Initial commit
This commit is contained in:
+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
|
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{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);
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||||
_kc = Indicators.KeltnerChannels(KcMaPeriod, MovingAverageType.Simple, KcAtrPeriod, MovingAverageType.Hull, KcMultiplier);
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||||
}
|
||||
|
||||
protected override void OnBar()
|
||||
{
|
||||
var hmaCurrent = _hma.Result.Last(1);
|
||||
var hmaPrevious = _hma.Result.Last(2);
|
||||
var hmaOld = _hma.Result.Last(3);
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||||
|
||||
// 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 =
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||||
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\
|
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Binary file not shown.
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{
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj": {}
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},
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"projects": {
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"C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj": {
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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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"originalTargetFrameworks": [
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"net6.0"
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"sources": {
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"https://api.nuget.org/v3/index.json": {}
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"frameworks": {
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"targetAlias": "net6.0",
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"projectReferences": {}
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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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"runtimeIdentifierGraphPath": "C:\\Program Files\\dotnet\\sdk\\6.0.200\\RuntimeIdentifierGraph.json"
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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=" '$(ExcludeRestorePackageImports)' != 'true' ">
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<SourceRoot Include="C:\Users\Brummel\.nuget\packages\" />
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</ItemGroup>
|
||||
<ImportGroup Condition=" '$(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>
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</PropertyGroup>
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</Project>
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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\1.0.12\build\cTrader.Automate.targets" Condition="Exists('$(NuGetPackageRoot)ctrader.automate\1.0.12\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/1.0.12": {
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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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},
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"libraries": {
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"cTrader.Automate/1.0.12": {
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"sha512": "h+HPnbqPTkoSeojoYwWWOo5Jm9ExkmrmsU/WbF/idcgO2auKAPILBghZRP6Qt5mAcE/40YCRMNHT45/kzzs5Sg==",
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"type": "package",
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"path": "ctrader.automate/1.0.12",
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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",
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"build/cTrader.Automate.targets",
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"ctrader.automate.1.0.12.nupkg.sha512",
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"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",
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||||
"tools/net472/Core.AlgoFormat.Writer.dll",
|
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"tools/net472/Core.AlgoFormat.dll",
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||||
"tools/net472/Core.Domain.Primitives.dll",
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"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/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",
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"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",
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||||
"tools/net6.0/System.Windows.Extensions.dll",
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||||
"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",
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"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": {
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"C:\\Users\\Brummel\\.nuget\\packages\\": {}
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},
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"project": {
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"restore": {
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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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"net472",
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"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": "XgjSBy1e5g3yI21pAC15ZU+Ik0YPC1U9+c5CtniqfcpL0zXKjYStMBHb3A6jnU4FFMSg8LtqczM9QrWa3Q/x0w==",
|
||||
"success": true,
|
||||
"projectFilePath": "C:\\Users\\Brummel\\Documents\\cAlgo\\Sources\\Robots\\HmaKcBot\\HmaKcBot\\HmaKcBot.csproj",
|
||||
"expectedPackageFiles": [
|
||||
"C:\\Users\\Brummel\\.nuget\\packages\\ctrader.automate\\1.0.12\\ctrader.automate.1.0.12.nupkg.sha512"
|
||||
],
|
||||
"logs": []
|
||||
}
|
||||
Reference in New Issue
Block a user