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E7 BBKG NumSharp Sample
cBot
292 āļ”āļēāļ§āļ™āđŒāđ‚āļŦāļĨāļ”
āđ€āļ§āļ­āļĢāđŒāļŠāļąāļ™ 1.0, Feb 2025
Windows, Mac, Mobile, Web
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āļ•āļąāđ‰āļ‡āđāļ•āđˆ 18/12/2024
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āļ•āļīāļ”āļ•āļąāđ‰āļ‡āļŸāļĢāļĩ

āļ„āļģāļ­āļ˜āļīāļšāļēāļĒ

āļ•āļēāļĄāļ„āļģāļ‚āļ­āļ‚āļ­āļ‡āļŦāļĨāļēāļĒāđ† āļ„āļ™ āļ•āļ­āļ™āļ™āļĩāđ‰āđ€āļĢāļēāļāļģāļĨāļąāļ‡āļ—āļģāļ‡āļēāļ™āļ­āļĒāđˆāļēāļ‡āļŦāļ™āļąāļāđ€āļžāļ·āđˆāļ­āļˆāļąāļ”āđ€āļ•āļĢāļĩāļĒāļĄāļ•āļąāļ§āļ­āļĒāđˆāļēāļ‡āđ‚āļ„āđ‰āļ”āđāļĨāļ°āđāļžāđ‡āļāđ€āļāļˆāļāļēāļĢāđ€āļĢāļĩāļĒāļ™āļĢāļđāđ‰āļ‚āļ­āļ‡āđ€āļ„āļĢāļ·āđˆāļ­āļ‡āļšāļēāļ‡āļŠāđˆāļ§āļ™āļ‚āļ­āļ‡āđ€āļĢāļē

TensorFlow, PyTorch, Keras, Numpy, Pandas āđāļĨāļ°āđāļžāđ‡āļāđ€āļāļˆ .NET āļ­āļĩāļāļĄāļēāļāļĄāļēāļĒāđ€āļžāļ·āđˆāļ­āđ€āļĢāļīāđˆāļĄāļ•āđ‰āļ™āđƒāļŠāđ‰āļ‡āļēāļ™āļ āļēāļĒāđƒāļ™ cTrader

āļ āļēāļĢāļāļīāļˆāļ‚āļ­āļ‡āđ€āļĢāļēāļ„āļ·āļ­āļ—āļģāđƒāļŦāđ‰āļāļēāļĢāđ€āļĢāļĩāļĒāļ™āļĢāļđāđ‰āļ‚āļ­āļ‡āđ€āļ„āļĢāļ·āđˆāļ­āļ‡āļ āļēāļĒāđƒāļ™ cTrader āļ‡āđˆāļēāļĒāļ‚āļķāđ‰āļ™āļŠāļģāļŦāļĢāļąāļšāļ—āļļāļāļ„āļ™

āļ‚āļ­āđƒāļŦāđ‰āļŠāļ™āļļāļāļāļąāļšāļāļēāļĢāļ„āđ‰āļ™āļŦāļē!

*** āđ‚āļ„āđ‰āļ”āļ™āļĩāđ‰āđ„āļĄāđˆāđ„āļ”āđ‰āļ—āļģāļāļēāļĢāđ€āļ—āļĢāļ”āđƒāļ”āđ† (āđ€āļžāļĩāļĒāļ‡āđāļ„āđˆāļžāļīāļĄāļžāđŒāļ‚āđ‰āļ­āļĄāļđāļĨāļ­āļ­āļāļĄāļē āļŊāļĨāļŊ) āđ€āļ›āđ‡āļ™āđ€āļžāļĩāļĒāļ‡āđ‚āļ„āđ‰āļ”āļ•āļąāļ§āļ­āļĒāđˆāļēāļ‡āļ‚āļ­āļ‡āļ§āļīāļ˜āļĩāļ—āļĩāđˆāļ„āļļāļ“āļŠāļēāļĄāļēāļĢāļ–āđ€āļĢāļīāđˆāļĄāļŠāļĢāđ‰āļēāļ‡āđ‚āļĄāđ€āļ”āļĨ AI āļ‚āļ­āļ‡āļ„āļļāļ“āđ€āļ­āļ‡āđ‚āļ”āļĒāđƒāļŠāđ‰āđāļžāđ‡āļāđ€āļāļˆāļāļēāļĢāđ€āļĢāļĩāļĒāļ™āļĢāļđāđ‰āļ‚āļ­āļ‡āđ€āļ„āļĢāļ·āđˆāļ­āļ‡āļ‚āļ­āļ‡āđ€āļĢāļē

.......................................................

