||||
"tools/net472/System.Memory.dll",
|
||||
"tools/net472/System.Numerics.Vectors.dll",
|
||||
"tools/net472/System.Reflection.Metadata.dll",
|
||||
"tools/net472/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net472/System.Runtime.CompilerServices.Unsafe.dll",
|
||||
"tools/net472/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.dll",
|
||||
"tools/net6.0/Core.Connection.Protobuf.Common.dll",
|
||||
"tools/net6.0/Core.Domain.Primitives.dll",
|
||||
"tools/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/Newtonsoft.Json.dll",
|
||||
"tools/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net6.0/System.Security.Permissions.dll",
|
||||
"tools/net6.0/System.Windows.Extensions.dll",
|
||||
"tools/net6.0/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/protobuf-net.Core.dll",
|
||||
"tools/net6.0/protobuf-net.dll",
|
||||
"tools/net6.0/runtimes/unix/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/Microsoft.Win32.SystemEvents.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Windows.Extensions.dll"
|
||||
]
|
||||
}
|
||||
},
|
||||
"projectFileDependencyGroups": {
|
||||
"net6.0": [
|
||||
"cTrader.Automate >= *"
|
||||
]
|
||||
},
|
||||
"packageFolders": {
|
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"C:\\Users\\Brummel\\.nuget\\packages\\": {}
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||||
},
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"project": {
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"version": "1.0.0",
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"restore": {
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"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj",
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"projectName": "HmaKcBot",
|
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"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj",
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"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
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"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\obj\\",
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"projectStyle": "PackageReference",
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"configFilePaths": [
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"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
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],
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"originalTargetFrameworks": [
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"net6.0"
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],
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"sources": {
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"https://api.nuget.org/v3/index.json": {}
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},
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"frameworks": {
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"net6.0": {
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"projectReferences": {}
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}
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},
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"warningProperties": {
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"net6.0": {
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"targetAlias": "net6.0",
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"dependencies": {
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"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
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}
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},
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"imports": [
|
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"net461",
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"net462",
|
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"net47",
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"net471",
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"net472",
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"net48"
|
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],
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"assetTargetFallback": true,
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"success": true,
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"projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj",
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{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
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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}") = "HmaSmaCrossoverBot", "HmaSmaCrossoverBot\HmaSmaCrossoverBot.csproj", "{b3f19675-15c1-4ecd-87db-b4e345e3d6f5}"
