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E7 BBKG NumSharp Sample
cBot
318 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„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”

āļāļēāļĢāļŠāļ™āļ—āļ™āļē

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„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
Bollinger
Bollinger Band Cloud, Heiken Ashi, Trend Follower and Parabolic SAR.
āļ­āļīāļ™āļ”āļīāđ€āļ„āđ€āļ•āļ­āļĢāđŒ
E7 Correlation Dashboard.
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

"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
"Like A Dragon " āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
4.5
(2)
$40
/
$80
cBot
AI
ATR
+8
AI Trading that you can adjust to your own strategy, this AI will do a work for you, Adjust to suit your own strategy
cBot
Perfectly optimized to trade XAUUSD. Win rate of about 85 to 90%.
"GoldPulse FX" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
5.0
(2)
$50
cBot
AI
Grid
+4
Institutional-Grade AI for Retail Traders,Trade Like a Central Bank.
1.7
āļ­āļąāļ•āļĢāļēāļŠāđˆāļ§āļ™ āļāļģāđ„āļĢāļ•āđˆāļ­āļ‚āļēāļ”āļ—āļļāļ™
cBot
XAUUSD
Bollinger
+1
Sfrutta il breakout delle bande di bollinger.
cBot
Forex
BTCUSD
+13
SUPPORT AND RESISTANCE STRATEGY. Master the Market’s Turning Points with Surgical Accuracy. SEE THE FULL BACKTEST. 📈
"QuantumLimit (Full Version)" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
3.0
(1)
$49
/
$98
cBot
ATR
Grid
+3
QuantumLimit - XAUUSD/BTCUSD - up to 100 000 %+ cumulative ROI
"gemini ver1" āđ‚āļĨāđ‚āļāđ‰
āđƒāļŦāļĄāđˆ
$39
/
$49
cBot
MACD
ECN-friendly
Advanced H4 EUR/USD- trend-following strategy combining MACD & KDJ signals with multi-tier geometric scaling
2.6
āļ­āļąāļ•āļĢāļēāļŠāđˆāļ§āļ™ āļāļģāđ„āļĢāļ•āđˆāļ­āļ‚āļēāļ”āļ—āļļāļ™
cBot
Grid
EURUSD
+2
EURUSD RE5 PROFITABLE SINCE 2014 # MINIMUMN STARTCAPITAL 150,- EURO
"News Guard PRO" āđ‚āļĨāđ‚āļāđ‰
āđƒāļŦāļĄāđˆ
4.0
(3)
$49
/
$89
cBot
ATR
Prop Firm Fit
Advanced volatility filter. Automatically pauses trading around important economic news events.
"DoIt Trade Manager" āđ‚āļĨāđ‚āļāđ‰
āđƒāļŦāļĄāđˆ
5.0
(1)
$49
cBot
SL Manager
TP Manager
+5
Risk-based entries, draggable SL/TP, partial TPs, break-even, 6 trailing modes and daily equity guard in one panel.
1
āļ­āļąāļ•āļĢāļēāļŠāđˆāļ§āļ™ āļāļģāđ„āļĢāļ•āđˆāļ­āļ‚āļēāļ”āļ—āļļāļ™
"RiskPilot One-Click Trader - FULL" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
4.5
(2)
$39
cBot
Forex
BTCUSD
+8
RiskPilot is a clean, fast trade panel for cTrader that sizes positions by account risk % in a single click.
cBot
AI
SMC
+18
Quick Trading Panel Cbot allows you to trade faster using a panel in a chart. This includes Trailing Trigger and Locked.
3
āļ­āļąāļ•āļĢāļēāļŠāđˆāļ§āļ™ āļāļģāđ„āļĢāļ•āđˆāļ­āļ‚āļēāļ”āļ—āļļāļ™
cBot
Gradiente automatic system free version USDJPY, GBPUSD, EURUSD ,M5
cBot
Prop Firm Fit
Spread Filter
+1
News risk controller. Auto-pauses trading around high-impact events with customizable filters.
cBot
NZDUSD
// AUD/NZD - 2MIN TIMEFRAME // 5 YEARS BACKTEST, PROFIT 1500 USD, DRAWDOWN ABOUT 50 USD (RISKY TRADES - NO SL)
"VegaXLR - Trendline Trading cBot" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
4.5
(2)
$39
cBot
Forex
Crypto
+3
This is a cBot that will detect trendlines on the chart and open trades when the price interacts with them.

āļĢāļēāļ„āļē

āļ•āļąāđ‰āļ‡āđāļ•āđˆ 18/12/2024
2
āļāļēāļĢāļ‚āļēāļĒ
4.74K
āļ•āļīāļ”āļ•āļąāđ‰āļ‡āļŸāļĢāļĩ