cBots

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Reversion & Trend trading robot. Utilizes threshold to determine entry. Includes trailing stop loss. Reversion & Trend trading robot. Utilizes threshold to determine entry. Includes trailing stop loss.
06 Jan 2015
Downloads
2321
Comments
13
Rating
5
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Il n'y a ici que le money management d'Alembex, à vous d'y rajouter votre technique (les positions sont prises aux hasard sur l'exemple) Montrez vos résultat de ce Money management + votre technique :) Merci MISE A JOUR : - Corrections des bugs - Nouvelles images  avec les tests d'optimisations :  
29 Dec 2014
Downloads
2351
Comments
22
Rating
1.67
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Runs as a bot  that writes tick data to a  external CSV file  that can be read by other processes.    I needed this because our AI algorithm exists outside of calgo and needs fresh data every tick to make it's predictions.     I will eventually build the plumbing to allow external buy / sell recommendations to be read back from another stream using a separate bot. For those who want bar data instead of tick data.  Look for DataExportBars. Enhanced 2014-12-21 - Added the num_bid, num_ask and vol_adj_ask, vol_adj_bid columns based on market depth also removed some columns that have values that never changed.   I think  vol_adj_bid and vol_adj_ask show where the market really is with less gaming.  I like this because it shows where the bulk of the real orders are concentrated.   That way the odd sell at a very low or very high price people use to try and game the system are averaged out because they typically do not use large volumes for this kind of gaming.   It may be even better to throw away the statistical outliers and average the rest. Enhanced:2014-12-21 - Reverse spread for vol_adj_price and added a price adjust volume to provide a basic bull vs bear indicator based on where the bulk the open order book is hanging.   When used against backtest it can download historical data.  (See instructions in source) but the Market depth values I use to set num_bid, num_ask, vol_adj_ask, vol_adj_bid are not available during back test which is a real shame because I think these would be really handle for Machine learning algorithms.   The output file name is constructed from the Symbol plus the length of the moving average.  An example is: exp-EURUSD-ma30-ticks.csv   The moving average is included as an additional field just to show how it can be merged with the tick data. Sample Output: date,ask,bid,spread,num_ask,num_bid,vol_adj_ask,vol_adj_bid,vol_adj_spread 2014-12-22 06:51:29.746,1.225520,1.225410,0.000110,11,10,1.225600,1.225347,-0.000252 2014-12-22 06:51:36.527,1.225520,1.225420,0.000100,9,8,1.225590,1.225356,-0.000234 2014-12-22 06:51:44.308,1.225520,1.225430,0.000090,8,10,1.225584,1.225355,-0.000229 2014-12-22 06:51:44.621,1.225520,1.225440,0.000080,7,11,1.225588,1.225357,-0.000231 2014-12-22 06:51:47.621,1.225540,1.225440,0.000100,9,10,1.225594,1.225358,-0.000235 2014-12-22 06:51:49.371,1.225540,1.225460,0.000080,12,9,1.225635,1.225345,-0.000290 2014-12-22 06:51:49.621,1.225550,1.225460,0.000090,12,13,1.225662,1.225332,-0.000330 2014-12-22 06:51:50.371,1.225560,1.225460,0.000100,12,11,1.225675,1.225336,-0.000339 2014-12-22 06:51:50.605,1.225570,1.225460,0.000110,11,13,1.225682,1.225334,-0.000348 2014-12-22 06:51:50.918,1.225550,1.225450,0.000100,11,12,1.225684,1.225337,-0.000348 2014-12-22 06:51:51.168,1.225570,1.225490,0.000080,11,15,1.225667,1.225319,-0.000348 2014-12-22 06:51:51.480,1.225600,1.225520,0.000080,13,12,1.225723,1.225392,-0.000331 2014-12-22 06:51:51.621,1.225620,1.225520,0.000100,11,11,1.225703,1.225413,-0.000290 2014-12-22 06:51:52.418,1.225610,1.225520,0.000090,9,12,1.225676,1.225436,-0.000241 Sample in Excel When ran live can save new inbound ticks to the file as they arrive where a external process can pick them up.   I opened the file in shared mode so both processes can access the file simultaneously. It delivers a poor mans pipe for freshly arriving bar data.    I tested this in Lua and it will sit there waiting for new bars to show up at the end of the file and seems to catch them every time they arrive.     When using in this mode I recommend using a fast SSD or Ramdisk to minimize IO latency to disk. I apologize to those who want to use it internationally since I know the comma delimiter will mess up your formatting.  I tried changing it to a Tab delimited format but then it takes 5 extra clicks to load into excel.  There are only two lines where you have to change the , to tab to make  it work internationally.  I did not try to fix the back fill data problem for ticks like I did with bars because my application did not find them essential.  Let me know if you want this feature we can not duplicate it exactly but should be able to get close except for being able to backfill the gaps between end of back-test and real time.  Note:  To avoid saving ticks that had no order book I added a If Statement if ((volAdjAsk == 0.0) && (volAdjBid == 0.0)) it will have to be commented if you want to use it to download historical bars.  Want to collaborate:     www.linkedin.com/pub/joe-ellsworth/0/22/682/ or     http://bayesanalytic.com No Promises,  No Warranty.  Terms of use MIT http://opensource.org/licenses/MIT