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

using NumSharp;
using np = NumSharp.np;
using Shape = NumSharp.Shape;

using PandasNet;
using static PandasNet.PandasApi;

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class E7BBKGNumSharpSample : Robot
    {
        [Parameter("Version 1.01", DefaultValue = "Version 1.01")]
        public string Version { get; set; }

        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Parameter("Bars Required", DefaultValue = 50, MinValue = 1, MaxValue = 10000, Step = 1)]
        public int BarsRequired { get; set; }

        [Parameter("Method Name", DefaultValue = MethodName.DataSplitPrints)]
        public MethodName Mode { get; set; }
        public enum MethodName
        {
            DataSplitPrints,
            PandasPrints,
            NDArrayPrints
        }
        
        protected override void OnStart()
        {
            // āđ€āļĢāļīāđˆāļĄāļ•āđ‰āļ™āļ•āļąāļ§āļŠāļĩāđ‰āļ§āļąāļ”āđƒāļ”āđ†
        }

        protected override void OnBar()
        {
            try
            {
                if (Mode == MethodName.DataSplitPrints)
                {
                    DataSplitPrints();
                }
                else if (Mode == MethodName.PandasPrints)
                {
                    PandasPrints();
                }
                else if (Mode == MethodName.NDArrayPrints)
                {
                    NDArrayPrints();
                }
            }
            catch (Exception ex)
            {
                Print($"āļ‚āđ‰āļ­āļœāļīāļ”āļžāļĨāļēāļ”: {ex.Message}");
                if (ex.InnerException != null)
                {
                    Print($"āļ‚āđ‰āļ­āļœāļīāļ”āļžāļĨāļēāļ”āļ āļēāļĒāđƒāļ™: {ex.InnerException.Message}");
                    throw;
                }
            }
        }

        private float[,] GetDataSet()
        {
            int startBar = Bars.ClosePrices.Count - BarsRequired;
            float[,] inputSignals = new float[BarsRequired, 5];

            for (int i = 0; i < BarsRequired; i++)
            {
                int barIndex = startBar + i;
                inputSignals[i, 0] = (float)Bars.OpenPrices[barIndex];
                inputSignals[i, 1] = (float)Bars.HighPrices[barIndex];
                inputSignals[i, 2] = (float)Bars.LowPrices[barIndex];
                inputSignals[i, 3] = (float)Bars.ClosePrices[barIndex];
                inputSignals[i, 4] = (float)Bars.TickVolumes[barIndex];
            }
            return inputSignals;
        }
        
        private float[,] GetTargetDataSet()
        {
            int startBar = Bars.ClosePrices.Count - BarsRequired;
            float[,] inputSignals = new float[BarsRequired, 5];

            for (int i = 0; i < BarsRequired; i++)
            {
                int barIndex = startBar + i;
                inputSignals[i, 0] = (float)Bars.OpenPrices[barIndex];
                inputSignals[i, 1] = (float)Bars.HighPrices[barIndex];
                inputSignals[i, 2] = (float)Bars.LowPrices[barIndex];
                inputSignals[i, 3] = (float)Bars.ClosePrices[barIndex];
                inputSignals[i, 4] = (float)Bars.TickVolumes[barIndex];
            }
            return inputSignals;
        }
        
        /// NumSharp Data Split Prints
        public void DataSplitPrints()
        {
            // āļ›āļĢāļąāļšāļĢāļđāļ›āđāļšāļšāļ‚āđ‰āļ­āļĄāļđāļĨāļ™āļģāđ€āļ‚āđ‰āļēāđƒāļŦāđ‰āļ•āļĢāļ‡āļāļąāļšāļĢāļđāļ›āđāļšāļšāļ—āļĩāđˆāđ‚āļĄāđ€āļ”āļĨāļ„āļēāļ”āļŦāļ§āļąāļ‡
            //var inputShape = new Shape(-1, BarsRequired, 5);
            NDArray inputData = np.array<float>(GetDataSet());
            Print("Input NDarray: " + string.Join(", ", inputData));
            
