modarkat's avatar
modarkat
modarkat's avatar

Info

Username:modarkat
Name:modarkat
Member since: 25 Dec 2013

About

None

Signature

None

Last Algorithm Comments

@i-Sessions Market:  16 Feb 2015, 11:43


Colors: White = 16777215; Snow = 16448255; MintCream = 16449525; LavenderBlush = 16118015; AliceBlue = 16775408; Honeydew = 15794160; Ivory = 15794175; Seashell = 15660543; WhiteSmoke = 16119285; OldLace = 15136253; MistyRose = 14804223; Lavender = 16443110; Linen = 15134970; LightCyan = 16777184; LightYellow = 14745599; Cornsilk = 14481663; PapayaWhip = 14020607; AntiqueWhite = 14150650; Beige = 14480885; LemonChiffon = 13499135; BlanchedAlmond = 13495295; LightGoldenrod = 13826810; Bisque = 12903679; Pink = 13353215; PeachPuff = 12180223; Gainsboro = 14474460; LightPink = 12695295; Moccasin = 11920639; NavajoWhite = 11394815; Wheat = 11788021; LightGray = 13882323; PaleTurquoise = 15658671; PaleGoldenrod = 11200750; PowderBlue = 15130800; Thistle = 14204888; PaleGreen = 10025880; LightBlue = 15128749; LightSteelBlue = 14599344; LightSkyBlue = 16436871; Silver = 12632256; Aquamarine = 13959039; LightGreen = 9498256; Khaki = 9234160; Plum = 14524637; LightSalmon = 8036607; SkyBlue = 15453831; LightCoral = 8421616; Violet = 15631086; Salmon = 7504122; HotPink = 11823615; BurlyWood = 8894686; DarkSalmon = 8034025; Tan = 9221330; MediumSlateBlue = 15624315; SandyBrown = 6333684; DarkGray = 11119017; CornflowerBlue = 15570276; Coral = 5275647; PaleVioletRed = 9662683; MediumPurple = 14381203; Orchid = 14053594; RosyBrown = 9408444; Tomato = 4678655; DarkSeaGreen = 9419919; Cyan = 16776960; MediumAquamarine = 11193702; GreenYellow = 3145645; MediumOrchid = 13850042; IndianRed = 6053069; DarkKhaki = 7059389; SlateBlue = 13458026; RoyalBlue = 14772545; Turquoise = 13688896; DodgerBlue = 16748574; MediumTurquoise = 13422920; DeepPink = 9639167; LightSlateGray = 10061943; BlueViolet = 14822282; Peru = 4163021; SlateGray = 9470064; Gray = 8421504; Red = 255; Magenta = 16711935; Blue = 16711680; DeepSkyBlue = 16760576; Aqua = 16776960; SpringGreen = 8388352; Lime = 65280; Chartreuse = 65407; Yellow = 65535; Gold = 55295; Orange = 42495; DarkOrange = 36095; OrangeRed = 17919; LimeGreen = 3329330; YellowGreen = 3329434; DarkOrchid = 13382297; CadetBlue = 10526303; LawnGreen = 64636; MediumSpringGreen = 10156544; Goldenrod = 2139610; SteelBlue = 11829830; Crimson = 3937500; Chocolate = 1993170; MediumSeaGreen = 7451452; MediumVioletRed = 8721863; FireBrick = 2237106; DarkViolet = 13828244; LightSeaGreen = 11186720; DimGray = 6908265; DarkTurquoise = 13749760; Brown = 2763429; MediumBlue = 13434880; Sienna = 2970272; DarkSlateBlue = 9125192; DarkGoldenrod = 755384; SeaGreen = 5737262; OliveDrab = 2330219; ForestGreen = 2263842; SaddleBrown = 1262987; DarkOliveGreen = 3107669; DarkBlue = 9109504; MidnightBlue = 7346457; Indigo = 8519755; Maroon = 128; Purple = 8388736; Navy = 8388608; Teal = 8421376; Green = 32768; Olive = 32896; DarkSlateGray = 5197615; DarkGreen = 25600; Fuchsia = 16711935; Black = 0;

Last Forum Posts

@back testing:  29 Jun 2015, 15:54


There is a free visual builder that can generate cBots for cTrader/cAlgo: 

@cTrader "Trade Copier":  06 Apr 2015, 16:40


You can use cMirror for that.

https://www.cmirror.com/

@Dream computer for cAlgo platform and cBot testing??:  23 Mar 2015, 10:38


Waiting for your results...

