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DevergenceUltimate.cs
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DevergenceUltimate.cs
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using System;
using System.Collections.Generic;
using System.Drawing.Drawing2D;
using System.Drawing;
using OsEngine.Charts.CandleChart.Indicators;
using OsEngine.Entity;
using OsEngine.Indicators;
using OsEngine.OsTrader.Panels;
using OsEngine.OsTrader.Panels.Attributes;
using OsEngine.OsTrader.Panels.Tab;
using System.Linq;
using OsEngine.Logging;
using System.Security.Cryptography;
using System.Windows.Media.Animation;
/* Description
trading robot for osengine
The trend robot on strategy Devergence Ultimate.
Buy: The lows on the chart are falling, while the lows are rising on the indicator.
Sell: the highs on the chart are rising, while the indicator is falling.
Exit from buy: the oscillator rose above 50, and then fell below 45 or entered the overbought zone (above 70), and then began to fall.
Exit from sell: the oscillator rose above 65 or entered the oversold zone (below 30).
*/
namespace OsEngine.Robots.AO
{
[Bot("DevergenceUltimate")] // We create an attribute so that we don't write anything to the BotFactory
public class DevergenceUltimate : BotPanel
{
private BotTabSimple _tab;
// Basic Settings
private StrategyParameterString Regime;
private StrategyParameterString VolumeRegime;
private StrategyParameterDecimal VolumeOnPosition;
private StrategyParameterDecimal Slippage;
private StrategyParameterTimeOfDay StartTradeTime;
private StrategyParameterTimeOfDay EndTradeTime;
// Indicator setting
private StrategyParameterInt PeriodZigZag;
private StrategyParameterInt PeriodOneUltimate;
private StrategyParameterInt PeriodTwoUltimate;
private StrategyParameterInt PeriodThreeUltimate;
// Indicator
Aindicator _ZigZag;
Aindicator _ZigZagUltimate;
// The last value of the indicator
private decimal _lastUltimate;
public DevergenceUltimate(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
// Basic setting
Regime = CreateParameter("Regime", "Off", new[] { "Off", "On", "OnlyLong", "OnlyShort", "OnlyClosePosition" }, "Base");
VolumeRegime = CreateParameter("Volume type", "Number of contracts", new[] { "Number of contracts", "Contract currency" }, "Base");
VolumeOnPosition = CreateParameter("Volume", 1, 1.0m, 50, 4, "Base");
Slippage = CreateParameter("Slippage %", 0m, 0, 20, 1, "Base");
StartTradeTime = CreateParameterTimeOfDay("Start Trade Time", 0, 0, 0, 0, "Base");
EndTradeTime = CreateParameterTimeOfDay("End Trade Time", 24, 0, 0, 0, "Base");
// Indicator setting
PeriodZigZag = CreateParameter("Period ZigZag", 10, 10, 300, 10, "Indicator");
PeriodOneUltimate = CreateParameter("PeriodOneUltimate", 7, 10, 300, 1, "Indicator");
PeriodTwoUltimate = CreateParameter("PeriodTwoUltimate", 14, 10, 300, 1, "Indicator");
PeriodThreeUltimate = CreateParameter("PeriodThreeUltimate", 28, 9, 300, 1, "Indicator");
// Create indicator ZigZag
_ZigZag = IndicatorsFactory.CreateIndicatorByName("ZigZag", name + "ZigZag", false);
_ZigZag = (Aindicator)_tab.CreateCandleIndicator(_ZigZag, "Prime");
((IndicatorParameterInt)_ZigZag.Parameters[0]).ValueInt = PeriodZigZag.ValueInt;
_ZigZag.Save();
// Create indicator ZigZag Ultimate
_ZigZagUltimate = IndicatorsFactory.CreateIndicatorByName("ZigZagUltimate", name + "ZigZagUltimate", false);
_ZigZagUltimate = (Aindicator)_tab.CreateCandleIndicator(_ZigZagUltimate, "NewArea");
((IndicatorParameterInt)_ZigZagUltimate.Parameters[0]).ValueInt = PeriodOneUltimate.ValueInt;
((IndicatorParameterInt)_ZigZagUltimate.Parameters[1]).ValueInt = PeriodTwoUltimate.ValueInt;
((IndicatorParameterInt)_ZigZagUltimate.Parameters[2]).ValueInt = PeriodThreeUltimate.ValueInt;