            // āļ›āļĢāļąāļšāļĢāļđāļ›āđāļšāļšāļ‚āđ‰āļ­āļĄāļđāļĨāđ€āļ›āđ‰āļēāļŦāļĄāļēāļĒāđƒāļŦāđ‰āļ•āļĢāļ‡āļāļąāļšāļĢāļđāļ›āđāļšāļšāļ—āļĩāđˆāđ‚āļĄāđ€āļ”āļĨāļ„āļēāļ”āļŦāļ§āļąāļ‡
            //var targetShape = new Shape(-1, 5);
            NDArray targetData = np.array<float>(GetTargetDataSet());
            Print("Target NDarray: " + string.Join(", ", targetData));
            
            // āđāļšāđˆāļ‡āļ‚āđ‰āļ­āļĄāļđāļĨāđ€āļ›āđ‡āļ™āļŠāļļāļ”āļāļķāļāđāļĨāļ°āļŠāļļāļ”āļ—āļ”āļŠāļ­āļš
            int testSize = (int)(0.2 * inputData.shape[0]); // 20% āļŠāļģāļŦāļĢāļąāļšāļāļēāļĢāļ—āļ”āļŠāļ­āļš
            var (x_train, x_test) = (inputData[$":{inputData.shape[0] - testSize}"], inputData[$"{inputData.shape[0] - testSize}:"]);
            var (y_train, y_test) = (targetData[$":{targetData.shape[0] - testSize}"], targetData[$"{targetData.shape[0] - testSize}:"]);
            
            Print("āļ‚āđ‰āļ­āļĄāļđāļĨ X_train: " + string.Join(", ", x_train));
            Print("āļ‚āđ‰āļ­āļĄāļđāļĨ X_test: " + string.Join(", ", x_test));
            Print("āļ‚āđ‰āļ­āļĄāļđāļĨ Y_train: " + string.Join(", ", y_train));
            Print("āļ‚āđ‰āļ­āļĄāļđāļĨ Y_test: " + string.Join(", ", y_test));
        }
        
        /// PandasNet Prints
        public void PandasPrints()
        {
            // āđāļ›āļĨāļ‡ float[,] āđ€āļ›āđ‡āļ™ List<Series>
            var inputData = GetDataSet();
            var targetData = GetTargetDataSet();
            
            var inputSeriesList = new List<Series>();
            var targetSeriesList = new List<Series>();
            
            for (int col = 0; col < inputData.GetLength(1); col++)
            {
                List<float> columnData = new List<float>();
                for (int row = 0; row < inputData.GetLength(0); row++)
                {
                    columnData.Add(inputData[row, col]);
                }
                inputSeriesList.Add(new Series(columnData.ToArray()));
            }
            
            for (int col = 0; col < targetData.GetLength(1); col++)
            {
                List<float> columnData = new List<float>();
                for (int row = 0; row < targetData.GetLength(0); row++)
                {
                    columnData.Add(targetData[row, col]);
                }
                targetSeriesList.Add(new Series(columnData.ToArray()));
            }
            // āļŠāļĢāđ‰āļēāļ‡ DataFrames
            DataFrame inputDataFrame = new DataFrame(inputSeriesList);
            DataFrame targetDataFrame = new DataFrame(targetSeriesList);
            
            Print("Input DataFrame: " + inputDataFrame);
            Print("Target DataFrame: " + targetDataFrame);
            
            //Print("Input DataFrame: " + string.Join(", ", inputDataFrame));
            //Print("Target DataFrame: " + string.Join(", ", targetDataFrame));
        }
        
        /// Simple NumSharp NDArrays Prints
        public void NDArrayPrints()
        {
            if (Bars.ClosePrices.Count < BarsRequired)
                return;

            try
            {
                // āđ€āļĢāļĩāļĒāļāļ‚āđ‰āļ­āļĄāļđāļĨāļ™āļģāđ€āļ‚āđ‰āļēāđāļšāļš float[,]
                float[,] inputData = GetDataSet();

