@Economic Events On Chart:  06 Jan 2022, 22:58

Hi,  I am not a programmer and have no knowledge about coding but with the help of some google search ???? I am able to make a cbot of my own. Not I would like to copy your code and put it in my cbot, to close all open trades and not to open new trades in the X number of hours before and after news events on a particular pair. Can you please provide an example on how to make it? Tanks. 

@Move Stop Loss 4 Take Profit:  16 Sep 2021, 20:55

Hi,  thanks for sharing your cbot. 

I only have a suggestion, if you have time can you please upload an new version of this cbot with the ability to open a trade (even a simple strategy will do) in that we don't need to run other cbot/ instance in the same instrument. 

Hope you will consider. Thanks in advance. 

@Renko Trend Trader:  24 Jan 2020, 20:50

I love the concept of having a Cbot for renko charts. I have a simple request, can you please add money management on it. Let's say I only want to risk 1% of my balance in every trade. And close the position if opposite signals appear.

Thanks.

@Hosoda Cycles:  19 Oct 2019, 03:30

@backtesting renko:  16 Dec 2021, 14:55

PanagiotisCharalampous said:

Hi BullittTraders,

We do not have an ETA for this feature yet.

Best Regards,

Panagiotis

Hi Mr. Panagiotis, 

Good day,  when the renko back testing is possible is it also possible to backtest rangebar,  or just renko? 

@Level / horizontal lines on the oscillator window.:  16 Dec 2021, 14:48

Hi,  I hope in the next update we can able to place a horizontal line on our desired level on the oscillator window. Thanks. 

@Simple Moving Average with Shift:  16 Dec 2021, 14:45

Hi thank you for the simple moving average shift indicator. I would like to ask you a favor to also make a cbot sample with simple moving average shift. Thanks. 

@Cbot template:  08 Jun 2021, 12:23

Hi,  I wish to to have free loaded cbot template when you install  ctrader desktop. A cbot that has money management (risk based)  with SL, TP,  Breakeven,  Trailing Stop and Scale out function. In this way we can automate our own strategy even we have no code experience. 

@cbot Stop after closing a trade.:  04 Jun 2021, 13:00

Faulting application name: cTrader.exe, version: 4.0.14.48970, time stamp: 0xafdfe7f4
Faulting module name: PresentationCore.ni.dll, version: 4.8.4110.0, time stamp: 0x5de7179c
Exception code: 0xc00000fd
Fault offset: 0x0000000000350324
Faulting process id: 0x8d4
Faulting application start time: 0x01d756152ce5d722
Faulting application path: C:\Users\Administrator\AppData\Local\Apps\2.0\6PBGL0GK.DOV\JTW5VCAE.AMT\icma..ader_7ef853fc4bdbd138_0004.0000_0ba06d2b7438f083\cTrader.exe
Faulting module path: C:\windows\assembly\NativeImages_v4.0.30319_64\PresentationCore\461b892934d24d029a6ef6d42101af09\PresentationCore.ni.dll
Report Id: 44b3c76c-c45b-11eb-85ad-f15c940a3a9d

@cbot Stop after closing a trade.:  03 Jun 2021, 08:31

Sir Amusleh,

Same Error Code: 

Crashed in OnTick with NullReferenceException: Object reference not set to an instance of an object.

@cbot Stop after closing a trade.:  02 Jun 2021, 23:16

amusleh said:

Hi,

I backtested your cBot and it worked fine, if cBot got stopped then it means something is wrong with your code.

Please use this cBot code instead:

I added some debugging stuff, next time it stopped check the cTrader logs tab, there will be an error message, copy it and post it here.

hi thanks for your effort yes i also backtested it and its okay but when i forward test it only trade one trade then crashed. i will try your code and i will post here again if there will be error.

again thank you.