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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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{b3f19675-15c1-4ecd-87db-b4e345e3d6f5}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{b3f19675-15c1-4ecd-87db-b4e345e3d6f5}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{b3f19675-15c1-4ecd-87db-b4e345e3d6f5}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{b3f19675-15c1-4ecd-87db-b4e345e3d6f5}.Release|Any CPU.Build.0 = Release|Any CPU
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HideSolutionNode = FALSE
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EndGlobalSection
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EndGlobal
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@@ -0,0 +1,198 @@
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using System;
|
||||
|
||||
namespace cAlgo.Robots
|
||||
{
|
||||
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class HmaSmaCrossoverBot : Robot
|
||||
{
|
||||
[Parameter("HMA A Period (Fast)", DefaultValue = 20, Group = "Periods")]
|
||||
public int HmaAPeriod { get; set; }
|
||||
|
||||
[Parameter("HMA B Period (Slow)", DefaultValue = 250, Group = "Periods")]
|
||||
public int HmaBPeriod { get; set; }
|
||||
|
||||
[Parameter("SMA C Period (Base)", DefaultValue = 200, Group = "Periods")]
|
||||
public int SmaCPeriod { get; set; }
|
||||
|
||||
[Parameter("Lot Size", DefaultValue = 0.1, Group = "Volume")]
|
||||
public double LotSize { get; set; }
|
||||
|
||||
[Parameter("Max Positions", DefaultValue = 4, Group = "Volume")]
|
||||
public int MaxPositions { get; set; }
|
||||
|
||||
[Parameter("Stop Loss (Pips)", DefaultValue = 50, Group = "Protection")]
|
||||
public double StopLossPips { get; set; }
|
||||
|
||||
// Label for position management
|
||||
private const string BotLabel = "HmaSmaCrossoverBot";
|
||||
|
||||
private HullMovingAverage _hmaA;
|
||||
private HullMovingAverage _hmaB;
|
||||
private SimpleMovingAverage _smaC;
|
||||
private double _volumeInUnits;
|
||||
private TimeZoneInfo _germanZone; // Added for time filter
|
||||
|
||||
protected override void OnStart()
|
||||
{
|
||||
_hmaA = Indicators.HullMovingAverage(Bars.ClosePrices, HmaAPeriod);
|
||||
_hmaB = Indicators.HullMovingAverage(Bars.ClosePrices, HmaBPeriod);
|
||||
_smaC = Indicators.SimpleMovingAverage(Bars.ClosePrices, SmaCPeriod);
|
||||
|
||||
// Convert LotSize to normalized VolumeInUnits
|
||||
double preciseVolume = Symbol.QuantityToVolumeInUnits(LotSize);
|
||||
_volumeInUnits = Symbol.NormalizeVolumeInUnits(preciseVolume, RoundingMode.ToNearest);
|
||||
|
||||
if (_volumeInUnits < Symbol.VolumeInUnitsMin)
|
||||
{
|
||||
_volumeInUnits = Symbol.VolumeInUnitsMin;
|
||||
Print($"Warning: Requested volume {preciseVolume} is below minimum. Using minimum: {_volumeInUnits} units.");
|
||||
}
|
||||
|
||||
// Initialize German TimeZone
|
||||
try
|
||||
{
|
||||
// "W. Europe Standard Time" is the ID for Berlin, Amsterdam, Rome (CET/CEST)
|
||||
_germanZone = TimeZoneInfo.FindSystemTimeZoneById("W. Europe Standard Time");
|
||||
}
|
||||
catch (TimeZoneNotFoundException)
|
||||
{
|
||||
Print("Error: TimeZone 'W. Europe Standard Time' not found. Using Server TimeZone as fallback for time filter (might be incorrect).");
|
||||
_germanZone = TimeZone; // Fallback to server zone (which is UTC here)
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
Print($"Error initializing TimeZone: {ex.Message}. Using Server TimeZone as fallback.");
|
||||
_germanZone = TimeZone;
|
||||
}
|
||||
}
|
||||
|
||||
protected override void OnBar()
|
||||
{
|
||||
// Ensure indicators have enough data + 3 bars for peak/trough logic
|
||||
int requiredBars = Math.Max(HmaAPeriod, Math.Max(HmaBPeriod, SmaCPeriod)) + 3;
|
||||
if (Bars.Count < requiredBars)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check exit conditions first
|
||||
HandleExits();
|
||||
|
||||
// Check entry conditions
|
||||
HandleEntries();
|
||||
}
|
||||
|
||||
// Checks and executes exit logic based on rules
|
||||
private void HandleExits()
|
||||
{
|
||||
// Get current and previous values (based on closed bars)
|
||||
// Last(0) = current closed bar, Last(1) = previous bar
|
||||
double hmaB_curr = _hmaB.Result.Last(0);
|
||||
double smaC_curr = _smaC.Result.Last(0);
|
||||
double hmaB_prev = _hmaB.Result.Last(1);
|
||||
|
||||
double low_curr = Bars.LowPrices.Last(0);
|
||||
double low_prev = Bars.LowPrices.Last(1);
|
||||
double high_curr = Bars.HighPrices.Last(0);
|
||||
double high_prev = Bars.HighPrices.Last(1);
|
||||
|
||||
// --- Long Exit Conditions ---
|
||||
// 1. B < C (at current close)
|
||||
// 2. Low crosses below B (Currentbar.Low < Current.B AND PreviousBar.Low >= Previous.B)
|
||||
bool longExitSignal = (hmaB_curr < smaC_curr) ||
|
||||
((low_curr < hmaB_curr) && (low_prev >= hmaB_prev));
|
||||
|
||||
// --- Short Exit Conditions ---
|
||||
// 1. B > C (at current close)
|
||||