                // āđāļ›āļĨāļ‡āđ€āļ›āđ‡āļ™ NDArray āđāļĨāļ°āļ›āļĢāļąāļšāļĢāļđāļ›āđāļšāļšāđ€āļ›āđ‡āļ™ (BarsRequired, 5)
                NDArray inputNDArray = np.array(inputData);   // NumSharp
                Print("āļ‚āđ‰āļ­āļĄāļđāļĨ NumSharp NDarray āļ™āļģāđ€āļ‚āđ‰āļē: " + string.Join(", ", inputNDArray));
                Print("āļĢāļđāļ›āļĢāđˆāļēāļ‡ NumSharp NDarray āļ™āļģāđ€āļ‚āđ‰āļē: " + string.Join(", ", inputNDArray.shape));
                
                int expectedLength = BarsRequired * 5;
                Print($"āļ„āļ§āļēāļĄāļĒāļēāļ§ NumSharp NDarray āļ—āļĩāđˆāļ„āļēāļ”āļŦāļ§āļąāļ‡: {expectedLength}");
                Print($"āļ‚āļ™āļēāļ” NumSharp NDarray āļ™āļģāđ€āļ‚āđ‰āļē: {inputNDArray.size}");

                if (inputNDArray.size != expectedLength)
                {
                    Print($"āļ„āļ§āļēāļĄāļĒāļēāļ§āđ„āļĄāđˆāļ•āļĢāļ‡āļāļąāļ™: āļ„āļ§āļēāļĄāļĒāļēāļ§āļ—āļĩāđˆāļ„āļēāļ”āļŦāļ§āļąāļ‡ {expectedLength} āđāļ•āđˆāđ„āļ”āđ‰āļ‚āļ™āļēāļ” {inputNDArray.size}");
                    return;
                }
            }
            catch (Exception ex)
            {
                Print("āļ‚āđ‰āļ­āļœāļīāļ”āļžāļĨāļēāļ”: " + ex.Message);
                Print("āļĢāļēāļĒāļĨāļ°āđ€āļ­āļĩāļĒāļ”āļŠāđāļ•āļāđ€āļ—āļĢāļ‹: " + ex.StackTrace);

                Exception innerException = ex.InnerException;
                while (innerException != null)
                {
                    Print("āļ‚āđ‰āļ­āļœāļīāļ”āļžāļĨāļēāļ”āļ āļēāļĒāđƒāļ™: " + innerException.Message);
                    Print("āļĢāļēāļĒāļĨāļ°āđ€āļ­āļĩāļĒāļ”āļŠāđāļ•āļāđ€āļ—āļĢāļ‹āļ‚āļ­āļ‡āļ‚āđ‰āļ­āļœāļīāļ”āļžāļĨāļēāļ”āļ āļēāļĒāđƒāļ™: " + innerException.StackTrace);
                    innerException = innerException.InnerException;
                }
            }
        }
    }
}

āļŠāļĢāļļāļ›

āļŠāļĢāļļāļ›āđ‚āļ”āļĒ AI
E7 BBKG NumSharp Sample is a cTrader robot providing sample code to demonstrate integration of machine learning libraries within the cTrader environment. It includes examples using .NET packages such as TensorFlow, PyTorch, Keras, NumSharp, and PandasNet. The robot does not execute trades but prints out processed data to illustrate how users can start building AI models for trading analysis.

Key functionalities include:
- Data extraction from market bars (open, high, low, close prices, and tick volumes) over a configurable number of bars.
- Conversion of this data into formats compatible with machine learning workflows, including NumSharp NDArrays and Pandas DataFrames.
- Methods to split data into training and testing sets, and to print these datasets for inspection.
- Three operational modes selectable via parameters: DataSplitPrints, PandasPrints, and NDArrayPrints, each demonstrating different data handling approaches.

This sample code aims to facilitate machine learning development inside cTrader by providing foundational examples of data preparation and manipulation using popular ML libraries in a .NET context.
āđ‚āļ›āļĢāđ„āļŸāļĨāđŒāļāļēāļĢāđ€āļ—āļĢāļ”

āļĢāļĩāļ§āļīāļ§āļˆāļēāļāļĨāļđāļāļ„āđ‰āļē

0.0
āļĢāļĩāļ§āļīāļ§: 0
āļĢāļĩāļ§āļīāļ§āļˆāļēāļāļĨāļđāļāļ„āđ‰āļē
āļĒāļąāļ‡āđ„āļĄāđˆāļĄāļĩāļĢāļĩāļ§āļīāļ§āļŠāļģāļŦāļĢāļąāļšāļœāļĨāļīāļ•āļ āļąāļ“āļ‘āđŒāļ™āļĩāđ‰ āļŦāļēāļāđ€āļ„āļĒāļĨāļ­āļ‡āđāļĨāđ‰āļ§ āļ‚āļ­āđ€āļŠāļīāļāļĄāļēāđ€āļ›āđ‡āļ™āļ„āļ™āđāļĢāļāļ—āļĩāđˆāļšāļ­āļāļ„āļ™āļ­āļ·āđˆāļ™!