@cAlgo cant convert string to double !!! errors:  17 Mar 2015, 17:45


Are you sure that you pass correct string? Try "1.23" and "1,23"

@Measure difference between MA/EMA and Market price:  12 Mar 2015, 17:51


Difference in pips between SMA and Bid price:

        SimpleMovingAverage sma;

        protected override void OnStart()
        {
            sma = Indicators.SimpleMovingAverage(MarketSeries.Close, 14);
        }

        protected override void OnTick()
        {
            var pipsDifference = (Symbol.Bid - sma.Result.LastValue) / Symbol.PipSize;
        }

@how i calculate a percent of account in volume to invest in an open position?:  03 Mar 2015, 17:57


Calculating SL pips based on SL in deposit currency and Volume:

var moneyToInvestInQuoteCurrency = moneyToInvestInDepositCurrency / (Symbol.PipValue / Symbol.PipSize);
var stopLossPips = moneyToInvestInQuoteCurrency / (volume * Symbol.PipSize)

@Custom Optimization Criteria (TakeProfit and StopLoss):  27 Feb 2015, 15:10


There are other interesting functions you can implement in GetFitness:

http://tradinggame.com.au/introduction-to-backtesting-metrics-part-2/

My favorite one is PROM.

@about "i-Sessions Market" color setting:  16 Feb 2015, 11:44


Colors:

White = 16777215;
Snow = 16448255;
MintCream = 16449525;
LavenderBlush = 16118015;
AliceBlue = 16775408;
Honeydew = 15794160;
Ivory = 15794175;
Seashell = 15660543;
WhiteSmoke = 16119285;
OldLace = 15136253;
MistyRose = 14804223;
Lavender = 16443110;
Linen = 15134970;
LightCyan = 16777184;
LightYellow = 14745599;
Cornsilk = 14481663;
PapayaWhip = 14020607;
AntiqueWhite = 14150650;
Beige = 14480885;
LemonChiffon = 13499135;
BlanchedAlmond = 13495295;
LightGoldenrod = 13826810;
Bisque = 12903679;
Pink = 13353215;
PeachPuff = 12180223;
Gainsboro = 14474460;
LightPink = 12695295;
Moccasin = 11920639;
NavajoWhite = 11394815;
Wheat = 11788021;
LightGray = 13882323;
PaleTurquoise = 15658671;
PaleGoldenrod = 11200750;
PowderBlue = 15130800;
Thistle = 14204888;
PaleGreen = 10025880;
LightBlue = 15128749;
LightSteelBlue = 14599344;
LightSkyBlue = 16436871;
Silver = 12632256;
Aquamarine = 13959039;
LightGreen = 9498256;
Khaki = 9234160;
Plum = 14524637;
LightSalmon = 8036607;
SkyBlue = 15453831;
LightCoral = 8421616;
Violet = 15631086;
Salmon = 7504122;
HotPink = 11823615;
BurlyWood = 8894686;
DarkSalmon = 8034025;
Tan = 9221330;
MediumSlateBlue = 15624315;
SandyBrown = 6333684;
DarkGray = 11119017;
CornflowerBlue = 15570276;
Coral = 5275647;
PaleVioletRed = 9662683;
MediumPurple = 14381203;
Orchid = 14053594;
RosyBrown = 9408444;
Tomato = 4678655;
DarkSeaGreen = 9419919;
Cyan = 16776960;
MediumAquamarine = 11193702;
GreenYellow = 3145645;
MediumOrchid = 13850042;
IndianRed = 6053069;
DarkKhaki = 7059389;
SlateBlue = 13458026;
RoyalBlue = 14772545;
Turquoise = 13688896;
DodgerBlue = 16748574;
MediumTurquoise = 13422920;
DeepPink = 9639167;
LightSlateGray = 10061943;
BlueViolet = 14822282;
Peru = 4163021;
SlateGray = 9470064;
Gray = 8421504;
Red = 255;
Magenta = 16711935;
Blue = 16711680;
DeepSkyBlue = 16760576;
Aqua = 16776960;
SpringGreen = 8388352;
Lime = 65280;
Chartreuse = 65407;
Yellow = 65535;
Gold = 55295;
Orange = 42495;
DarkOrange = 36095;
OrangeRed = 17919;
LimeGreen = 3329330;
YellowGreen = 3329434;
DarkOrchid = 13382297;
CadetBlue = 10526303;
LawnGreen = 64636;
MediumSpringGreen = 10156544;
Goldenrod = 2139610;
SteelBlue = 11829830;
Crimson = 3937500;
Chocolate = 1993170;
MediumSeaGreen = 7451452;
MediumVioletRed = 8721863;
FireBrick = 2237106;
DarkViolet = 13828244;
LightSeaGreen = 11186720;
DimGray = 6908265;
DarkTurquoise = 13749760;
Brown = 2763429;
MediumBlue = 13434880;
Sienna = 2970272;
DarkSlateBlue = 9125192;
DarkGoldenrod = 755384;
SeaGreen = 5737262;
OliveDrab = 2330219;
ForestGreen = 2263842;
SaddleBrown = 1262987;
DarkOliveGreen = 3107669;
DarkBlue = 9109504;
MidnightBlue = 7346457;
Indigo = 8519755;
Maroon = 128;
Purple = 8388736;
Navy = 8388608;
Teal = 8421376;
Green = 32768;
Olive = 32896;
DarkSlateGray = 5197615;
DarkGreen = 25600;
Fuchsia = 16711935;
Black = 0;