// 2. High crosses above B (Currentbar.High > Current.B AND PreviousBar.High <= Previous.B)
|
||||
bool shortExitSignal = (hmaB_curr > smaC_curr) ||
|
||||
((high_curr > hmaB_curr) && (high_prev <= hmaB_prev));
|
||||
|
||||
// Find all positions managed by this bot for the current symbol
|
||||
var botPositions = GetPositions(null);
|
||||
|
||||
foreach (var position in botPositions)
|
||||
{
|
||||
if (position.TradeType == TradeType.Buy && longExitSignal)
|
||||
{
|
||||
ClosePosition(position);
|
||||
}
|
||||
else if (position.TradeType == TradeType.Sell && shortExitSignal)
|
||||
{
|
||||
ClosePosition(position);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Checks and executes entry logic based on indicator signals
|
||||
private void HandleEntries()
|
||||
{
|
||||
// --- Time Filter ---
|
||||
// Use TimeInUtc for a reliable UTC baseline (as Robot TimeZone is UTC)
|
||||
DateTime germanTime = TimeZoneInfo.ConvertTimeFromUtc(TimeInUtc, _germanZone);
|
||||
|
||||
// Only allow new trades between 7:00 (inclusive) and 17:00 (exclusive) German time
|
||||
if (germanTime.Hour < 7 || germanTime.Hour >= 17)
|
||||
{
|
||||
return; // Outside trading hours
|
||||
}
|
||||
// --- End Time Filter ---
|
||||
|
||||
// Get values for signal bar (i-1) and confirmation bar (i)
|
||||
// Last(0) = i (confirmation bar, just closed)
|
||||
// Last(1) = i-1 (signal bar)
|
||||
// Last(2) = i-2 (previous bar)
|
||||
|
||||
double hmaA_confirm = _hmaA.Result.Last(0);
|
||||
double hmaA_signal = _hmaA.Result.Last(1);
|
||||
double hmaA_prev = _hmaA.Result.Last(2);
|
||||
|
||||
// Get filter values at the signal bar (i-1)
|
||||
double hmaB_signal = _hmaB.Result.Last(1);
|
||||
double smaC_signal = _smaC.Result.Last(1);
|
||||
|
||||
// Peak/Trough detection at i-1 (Last(1)), confirmed by i (Last(0))
|
||||
bool isPeak = (hmaA_prev < hmaA_signal) && (hmaA_signal > hmaA_confirm);
|
||||
bool isTrough = (hmaA_prev > hmaA_signal) && (hmaA_signal < hmaA_confirm);
|
||||
|
||||
// --- Sell Signal Condition (at i-1) ---
|
||||
// 1. B < C
|
||||
// 2. A > C
|
||||
// 3. A forms a peak
|
||||
if ((hmaB_signal < smaC_signal) && (hmaA_signal > smaC_signal) && isPeak)
|
||||
{
|
||||
if (GetPositions(TradeType.Sell).Length < MaxPositions)
|
||||
{
|
||||
ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, BotLabel, StopLossPips, null);
|
||||
}
|
||||
}
|
||||
|
||||
// --- Buy Signal Condition (at i-1) ---
|
||||
// 1. B > C
|
||||
// 2. A < C
|
||||
// 3. A forms a trough
|
||||
if ((hmaB_signal > smaC_signal) && (hmaA_signal < smaC_signal) && isTrough)
|
||||
{
|
||||
if (GetPositions(TradeType.Buy).Length < MaxPositions)
|
||||
{
|
||||
ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, BotLabel, StopLossPips, null);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Helper to get positions only for the current symbol and managed by this bot
|
||||
private Position[] GetPositions(TradeType? tradeType)
|
||||
{
|
||||
if (tradeType == null)
|
||||
{
|
||||
// Get all Buy or Sell positions for this bot/symbol
|
||||
return Positions.FindAll(BotLabel, SymbolName);
|
||||
}
|
||||
|
||||
// Get specific TradeType positions for this bot/symbol
|
||||
return Positions.FindAll(BotLabel, SymbolName, tradeType.Value);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
+4
@@ -0,0 +1,4 @@
|
||||
// <autogenerated />
|
||||
using System;
|
||||
using System.Reflection;
|
||||
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
|
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+22
@@ -0,0 +1,22 @@
|
||||
//------------------------------------------------------------------------------
|
||||
// <auto-generated>
|
||||
// This code was generated by a tool.
|
||||
//
|
||||
// Changes to this file may cause incorrect behavior and will be lost if
|
||||
// the code is regenerated.
|
||||
// </auto-generated>
|
||||
//------------------------------------------------------------------------------
|
||||
|
||||
using System;
|
||||
using System.Reflection;
|
||||
|
||||
[assembly: System.Reflection.AssemblyCompanyAttribute("HmaSmaCrossoverBot")]
|
||||
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
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[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
|
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[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
|
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[assembly: System.Reflection.AssemblyProductAttribute("HmaSmaCrossoverBot")]
|
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[assembly: System.Reflection.AssemblyTitleAttribute("HmaSmaCrossoverBot")]
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[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
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|
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// Generated by the MSBuild WriteCodeFragment class.
