Corretores e props
Para empresas
00
Days
:
00
Hours
:
00
Minutes
:
00
Seconds
E7 BBKG NumSharp Sample
03/09/2025
117
Desktop, Mobile, Web
Desde 18/12/2024
Vendas
1
Instalações gratuitas
2933
Imagem carregada de "E7 BBKG NumSharp Sample"

As requested by many of you, we are now working hard to provide examples of some of our machine learning code and packages.

TensorFlow, PyTorch, Keras, Numpy, Pandas and many more .NET packages to get going inside of cTrader.

Our mission is to make Machine Learning inside cTrader easier for everyone.

Happy hunting!

*** This code does not trade anything (it only prints out data etc). It is simply sample code of how you can start creating your own AI models using our Machine Learning packages.

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

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()
        {
            // Initialize any indicators
        }

        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($"Error: {ex.Message}");
                if (ex.InnerException != null)
                {
                    Print($"Inner Exception: {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()
        {
            // Reshape input data to match the model's expected input shape
            //var inputShape = new Shape(-1, BarsRequired, 5);
            NDArray inputData = np.array<float>(GetDataSet());
            Print("Input NDarray: " + string.Join(", ", inputData));
            
            // Reshape target data to match the target shape expected by the model
            //var targetShape = new Shape(-1, 5);
            NDArray targetData = np.array<float>(GetTargetDataSet());
            Print("Target NDarray: " + string.Join(", ", targetData));
            
            // Split data into training and test sets
            int testSize = (int)(0.2 * inputData.shape[0]); // 20% for testing
            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("X_train data: " + string.Join(", ", x_train));
            Print("X_test data: " + string.Join(", ", x_test));
            Print("Y_train data: " + string.Join(", ", y_train));
            Print("Y_test data: " + string.Join(", ", y_test));
        }
        
        /// PandasNet Prints
        public void PandasPrints()
        {
            // Convert float[,] to 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()));
            }
            
            // Create 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
            {
                // Calling your Input Data float[,]
                float[,] inputData = GetDataSet();

                // Convert to NDArray and reshape to (BarsRequired, 5)
                NDArray inputNDArray = np.array(inputData);   // NumSharp
                Print("Input NumSharp NDarray Data : " + string.Join(", ", inputNDArray));
                Print("Input NumSharp NDarray Shape: " + string.Join(", ", inputNDArray.shape));
                
                int expectedLength = BarsRequired * 5;
                Print($"Expected NumSharp NDarray Length: {expectedLength}");
                Print($"Input NumSharp NDarray Size: {inputNDArray.size}");

                if (inputNDArray.size != expectedLength)
                {
                    Print($"Length MisMatch: Expected Length {expectedLength}, but got Size {inputNDArray.size}");
                    return;
                }
            }
            catch (Exception ex)
            {
                Print("Exception: " + ex.Message);
                Print("StackTrace: " + ex.StackTrace);

                Exception innerException = ex.InnerException;
                while (innerException != null)
                {
                    Print("Inner Exception: " + innerException.Message);
                    Print("Inner Exception StackTrace: " + innerException.StackTrace);
                    innerException = innerException.InnerException;
                }
            }
        }
    }
}

0.0
Avaliações: 0
Avaliações de clientes
Ainda não há avaliações para este produto. Já o experimentou? Seja o primeiro a contar a outras pessoas!
Mais deste autor
E7 Volume Profile
E7 Volume Profile, more modern look and feel.
E7 BBKG Indicator
E7 BBKG indicator with 80% plus accuracy used to show both, possible reversal and trend.
E7 Polynomial Regression Channel
Polynomial Regression Channel which also reflects the volatility of the underlying asset.
E7 Harmonic Structures Basic
E7 Harmonic Structures Basic.
E7 Correlation Dashboard
E7 Correlation Dashboard.
Indicador
Bollinger
E7 Indicators Free Overlays
Bollinger Band Cloud, Heiken Ashi, Trend Follower and Parabolic SAR.
Indicador
Indices
E7 BlackScholes Model
Option pricing using the BlackScholes model and the Math.Numerics packages
Indicador
Bollinger
E7 Indicators Free Studies
ADXR, KDJ, SineWave, Bollinger Band Volatility and AEOscillator.
E7 cTrader User ID
cTrader ID
Também poderá gostar de
dave rsi
RSI Scalping cBot scalper for volatile indexes.
Zone Recovery Hedging (Made with AlgoBuilderX)
This strategy is based on the Zone Recovery strategy and utilizes hedging for trade management.
EMA SMA NASSIMI
SMA EMA NASSIMI" is a powerful and free cBot designed for cTrader, leveraging SMA (Simple Moving Average) and EMA (Expon
cBot
XAUUSD
Commodities
GoldPulse FX (Free Trial Demo)
Institutional-Grade AI for Retail Traders,Trade Like a Central Bank.
US100 macd 1
NASDAQ - US100 4H TREND
cBot
Grid
NZDUSD
Martingale
+4
Algo Forex
Algo Forex Strategy
cBot
Indices
XAUUSD
Commodities
+5
FinancialProjectTRIAL DAY15
FinancialProjectTRIAL DAY15
cBot
RSI
Breakout
XAUUSD
+7
Professional Multi-Tech EA Demo
Advanced Trading Robot - RSI + MACD + Ichimoku Strategy with Dynamic Risk Management for Gold and Major Currency Pairs
EU 4H macd trend strategy
// EUR/USD - 4H TIMEFRAME // 5 YEARS BACKTEST, PROFIT 570 USD, DRAWDOWN MAX 118 USD
cBot
Supertrend
Signal
High Profit AUDCHF
Bot is based on Price Action strategy to open & manage orders. It is effective capital management and high profitability
cBot
RSI
Indices
Breakout
+7
V5MultiPairsFXDemo_noSourceCode
Advanced-Pro-CBot V5: A Cutting-Edge Algorithmic Trading cBot for cTrader
cBot
Grid
GSE CancelSymbolPendingsOrdersAtTimeDemo_noSourceCode
Cancel Symbol Pendings Orders At Time - Discover the benefits of cBot for Pending Order Management! - FREE demo version
cBot
NAS100
XAUUSD
Commodities
+8
Ai Forex Driven Lite
AI Forex Lite · 14 Symbols · $50 Profit Cap Auto-trade NAS100, Gold, EURUSD, BTC and more with low risk. Smart limits.
cBot
XAUUSD
Forex
Supertrend
ChronoFox
ChronoFox – Precision Trading, Perfect Timing... full source code will be available after 8 months.
cBot
Grid
NAS100
NZDUSD
+15
PullbackEntryPro
Multi-group pullback entry bot: unlimited setups, enter on retracement after breakout. Ctrl+Click to add.
cBot
Indices
ATR
US500 LONG&SHORT TF 5M ALL SEASON!
🚀N.B.: Results with an initial invested capital of 100 euros.
cBot
Indices
Breakout
Commodities
+2
FutureTrader_Light_Demo
FutureTrader_Lightis a trendline-based trading bot designed for trending markets.Try the version FREE for 14 days!
cBot
NAS100
NZDUSD
Martingale
+23
RISK SHIELD (ENG)
RISK SHIELD - Smart Risk Manager for cTrader. VERSION 2.0 https://ctrader.com/products/2361?u=zajcev27092021