23 Dec 2014
Downloads
1128
Comments
11
Rating
5
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Exports chosen bars for Symbol at chosen at the chosen bar size from calgo to CSV file in Directory specified.      Files can be imported by excel but do not open in  when trying to update as excel takes an exclusive lock which will crash the process. OK: Help Needed:   When I run this in Backtest mode with 1 minute bars I get something that looks like valid volumes.  When I run it with 10 tick bars I get the same volume in every bar.    How do we get valid volume for the smaller duration bars.  Question:  How do you convert (MarketSeries.TickVolume to actual Transaction volume for the Bar. I want Total number of units traded during the bar.   I think transaction volume is a more meaningful input for momentum because a small transaction of a fractional unit doesn't mean as much as if a 100 million $ changed hands during the same change in price.  Recommended used is to use the Backtester to download as much historical data as possible in a back-test then switch over to activating the strategy live.  It will auto-backfill the data between end of Backtest and live data but use the Backtest to get as much of the data as possible first as it's lastBar semantic is simplistic.  I have found that tickvolume is only accurate when the Backtest is using the "Tick Data from Server"       The system is smart enough to add new data from current Backtest to end of existing data and it will not overwrite or duplicate the older data but it is not smart enough to detect gaps if the user runs a Backtest covering a couple of months then skips a few months and runs a different Backtest. When used live it will write a new bar whenever a bar has been completed for as long as the cbot is active.    The files are opened in shared mode so a separate process can read new data from them as they arrive.  I needed this because our AI prediction engine needs new data as it arrives and can not run inside of calgo.  I will eventually  write the reverse plumbing to allow predictions from the external engine to be picked up by calgo and executed as trades. When used in back-tester will export the data in the time-frame specified by the backtest.   I tested it back to Jan-1-2011 and all the data seemed to show up.         File name is derived from the symbol, bar duration and chosen moving average and looks like:  exp-EURUSD-Minute-ma3-bars.b1.csv Data  Looks as follows: datetime,open,close,high,low,volume,weighted_val,rsi,stddev,spread 2014-01-27 00:00:00.000,1.368700,1.368630,1.368730,1.368610,23.000000,1.368650,67.318063,0.000223,0.000050 2014-01-27 00:01:00.000,1.368620,1.368590,1.368630,1.368590,15.000000,1.368600,66.005144,0.000282,0.000050 2014-01-27 00:02:00.000,1.368570,1.368860,1.368880,1.368490,41.000000,1.368773,70.226266,0.000365,0.000060 2014-01-27 00:03:00.000,1.368880,1.368980,1.369010,1.368880,29.000000,1.368963,71.896500,0.000438,0.000050 2014-01-27 00:04:00.000,1.368970,1.368980,1.368980,1.368970,4.000000,1.368978,71.896500,0.000483,0.000030 2014-01-27 00:05:00.000,1.369010,1.368810,1.369010,1.368810,20.000000,1.368860,65.829147,0.000504,0.000070 2014-01-27 00:06:00.000,1.368800,1.368610,1.368810,1.368610,28.000000,1.368660,59.470578,0.000500,0.000080 2014-01-27 00:07:00.000,1.368590,1.368970,1.368980,1.368550,36.000000,1.368868,65.862483,0.000511,0.000060 2014-01-27 00:08:00.000,1.368980,1.368990,1.369000,1.368980,6.000000,1.368990,66.181582,0.000512,0.000060 In Excel it looks like: Note: To auto parse the dates when loading in excel change the code to replace T between dateTime with a space. Enhanced Dec-21-2014: To only add bars newer than what are already present in the file but it is still missing the code  to detect gaps and try to fill them in.   Enhanced Dec-212-2014 - To attempt to backfill bars between current bar and the last bar it finds in the file.  This is needed because the the back tester in CAglo always runs a little behind the current data and would create a gap of some very critical missing current data.     This process calculates how many are missing and attempts to backfile from current series.   I have tested it over a weekend but not over longer periods of times.     Want to collaborate:   www.linkedin.com/pub/joe-ellsworth/0/22/682/  or http://BayesAnalytic.com No Promises,  No Warranty.  