@cbot Stop after closing a trade.:  02 Jun 2021, 14:34

Sir PanagiotisCharalampous, thank you for the reply, the error i got is 

Crashed in OnTick with NullReferenceException: Object reference not set to an instance of an object.
Im not a programmer so I can't find problems.
Pls help me.Thank you for looking.

using System;
using System.Linq;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
using cAlgo.Indicators;


namespace cAlgo
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class MiaEMARibbon : Robot
    {
        #region User defined parameters

        [Parameter("Instance Name", DefaultValue = "20 Rangers")]
        public string InstanceName { get; set; }

        [Parameter("Percentage Risk Model?", Group = "Money Management", DefaultValue = true)]
        public bool volPercentBool { get; set; }

        [Parameter("Scale Out?", Group = "Money Management", DefaultValue = true)]
        public bool ScaleOut { get; set; }

        [Parameter("Risk %", Group = "Money Management", DefaultValue = 1.5, MinValue = 1, MaxValue = 5)]
        public double volPercent { get; set; }

        [Parameter("Volume Quantity", Group = "Money Management", DefaultValue = 2000, MinValue = 1000, Step = 1000)]
        public int volQty { get; set; }

        [Parameter("StopLoss (*ATR)", Group = "Protection", DefaultValue = 1.5, Step = 0.1, MinValue = 1, MaxValue = 5)]
        public double ATRStopLoss { get; set; }

        [Parameter("TakeProfit (*ATR)", Group = "Protection", DefaultValue = 1.0, Step = 0.1, MinValue = 1, MaxValue = 5)]
        public double ATRTakeProfit { get; set; }

        [Parameter("BreakEven", Group = "Protection", DefaultValue = true)]
        public bool BreakEven { get; set; }

        [Parameter("BreakEvenTrigger (*ATR)", Group = "Protection", DefaultValue = 1.0, Step = 0.1, MinValue = 1, MaxValue = 5)]
        public double TriggerPips { get; set; }

        [Parameter("Locked in Profit", Group = "Protection", DefaultValue = 3.0, MinValue = 1.0)]
        public double AddPips { get; set; }

        [Parameter("Use Trailing Stop", Group = "Protection", DefaultValue = true)]
        public bool UseTrailingStop { get; set; }

        [Parameter("Trailing Stop Trigger (*ATR)", Group = "Protection", DefaultValue = 1.5, Step = 0.1, MinValue = 1, MaxValue = 5)]
        public double TrailingStopTrigger { get; set; }

        [Parameter("Trailing Stop Step (*ATR)", Group = "Protection", DefaultValue = 2.0, Step = 0.1, MinValue = 1, MaxValue = 5)]
        public double TrailingStopStep { get; set; }

        [Parameter("Close on Weekend?", Group = "Filter", DefaultValue = true)]
        public bool CloseOnWeekend { get; set; }

        [Parameter("Allowable Slippage", Group = "Filter", DefaultValue = 3.0, MinValue = 0.5, Step = 0.1)]
        public double Slippage { get; set; }

        [Parameter("Max Allowable Spread", Group = "Filter", DefaultValue = 2.0, MinValue = 0.1, MaxValue = 100.0, Step = 0.1)]
        public double MaxSpread { get; set; }

        [Parameter("Calculate OnBar?", Group = "Filter", DefaultValue = true)]
        public bool CalculateOnBar { get; set; }
        #endregion

        #region Indicator declarations
        private ExponentialMovingAverage EMA_1 { get; set; }
        private ExponentialMovingAverage EMA_2 { get; set; }
        private ExponentialMovingAverage EMA_3 { get; set; }
        private ExponentialMovingAverage EMA_4 { get; set; }
        private ExponentialMovingAverage EMA_5 { get; set; }
        private ExponentialMovingAverage EMA_6 { get; set; }
        private ExponentialMovingAverage EMA_7 { get; set; }
        private ExponentialMovingAverage EMA_8 { get; set; }
        private ExponentialMovingAverage EMA_9 { get; set; }
        private ExponentialMovingAverage EMA_10 { get; set; }

        private AverageTrueRange ATR;

        private double SPREAD;
        private int volume;
        private string Comment;
        private int lastbar;
        private double StopLoss;
        private double TakeProfit;