āļāļēāļĢāļŠāļ™āļ—āļ™āļē

āļ„āļģāļ–āļēāļĄāļ—āļĩāđˆāļžāļšāļšāđˆāļ­āļĒ

AI
āļœāļĨāļīāļ•āļ āļąāļ“āļ‘āđŒāļ—āļĩāđˆāļĄāļĩāđƒāļŦāđ‰āļšāļĢāļīāļāļēāļĢāļœāđˆāļēāļ™ cTrader Store āļĢāļ§āļĄāļ–āļķāļ‡āļšāļ­āļ—āļāļēāļĢāđ€āļ—āļĢāļ” āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ āđāļĨāļ°āļ›āļĨāļąāđŠāļāļ­āļīāļ™ āļĄāļĩāđƒāļŦāđ‰āļšāļĢāļīāļāļēāļĢāđ‚āļ”āļĒāļ™āļąāļāļžāļąāļ’āļ™āļēāļšāļļāļ„āļ„āļĨāļ—āļĩāđˆāļŠāļēāļĄāđāļĨāļ°āļĄāļĩāđ„āļ§āđ‰āđ€āļžāļ·āđˆāļ­āļ§āļąāļ•āļ–āļļāļ›āļĢāļ°āļŠāļ‡āļ„āđŒāđƒāļ™āļāļēāļĢāđ€āļ‚āđ‰āļēāļ–āļķāļ‡āļ‚āđ‰āļ­āļĄāļđāļĨāđāļĨāļ°āļ—āļēāļ‡āđ€āļ—āļ„āļ™āļīāļ„āđ€āļ—āđˆāļēāļ™āļąāđ‰āļ™ cTrader Store āđ„āļĄāđˆāđƒāļŠāđˆāđ‚āļšāļĢāļāđ€āļāļ­āļĢāđŒāđāļĨāļ°āđ„āļĄāđˆāđ„āļ”āđ‰āđƒāļŦāđ‰āļ„āļģāđāļ™āļ°āļ™āļģāļāļēāļĢāļĨāļ‡āļ—āļļāļ™ āļ„āļģāđāļ™āļ°āļ™āļģāļŠāđˆāļ§āļ™āļšāļļāļ„āļ„āļĨ āļŦāļĢāļ·āļ­āļāļēāļĢāļĢāļąāļšāļ›āļĢāļ°āļāļąāļ™āļœāļĨāļāļēāļĢāļ”āļģāđ€āļ™āļīāļ™āļ‡āļēāļ™āđƒāļ™āļ­āļ™āļēāļ„āļ•

āđ€āļžāļīāđˆāļĄāđ€āļ•āļīāļĄāļˆāļēāļāļœāļđāđ‰āđ€āļ‚āļĩāļĒāļ™āļ„āļ™āļ™āļĩāđ‰

āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
E7 Volume Profile, more modern look and feel.
"E7 BBKG Indicator" āđ‚āļĨāđ‚āļāđ‰
āđ€āļĢāļ•āļ•āļīāđ‰āļ‡āļŠāļđāļ‡
4.5
(4)
$25
/
$50
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
Prop
E7 BBKG indicator with 80% plus accuracy used to show both, possible reversal and trend.
"E7 Polynomial Regression Channel" āđ‚āļĨāđ‚āļāđ‰
āđ€āļĢāļ•āļ•āļīāđ‰āļ‡āļŠāļđāļ‡
4.8
(5)
āļŸāļĢāļĩ
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
Polynomial Regression Channel which also reflects the volatility of the underlying asset.
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
E7 Harmonic Structures Basic.
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
E7 Correlation Dashboard.
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
Bollinger
Bollinger Band Cloud, Heiken Ashi, Trend Follower and Parabolic SAR.
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
Indices
Option pricing using the BlackScholes model and the Math.Numerics packages
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
Bollinger
ADXR, KDJ, SineWave, Bollinger Band Volatility and AEOscillator.
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
cTrader ID