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+1
@@ -0,0 +1 @@
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4f125f90c408d20a05e42f8a6dc598f9c14b8e6f
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+10
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is_global = true
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build_property.TargetFramework = net6.0
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build_property.TargetPlatformMinVersion =
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build_property.UsingMicrosoftNETSdkWeb =
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build_property.ProjectTypeGuids =
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build_property.InvariantGlobalization =
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build_property.PlatformNeutralAssembly =
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build_property._SupportedPlatformList = Linux,macOS,Windows
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build_property.RootNamespace = HmaSmaCrossoverBot
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build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Robots\HmaSmaCrossoverBot\HmaSmaCrossoverBot\
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaSmaCrossoverBot\\HmaSmaCrossoverBot\\HmaSmaCrossoverBot.csproj": {}
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"targetAlias": "net6.0",
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"dependencies": {
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"cTrader.Automate": {
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"target": "Package",
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"version": "[*, )"
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}
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},
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"imports": [
|
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"net461",
|
||||
"net462",
|
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"net47",
|
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"net471",
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"net472",
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"net48"
|
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+21
@@ -0,0 +1,21 @@
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<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
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||||
<RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
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<ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
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<NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
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<NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
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<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props')" />
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||||
</ImportGroup>
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<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<PkgcTrader_Automate Condition=" '$(PkgcTrader_Automate)' == '' ">C:\Users\Brummel\.nuget\packages\ctrader.automate\1.0.14</PkgcTrader_Automate>
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@@ -0,0 +1,6 @@
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@@ -0,0 +1,139 @@
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{
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"cTrader.Automate/1.0.14": {
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"type": "package",
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"compile": {
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"lib/net6.0/cAlgo.API.dll": {}
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},
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"runtime": {
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"lib/net6.0/cAlgo.API.dll": {}
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},
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||||
"build": {
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"build/cTrader.Automate.props": {},
|
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"build/cTrader.Automate.targets": {}
|
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}
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}
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".signature.p7s",
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"net472",
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{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
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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}") = "HmaStructureBot", "HmaStructureBot\HmaStructureBot.csproj", "{9f6f411d-ba95-4e92-853b-10e6a1a8c98c}"
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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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{9f6f411d-ba95-4e92-853b-10e6a1a8c98c}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{9f6f411d-ba95-4e92-853b-10e6a1a8c98c}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{9f6f411d-ba95-4e92-853b-10e6a1a8c98c}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{9f6f411d-ba95-4e92-853b-10e6a1a8c98c}.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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|
||||
using System;
|
||||
using System.Collections.Generic;
|
||||
using System.Linq;
|
||||
using cAlgo.API;
|
||||
using cAlgo.API.Indicators;
|
||||
using cAlgo.API.Internals;
|
||||
|
||||
namespace cAlgo.Robots
|
||||
{
|
||||
[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
|
||||
public class HmaStructureBot : Robot
|
||||
{
|
||||
// --- Parameters ---
|
||||
[Parameter("HMA Period", DefaultValue = 25)]
|
||||
public int HmaPeriod { get; set; }
|
||||
|
||||
[Parameter("Risk % per Trade", DefaultValue = 1.0, MinValue = 0.01)]
|
||||
public double RiskPercent { get; set; }
|
||||
|
||||
[Parameter("Order Label", DefaultValue = "HMA_Struct")]
|
||||
public string OrderLabel { get; set; }
|
||||
|
||||
// Expiration removed
|
||||
|
||||
// --- Indicators ---
|
||||
private HullMovingAverage _hma;
|
||||
|
||||
// --- State Management ---
|
||||
private DateTime _lastSetupTime;
|
||||
|
||||