        #endregion

        #region Calculate Volume
        private int CalculateVolume(double stop_loss)
        {
            int result;
            switch (volPercentBool)
            {
                case true:
                    double costPerPip = (double)((int)(Symbol.PipValue * 100000));
                    double posSizeForRisk = Math.Round((Account.Balance * (volPercent / 100)) / (stop_loss * costPerPip), 2);
                    double posSizeToVol = (Math.Round(posSizeForRisk * 100000, 0));
                    Print("costperppip : $ {0}  ||  Lot : {1}  ||  Volume : {2}", costPerPip, posSizeForRisk, posSizeToVol);
                    result = (int)Symbol.NormalizeVolumeInUnits(posSizeToVol, RoundingMode.ToNearest);
                    result = result > 150000 ? 150000 : result;
                    result = result == 1000 ? 2000 : result;
                    Print("{0}% of Account Balance [ $ {1} ] used for Volume: {2}  ||  Risk : $ {3}", volPercent, Account.Balance, result, (StopLoss * costPerPip * result) / 100000);
                    break;
                default:
                    result = volQty;
                    Print("Volume Quantity Used! : {0}", result);
                    break;
            }
            return result;
        }
        #endregion

        #region Standard event handlers
        /// This is called when the robot first starts, it is only called once.
        protected override void OnStart()
        {
            ATR = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
            EMA_1 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 5);
            EMA_2 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 7);
            EMA_3 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 9);
            EMA_4 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 11);
            EMA_5 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 13);
            EMA_6 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 30);
            EMA_7 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 35);
            EMA_8 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 40);
            EMA_9 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 45);
            EMA_10 = Indicators.ExponentialMovingAverage(Bars.ClosePrices, 50);

            StopLoss = Math.Round((ATR.Result.Last(lastbar)) * ATRStopLoss / Symbol.PipSize, 0);
            TakeProfit = Math.Round((ATR.Result.Last(lastbar)) * ATRTakeProfit / Symbol.PipSize, 0);
            volume = CalculateVolume(StopLoss);
            SPREAD = Math.Round(Symbol.Spread / Symbol.PipSize, 2);
            Comment = "Chris Trend Trading ";
            if (CalculateOnBar)
                lastbar = 1;
            else
                lastbar = 0;

            // Subscribe to the Trade Closing event
            Positions.Closed += OnPositionsClosed;
        }


        /// This event handler is called every tick or every time the price changes for the symbol.
        protected override void OnTick()
        {
            //         ManagePositions();
        }

        /// a special event handler that is called each time a new bar is drawn on chart.
        /// if you want your robot to act only when the previous bar is closed, this standard handler is where you put your main trading code.
        protected override void OnBar()
        {
            ManagePositions();
            CloseHalf();
            MoveToBreakEven();
            SetTrailingStop();
        }

        /// a handler that is called on stopping the cBot.
        protected override void OnStop()
        {
// unused
        }

        /// a special Robot class member that handles situations with errors.
        protected override void OnError(Error error)
        {
            Print("Error Code {0}  ||  {1} {2}:{3}:{4}", error.Code, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);
        }
        #endregion

        #region Logic

        private void ManagePositions()
        {
            /// if there is no buy position open, open one
            if (IsPositionOpenByType(TradeType.Buy) == false && Extreme() == false && BuyEntry() == true && EntryBar() == true)
            {
                if (Trader_Bullish() == false && Investor_Bullish() == true)
                {
                    OpenPosition(TradeType.Buy);
                }
                else if (Trader_Bullish() == true && Bars.ClosePrices.Last(lastbar + 1) < Bars.OpenPrices.Last(lastbar + 1))
                {
                    OpenPosition(TradeType.Buy);
                }
            }
            /// if there is no sell position open, open one
            else if (IsPositionOpenByType(TradeType.Sell) == false && Extreme() == false && SellEntry() == true && EntryBar() == true)
            {
                if (Trader_Bearish() == false && Investor_Bearish() == true)
                {
                    OpenPosition(TradeType.Sell);
                }
                else if (Trader_Bearish() == true && Bars.ClosePrices.Last(lastbar + 1) > Bars.OpenPrices.Last(lastbar + 1))
                {
                    OpenPosition(TradeType.Sell);
                }
            }