22 Dec 2014
Downloads
1008
Comments
2
Rating
5
Download
//Momentum WillR% + Hull HMA tendence cBot. cBit also generate an oposite position if it tends to lose. //http://ctdn.com/algos/indicators/show/603   //#reference: ..\Indicators\EHMA.algo //Needs to install: http://ctdn.com/algos/indicators/show/17, Manage references. // //Date: 17/12/2014 //Country: Chile //Copyright: Felipe Sepulveda Maldonado  //LinkedIn: https://cl.linkedin.com/in/felipesepulvedamaldonado //Facebook: https://www.facebook.com/mymagicflight1 //Whats Up: +56 9 58786321 // felipe.sepulveda@gmail.com // //Recomended Timeframe: Minute, for more frequency and accuracy. //Cheers! using System; using System.Linq; using cAlgo.API; using cAlgo.API.Indicators; using cAlgo.API.Internals; using cAlgo.Indicators; namespace cAlgo {     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]     public class XkaliburBa : Robot     {         #region cBot Parameters         [Parameter("cBot Label", DefaultValue = "XkaliburBa")]         public string cBotLabel { get; set; }         [Parameter("Volume", DefaultValue = 1000, MinValue = 1000)]         public int InitialVolume { get; set; }         [Parameter("Take Profit", DefaultValue = 2, MinValue = 0, MaxValue = 102)]         public double TakeProfit { get; set; }         [Parameter("WilliamsR High", DefaultValue = 70, MinValue = 60, MaxValue = 95)]         public int wHigh { get; set; }         [Parameter("WilliamsR Low", DefaultValue = 30, MinValue = 5, MaxValue = 40)]         public int wLow { get; set; }         [Parameter("WilliamsR Period", DefaultValue = 120, MinValue = 10, MaxValue = 150)]         public int wrPeriod { get; set; }         [Parameter("Zero Loss Inverse (Pips)", DefaultValue = 6, MinValue = 4, MaxValue = 15)]         public int zlInv { get; set; }         [Parameter("EHMA Period", DefaultValue = 12, MinValue = 7)]         public int HullPeriod { get; set; }         [Parameter("Max. Time Open (Minutes)", DefaultValue = 30, MinValue = 5, MaxValue = 120)]         public int maxTime { get; set; }         double TrailingStop;         int nVolume;         string comId;         private EHMA hullMA1;         private EHMA hullMA2;         #endregion         #region cBot Events         protected override void OnStart()         {             hullMA1 = Indicators.GetIndicator<EHMA>(HullPeriod);             hullMA2 = Indicators.GetIndicator<EHMA>(HullPeriod * 6);             Timer.Start(1);         }         protected override void OnTimer()         {         }         protected override void OnTick()         {             double mercado = 100000 * Indicators.AverageTrueRange(MarketSeries, 5, MovingAverageType.VIDYA).Result.Last(0);             double will = 100 + Indicators.WilliamsPctR(wrPeriod).Result.Last(0);             if ((will < wLow) && hullMA1.ehma.IsRising() && hullMA2.ehma.IsRising())             {                 System.Threading.Thread.Sleep(15000);                 ExecuteMarketOrder(TradeType.Buy, Symbol, InitialVolume, cBotLabel, 100, 100, 2);             }             if ((will > wHigh) && hullMA1.ehma.IsFalling() && hullMA2.ehma.IsFalling())             {                 System.Threading.Thread.Sleep(15000);                 ExecuteMarketOrder(TradeType.Sell, Symbol, InitialVolume, cBotLabel, 100, 100, 2);             }             SetTrailingStop(mercado);             ZeroLoss();         }         #endregion         private void SetTrailingStop(double mercado)         {             var sellPositions = Positions.FindAll(cBotLabel, Symbol, TradeType.Sell);             TrailingStop = mercado / 30;             foreach (Position position in sellPositions)             {                 int mPosition = (position.EntryTime.Hour * 60) + position.EntryTime.Minute + maxTime;                 int mActual = (Time.Hour * 60) + Time.Minute;                 double distance = position.EntryPrice - Symbol.Ask;                 if ((distance < TakeProfit * Symbol.PipSize) || (mPosition < mActual))                     continue;                 double newStopLossPrice = Symbol.Ask + TrailingStop * Symbol.PipSize;                 if (position.StopLoss == null || newStopLossPrice < position.StopLoss)                     