// --- Data Structures ---
|
||||
private enum ExtremumType { High, Low }
|
||||
|
||||
private struct Extremum
|
||||
{
|
||||
public ExtremumType Type;
|
||||
public double Value;
|
||||
public int Index; // Index relative to logic
|
||||
public DateTime Time; // Unique identifier for the extremum
|
||||
}
|
||||
|
||||
protected override void OnStart()
|
||||
{
|
||||
_hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
|
||||
}
|
||||
|
||||
protected override void OnBarClosed()
|
||||
{
|
||||
// 1. Manage existing pending orders
|
||||
ManageExistingOrders();
|
||||
|
||||
// 2. Find Extrema
|
||||
var extrema = GetExtrema(200, 5);
|
||||
|
||||
if (extrema.Count < 5)
|
||||
return;
|
||||
|
||||
// 3. Check for duplicate execution on the same setup
|
||||
// The setup is defined by the latest extremum (extrema[0])
|
||||
if (extrema[0].Time == _lastSetupTime)
|
||||
return;
|
||||
|
||||
bool orderPlaced = false;
|
||||
|
||||
// --- Short Logic ---
|
||||
// Last extremum must be a Trough (T0)
|
||||
if (extrema[0].Type == ExtremumType.Low)
|
||||
{
|
||||
var t0 = extrema[0].Value;
|
||||
var h0 = extrema[1].Value;
|
||||
var t1 = extrema[2].Value;
|
||||
var h1 = extrema[3].Value;
|
||||
var t2 = extrema[4].Value;
|
||||
|
||||
// Condition: T1 < T2 and H0 < T2
|
||||
if (t1 < t2 && h0 < t2)
|
||||
{
|
||||
double entryPrice = 0.5 * (t2 + h0);
|
||||
double stopLossPrice = h1;
|
||||
double takeProfitPrice = Math.Max(t0, t1);
|
||||
|
||||
PlaceStructureOrder(TradeType.Sell, entryPrice, stopLossPrice, takeProfitPrice);
|
||||
orderPlaced = true;
|
||||
}
|
||||
}
|
||||
// --- Long Logic ---
|
||||
// Last extremum must be a Peak (H0)
|
||||
else if (extrema[0].Type == ExtremumType.High)
|
||||
{
|
||||
var h0 = extrema[0].Value;
|
||||
var t0 = extrema[1].Value;
|
||||
var h1 = extrema[2].Value;
|
||||
var t1 = extrema[3].Value;
|
||||
var h2 = extrema[4].Value;
|
||||
|
||||
// Condition: H1 > H2 and T0 > H2
|
||||
if (h1 > h2 && t0 > h2)
|
||||
{
|
||||
double entryPrice = 0.5 * (h2 + t0);
|
||||
double stopLossPrice = t1;
|
||||
double takeProfitPrice = Math.Min(h0, h1);
|
||||
|
||||
PlaceStructureOrder(TradeType.Buy, entryPrice, stopLossPrice, takeProfitPrice);
|
||||
orderPlaced = true;
|
||||
}
|
||||
}
|
||||
|
||||
// 4. Mark Setup as handled if we placed an order
|
||||
if (orderPlaced)
|
||||
{
|
||||
_lastSetupTime = extrema[0].Time;
|
||||
}
|
||||
}
|
||||
|
||||
private void PlaceStructureOrder(TradeType type, double entryPrice, double slPrice, double tpPrice)
|
||||
{
|
||||
// Calculate Risk
|
||||
double riskAmount = Account.Balance * (RiskPercent / 100.0);
|
||||
|
||||
// Note: VolumeForFixedRisk still requires SL in Pips calculation
|
||||
double slDistancePips = Math.Abs(entryPrice - slPrice) / Symbol.PipSize;
|
||||
|
||||
if (slDistancePips <= 0) return;
|
||||
|
||||
double volume = Symbol.VolumeForFixedRisk(riskAmount, slDistancePips);
|
||||
volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.Down);
|
||||
|
||||
// Place Limit Order using Absolute Prices
|
||||
// Expiry is null (GTC - Good Till Cancelled)
|
||||
PlaceLimitOrder(type, SymbolName, volume, entryPrice, OrderLabel, slPrice, tpPrice, ProtectionType.Absolute, null);
|
||||
}
|
||||
|
||||
private void ManageExistingOrders()
|
||||
{
|
||||
foreach (var order in PendingOrders.ToArray())
|
||||
{
|
||||
if (order.Label != OrderLabel || order.SymbolName != SymbolName)
|
||||
continue;
|
||||
|
||||
var barLow = Bars.LowPrices.Last(0);
|
||||
var barHigh = Bars.HighPrices.Last(0);
|
||||
bool isCancelled = false;
|
||||
|
||||
// --- Check SL Hit ---
|
||||
if (order.StopLoss.HasValue)
|
||||
{
|
||||
if (order.TradeType == TradeType.Buy)
|
||||
{
|
||||
if (barLow <= order.StopLoss.Value)
|
||||
{
|
||||
order.Cancel();
|
||||
isCancelled = true;
|
||||
}
|
||||
}
|
||||
else // Sell
|
||||
{
|
||||
if (barHigh >= order.StopLoss.Value)
|
||||
{
|
||||
order.Cancel();
|
||||
isCancelled = true;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (isCancelled) continue;
|
||||
|
||||
// --- Check TP Extension ---
|
||||
if (order.TakeProfit.HasValue)
|
||||
{
|
||||
if (order.TradeType == TradeType.Sell)
|
||||
{
|
||||
// If price went lower than TP, move TP to Low
|
||||
if (barLow < order.TakeProfit.Value)
|
||||
{
|
||||
ModifyPendingOrder(order, order.TargetPrice, order.StopLoss, barLow, order.ProtectionType);
|
||||
}
|
||||
}
|
||||
else // Buy
|
||||
{
|
||||
// If price went higher than TP, move TP to High
|
||||
if (barHigh > order.TakeProfit.Value)
|
||||
{
|
||||
ModifyPendingOrder(order, order.TargetPrice, order.StopLoss, barHigh, order.ProtectionType);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private List<Extremum> GetExtrema(int searchDepth, int minCount)
|
||||
{
|
||||
var list = new List<Extremum>();
|
||||
var hma = _hma.Result;
|
||||
|
||||
// i starts at 1 to compare with confirmed i+1 and i-1 (where i-1 is closer to closed bar Last(0))
|
||||
for (int i = 1; i < searchDepth && i < hma.Count - 1; i++)
|
||||
{
|
||||
double current = hma.Last(i);
|
||||
double prev = hma.Last(i + 1); // Older
|
||||
double next = hma.Last(i - 1); // Newer
|
||||
|
||||
if (current > prev && current > next)
|
||||
{
|
||||
list.Add(new Extremum {
|
||||
Type = ExtremumType.High,
|
||||
Value = current,
|
||||
Index = i,
|
||||
Time = Bars.OpenTimes.Last(i)
|
||||
});
|
||||
}
|
||||
else if (current < prev && current < next)
|
||||
{
|
||||
list.Add(new Extremum {
|
||||
Type = ExtremumType.Low,
|
||||
Value = current,
|
||||
Index = i,
|
||||
Time = Bars.OpenTimes.Last(i)
|
||||
});
|
||||
}
|
||||
|
||||
if (list.Count >= minCount)
|
||||
break;
|
||||
}
|
||||
return list;
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,9 @@
|
||||
<Project Sdk="Microsoft.NET.Sdk">
|
||||
<PropertyGroup>
|
||||
<TargetFramework>net6.0</TargetFramework>
|
||||
</PropertyGroup>
|
||||
|
||||
<ItemGroup>
|
||||
<PackageReference Include="cTrader.Automate" Version="*" />
|
||||
</ItemGroup>
|
||||
</Project>
|
||||
+4
@@ -0,0 +1,4 @@
|
||||
// <autogenerated />
|
||||
using System;
|
||||
using System.Reflection;
|
||||
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
|
||||
+22
@@ -0,0 +1,22 @@
|
||||
//------------------------------------------------------------------------------
|
||||
// <auto-generated>
|
||||
// This code was generated by a tool.