            /// Call custom class method to Close Open Position
            if (IsPositionOpenByType(TradeType.Buy) == true && BuyExit() == true)
                ClosePosition(TradeType.Buy);
            else if (IsPositionOpenByType(TradeType.Sell) == true && SellExit() == true)
                ClosePosition(TradeType.Sell);
        }
        #endregion
        #region Scale Out
        private void CloseHalf()
        {
            var positions = Positions.FindAll(InstanceName.ToString(), SymbolName);
            foreach (var position in positions)
            {
                var Secured = position.TradeType == TradeType.Buy ? position.StopLoss - position.EntryPrice : position.EntryPrice - position.StopLoss;
                var HalfVol = Math.Round(Symbol.NormalizeVolumeInUnits(((position.VolumeInUnits) / 2), RoundingMode.ToNearest), 0);
                if (ScaleOut == true && position.VolumeInUnits >= 2000 && (Secured / Symbol.PipSize) <= AddPips && position.Pips >= (ATR.Result.Last(lastbar) * ATRTakeProfit) / Symbol.PipSize)
                {
                    ClosePosition(position, HalfVol);
                    Print("[ {0} ] Scale Out {1}   ||   New Volume: {2}   ||   Gain/Loss {3} Pips / $ {4}   ||   {5} {6}:{7}:{8}", LastResult.Position.Id, SymbolName, position.VolumeInUnits, LastResult.Position.Pips, LastResult.Position.NetProfit, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);
                }
            }
        }
        #endregion

        #region BreakEven

        /// Call custom class method to move StopLoss to BreakEven
        private void MoveToBreakEven()
        {
            var positions = Positions.FindAll(InstanceName.ToString(), SymbolName);
            foreach (var position in positions)
            {
                var desiredNetProfitInDepositAsset = AddPips * Symbol.PipValue * position.VolumeInUnits;
                var desiredGrossProfitInDepositAsset = desiredNetProfitInDepositAsset - position.Commissions * 2 - position.Swap;
                var quoteToDepositRate = Symbol.PipValue / Symbol.PipSize;
                var priceDifference = desiredGrossProfitInDepositAsset / (position.VolumeInUnits * quoteToDepositRate);
                var priceAdjustment = GetPriceAdjustmentByTradeType(position.TradeType, priceDifference);
                var breakEvenLevel = position.EntryPrice + priceAdjustment;
                var roundedBreakEvenLevel = RoundPrice(breakEvenLevel, position.TradeType);

                var stopposition = position.TradeType == TradeType.Buy ? position.EntryPrice - position.StopLoss : position.StopLoss - position.EntryPrice;
                if (BreakEven == true && stopposition > 0 && position.Pips >= (ATR.Result.Last(lastbar) * TriggerPips) / Symbol.PipSize)
                {
                    ModifyPosition(position, roundedBreakEvenLevel, position.TakeProfit);
                    Print("[ {0} ] Breakeven {1}   ||   {2} {3}:{4}:{5}", LastResult.Position.Id, SymbolName, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);
                }
            }
        }
        #endregion