((IndicatorParameterInt)_ZigZagUltimate.Parameters[3]).ValueInt = PeriodZigZag.ValueInt;
_ZigZagUltimate.Save();
// Subscribe to the indicator update event
ParametrsChangeByUser += DevergenceMACD_ParametrsChangeByUser; ;
// Subscribe to the candle finished event
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
Description = "The trend robot on strategy Devergence Ultimate. " +
"Buy: The lows on the chart are falling, while the lows are rising on the indicator. " +
"Sell: the highs on the chart are rising, while the indicator is falling. " +
"Exit from buy: the oscillator rose above 50, and then fell below 45 or entered the overbought zone (above 70), and then began to fall. " +
"Exit from sell: the oscillator rose above 65 or entered the oversold zone (below 30).";
}
private void DevergenceMACD_ParametrsChangeByUser()
{
((IndicatorParameterInt)_ZigZag.Parameters[0]).ValueInt = PeriodZigZag.ValueInt;
_ZigZag.Save();
_ZigZag.Reload();
((IndicatorParameterInt)_ZigZagUltimate.Parameters[0]).ValueInt = PeriodOneUltimate.ValueInt;
((IndicatorParameterInt)_ZigZagUltimate.Parameters[1]).ValueInt = PeriodTwoUltimate.ValueInt;
((IndicatorParameterInt)_ZigZagUltimate.Parameters[2]).ValueInt = PeriodThreeUltimate.ValueInt;
((IndicatorParameterInt)_ZigZagUltimate.Parameters[3]).ValueInt = PeriodZigZag.ValueInt;
_ZigZagUltimate.Save();
_ZigZagUltimate.Reload();
}
// The name of the robot in OsEngine
public override string GetNameStrategyType()
{
return "DevergenceUltimate";
}
public override void ShowIndividualSettingsDialog()
{
}
// Candle Finished Event
private void _tab_CandleFinishedEvent(List<Candle> candles)
{
// If the robot is turned off, exit the event handler
if (Regime.ValueString == "Off")
{
return;
}
// If there are not enough candles to build an indicator, we exit
if (candles.Count < PeriodOneUltimate.ValueInt || candles.Count < PeriodZigZag.ValueInt ||
candles.Count < PeriodTwoUltimate.ValueInt || candles.Count < PeriodThreeUltimate.ValueInt)
{
return;
}
// If the time does not match, we leave
if (StartTradeTime.Value > _tab.TimeServerCurrent ||
EndTradeTime.Value < _tab.TimeServerCurrent)
{
return;
}
List<Position> openPositions = _tab.PositionsOpenAll;
// If there are positions, then go to the position closing method
if (openPositions != null && openPositions.Count != 0)
{
LogicClosePosition(candles);
}
// If the position closing mode, then exit the method
if (Regime.ValueString == "OnlyClosePosition")
{
return;
}
// If there are no positions, then go to the position opening method
if (openPositions == null || openPositions.Count == 0)
{
LogicOpenPosition(candles);
}
}
// Opening logic
private void LogicOpenPosition(List<Candle> candles)
{
List<Position> openPositions = _tab.PositionsOpenAll;
if (openPositions == null || openPositions.Count == 0)
{
List<decimal> zzHigh = _ZigZag.DataSeries[2].Values;
List<decimal> zzLow = _ZigZag.DataSeries[3].Values;
List<decimal> zzAOLow = _ZigZagUltimate.DataSeries[4].Values;
List<decimal> zzAOHigh = _ZigZagUltimate.DataSeries[3].Values;
// Slippage
decimal _slippage = Slippage.ValueDecimal * _tab.Securiti.PriceStep;
// Long
if (Regime.ValueString != "OnlyShort") // If the mode is not only short, then we enter long
{
if (DevirgenceBuy(zzLow, zzAOLow, zzAOHigh) == true)
{
_tab.BuyAtLimit(GetVolume(), _tab.PriceBestAsk + _slippage);
}
}
// Short
if (Regime.ValueString != "OnlyLong") // If the mode is not only long, then we enter short
{
if (DevirgenceSell(zzHigh, zzAOHigh, zzAOLow) == true)
{
_tab.SellAtLimit(GetVolume(), _tab.PriceBestBid - _slippage);
}
}
}
}
// Logic close position
private void LogicClosePosition(List<Candle> candles)
{
List<Position> openPositions = _tab.PositionsOpenAll;