ModifyPosition(position, newStopLossPrice, position.TakeProfit);             }             var buyPositions = Positions.FindAll(cBotLabel, Symbol, TradeType.Buy);             foreach (Position position in buyPositions)             {                 int mPosition = (position.EntryTime.Hour * 60) + position.EntryTime.Minute + maxTime;                 int mActual = (Time.Hour * 60) + Time.Minute;                 double distance = Symbol.Bid - position.EntryPrice;                 if ((distance < TakeProfit * Symbol.PipSize) || (mPosition < mActual))                     continue;                 double newStopLossPrice = Symbol.Bid - TrailingStop * Symbol.PipSize;                 if (position.StopLoss == null || newStopLossPrice > position.StopLoss)                     ModifyPosition(position, newStopLossPrice, position.TakeProfit);             }         }         private void ZeroLoss()         {             var sellPositions = Positions.FindAll(cBotLabel, Symbol, TradeType.Sell);             foreach (Position position in sellPositions)             {                 double distance = position.EntryPrice - Symbol.Ask;                 double xtp = (double)((position.EntryPrice - position.TakeProfit) / Symbol.PipSize);                 if ((distance < -zlInv * Symbol.PipSize) && (xtp > 90))                 {                     double zlTP = Symbol.Ask - 90 * Symbol.PipSize;                     ModifyPosition(position, position.StopLoss, zlTP);                     switch (position.Volume)                     {                         case 1000:                             nVolume = 2000;                             break;                         case 2000:                             nVolume = 3000;                             break;                         default:                             nVolume = (int)(position.Volume * 2);                             break;                     }                     if (position.Comment != "")                         comId = position.Comment;                     else                         comId = position.Id.ToString();                     ExecuteMarketOrder(TradeType.Buy, Symbol, nVolume, cBotLabel, 100, 100, 2, comId);                 }             }             var buyPositions = Positions.FindAll(cBotLabel, Symbol, TradeType.Buy);             foreach (Position position in buyPositions)             {                 double distance = Symbol.Bid - position.EntryPrice;                 double xtp = (double)((position.TakeProfit - position.EntryPrice) / Symbol.PipSize);                 if ((distance < -zlInv * Symbol.PipSize) && (xtp > 90))                 {                     double zlTP = Symbol.Bid + 90 * Symbol.PipSize;                     ModifyPosition(position, position.StopLoss, zlTP);                     switch (position.Volume)                     {                         case 1000:                             nVolume = 2000;                             break;                         case 2000:                             nVolume = 3000;                             break;                         default:                             nVolume = (int)(position.Volume * 2);                             break;                     }                     if (position.Comment != "")                         comId = position.Comment;                     else                         comId = position.Id.ToString();                     ExecuteMarketOrder(TradeType.Sell, Symbol, nVolume, cBotLabel, 100, 100, 2, comId);                 }             }         }     } }  
18 Dec 2014
Downloads
848
Comments
2
Rating
0
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// ----------------------------------------------------------------------------------------     If you open multiple positions in a hedge strategy. This indicator show volume exposure each currency to other currency. // ----------------------------------------------------------------------------------------                                                                                                                                         
15 Dec 2014
Downloads
708
Comments
0
Rating
0