        #region TrailingStop
        private void SetTrailingStop()
        {
            var sellPositions = Positions.FindAll(InstanceName, SymbolName, TradeType.Sell);

            foreach (Position position in sellPositions)
            {
                double distance = position.EntryPrice - Symbol.Ask;

                if (distance < (ATR.Result.Last(lastbar) * TrailingStopTrigger))
                    continue;

                double newStopLossPrice = Symbol.Ask + (ATR.Result.Last(lastbar) * TrailingStopStep);
                var newStopLoss = RoundPrice(newStopLossPrice, position.TradeType);

                if (UseTrailingStop == true && (position.StopLoss == null || newStopLossPrice < position.StopLoss))
                    ModifyPosition(position, newStopLoss, position.TakeProfit);
                if (LastResult.IsSuccessful)
                    Print("[ {0} ] Trailing {1}   ||   New StopLoss: {2}   ||   {3} {4}:{5}:{6}", LastResult.Position.Id, SymbolName, LastResult.Position.StopLoss, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);

            }

            var buyPositions = Positions.FindAll(InstanceName, SymbolName, TradeType.Buy);

            foreach (Position position in buyPositions)
            {
                double distance = Symbol.Bid - position.EntryPrice;

                if (distance < (ATR.Result.Last(lastbar) * TrailingStopTrigger))
                    continue;

                double newStopLossPrice = Symbol.Bid - (ATR.Result.Last(lastbar) * TrailingStopStep);
                var newStopLoss = RoundPrice(newStopLossPrice, position.TradeType);
                if (UseTrailingStop == true && (position.StopLoss == null || newStopLossPrice > position.StopLoss))
                    ModifyPosition(position, newStopLoss, position.TakeProfit);
                if (LastResult.IsSuccessful)
                    Print("[ {0} ] Trailing {1}   ||   New StopLoss: {2}   ||   {3} {4}:{5}:{6}", LastResult.Position.Id, SymbolName, LastResult.Position.StopLoss, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);
            }
        }

        #endregion
        #region Open Trade
        /// Call custom class method to send a market order || open a new position

        private void OpenPosition(TradeType type)
        {
            var Pos = Positions.FindAll(InstanceName.ToString(), SymbolName);
            if (Pos.Count() == 0 && Server.Time.DayOfWeek <= DayOfWeek.Friday && Server.Time.Hour <= 19 && SPREAD <= MaxSpread)
            {
                if (ScaleOut)
                    ExecuteMarketRangeOrder(type, this.Symbol.Name, volume, Slippage, Symbol.Bid, InstanceName.ToString(), StopLoss, 0, Comment);
                else
                    ExecuteMarketRangeOrder(type, this.Symbol.Name, volume, Slippage, Symbol.Bid, InstanceName.ToString(), StopLoss, TakeProfit, Comment);
                if (LastResult.IsSuccessful)
                    Print("[ {0} ] Open {1} {2}    ||   Volume:{3}    ||   Spread:{4}   ||   {5} {6}:{7}:{8}", LastResult.Position.Id, type, SymbolName, LastResult.Position.VolumeInUnits, SPREAD, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);
            }
        }
        #endregion
        #region Close Trade
        /// Standard event handler that triggers upon position closing.
        private void ClosePosition(TradeType type)
        {
            var p = Positions.Find(InstanceName.ToString(), SymbolName, type);
            if (p != null)
            {
                ClosePosition(p);
                Print("[ {0} ] Close {1} {2}    ||   Volume:{3}    ||   Spread:{4}   ||   Gain/Loss {5}Pips / $ {6}   ||   {7} {8}:{9}:{10}", LastResult.Position.Id, type, SymbolName, LastResult.Position.VolumeInUnits, SPREAD, LastResult.Position.Pips, LastResult.Position.NetProfit, Server.Time.DayOfWeek, Server.Time.Hour,
                Server.Time.Minute, Server.Time.Second);
            }
            else if (CloseOnWeekend == true && p != null && Server.Time.DayOfWeek == DayOfWeek.Friday && Server.Time.Hour >= 21 && Server.Time.Minute >= 30)
            {
                ClosePosition(p);
                Print("[ {0} ] Close {1}  on Weekend   ||   Gain/Loss {1}Pips / $ {2}   ||   {3} {4}:{5}:{6}", LastResult.Position.Id, SymbolName, LastResult.Position.Pips, LastResult.Position.NetProfit, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);
            }

