/
IntersectionEmaAndLinearRegressionLine.cs
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/
IntersectionEmaAndLinearRegressionLine.cs
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using OsEngine.Entity;
using OsEngine.Indicators;
using OsEngine.OsTrader.Panels;
using OsEngine.OsTrader.Panels.Attributes;
using OsEngine.OsTrader.Panels.Tab;
using System;
using System.Collections.Generic;
using System.Drawing;
/*Discription
Trading robot for osengine
Trend robot at the Intersection Ema And LinearRegressionLine.
Buy: Ema is higher than LRMA.
Sell: Ema is lower than LRMA.
Exit from buy: trailing stop in % of the loy of the candle on which you entered.
Exit from sell: trailing stop in % of the high of the candle on which you entered.
*/
namespace OsEngine.Robots.MyRobots
{
[Bot("IntersectionEmaAndLinearRegressionLine")] //We create an attribute so that we don't write anything in the Boot factory
public class IntersectionEmaAndLinearRegressionLine : BotPanel
{
BotTabSimple _tab;
// Basic Settings
private StrategyParameterString Regime;
private StrategyParameterDecimal VolumeOnPosition;
private StrategyParameterString VolumeRegime;
private StrategyParameterDecimal Slippage;
private StrategyParameterTimeOfDay TimeStart;
private StrategyParameterTimeOfDay TimeEnd;
// Indicator
private Aindicator _Ema;
private Aindicator _LRline;
// Indicator setting
private StrategyParameterInt _PeriodEma;
private StrategyParameterInt _PeriodLRLine;
// The last value of the indicators
private decimal _lastEma;
private decimal _lastLRline;
// Exit
private StrategyParameterDecimal TrailingValue;
public IntersectionEmaAndLinearRegressionLine(string name, StartProgram startProgram) : base(name, startProgram)
{
TabCreate(BotTabType.Simple);
_tab = TabsSimple[0];
// Basic Settings
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", 10, 1.0m, 50, 4, "Base");
Slippage = CreateParameter("Slippage %", 0m, 0, 20, 1, "Base");
TimeStart = CreateParameterTimeOfDay("Start Trade Time", 0, 0, 0, 0, "Base");
TimeEnd = CreateParameterTimeOfDay("End Trade Time", 24, 0, 0, 0, "Base");
// Indicator Settings
_PeriodEma = CreateParameter("Ema period", 100, 50, 500, 50, "Indicator");
_PeriodLRLine = CreateParameter("LR line period", 14, 10, 100, 10, "Indicator");
// Creating indicator Ema
_Ema = IndicatorsFactory.CreateIndicatorByName("Ema", name + "EMA", false);
_Ema = (Aindicator)_tab.CreateCandleIndicator(_Ema, "Prime");
((IndicatorParameterInt)_Ema.Parameters[0]).ValueInt = _PeriodEma.ValueInt;
_Ema.Save();
// Creating indicator Lrline
_LRline = IndicatorsFactory.CreateIndicatorByName("LinearRegressionLine", name + "LinearRegressionLine", false);
_LRline = (Aindicator)_tab.CreateCandleIndicator(_LRline, "Prime");
((IndicatorParameterInt)_LRline.Parameters[0]).ValueInt = _PeriodLRLine.ValueInt;
_LRline.Save();
// Subscribe to the indicator update event
ParametrsChangeByUser += IntersectionEmaAndLinearRegressionLine_ParametrsChangeByUser;
// Subscribe to the candle completion event
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
// Exit
TrailingValue = CreateParameter("Stop Value", 1.0m, 5, 200, 5, "Exit");
Description = "Trend robot at the Intersection Ema And LinearRegressionLine. " +
"Buy: Ema is higher than LRMA. " +
"Sell: Ema is lower than LRMA. " +
"Exit from buy: trailing stop in % of the loy of the candle on which you entered. " +
"Exit from sell: trailing stop in % of the high of the candle on which you entered.";
}
// Indicator Update event
private void IntersectionEmaAndLinearRegressionLine_ParametrsChangeByUser()
{
((IndicatorParameterInt)_Ema.Parameters[0]).ValueInt = _PeriodEma.ValueInt;
_Ema.Save();
_Ema.Reload();
((IndicatorParameterInt)_LRline.Parameters[0]).ValueInt = _PeriodLRLine.ValueInt;
_LRline.Save();
_LRline.Reload();
}
// The name of the robot in OsEngine
public override string GetNameStrategyType()
{
return "IntersectionEmaAndLinearRegressionLine";
}
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 < _PeriodEma.ValueInt || candles.Count < _PeriodLRLine.ValueInt)
{
return;
}
// If the time does not match, we leave
if (TimeStart.Value > _tab.TimeServerCurrent ||
TimeEnd.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;
decimal lastPrice = candles[candles.Count - 1].Close;
decimal _slippage = Slippage.ValueDecimal * _tab.Securiti.PriceStep;
if (openPositions == null || openPositions.Count == 0)
{
// Long
if (Regime.ValueString != "OnlyShort") // If the mode is not only short, then we enter long
{
// The last value of the indicators
_lastEma = _Ema.DataSeries[0].Last;
_lastLRline = _LRline.DataSeries[0].Last;
if (_lastEma > _lastLRline)
{
_tab.BuyAtLimit(GetVolume(), _tab.PriceBestAsk + _slippage);
}
}
// Short
if (Regime.ValueString != "OnlyLong") // If the mode is not only long, then we enter short
{
if (_lastEma < _lastLRline)
{
_tab.SellAtLimit(GetVolume(), _tab.PriceBestBid - _slippage);
}
}
}
}
// Logic close position
private void LogicClosePosition(List<Candle> candles)
{
List<Position> openPositions = _tab.PositionsOpenAll;
Position pos = openPositions[0];
decimal stopPrice;
for (int i = 0; openPositions != null && i < openPositions.Count; i++)
{
Position positions = openPositions[i];
if (positions.State != PositionStateType.Open)
{
continue;
}
if (openPositions[i].Direction == Side.Buy) // If the direction of the position is purchase
{
decimal lov = candles[candles.Count - 1].Low;
stopPrice = lov - lov * TrailingValue.ValueDecimal / 100;
}
else // If the direction of the position is sale
{
decimal high = candles[candles.Count - 1].High;
stopPrice = high + high * TrailingValue.ValueDecimal / 100;
}
_tab.CloseAtTrailingStop(pos, stopPrice, stopPrice);
}
}
// 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;
}
}
}