|
||||
//
|
||||
// Changes to this file may cause incorrect behavior and will be lost if
|
||||
// the code is regenerated.
|
||||
// </auto-generated>
|
||||
//------------------------------------------------------------------------------
|
||||
|
||||
using System;
|
||||
using System.Reflection;
|
||||
|
||||
[assembly: System.Reflection.AssemblyCompanyAttribute("HmaStructureBot")]
|
||||
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
|
||||
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
|
||||
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0")]
|
||||
[assembly: System.Reflection.AssemblyProductAttribute("HmaStructureBot")]
|
||||
[assembly: System.Reflection.AssemblyTitleAttribute("HmaStructureBot")]
|
||||
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
|
||||
|
||||
// Generated by the MSBuild WriteCodeFragment class.
|
||||
|
||||
+1
@@ -0,0 +1 @@
|
||||
7c0c361c93e8c6d8fca2b9bb1c31f57269d6fb5c
|
||||
+10
@@ -0,0 +1,10 @@
|
||||
is_global = true
|
||||
build_property.TargetFramework = net6.0
|
||||
build_property.TargetPlatformMinVersion =
|
||||
build_property.UsingMicrosoftNETSdkWeb =
|
||||
build_property.ProjectTypeGuids =
|
||||
build_property.InvariantGlobalization =
|
||||
build_property.PlatformNeutralAssembly =
|
||||
build_property._SupportedPlatformList = Linux,macOS,Windows
|
||||
build_property.RootNamespace = HmaStructureBot
|
||||
build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Robots\HmaStructureBot\HmaStructureBot\
|
||||
BIN
Binary file not shown.
BIN
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+66
@@ -0,0 +1,66 @@
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{
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"format": 1,
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"restore": {
|
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaStructureBot\\HmaStructureBot\\HmaStructureBot.csproj": {}
|
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},
|
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"projects": {
|
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaStructureBot\\HmaStructureBot\\HmaStructureBot.csproj": {
|
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"version": "1.0.0",
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"projectName": "HmaStructureBot",
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"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaStructureBot\\HmaStructureBot\\HmaStructureBot.csproj",
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"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
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"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaStructureBot\\HmaStructureBot\\obj\\",
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"projectStyle": "PackageReference",
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"configFilePaths": [
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"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
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],
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"originalTargetFrameworks": [
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"net6.0"
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],
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"sources": {
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"https://api.nuget.org/v3/index.json": {}
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},
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"frameworks": {
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"net6.0": {
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"targetAlias": "net6.0",
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"projectReferences": {}
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}
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},
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"warningProperties": {
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"warnAsError": [
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"NU1605"
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]
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}
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},
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"frameworks": {
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"net6.0": {
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"targetAlias": "net6.0",
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"dependencies": {
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"cTrader.Automate": {
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"target": "Package",
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"version": "[*, )"
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}
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},
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"imports": [
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"net461",
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||||
"net462",
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||||
"net47",
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||||
"net471",
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||||
"net472",
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||||
"net48"
|
||||
],
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||||
"assetTargetFallback": true,
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||||
"warn": true,
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||||
"frameworkReferences": {
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||||
"Microsoft.NETCore.App": {
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||||
"privateAssets": "all"
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}
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},
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"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
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}
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}
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}
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}
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}
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+21
@@ -0,0 +1,21 @@
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||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
