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StrategyBollingerBearsrAndBullsPowers.cs
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StrategyBollingerBearsrAndBullsPowers.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 strategy on Bears Power Divergence.
Sell:
1. Bulls Power columns must be higher than 0;
2. The highs on the chart are rising, and on the indicator they are decreasing
Exit:
The Bulls Power indicator has become lower.
*/
namespace OsEngine.Robots.My_bots
{
[Bot("StrategyBollingerBearsrAndBullsPowers")]
public class StrategyBollingerBearsrAndBullsPowers : 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 Settings
private StrategyParameterInt BollingerLength;
private StrategyParameterDecimal BollingerDeviation;
private StrategyParameterInt BearsPeriod;
private StrategyParameterInt BullsPeriod;
// Indicator
private Aindicator Bollinger;
private Aindicator _bullsPower;
private Aindicator _bearsPower;
//Exit
private StrategyParameterInt TrailBars;
// The last value of the indicators
private decimal _lastUpBollinger;
private decimal _lastDownBollinger;
private decimal _lastBears;
private decimal _lastBulls;
public StrategyBollingerBearsrAndBullsPowers(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 Settings
BollingerLength = CreateParameter("BollingerLength", 250, 50, 500, 20, "Indicator");
BollingerDeviation = CreateParameter("BollingerDeviation", 0.2m, 0.01m, 2, 0.02m, "Indicator");
BearsPeriod = CreateParameter("Bears Period", 20, 10, 300, 10, "Indicator");
BullsPeriod = CreateParameter("Bulls Period", 20, 10, 300, 10, "Indicator");
// Create indicator Ema
Bollinger = IndicatorsFactory.CreateIndicatorByName("Bollinger", name + "Bollinger", false);
Bollinger = (Aindicator)_tab.CreateCandleIndicator(Bollinger, "Prime");
((IndicatorParameterInt)Bollinger.Parameters[0]).ValueInt = BollingerLength.ValueInt;
((IndicatorParameterDecimal)Bollinger.Parameters[1]).ValueDecimal = BollingerDeviation.ValueDecimal;
Bollinger.DataSeries[0].Color = Color.Red;
Bollinger.DataSeries[1].Color = Color.Red;
Bollinger.Save();
// Create indicator BullsPower
_bullsPower = IndicatorsFactory.CreateIndicatorByName("BullsPower", name + "BullsPower", false);
_bullsPower = (Aindicator)_tab.CreateCandleIndicator(_bullsPower, "NewArea0");
((IndicatorParameterInt)_bullsPower.Parameters[0]).ValueInt = BullsPeriod.ValueInt;
// Create indicator BearsPower
_bearsPower = IndicatorsFactory.CreateIndicatorByName("BearsPower", name + "BearsPower", false);
_bearsPower = (Aindicator)_tab.CreateCandleIndicator(_bearsPower, "NewArea1");
((IndicatorParameterInt)_bearsPower.Parameters[0]).ValueInt = BearsPeriod.ValueInt;
// Exit
TrailBars = CreateParameter("TrailBars", 1, 1, 10, 1, "Exit settings");
// Subscribe to the indicator update event
ParametrsChangeByUser += StrategyBollingerBearsrAndBullsPowers_ParametrsChangeByUser;
// Subscribe to the candle finished event
_tab.CandleFinishedEvent += _tab_CandleFinishedEvent;
Description = "Trend strategy on Bears Power Divergence." +
"Sell:"+
"1.Bulls Power columns must be higher than" +
"2.The highs on the chart are rising, and on the indicator they are decreasing" +
"Exit" +
"The Bulls Power indicator has become lower.";
}
// Indicator Update event
private void StrategyBollingerBearsrAndBullsPowers_ParametrsChangeByUser()
{
((IndicatorParameterInt)Bollinger.Parameters[0]).ValueInt = BollingerLength.ValueInt;
((IndicatorParameterDecimal)Bollinger.Parameters[1]).ValueDecimal = BollingerDeviation.ValueDecimal;
Bollinger.Save();
Bollinger.Reload();
((IndicatorParameterInt)_bearsPower.Parameters[0]).ValueInt = BearsPeriod.ValueInt;
_bearsPower.Save();
_bearsPower.Reload();
((IndicatorParameterInt)_bullsPower.Parameters[0]).ValueInt = BullsPeriod.ValueInt;
_bullsPower.Save();
_bullsPower.Reload();
}
// The name of the robot in OsEngine
public override string GetNameStrategyType()
{
return "StrategyBollingerBearsrAndBullsPowers";
}
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 < BollingerLength.ValueInt || candles.Count < BearsPeriod.ValueInt || candles.Count < BullsPeriod.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;
// The last value of the indicators
decimal _slippage = Slippage.ValueDecimal * _tab.Securiti.PriceStep;
decimal lastPrice = candles[candles.Count - 1].Close;
// He last value of the indicator
_lastUpBollinger = Bollinger.DataSeries[0].Last;
_lastDownBollinger = Bollinger.DataSeries[1].Last; ;
_lastBulls = _bullsPower.DataSeries[0].Last;
_lastBears = _bearsPower.DataSeries[0].Last;
if (openPositions == null || openPositions.Count == 0)
{
// Long
if (Regime.ValueString != "OnlyShort") // If the mode is not only short, then we enter long
{
if (_lastUpBollinger < lastPrice && _lastBears > 0 && _lastBulls > 0)
{
_tab.BuyAtLimit(GetVolume(), _tab.PriceBestAsk + _slippage);
}
}
// Short
if (Regime.ValueString != "OnlyLong") // If the mode is not only long, then we enter short
{
if (_lastDownBollinger > lastPrice && _lastBulls < 0 && _lastBears < 0)
{
_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;
for (int i = 0; openPositions != null && i < openPositions.Count; i++)
{
Position positions = openPositions[i];
if (positions.State != PositionStateType.Open)
{
continue;
}
if (positions.Direction == Side.Buy) // If the direction of the position is purchase
{
decimal price = GetPriceStop(Side.Buy, candles, candles.Count - 1);
if (price == 0)
{
return;
}
_tab.CloseAtTrailingStop(openPositions[0], price, price - _slippage);
}
else // If the direction of the position is sale
{
decimal price = GetPriceStop(Side.Sell, candles, candles.Count - 1);
if (price == 0)
{
return;
}
_tab.CloseAtTrailingStop(openPositions[0], price, price + _slippage);
}
}
}
private decimal GetPriceStop(Side side, List<Candle> candles, int index)
{
if (candles == null || index < TrailBars.ValueInt || index < TrailBars.ValueInt)
{
return 0;
}
if (side == Side.Buy)
{
decimal price = decimal.MaxValue;
for (int i = index; i > index - TrailBars.ValueInt; i--)
{
if (candles[i].Low < price)
{
price = candles[i].Low;
}
}
return price;
}
if (side == Side.Sell)
{
decimal price = 0;
for (int i = index; i > index - TrailBars.ValueInt; i--)
{
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;
}
}
}