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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

"XAU Session Scalper Pro 1.0" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
3.6
(3)
$39
/
$50
cBot
RSI
MACD
+7
XAU Session Trend Sniper ⚡ïļGold M1 scalper with smart trend filter, ATR SL/TP & session logic – no grid, no martingale
cBot
ATR
Simple and Effective Trading Panel with On-Screen Statistics and Trade Management Options.
"VegaXLR - Profit Defender" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
5.0
(2)
$39
cBot
Forex
cTrader Profit Defender: Safeguard Your Gains with Advanced Trailing Stops.
cBot
Perfectly optimized to trade XAUUSD. Win rate of about 85 to 90%.
cBot
Forex
Stocks
+1
The full version includes access to all features and customization options. It is designed for users who require advance
cBot
Fixed Lot
Prop Firm Fit
+5
Instantly copy signals to cTrader with auto-execution, advanced risk management and stealth mode.
cBot
Fixed Lot
TP Manager
+5
Automatically copies trading signals from your channels or groups straight to your cTrader account.
cBot
ATR
RSI
Hedging AI
"ORB Smart Money Bot_Fixed" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
3.6
(3)
$39
cBot
AI
ATR
+8
ORB Smart Money Bot for XAUUSD is a sophisticated algorithmic trading system specifically optimized for Gold (XAUUSD).
"FREEE Auto Breakeven Absolute" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
4.3
(3)
$39
/
$78
cBot
ATR
Forex
+2
Auto-Breakeven Bot w/ ATR & dual triggers. Works 100% with Risk Reward Guardian. Was Free for early users now -80%
"ICT Silver Bullet Strategy cBot" āđ‚āļĨāđ‚āļāđ‰
āļĒāļ­āļ”āļ™āļīāļĒāļĄ
4.0
(2)
$49
cBot
SMC
Forex
+11
💎 ICT Silver Bullet Strategy cBot — liquidity sweep & breakout algorithm with risk control.
"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
ATR
RSI
+4
UltimateAI Trading Robot – Smart Trend & Momentum Trader for cTrader
cBot
ATR
cTrader bot that scans multiple symbols and timeframes in real time, sending breakout and bounce alerts
cBot
AI
An AI powered trading copilot, trained on real market data
cBot
SL Manager
Trailing Stop
+2
Smart trade management, automatically protects positions, progressively locks in profits as trades move in your favor.
cBot
Break Even
Risk/Reward
+3
Plan gold trades with basket risk sizing, up to three targets, breakeven and trailing protection.

āļĢāļēāļ„āļē

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