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<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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||||
<RestoreSuccess Condition=" '$(RestoreSuccess)' == '' ">True</RestoreSuccess>
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||||
<RestoreTool Condition=" '$(RestoreTool)' == '' ">NuGet</RestoreTool>
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||||
<ProjectAssetsFile Condition=" '$(ProjectAssetsFile)' == '' ">$(MSBuildThisFileDirectory)project.assets.json</ProjectAssetsFile>
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||||
<NuGetPackageRoot Condition=" '$(NuGetPackageRoot)' == '' ">$(UserProfile)\.nuget\packages\</NuGetPackageRoot>
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||||
<NuGetPackageFolders Condition=" '$(NuGetPackageFolders)' == '' ">C:\Users\Brummel\.nuget\packages\</NuGetPackageFolders>
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<NuGetProjectStyle Condition=" '$(NuGetProjectStyle)' == '' ">PackageReference</NuGetProjectStyle>
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<NuGetToolVersion Condition=" '$(NuGetToolVersion)' == '' ">6.1.0</NuGetToolVersion>
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</PropertyGroup>
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<ItemGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
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</ItemGroup>
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<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.props')" />
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||||
</ImportGroup>
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||||
<PropertyGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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||||
<PkgcTrader_Automate Condition=" '$(PkgcTrader_Automate)' == '' ">C:\Users\Brummel\.nuget\packages\ctrader.automate\1.0.14</PkgcTrader_Automate>
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||||
</PropertyGroup>
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||||
</Project>
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+6
@@ -0,0 +1,6 @@
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||||
<?xml version="1.0" encoding="utf-8" standalone="no"?>
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||||
<Project ToolsVersion="14.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
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||||
<ImportGroup Condition=" '$(ExcludeRestorePackageImports)' != 'true' ">
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||||
<Import Project="$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.14\build\cTrader.Automate.targets')" />
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||||
</ImportGroup>
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||||
</Project>
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@@ -0,0 +1,139 @@
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||||
{
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"version": 3,
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||||
"targets": {
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"net6.0": {
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||||
"cTrader.Automate/1.0.14": {
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||||
"type": "package",
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||||
"compile": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
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||||
},
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||||
"runtime": {
|
||||
"lib/net6.0/cAlgo.API.dll": {}
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||||
},
|
||||
"build": {
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||||
"build/cTrader.Automate.props": {},
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||||
"build/cTrader.Automate.targets": {}
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||||
}
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||||
}
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||||
}
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||||
},
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||||
"libraries": {
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||||
"cTrader.Automate/1.0.14": {
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"sha512": "eNwE7WL90MGBKb5MuLAtZLdQy0vxkI5EVhLWAQ9S83EAdYkGAzdccvGFLk2oqmtSGBtD+gEpyrJUW/ej4dI4jw==",
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||||
"type": "package",
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||||
"path": "ctrader.automate/1.0.14",
|
||||
"hasTools": true,
|
||||
"files": [
|
||||
".nupkg.metadata",
|
||||
".signature.p7s",
|
||||
"build/cTrader.Automate.props",
|
||||
"build/cTrader.Automate.targets",
|
||||
"ctrader.automate.1.0.14.nupkg.sha512",
|
||||
"ctrader.automate.nuspec",
|
||||
"eula.md",
|
||||
"icon.png",
|
||||
"lib/net40/cAlgo.API.dll",
|
||||
"lib/net40/cAlgo.API.xml",
|
||||
"lib/net6.0/cAlgo.API.dll",
|
||||
"lib/net6.0/cAlgo.API.xml",
|
||||
"tools/net472/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net472/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net472/Core.AlgoFormat.dll",
|
||||
"tools/net472/Core.Domain.Primitives.dll",
|
||||
"tools/net472/Newtonsoft.Json.dll",
|
||||
"tools/net472/System.Buffers.dll",
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||||
"tools/net472/System.Collections.Immutable.dll",
|
||||
"tools/net472/System.Memory.dll",
|
||||
"tools/net472/System.Numerics.Vectors.dll",
|
||||
"tools/net472/System.Reflection.Metadata.dll",
|
||||
"tools/net472/System.Reflection.MetadataLoadContext.dll",
|
||||
"tools/net472/System.Runtime.CompilerServices.Unsafe.dll",
|
||||
"tools/net472/cTrader.Automate.Sdk.Tasks.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Compose.Reflection.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.Writer.dll",
|
||||
"tools/net6.0/Core.AlgoFormat.dll",
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||||
"tools/net6.0/Core.Connection.Protobuf.Common.dll",
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||||
"tools/net6.0/Core.Domain.Primitives.dll",
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||||
"tools/net6.0/Microsoft.Win32.SystemEvents.dll",
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||||
"tools/net6.0/Newtonsoft.Json.dll",
|
||||
"tools/net6.0/System.Drawing.Common.dll",
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"tools/net6.0/System.Reflection.MetadataLoadContext.dll",