        }


        /// Check for opened position
        private bool IsPositionOpenByType(TradeType type)
        {
            var p = Positions.FindAll(InstanceName.ToString(), SymbolName, type);

            if (p.Count() > 0 || p.Count() != 0)
                return true;
            return false;
        }
        private void OnPositionsClosed(PositionClosedEventArgs args)
        {
            // check if the position has been closed due to stoploss or takeprofit or any other(stop out etc)
            if (args.Reason == PositionCloseReason.StopLoss)
            {
                Print("[ {0} ] Stoploss Hit {1}   ||   Gain/Loss {2}Pips / $ {3}   ||   Spread:{4}   ||   {5} {6}:{7}:{8} ", LastResult.Position.Id, SymbolName, LastResult.Position.Pips, LastResult.Position.NetProfit, SPREAD, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);
            }
            else if (args.Reason == PositionCloseReason.TakeProfit)
            {
                Print("[ {0} ] Take Profit Hit {1}   ||   Gain/Loss {2}Pips / $ {3}   ||   Spread:{4}   ||   {5} {6}:{7}:{8}", LastResult.Position.Id, SymbolName, LastResult.Position.Pips, LastResult.Position.NetProfit, SPREAD, Server.Time.DayOfWeek, Server.Time.Hour, Server.Time.Minute, Server.Time.Second);
            }
        }
        #endregion

        #region Check for Setups
        //////////////////////////////////////////////////////////////////////////
        ///////////////////////// Check for Setups //////////////////////////////
        ////////////////////////////////////////////////////////////////////////
        private bool Trader_Bullish()
        {
            if (EMA_1.Result.Last(lastbar) >= EMA_2.Result.Last(lastbar) && EMA_2.Result.Last(lastbar) >= EMA_3.Result.Last(lastbar) && EMA_3.Result.Last(lastbar) >= EMA_4.Result.Last(lastbar) && EMA_4.Result.Last(lastbar) >= EMA_5.Result.Last(lastbar))
                return true;
            return false;
        }

        private bool Trader_Bearish()
        {
            if (EMA_1.Result.Last(lastbar) <= EMA_2.Result.Last(lastbar) && EMA_2.Result.Last(lastbar) <= EMA_3.Result.Last(lastbar) && EMA_3.Result.Last(lastbar) <= EMA_4.Result.Last(lastbar) && EMA_4.Result.Last(lastbar) <= EMA_5.Result.Last(lastbar))
                return true;
            return false;
        }
        private bool Investor_Bullish()
        {
            if (EMA_6.Result.Last(lastbar) >= EMA_7.Result.Last(lastbar) && EMA_7.Result.Last(lastbar) >= EMA_8.Result.Last(lastbar) && EMA_8.Result.Last(lastbar) >= EMA_9.Result.Last(lastbar) && EMA_9.Result.Last(lastbar) >= EMA_10.Result.Last(lastbar))
                return true;
            return false;
        }
        private bool Investor_Bearish()
        {
            if (EMA_6.Result.Last(lastbar) <= EMA_7.Result.Last(lastbar) && EMA_7.Result.Last(lastbar) <= EMA_8.Result.Last(lastbar) && EMA_8.Result.Last(lastbar) <= EMA_9.Result.Last(lastbar) && EMA_9.Result.Last(lastbar) <= EMA_10.Result.Last(lastbar))
                return true;
            return false;
        }
        private bool BuyEntry()
        {
            if (Bars.ClosePrices.Last(lastbar) > Bars.OpenPrices.Last(lastbar) && Bars.LowPrices.Last(lastbar) < EMA_3.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) > EMA_1.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) > EMA_5.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) > EMA_6.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) > EMA_10.Result.Last(lastbar))
                return true;
            return false;
        }
        private bool SellEntry()
        {
            if (Bars.ClosePrices.Last(lastbar) < Bars.OpenPrices.Last(lastbar) && Bars.HighPrices.Last(lastbar) > EMA_3.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) < EMA_1.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) < EMA_5.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) < EMA_6.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) < EMA_10.Result.Last(lastbar))
                return true;
            return false;
        }