decimal _slippage = Slippage.ValueDecimal * _tab.Securiti.PriceStep;
decimal lastPrice = candles[candles.Count - 1].Close;
// The last value of the indicator
_lastUltimate = _ZigZagUltimate.DataSeries[0].Last;
for (int i = 0; openPositions != null && i < openPositions.Count; i++)
{
if (openPositions[i].State != PositionStateType.Open)
{
continue;
}
if (openPositions[i].Direction == Side.Buy) // If the direction of the position is purchase
{
if (_lastUltimate < 45 || _lastUltimate > 70)
{
_tab.CloseAtLimit(openPositions[0], lastPrice - _slippage, openPositions[0].OpenVolume);
}
}
else // If the direction of the position is sale
{
if (_lastUltimate > 65 || _lastUltimate < 30)
{
_tab.CloseAtLimit(openPositions[0], lastPrice + _slippage, openPositions[0].OpenVolume);
}
}
}
}
// Method for finding divergence
private bool DevirgenceBuy(List<decimal> zzLow, List<decimal> zzMACDLow, List<decimal> zzMACDHigh)
{
decimal zzLowOne = 0;
decimal zzLowTwo = 0;
decimal zzMACDLowOne = 0;
decimal zzMACDLowTwo = 0;
int indexOne = 0;
int indexTwo = 0;
int indexHigh = 0;
for (int i = zzMACDHigh.Count - 1; i >= 0; i--)
{
int cnt = 0;
if (zzMACDHigh[i] != 0)
{
cnt++;
indexHigh = i;
}
if (cnt == 1)
{
break;
}
}
for (int i = zzLow.Count - 1; i >= 0; i--)
{
int cnt = 0;
if (zzLow[i] != 0 && zzLowOne == 0)
{
zzLowOne = zzLow[i];
cnt++;
indexOne = i;
}
if (zzLow[i] != 0 && indexOne != i && zzLowTwo == 0)
{
zzLowTwo = zzLow[i];
cnt++;
}
if (cnt == 2)
{
break;
}
}
for (int i = zzMACDLow.Count - 1; i >= 0; i--)
{
int cnt = 0;
if (zzMACDLow[i] != 0 && zzMACDLowOne == 0)
{
zzMACDLowOne = zzMACDLow[i];
cnt++;
indexTwo = i;
}
if (zzMACDLow[i] != 0 && indexTwo != i && zzMACDLowTwo == 0)
{
zzMACDLowTwo = zzMACDLow[i];
cnt++;
}
if (cnt == 2)
{
break;
}
}
decimal cntLow = 0;
if (zzLowOne < zzLowTwo && zzLowOne != 0 && indexTwo < indexHigh)
{
cntLow++;
}
if (zzMACDLowOne > zzMACDLowTwo && zzMACDLowOne != 0)
{
cntLow++;
}
if (cntLow == 2)
{
return true;
}
return false;
}
// Method for finding divergence
private bool DevirgenceSell(List<decimal> zzHigh, List<decimal> zzMACDHigh, List<decimal> zzMACDLow)
{
decimal zzHighOne = 0;
decimal zzHighTwo = 0;
decimal zzMACDHighOne = 0;
decimal zzMACDHighTwo = 0;
int indexOne = 0;
int indexTwo = 0;
int indexLow = 0;
for (int i = zzMACDLow.Count - 1; i >= 0; i--)
{
int cnt = 0;
if (zzMACDLow[i] != 0)
{
cnt++;
indexLow = i;
}
if (cnt == 1)
{
break;
}
}
for (int i = zzHigh.Count - 1; i >= 0; i--)
{
int cnt = 0;
if (zzHigh[i] != 0 && zzHighOne == 0)
{
zzHighOne = zzHigh[i];
cnt++;
indexOne = i;
}
if (zzHigh[i] != 0 && indexOne != i && zzHighTwo == 0)
{
zzHighTwo = zzHigh[i];
cnt++;
}
if (cnt == 2)
{
break;
}
}
for (int i = zzMACDHigh.Count - 1; i >= 0; i--)
{
int cnt = 0;
if (zzMACDHigh[i] != 0 && zzMACDHighOne == 0)
{
zzMACDHighOne = zzMACDHigh[i];
cnt++;
indexTwo = i;
}
if (zzMACDHigh[i] != 0 && indexTwo != i && zzMACDHighTwo == 0)
{
zzMACDHighTwo = zzMACDHigh[i];
cnt++;
}
if (cnt == 2)
{
break;
}
}
decimal cntHigh = 0;
if (zzHighOne > zzHighTwo && zzHighTwo != 0 && indexTwo < indexLow)
{
cntHigh++;
}
if (zzMACDHighOne < zzMACDHighTwo && zzMACDHighOne != 0)
{
cntHigh++;
}
if (cntHigh == 2)
{
return true;
}
return false;
}
// Method for calculating the volume of entry into a position
private decimal GetVolume()
{
decimal volume = 0;
if (VolumeRegime.ValueString == "Contract currency")
{
decimal contractPrice = _tab.PriceBestAsk;
volume = VolumeOnPosition.ValueDecimal / contractPrice;
}
else if (VolumeRegime.ValueString == "Number of contracts")
{
volume = VolumeOnPosition.ValueDecimal;
}
// If the robot is running in the tester
if (StartProgram == StartProgram.IsTester)
{
volume = Math.Round(volume, 6);
}
else
{
volume = Math.Round(volume, _tab.Securiti.DecimalsVolume);
}
return volume;
}
}
}