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OverboughtOversoldUltimate.cs
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OverboughtOversoldUltimate.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;
/* Description
trading robot for osengine
The trend robot on Overbought Oversold Ultimate.
Buy: The values of the Ultimate Oscillator indicator are below a certain value.
Sell: The values of the Ultimate Oscillator I indicator are above a certain value.
Exit from buy: Stop and profit.
The stop is placed at the minimum for the period specified for the stop (StopCandles).
Profit is equal to the size of the stop * CoefProfit (CoefProfit – how many times the size of the profit is greater than the size of the stop).
Exit from sell: Stop and profit.
The stop is placed at the maximum for the period specified for the stop (StopCandles).
Profit is equal to the size of the stop * CoefProfit (CoefProfit – how many times the size of the profit is greater than the size of the stop).
*/
namespace OsEngine.Robots.AO
{
[Bot("OverboughtOversoldUltimate")] // We create an attribute so that we don't write anything to the BotFactory
public class OverboughtOversoldUltimate : 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 StrategyParameterDecimal BuyValue;
private StrategyParameterDecimal SellValue;
private StrategyParameterInt PeriodOneUltimate;
private StrategyParameterInt PeriodTwoUltimate;
private StrategyParameterInt PeriodThreeUltimate;
// Indicator
Aindicator _UltimateOsc;
// The last value of the indicator
private decimal _lastCCI;
// Exit
private StrategyParameterDecimal CoefProfit;
private StrategyParameterInt StopCandles;
public OverboughtOversoldUltimate(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
PeriodOneUltimate = CreateParameter("PeriodOneUltimate", 7, 10, 300, 1, "Indicator");
PeriodTwoUltimate = CreateParameter("PeriodTwoUltimate", 14, 10, 300, 1, "Indicator");
PeriodThreeUltimate = CreateParameter("PeriodThreeUltimate", 28, 9, 300, 1, "Indicator");
BuyValue = CreateParameter("Buy Value", 10.0m, 10, 300, 10, "Indicator");
SellValue = CreateParameter("Sell Value", 10.0m, 10, 300, 10, "Indicator");
// Create indicator CCI
_UltimateOsc = IndicatorsFactory.CreateIndicatorByName("UltimateOscilator", name + "UltimateOscilator", false);
_UltimateOsc = (Aindicator)_tab.CreateCandleIndicator(_UltimateOsc, "NewArea");
((IndicatorParameterInt)_UltimateOsc.Parameters[0]).ValueInt = PeriodOneUltimate.ValueInt;
((IndicatorParameterInt)_UltimateOsc.Parameters[1]).ValueInt = PeriodTwoUltimate.ValueInt;
((IndicatorParameterInt)_UltimateOsc.Parameters[2]).ValueInt = PeriodThreeUltimate.ValueInt;
_UltimateOsc.Save();
// Exit
CoefProfit = CreateParameter("Coef Profit", 1, 1m, 10, 1, "Exit settings");
StopCandles = CreateParameter("Stop Candles", 1, 2, 10, 1, "Exit settings");
// Subscribe to the indicator update event
ParametrsChangeByUser += OverboughtOversoldCCI_ParametrsChangeByUser; ;
// Subscribe to the candle finished event
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
Description = "The trend robot on Overbought Oversold Ultimate. " +
"Buy: The values of the Ultimate Oscillator indicator are below a certain value. " +
"Sell: The values of the Ultimate Oscillator I indicator are above a certain value. " +
"Exit from buy: Stop and profit. " +
"The stop is placed at the minimum for the period specified for the stop (StopCandles). " +
"Profit is equal to the size of the stop * CoefProfit (CoefProfit – how many times the size of the profit is greater than the size of the stop). " +
"Exit from sell: Stop and profit. " +
"The stop is placed at the maximum for the period specified for the stop (StopCandles). " +
"Profit is equal to the size of the stop * CoefProfit (CoefProfit – how many times the size of the profit is greater than the size of the stop).";
}