@When backtesting, how are commissions per million rounded? Could this be a bug?:  16 Feb 2015, 09:40


If I set Commission per Million = 9

Where did you find broker with such commissions?

Notification Publishing copyrighted material is strictly prohibited. If you believe there is copyrighted material in this section you may use the Copyright Infringement Notification form to submit a claim.
free  20 Aug 2014
ATR in Deposit Currency is nothing other than the ATR indicator, but its values ​​are expressed in money. Parameters: Period - ATR period MAType - Moving average type for ATR Volume - volume for transfer rate movement to money
Chandelier Exit
  3
  0
  4742
free  30 Apr 2014
Developed by Charles Le Beau and featured in Alexander Elder's books, the Chandelier Exit sets a trailing stop-loss based on the Average True Range (ATR). The indicator is designed to keep traders in a trend and prevent an early exit as long as the trend extends. Typically, the Chandelier Exit will be above prices during a downtrend and below prices during an uptrend.  
Bollinger Bands Width
  4
  0
  5202
free  17 Feb 2014
Bollinger Bands Width is a technical analysis indicator derived from the standard Bollinger Bands indicator. Bollinger Bands are a volatility indicator which creates a band of three lines which are plotted in relation to a security's price. The Middle Line is typically a 20 Day Simple Moving Average. The Upper and Lower Bands are typically 2 standard deviations above and below the SMA (Middle Line). Bollinger Bands Width serve as a way to quantitatively measure the width between the Upper and Lower Bands. BBW can be used to identify trading signals in some instances. John Bollinger, introduced Bollinger Bands Width in 2010 almost 3 decades after the introduction of his Bollinger Bands.
DeMarker
  0
  0
  3835
free  27 May 2014
The Demarker indicator is named after Tom Demarker who claims to have developed this indicator to overcome the shortcomings of other overbought/oversold oscillators. There are different versions of it  in the market; in some cases the indicator uses 0 and 1 as the maximum and minimum of oscillation, while in others the typical 0-100 range is preferred. Any level between 0.3 and 0.7 is regarded as a neutral level characterizing a continuation phase. If the price is in an uptrend, and the indicator value is also rising, the trend is expected to go on. If we observe an uptrend, while the indicator value is falling, we're faced with a divergence, implying that the uptrend is slowly losing momentum and may suffer an abrupt reversal. Similarly, when the price is in a downtrend, but the indicator's value is rising, we suspect that the downtrends is weak. The oscillator and price action are converging, implying an ultimate reversal. If both the indicator and the price are in an uptrend, the interpretation is that the existing price pattern will continue to develop.
Warning! Executing cBots downloaded from this section may result in loss of funds. Use them at your own risk.
free  10 Jun 2014
This cBots dumps trendbars data to CSV file. Instructions: create an instance open backtesting tab choose max available date range backtest cBot CSV format: time, open, high, low, close, volume In OnStop method cBot will flush all market series data to the CSV file on your Desktop.
Counter Trade
  6
  3.33
  2808
free  27 May 2014
cBot that automatically opens a counter trade as soon as an original trade is opened. private const string Label = "CounterTrade"; protected override void OnStart() { Positions.Opened += OnPositionsOpened; } void OnPositionsOpened(PositionOpenedEventArgs args) { var originalPosition = args.Position; if (originalPosition.Label != Label) { var tradeType = originalPosition.TradeType == TradeType.Buy ? TradeType.Sell : TradeType.Buy; ExecuteMarketOrder(tradeType, Symbol, originalPosition.Volume, Label); } }