Initial commit

This commit is contained in:
Michael Schimmel
2026-01-28 09:10:52 +01:00
commit a1d2e96f8a
513 changed files with 19503 additions and 0 deletions
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using System;
using System.Linq; // Required for .Where() and .Count()
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo.Robots
{
// Strategy based on two HMAs (fast and slow)
[Robot(AccessRights = AccessRights.None, TimeZone = TimeZones.UTC)]
public class HMACrossBot : Robot
{
[Parameter("Fast HMA Period", DefaultValue = 20, MinValue = 2)]
public int FastHmaPeriod { get; set; }
[Parameter("Slow HMA Period", DefaultValue = 25, MinValue = 2)]
public int SlowHmaPeriod { get; set; }
[Parameter("Max Positions (per side)", DefaultValue = 3, MinValue = 1)]
public int MaxPositions { get; set; }
[Parameter("Volume (Units)", DefaultValue = 0.1, MinValue = 0.1)]
public double VolumeInUnits { get; set; }
private HullMovingAverage _fastHma;
private HullMovingAverage _slowHma;
// A unique label to identify positions opened by this cBot instance
private string _botLabel;
// Initialize indicators and check parameters
protected override void OnStart()
{
if (FastHmaPeriod >= SlowHmaPeriod)
{
Print("Error: Fast HMA Period must be less than Slow HMA Period for this logic.");
Stop();
return;
}
_fastHma = Indicators.HullMovingAverage(Bars.ClosePrices, FastHmaPeriod);
_slowHma = Indicators.HullMovingAverage(Bars.ClosePrices, SlowHmaPeriod);
// Generate a unique label for this cBot instance
_botLabel = $"HMACrossBot_{SymbolName}_{TimeFrame}_{InstanceId}";
}
// Main logic executed at the close of each bar
protected override void OnBar()
{
// Ensure we have enough data to calculate HMA direction
if (_slowHma.Result.Count < 3)
{
return;
}
// --- 1. Get HMA values ---
// Use index 1 (the most recently closed bar) as OnBar fires at the close.
double fastHmaCurrent = _fastHma.Result.Last(1);
double slowHmaCurrent = _slowHma.Result.Last(1);
double slowHmaPrevious = _slowHma.Result.Last(2);
// --- 2. Check Exit Conditions (Close First) ---
// Close all LONG positions if fast HMA crosses below or equals slow HMA
if (fastHmaCurrent <= slowHmaCurrent)
{
ClosePositions(TradeType.Buy);
}
// 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);
}
// --- 3. Check Entry Conditions (Open After) ---
// Get current positions count (check only positions managed by this bot)
int longPositionsCount = Positions.Count(p => p.Label == _botLabel && p.SymbolName == SymbolName && p.TradeType == TradeType.Buy);
// (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 @@
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<ItemGroup>
<PackageReference Include="cTrader.Automate" Version="*" />
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// <autogenerated />
using System;
using System.Reflection;
[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
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//------------------------------------------------------------------------------
// <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;
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[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
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[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")]
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