Initial commit
This commit is contained in:
Michael Schimmel
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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}") = "SmaHmaBot", "SmaHmaBot\SmaHmaBot.csproj", "{7c1a7ee9-4442-4a60-b965-f5dae20e9381}"
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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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{7c1a7ee9-4442-4a60-b965-f5dae20e9381}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
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{7c1a7ee9-4442-4a60-b965-f5dae20e9381}.Debug|Any CPU.Build.0 = Debug|Any CPU
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{7c1a7ee9-4442-4a60-b965-f5dae20e9381}.Release|Any CPU.ActiveCfg = Release|Any CPU
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{7c1a7ee9-4442-4a60-b965-f5dae20e9381}.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;
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using System.Linq;
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using System.Net.Http;
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using System.Threading.Tasks;
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using cAlgo.API;
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using cAlgo.API.Indicators;
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using cAlgo.API.Internals;
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namespace cAlgo.Robots
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{
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public enum TradingDirection
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{
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Both,
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LongOnly,
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ShortOnly
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}
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public enum PendingSignalState
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{
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None,
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WaitingForBuyEntry,
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WaitingForSellEntry
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}
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// Continuous Trend-State Bot with risk management and SMA distance exit.
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[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.FullAccess)]
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public class SmaHmaBot : Robot
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{
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#region Parameters
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[Parameter("Risk Percentage (%)", DefaultValue = 2.0, MinValue = 0.1, MaxValue = 10.0)]
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public double RiskPercentage { get; set; }
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[Parameter("Min SL Distance (Pips)", DefaultValue = 40, MinValue = 1)]
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public double MinStopLossPips { get; set; }
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[Parameter("Max SMA Distance (Pips)", DefaultValue = 100, MinValue = 1)]
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public double MaxSmaDistancePips { get; set; }
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[Parameter("SMA Period", DefaultValue = 200, MinValue = 1)]
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public int SmaPeriod { get; set; }
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[Parameter("HMA Period", DefaultValue = 250, MinValue = 1)]
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public int HmaPeriod { get; set; }
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[Parameter("Trading Direction", DefaultValue = TradingDirection.Both)]
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public TradingDirection AllowedDirection { get; set; }
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[Parameter("BE Offset (Pips)", DefaultValue = 0.5, MinValue = 0)]
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public double BreakEvenOffsetPips { get; set; }
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[Parameter("Telegram Bot Token", DefaultValue = "")]
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public string TelegramBotToken { get; set; }
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[Parameter("Telegram Chat ID", DefaultValue = "")]
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public string TelegramChatId { get; set; }
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#endregion
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#region Fields
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private SimpleMovingAverage _sma;
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private HullMovingAverage _hma;
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private HttpClient _httpClient;
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private PendingSignalState _signalState = PendingSignalState.None;
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private double _extremumSinceSignal;
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private const string PositionLabel = "SmaHmaContinuousBot";
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#endregion
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protected override void OnStart()
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{
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_sma = Indicators.SimpleMovingAverage(Bars.ClosePrices, SmaPeriod);
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_hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
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_httpClient = new HttpClient();
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Print("Bot started. Max SMA Distance: {0} pips", MaxSmaDistancePips);
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}
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protected override void OnStop()
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{
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_httpClient?.Dispose();
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}
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protected override void OnTick()
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{
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ManageBreakEven();
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ManageProfitTaking();
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}
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protected override void OnBarClosed()
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{
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if (Bars.Count <= Math.Max(SmaPeriod, HmaPeriod) + 2) return;
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UpdateTrendAndSignalState();
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HandleEntryLogic();
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}
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private void UpdateTrendAndSignalState()
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{
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double smaClosed = _sma.Result.Last(0);
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double smaPrev = _sma.Result.Last(1);
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double hmaClosed = _hma.Result.Last(0);
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bool isSmaRising = (smaClosed > smaPrev);
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bool isSmaFalling = (smaClosed < smaPrev);
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bool isHmaAboveSma = (hmaClosed > smaClosed);
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bool isHmaBelowSma = (hmaClosed < smaClosed);
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var activePosition = Positions.Find(PositionLabel, SymbolName);
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if ((activePosition != null))
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{
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if (((activePosition.TradeType == TradeType.Buy) && (isHmaBelowSma)) ||
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((activePosition.TradeType == TradeType.Sell) && (isHmaAboveSma)))
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{
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ClosePosition(activePosition);
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_signalState = PendingSignalState.None;
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}
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}
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if (activePosition == null)
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{
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if ((AllowedDirection != TradingDirection.ShortOnly) && (isHmaAboveSma) && (isSmaRising))
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{
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if (_signalState != PendingSignalState.WaitingForBuyEntry)
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{
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_signalState = PendingSignalState.WaitingForBuyEntry;
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_extremumSinceSignal = Bars.LowPrices.Last(0);
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}
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}
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else if ((AllowedDirection != TradingDirection.LongOnly) && (isHmaBelowSma) && (isSmaFalling))