āļ™āļ­āļāļˆāļēāļāļ™āļĩāđ‰āļ„āļļāļ“āļĒāļąāļ‡āļ­āļēāļˆāļŠāļ­āļš

cBot
XAUUSD
Bollinger
+1
Sfrutta il breakout delle bande di bollinger.
cBot
EURUSD RE5 PROFITABLE SINCE 2014 # MINIMUMN STARTCAPITAL 150,- EURO
"USH-GBPUSD" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
5.0
(2)
$39
cBot
Perfectly optimized to trade GBPUSD. Win rate is over 85%
"Mr Krabs XAU" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
2.0
(4)
$39
/
$78
cBot
AI
ATR
+7
MR KRABS XAU ðŸĶ€ðŸŸĄ — smart gold grid trading with ATR spacing, tight risk, and basket take-profit. ðŸŽŊ
cBot
Prop
Forex
+5
PivotPointsBot, leveraging the time-tested pivot point strategy!
"Pulse TIck Reactor DreamProfitFX" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
4.5
(2)
$39
/
$50
cBot
Pulse Tick Reactor: AI-powered trading bot delivering precision entries, adaptive risk control, and consistent profits.
"RSIundEMAMini" āđ‚āļĨāđ‚āļāđ‰
āđƒāļŦāļĄāđˆ
$40
/
$50
cBot
Position Sizer
Verwendet RSI und EMA Perioden . Fixe Minimalste Position.
30.55
āļ­āļąāļ•āļĢāļēāļŠāđˆāļ§āļ™ āļāļģāđ„āļĢāļ•āđˆāļ­āļ‚āļēāļ”āļ—āļļāļ™
cBot
Forex
EURUSD
+4
Tesss Implementing price structure analysis in Renko charts
cBot
AI
RSI
+4
Please Try and ENJOY !!! Try default setting before making any changes Please!!
"Dashboard Pro" āđ‚āļĨāđ‚āļāđ‰
āđƒāļŦāļĄāđˆ
$49
cBot
Fibonacci
Break Even
+5
Panneau de trading manuel tout-en-un : Multi TP 5 niveaux, Multi SL, mode Ghost. Vous gardez 100% du contrÃīle.
21.4
āļ­āļąāļ•āļĢāļēāļŠāđˆāļ§āļ™ āļāļģāđ„āļĢāļ•āđˆāļ­āļ‚āļēāļ”āļ—āļļāļ™
"Trading View To Ctrader" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
4.3
(3)
$50
cBot
BTCUSD
Automated cTrader bot with webhook support, trade management, take-profit levels, and Telegram notifications
cBot
ATR
EMA
+5
Incorporate EMA, RSI, and ATR to detect strong trends and execute precise entries
"PropFirm Forex Sniper" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
4.5
(2)
$39
/
$65
cBot
Prop
Forex
+6
PropFirm Forex trader
"RSI Simple Grid cBot" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
3.6
(3)
$39
cBot
AI
ATR
+27
RSI Simple Grid cBot - grid trading strategy with RSI (Relative Strength Index) signals
26.8%
ROI
4.41
āļ­āļąāļ•āļĢāļēāļŠāđˆāļ§āļ™ āļāļģāđ„āļĢāļ•āđˆāļ­āļ‚āļēāļ”āļ—āļļāļ™
"RiskLotCalculator" āđ‚āļĨāđ‚āļāđ‰
āđƒāļŦāļĄāđˆ
$39
cBot
SL Manager
TP Manager
+2
Risk Control App that calculates the lot size according to the risk and automatically places Stop Loss and Take Profit
cBot
RSI
Aggressive
automates entries based on the RSX indicator ÃĒ€” a smoothed, low-lag variant of the classic RSI.
1.67
āļ­āļąāļ•āļĢāļēāļŠāđˆāļ§āļ™ āļāļģāđ„āļĢāļ•āđˆāļ­āļ‚āļēāļ”āļ—āļļāļ™
cBot
SL Manager
TP Manager
+2
cBot de Risk Control para cTrader que calcula el lotaje segÚn el riesgo y coloca automÃĄticamente Stop Loss y Take Profit

āļĢāļēāļ„āļē

āļ•āļąāđ‰āļ‡āđāļ•āđˆ 18/12/2024
2
āļāļēāļĢāļ‚āļēāļĒ
4.55K
āļ•āļīāļ”āļ•āļąāđ‰āļ‡āļŸāļĢāļĩ