        private bool BuyExit()
        {
            if (IsPositionOpenByType(TradeType.Buy) == true && EMA_1.Result.Last(lastbar) < EMA_2.Result.Last(lastbar) && EMA_1.Result.Last(lastbar) < EMA_3.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) < EMA_5.Result.Last(lastbar))
                return true;
            else if (IsPositionOpenByType(TradeType.Buy) == true && Bars.ClosePrices.Last(lastbar + 1) == Bars.LowPrices.Last(lastbar + 1) && Bars.ClosePrices.Last(lastbar + 2) == Bars.LowPrices.Last(lastbar + 2))
                return true;

            return false;
        }
        private bool SellExit()
        {
            if (IsPositionOpenByType(TradeType.Sell) == true && EMA_1.Result.Last(lastbar) > EMA_2.Result.Last(lastbar) && EMA_1.Result.Last(lastbar) > EMA_3.Result.Last(lastbar) && Bars.ClosePrices.Last(lastbar) > EMA_5.Result.Last(lastbar))
                return true;
            else if (IsPositionOpenByType(TradeType.Sell) == true && Bars.ClosePrices.Last(lastbar + 1) == Bars.HighPrices.Last(lastbar + 1) && Bars.ClosePrices.Last(lastbar + 2) == Bars.HighPrices.Last(lastbar + 2))
                return true;
            return false;
        }
        private bool Extreme()
        {
            if (Math.Abs(EMA_1.Result.Last(lastbar) - EMA_5.Result.Last(lastbar)) > ATR.Result.Last(lastbar) * 1.618 || Math.Abs(EMA_5.Result.Last(lastbar) - EMA_6.Result.Last(lastbar)) > ATR.Result.Last(lastbar) * 1.382 || Math.Abs(EMA_6.Result.Last(lastbar) - EMA_10.Result.Last(lastbar)) > ATR.Result.Last(lastbar) * 1.618)
                return true;
            return false;
        }
        private bool EntryBar()
        {
            if (Math.Abs(Bars.OpenPrices.Last(lastbar) - Bars.ClosePrices.Last(lastbar)) > Math.Abs(Bars.HighPrices.Last(lastbar) - Bars.LowPrices.Last(lastbar)) * 0.618)
                return true;
            return false;
        }

        #endregion

        #region RoundPrice
        ////////////////////////////////////////////////////////////////////////
        ///////////////////////////////////////////////////////////////////////
        //////////////////////////////////////////////////////////////////////

        private double RoundPrice(double price, TradeType tradeType)
        {
            var multiplier = Math.Pow(10, Symbol.Digits);
            if (tradeType == TradeType.Buy)
                return Math.Ceiling(price * multiplier) / multiplier;

            return Math.Floor(price * multiplier) / multiplier;
        }

        private static double GetPriceAdjustmentByTradeType(TradeType tradeType, double priceDifference)
        {
            if (tradeType == TradeType.Buy)
                return priceDifference;

            return -priceDifference;
        }

        #endregion
    }
}

@cbot Stop after closing a trade.:  01 Jun 2021, 16:50

hi i have a cbot that i created base on other free cbot plus some google search, i put on on the vps to let it run 24 hours 5 days a week.

but i notice that it only trade one per instance, after a trade the instance also stops, i dont want this i want it to run all the time. 

can any please try to take a look, whats wrong...

Sas

@Cbot not to open trade when news is coming.:  25 May 2021, 23:13

Hi,  good day. 

I need help,  I would like to know how to write a code,  about FX news events.  I don't want my cbot to open trades 6 hours before a high priority news releases and close trades if there's a current open trades. 

A sample code is much appreciated.