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{
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if (_signalState != PendingSignalState.WaitingForSellEntry)
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{
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_signalState = PendingSignalState.WaitingForSellEntry;
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_extremumSinceSignal = Bars.HighPrices.Last(0);
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}
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}
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else
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{
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_signalState = PendingSignalState.None;
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}
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}
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}
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private void HandleEntryLogic()
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{
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if (_signalState == PendingSignalState.None) return;
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double currentClose = Bars.ClosePrices.Last(0);
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double smaValue = _sma.Result.Last(0);
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if (_signalState == PendingSignalState.WaitingForBuyEntry)
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{
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_extremumSinceSignal = Math.Min(_extremumSinceSignal, Bars.LowPrices.Last(0));
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if ((Bars.HighPrices.Last(2) < Bars.LowPrices.Last(0)) && (currentClose <= smaValue))
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{
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ExecuteEntry(TradeType.Buy, _extremumSinceSignal);
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}
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}
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else if (_signalState == PendingSignalState.WaitingForSellEntry)
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{
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_extremumSinceSignal = Math.Max(_extremumSinceSignal, Bars.HighPrices.Last(0));
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if ((Bars.LowPrices.Last(2) > Bars.HighPrices.Last(0)) && (currentClose >= smaValue))
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{
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ExecuteEntry(TradeType.Sell, _extremumSinceSignal);
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}
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}
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}
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private void ExecuteEntry(TradeType type, double stopLossPrice)
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{
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double entryPrice = (type == TradeType.Buy) ? Symbol.Ask : Symbol.Bid;
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double slDistPips = Math.Abs(entryPrice - stopLossPrice) / Symbol.PipSize;
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if (slDistPips < MinStopLossPips)
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{
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slDistPips = MinStopLossPips;
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stopLossPrice = (type == TradeType.Buy)
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? (entryPrice - MinStopLossPips * Symbol.PipSize)
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: (entryPrice + MinStopLossPips * Symbol.PipSize);
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}
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double riskAmount = Account.Balance * (RiskPercentage / 100.0);
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double volume = Symbol.VolumeForFixedRisk(riskAmount, slDistPips);
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volume = Symbol.NormalizeVolumeInUnits(volume, RoundingMode.ToNearest);
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if (volume < Symbol.VolumeInUnitsMin) return;
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_signalState = PendingSignalState.None;
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var result = ExecuteMarketOrder(type, SymbolName, volume, PositionLabel, null, null);
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if (result.IsSuccessful)
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{
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ModifyPosition(result.Position, stopLossPrice, null, ProtectionType.Absolute);
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TriggerNotification(type.ToString().ToUpper() + " ENTRY", $"Vol: {volume}, SL: {stopLossPrice}");
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}
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}
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private void ManageProfitTaking()
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{
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foreach (var position in Positions.Where(p => p.Label == PositionLabel))
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{
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double smaValue = _sma.Result.Last(0);
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double currentPrice = (position.TradeType == TradeType.Buy) ? Symbol.Bid : Symbol.Ask;
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double smaDistPips = Math.Abs(currentPrice - smaValue) / Symbol.PipSize;
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// Close if position in profit AND too far from SMA
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if ((position.GrossProfit > 0) && (smaDistPips > MaxSmaDistancePips))
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{
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ClosePosition(position);
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TriggerNotification("TAKE PROFIT", $"Price far from SMA ({smaDistPips:F1} pips)");
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}
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}
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}
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private void ManageBreakEven()
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{
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foreach (var position in Positions.Where(p => p.Label == PositionLabel))
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{
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if (position.StopLoss == null) continue;
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double initialRisk = Math.Abs(position.EntryPrice - position.StopLoss.Value);
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double currentProfitDist = (position.TradeType == TradeType.Buy) ? (Symbol.Bid - position.EntryPrice) : (position.EntryPrice - Symbol.Ask);
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if (currentProfitDist > initialRisk)
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{
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double targetSl = (position.TradeType == TradeType.Buy)
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? (position.EntryPrice + BreakEvenOffsetPips * Symbol.PipSize)
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: (position.EntryPrice - BreakEvenOffsetPips * Symbol.PipSize);
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bool isAlreadyBE = (position.TradeType == TradeType.Buy) ? (position.StopLoss >= targetSl) : (position.StopLoss <= targetSl);
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if (!isAlreadyBE) ModifyPosition(position, targetSl, null, ProtectionType.Absolute);
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}
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}
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}
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private void TriggerNotification(string type, string reason)
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{
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if (IsBacktesting) return;
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string msg = $"<b>{Symbol.Name}</b>\n{type}\n{reason}";
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Task.Run(() => SendTelegramMessageAsync(msg));
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}
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private async Task SendTelegramMessageAsync(string message)
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{
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if (string.IsNullOrWhiteSpace(TelegramBotToken)) return;
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try
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{
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string url = $"https://api.telegram.org/bot{TelegramBotToken}/sendMessage?chat_id={TelegramChatId}&text={Uri.EscapeDataString(message)}&parse_mode=HTML";
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await _httpClient.GetAsync(url);
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}
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catch { }
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}
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}
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}
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@@ -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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