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//Date: 11/12/2014 //Country: Chile //Copyright: Felipe Sepulveda Maldonado //LinkedIn: https://cl.linkedin.com/in/felipesepulvedamaldonado //Facebook: https://www.facebook.com/mymagicflight1 //Whats Up: +56 9 58786321, your comments are welcome! //Donations Wallet: wallet.google.com felipe.sepulveda@gmail.com //Description: WillR% & Moving Average //Recomended Timeframe: M5 //Cheers! using System; using System.Linq; using cAlgo.API; using cAlgo.API.Indicators; using cAlgo.API.Internals; using cAlgo.Indicators; namespace cAlgo {     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]     public class Maithai : Robot     {         #region cBot Parameters         [Parameter("cBot Label", DefaultValue = "Maithai")]         public string cBotLabel { get; set; }         [Parameter("Volume", DefaultValue = 1000, MinValue = 1000)]         public int InitialVolume { get; set; }         [Parameter("Take Profit", DefaultValue = 2, MinValue = 1, MaxValue = 100)]         public int TakeProfit { get; set; }         [Parameter("Trailing Stop", DefaultValue = 1, MinValue = 0, MaxValue = 30)]         public int TrailingStop { get; set; }         [Parameter("Stop Loss", DefaultValue = 14, MinValue = 5, MaxValue = 150)]         public int StopLoss { get; set; }         [Parameter("WilliamsR High", DefaultValue = 90, MinValue = 85, MaxValue = 95)]         public int wHigh { get; set; }         [Parameter("WilliamsR Low", DefaultValue = 15, MinValue = 5, MaxValue = 20)]         public int wLow { get; set; }         [Parameter("WilliamsR Period", DefaultValue = 100, MinValue = 50, MaxValue = 200)]         public int wrPeriod { get; set; }         [Parameter("ATR Market Volatility Min.", DefaultValue = 35, MinValue = 0, MaxValue = 110)]         public int atrMarketMin { get; set; }         [Parameter("ATR Market Volatility Max.", DefaultValue = 100, MinValue = 100)]         public int atrMarketMax { get; set; }         [Parameter("ATR Period", DefaultValue = 10, MinValue = 1, MaxValue = 100)]         public int atrPeriod { get; set; }         [Parameter("Moving Average Type", DefaultValue = MovingAverageType.Simple)]         public MovingAverageType MovingAverageType { get; set; }         [Parameter("MA Period", DefaultValue = 14, MinValue = 3, MaxValue = 100)]         public int Period { get; set; }         [Parameter("MA Source")]         public DataSeries Source { get; set; }         [Parameter("Max. Time Open (Minutes)", DefaultValue = 60, MinValue = 5, MaxValue = 360)]         public int maxTime { get; set; }         #endregion         private MovingAverage _movingAverage;         #region cBot Events         protected override void OnStart()         {             _movingAverage = Indicators.MovingAverage(Source, Period, MovingAverageType);             Timer.Start(1);         }         protected override void OnTimer()         {         }         protected override void OnTick()         {             //Put your core logic here             double mercado = 100000 * Indicators.AverageTrueRange(MarketSeries, atrPeriod, MovingAverageType.VIDYA).Result.Last(0);             double will = 100 + Indicators.WilliamsPctR(wrPeriod).Result.Last(0);             ChartObjects.DrawText("", "Market:" + mercado.ToString() + "WillR:" + will.ToString(), StaticPosition.BottomRight, Colors.White);             if ((will < wLow) && (mercado > atrMarketMin) && (mercado < atrMarketMax) && _movingAverage.Result.IsRising())             {                 System.Threading.Thread.Sleep(1000);                 var result = ExecuteMarketOrder(TradeType.Buy, Symbol, InitialVolume, cBotLabel, StopLoss, 100, 2, mercado.ToString() + "-" + will.ToString());             }             if ((will > wHigh) && (mercado > atrMarketMax) && (mercado < atrMarketMax) && _movingAverage.Result.IsFalling())             {                 System.Threading.Thread.Sleep(1000);                 var result = ExecuteMarketOrder(TradeType.Sell, Symbol, InitialVolume, cBotLabel, StopLoss, 100, 2, mercado.ToString() + "-" + will.ToString());             }             // Trailing Stop for all positions             SetTrailingStop();             TimerClose();         }         #endregion         private void