private void OverboughtOversoldCCI_ParametrsChangeByUser()
{
((IndicatorParameterInt)_UltimateOsc.Parameters[0]).ValueInt = PeriodOneUltimate.ValueInt;
((IndicatorParameterInt)_UltimateOsc.Parameters[1]).ValueInt = PeriodTwoUltimate.ValueInt;
((IndicatorParameterInt)_UltimateOsc.Parameters[2]).ValueInt = PeriodThreeUltimate.ValueInt;
_UltimateOsc.Save();
_UltimateOsc.Reload();
}
// The name of the robot in OsEngine
public override string GetNameStrategyType()
{
return "OverboughtOversoldUltimate";
}
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 < 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)
{
// The last value of the indicator
_lastCCI = _UltimateOsc.DataSeries[0].Last;
List<Position> openPositions = _tab.PositionsOpenAll;
if (openPositions == null || openPositions.Count == 0)
{
decimal lastPrice = candles[candles.Count - 1].Close;
// 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 (_lastCCI < BuyValue.ValueDecimal)
{
_tab.BuyAtLimit(GetVolume(), _tab.PriceBestAsk + _slippage);
}
}
// Short
if (Regime.ValueString != "OnlyLong") // If the mode is not only long, then we enter short
{
if (_lastCCI > SellValue.ValueDecimal)
{
_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 _slippage = Slippage.ValueDecimal * _tab.Securiti.PriceStep;
decimal profitActivation;
decimal price;
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
{
decimal stopActivation = GetPriceStop(openPositions[i].TimeCreate, Side.Buy, candles, candles.Count - 1);
if (stopActivation == 0)
{
return;
}
price = stopActivation;
profitActivation = pos.EntryPrice + (pos.EntryPrice - price) * CoefProfit.ValueDecimal;
_tab.CloseAtProfit(pos, profitActivation, profitActivation + _slippage);
_tab.CloseAtStop(pos, stopActivation, stopActivation - _slippage);
}
else // If the direction of the position is sale
{
decimal stopActivation = GetPriceStop(openPositions[i].TimeCreate, Side.Sell, candles, candles.Count - 1);
if (stopActivation == 0)
{
return;
}
price = stopActivation;
profitActivation = pos.EntryPrice - (price - pos.EntryPrice) * CoefProfit.ValueDecimal;
_tab.CloseAtProfit(pos, profitActivation, profitActivation - _slippage);
_tab.CloseAtStop(pos, stopActivation, stopActivation + _slippage);
}
}
}
private decimal GetPriceStop(DateTime positionCreateTime, Side side, List<Candle> candles, int index)
{
if (candles == null || index < StopCandles.ValueInt)
{
return 0;
}
if (side == Side.Buy)
{
// We calculate the stop price at Long
// We find the minimum for the time from the opening of the transaction to the current one
decimal price = decimal.MaxValue; ;
int indexIntro = 0;
DateTime openPositionTime = positionCreateTime;
if (openPositionTime == DateTime.MinValue)
{
openPositionTime = candles[index - 2].TimeStart;
}
for (int i = index; i > 0; i--)
{
// Look at the index of the candle, after which the opening of the pose occurred
if (candles[i].TimeStart <= openPositionTime)
{
indexIntro = i;
break;
}
}
for (int i = indexIntro; i > 0 && i > indexIntro - StopCandles.ValueInt; i--)
{
// Looking at the minimum after opening
if (candles[i].Low < price)
{
price = candles[i].Low;
}
}
return price;
}
if (side == Side.Sell)
{
// We find the maximum for the time from the opening of the transaction to the current one
decimal price = 0;
int indexIntro = 0;
DateTime openPositionTime = positionCreateTime;
if (openPositionTime == DateTime.MinValue)
{
openPositionTime = candles[index - 1].TimeStart;
}
for (int i = index; i > 0; i--)
{
// Look at the index of the candle, after which the opening of the pose occurred
if (candles[i].TimeStart <= openPositionTime)
{
indexIntro = i;
break;
}
}
for (int i = indexIntro; i > 0 && i > indexIntro - StopCandles.ValueInt; i--)
{
// Looking at the maximum high
if (candles[i].High > price)
{
price = candles[i].High;
}
}
return price;
}
return 0;
}
// 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;
}
}
}