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||||
"tools/net6.0/System.Security.Permissions.dll",
|
||||
"tools/net6.0/System.Windows.Extensions.dll",
|
||||
"tools/net6.0/cTrader.Automate.Sdk.Tasks.dll",
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||||
"tools/net6.0/protobuf-net.Core.dll",
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||||
"tools/net6.0/protobuf-net.dll",
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||||
"tools/net6.0/runtimes/unix/lib/net6.0/System.Drawing.Common.dll",
|
||||
"tools/net6.0/runtimes/win/lib/net6.0/Microsoft.Win32.SystemEvents.dll",
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||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Drawing.Common.dll",
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||||
"tools/net6.0/runtimes/win/lib/net6.0/System.Windows.Extensions.dll"
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||||
]
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||||
}
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||||
},
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"projectFileDependencyGroups": {
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"net6.0": [
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"cTrader.Automate >= *"
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||||
]
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||||
},
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||||
"packageFolders": {
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\": {}
|
||||
},
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||||
"project": {
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"version": "1.0.0",
|
||||
"restore": {
|
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"projectUniqueName": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaStructureBot\\HmaStructureBot\\HmaStructureBot.csproj",
|
||||
"projectName": "HmaStructureBot",
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"projectPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaStructureBot\\HmaStructureBot\\HmaStructureBot.csproj",
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||||
"packagesPath": "C:\\Users\\Brummel\\.nuget\\packages\\",
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||||
"outputPath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaStructureBot\\HmaStructureBot\\obj\\",
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||||
"projectStyle": "PackageReference",
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||||
"configFilePaths": [
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||||
"C:\\Users\\Brummel\\AppData\\Roaming\\NuGet\\NuGet.Config"
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||||
],
|
||||
"originalTargetFrameworks": [
|
||||
"net6.0"
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||||
],
|
||||
"sources": {
|
||||
"https://api.nuget.org/v3/index.json": {}
|
||||
},
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||||
"frameworks": {
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||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"projectReferences": {}
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||||
}
|
||||
},
|
||||
"warningProperties": {
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||||
"warnAsError": [
|
||||
"NU1605"
|
||||
]
|
||||
}
|
||||
},
|
||||
"frameworks": {
|
||||
"net6.0": {
|
||||
"targetAlias": "net6.0",
|
||||
"dependencies": {
|
||||
"cTrader.Automate": {
|
||||
"target": "Package",
|
||||
"version": "[*, )"
|
||||
}
|
||||
},
|
||||
"imports": [
|
||||
"net461",
|
||||
"net462",
|
||||
"net47",
|
||||
"net471",
|
||||
"net472",
|
||||
"net48"
|
||||
],
|
||||
"assetTargetFallback": true,
|
||||
"warn": true,
|
||||
"frameworkReferences": {
|
||||
"Microsoft.NETCore.App": {
|
||||
"privateAssets": "all"
|
||||
}
|
||||
},
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||||
"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
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}
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}
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}
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}
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||||
@@ -0,0 +1,10 @@
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||||
{
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"version": 2,
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"dgSpecHash": "+LfUhmmRyp/da3uLv4sl9ySOIaNqbWkyyWrG6dFoxe2QtHmfBoTXxKOgzeDDVjvn++es3OTLB7yxGQK8b5/qMg==",
|
||||
"success": true,
|
||||
"projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaStructureBot\\HmaStructureBot\\HmaStructureBot.csproj",
|
||||
"expectedPackageFiles": [
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\ctrader.automate\\1.0.14\\ctrader.automate.1.0.14.nupkg.sha512"
|
||||
],
|
||||
"logs": []
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||||
}
|
||||
Binary file not shown.
@@ -0,0 +1 @@
|
||||
{"version":"2.0.0","tasks":[{"label":"build","command":"dotnet","type":"process","args":["build","${workspaceFolder}","/property:GenerateFullPaths=true","/consoleLoggerParameters:NoSummary"],"problemMatcher":"$msCompile"}]}
|
||||
@@ -0,0 +1,22 @@
|
||||
|
||||
Microsoft Visual Studio Solution File, Format Version 12.00
|
||||
# Visual Studio Version 16
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||||
VisualStudioVersion = 16.0.30011.22
|
||||
MinimumVisualStudioVersion = 10.0.40219.1
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||||
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "HmaTrendTrader", "HmaTrendTrader\HmaTrendTrader.csproj", "{3730b511-c6f3-4c3c-9b25-cec622450d0e}"
|
||||
EndProject
|
||||
Global
|
||||
GlobalSection(SolutionConfigurationPlatforms) = preSolution
|
||||
Debug|Any CPU = Debug|Any CPU
|
||||
Release|Any CPU = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(ProjectConfigurationPlatforms) = postSolution
|
||||
{3730b511-c6f3-4c3c-9b25-cec622450d0e}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
|
||||
{3730b511-c6f3-4c3c-9b25-cec622450d0e}.Debug|Any CPU.Build.0 = Debug|Any CPU
|
||||
{3730b511-c6f3-4c3c-9b25-cec622450d0e}.Release|Any CPU.ActiveCfg = Release|Any CPU
|
||||
{3730b511-c6f3-4c3c-9b25-cec622450d0e}.Release|Any CPU.Build.0 = Release|Any CPU
|
||||
EndGlobalSection
|
||||
GlobalSection(SolutionProperties) = preSolution
|
||||
HideSolutionNode = FALSE
|
||||
EndGlobalSection
|
||||
EndGlobal
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user