SetTrailingStop()         {             var sellPositions = Positions.FindAll(cBotLabel, Symbol, TradeType.Sell);             foreach (Position position in sellPositions)             {                 double distance = position.EntryPrice - Symbol.Ask;                 if (distance < TakeProfit * Symbol.PipSize)                     continue;                 double newStopLossPrice = Symbol.Ask + TrailingStop * Symbol.PipSize;                 if (position.StopLoss == null || newStopLossPrice < position.StopLoss)                     ModifyPosition(position, newStopLossPrice, position.TakeProfit);             }             var buyPositions = Positions.FindAll(cBotLabel, Symbol, TradeType.Buy);             foreach (Position position in buyPositions)             {                 double distance = Symbol.Bid - position.EntryPrice;                 if (distance < TakeProfit * Symbol.PipSize)                     continue;                 double newStopLossPrice = Symbol.Bid - TrailingStop * Symbol.PipSize;                 if (position.StopLoss == null || newStopLossPrice > position.StopLoss)                     ModifyPosition(position, newStopLossPrice, position.TakeProfit);             }         }         private void TimerClose()         {             foreach (Position position in Positions)             {                 int mPosition = (position.EntryTime.Hour * 60) + position.EntryTime.Minute + maxTime;                 int mActual = (Time.Hour * 60) + Time.Minute;                 //Si es que pasaron X min, entonces reevalua Buy (Abajo). Deja de insistir?                 if (mPosition < mActual)                     ClosePosition(position);                 //Si es que pasaron X min, entonces reevalua Sell (Arriba). Deja de insistir?                 if (mPosition < mActual)                     ClosePosition(position);             }         }     } }
11 Dec 2014
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742
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//Date: 02/12/2014 //Country: Chile //Copyright: Felipe Sepulveda Maldonado  //LinkedIn: https://cl.linkedin.com/in/felipesepulvedamaldonado //Facebook: https://www.facebook.com/mymagicflight1 //Whats Up: +56 9 58786321 //Donations Wallet: wallet.google.com felipe.sepulveda@gmail.com // //Recomended Timeframe: Minute, for more frequency and accuracy. //Cheers! using System; using System.Linq; using cAlgo.API; using cAlgo.API.Indicators; using cAlgo.API.Internals; using cAlgo.Indicators; namespace cAlgo {     [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]     public class Xkalibur : Robot     {         [Parameter("Volume", DefaultValue = 2000, MinValue = 1000)]         public int InitialVolume { get; set; }         [Parameter("Stop Loss", DefaultValue = 16, MinValue = 4, MaxValue = 32)]         public int StopLoss { get; set; }         [Parameter("Take Profit", DefaultValue = 4, MinValue = 3, MaxValue = 12)]         public int TakeProfit { get; set; }         [Parameter("WilliamsR High", DefaultValue = 85, MinValue = 80, MaxValue = 99)]         public int wHigh { get; set; }         [Parameter("WilliamsR Low", DefaultValue = 15, MinValue = 1, MaxValue = 20)]         public int wLow { get; set; }         [Parameter("WilliamsR Period", DefaultValue = 14, MinValue = 7, MaxValue = 21)]         public int wPeriod { get; set; }         [Parameter("True Range Impact", DefaultValue = 20, MinValue = 15, MaxValue = 100)]         public int trImpact { get; set; }         protected override void OnStart()         {             // Put your initialization logic here         }         protected override void OnTick()         {             // Put your core logic here             double will = 100 + Indicators.WilliamsPctR(wPeriod).Result.Last(0);             double impact = 100000 * Indicators.TrueRange(MarketSeries).Result.Last(0);             var text = "Impacto: " + impact.ToString();             text += "\nWilliamsR%: " + will.ToString() + "\n Timeframe: " + MarketSeries.TimeFrame.ToString();             ChartObjects.DrawText("", text, StaticPosition.TopLeft, Colors.White);             if ((will < wLow) && (impact > trImpact))             {                 var result = ExecuteMarketOrder(TradeType.Buy, Symbol, InitialVolume, "bot", StopLoss, TakeProfit, 2, "comentario");                 if (!result.IsSuccessful)                     Print("error : {0}, {1}", result.Error, InitialVolume);             }             if ((will > wHigh) && (impact > trImpact))             {                 var result = ExecuteMarketOrder(TradeType.Sell, Symbol, InitialVolume, "bot", StopLoss, TakeProfit, 2, "comentario");                 if (!result.IsSuccessful)                     Print("error : {0}, {1}", result.Error, InitialVolume);             }             System.Threading.Thread.Sleep(2000);         }         protected override void OnStop()         {             // Put your deinitialization logic here         }     } }
02 Dec 2014
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802
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1
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Robot places buy and sell STOP orders at specific time. Supports TP, SL, OCO and expiration time. Parameters: News Hour - Hour when news will be published (your local time) News Minute - Minute when news will be published (your local time) Pips away - The number of pips away from the current market price where the pending buy and sell orders will be placed. Take Profit - Take Profit in pips for each order Stop Loss - Stop Loss in pips for each order Volume - trading volume Seconds before - Seconds Before News when robot will place Pending Orders Seconds timeout - Seconds After News when Pending Orders will be deleted One Cancels Other - If "Yes" then when one order will be filled, another order will be deleted News Robot PRO with Trailing Stop and Slippage Control:  http://news-robot.net        
05 Nov 2014
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7935
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65
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4.58
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Modify all positions to one TP and SL by average price   //    Modify all TakeProfit and StopLoss by Average Price. "Aggressive Trading" //    salr22@hotmail.com, www.borsat.net
by salr22
06 Sep 2014
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1125
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2
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0
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Lets find the best settings. im gone add the best settings lets work together to find the best settings and make some cash :)    
18 Jul 2014
Downloads
1496
Comments
13
Rating
2.5
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This cBot allows traders to send their signals from any metatrader (MT4/5) platform to an unlimited amount of cTrader platforms ( Limited to available RAM resources on instance) through reading/writing to a CSV file. MT4/5 writes the trading activity to csv file, while cAlgo reads the file to copy the trades.  siamfx - July 04, 2014 @ 04:14 Error: - Copy and paste over existing code in catch (Exception e) with the code below.    catch (Exception e) { Print("Exception: " + e.Message); return; }       MT EA loops every 250ms for new trading activity  cBot will open and close Market orders to match the csv file No additional trading can be performed on ctrader slave.  All trading must be done on the master MT account. Limited to one MT master account with unlimited cTrader accounts  Trader passwords required for access of all accounts and designed for Server Based.  You will need to update the Orders Input File Path: Unique for every PC Sample: C:\\Users\\trader\\AppData\\Roaming\\MetaQuotes\\Terminal\\69420FB8433504FEA0FA029C390238DB\\MQL4\\Files\\TradeCopy.csv Version 1.0: Todo list includes Add Market Depth  Use Limit Orders Only Positive Slippage   This is the MetaTrader EA below - download. Copy this code into a new Experts sample, paste, compile. Attach to M1 chart. Only 1 chart to trade ALL currency pairs. MT4 - Build 600+ -July 2014  (old source -http://code.google.com/p/mt4-trade-copy/) http://siamfx.net/wp-content/uploads/2014/07/MT2cTrader_MT2.zip
by siamfx
14 Jul 2014
Downloads
953
Comments
10
Rating
2.5
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