Enhance XAUUSD bot

README.md

@@ -1,2 +1,6 @@
 # cTrader Algo API Samples
 cBot / Indicator Samples of cTrader Algo API
+
+## Custom Samples
+
+- **GoldTrendStrategy**: Trend-following cBot for XAUUSD using Supertrend, MACD, RSI and optional dynamic volume management.

Robots/XAUUSD Trend Strategy/XAUUSD Trend Strategy/GoldTrendStrategy.cs

@@ -6,7 +6,10 @@
 //    profit of any kind. Use it at your own risk.
 //
 // -------------------------------------------------------------------------------------------------
-
+using System;
+using cAlgo.API;
+using cAlgo.API.Indicators;
+using cAlgo.API.Internals;
 using cAlgo.API;
 using cAlgo.API.Indicators;
 
@@ -19,7 +22,9 @@ public class GoldTrendStrategy : Robot
         private SimpleMovingAverage _fastMa;
         private SimpleMovingAverage _slowMa;
         private RelativeStrengthIndex _rsi;
-
+        private Supertrend _supertrend;
+        private MacdCrossOver _macd;
+
         [Parameter("Fast MA Source", Group = "Fast MA")]
         public DataSeries FastMaSource { get; set; }
 
@@ -41,6 +46,36 @@ public class GoldTrendStrategy : Robot
         [Parameter("RSI Overbought", DefaultValue = 70, Group = "RSI", MinValue = 50, MaxValue = 100)]
         public int Overbought { get; set; }
 
+        [Parameter("Supertrend Periods", DefaultValue = 10, Group = "Supertrend", MinValue = 1)]
+        public int SupertrendPeriods { get; set; }
+
+        [Parameter("Supertrend Multiplier", DefaultValue = 3.0, Group = "Supertrend", MinValue = 0.1)]
+        public double SupertrendMultiplier { get; set; }
+
+        [Parameter("MACD Long Cycle", DefaultValue = 26, Group = "MACD", MinValue = 1)]
+        public int MacdLongCycle { get; set; }
+
+        [Parameter("MACD Short Cycle", DefaultValue = 12, Group = "MACD", MinValue = 1)]
+        public int MacdShortCycle { get; set; }
+
+        [Parameter("MACD Signal Periods", DefaultValue = 9, Group = "MACD", MinValue = 1)]
+        public int MacdSignalPeriods { get; set; }
+
+        [Parameter("Volume (Lots)", DefaultValue = 0.01, Group = "Trade")]
+        public double VolumeInLots { get; set; }
+
+        [Parameter("Use Dynamic Volume", DefaultValue = false, Group = "Trade")]
+        public bool UseDynamicVolume { get; set; }
+
+        [Parameter("Risk Per Trade (%)", DefaultValue = 1.0, Group = "Trade", MinValue = 0.1)]
+        public double RiskPercent { get; set; }
+
+        [Parameter("Max Spread (pips)", DefaultValue = 50, Group = "Trade", MinValue = 0)]
+        public double MaxSpreadInPips { get; set; }
+
+        [Parameter("Trailing Stop (Pips)", DefaultValue = 50, Group = "Trade", MinValue = 0)]
+        public double TrailingStopInPips { get; set; }
+
         [Parameter("Volume (Lots)", DefaultValue = 0.01, Group = "Trade")]
         public double VolumeInLots { get; set; }
 
@@ -58,6 +93,13 @@ protected override void OnStart()
             if (SymbolName != "XAUUSD")
                 Print("Warning: This cBot is designed for XAUUSD. Current symbol is {0}.", SymbolName);
 
+            if (!UseDynamicVolume)
+                _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
+            _fastMa = Indicators.SimpleMovingAverage(FastMaSource, FastMaPeriod);
+            _slowMa = Indicators.SimpleMovingAverage(SlowMaSource, SlowMaPeriod);
+            _rsi = Indicators.RelativeStrengthIndex(Bars.ClosePrices, RsiPeriod);
+            _supertrend = Indicators.Supertrend(SupertrendPeriods, SupertrendMultiplier);
+            _macd = Indicators.MacdCrossOver(Bars.ClosePrices, MacdLongCycle, MacdShortCycle, MacdSignalPeriods);
             _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);
             _fastMa = Indicators.SimpleMovingAverage(FastMaSource, FastMaPeriod);
             _slowMa = Indicators.SimpleMovingAverage(SlowMaSource, SlowMaPeriod);
@@ -69,6 +111,59 @@ protected override void OnStart()
 
         protected override void OnBarClosed()
         {
+            var trendUp = _supertrend.UpTrend.Last(0) < Bars.LowPrices.Last(0) && _supertrend.DownTrend.Last(1) > Bars.HighPrices.Last(1);
+            var trendDown = _supertrend.DownTrend.Last(0) > Bars.HighPrices.Last(0) && _supertrend.UpTrend.Last(1) < Bars.LowPrices.Last(1);
+
+            var macdCrossUp = _macd.MACD.Last(0) > _macd.Signal.Last(0) && _macd.MACD.Last(1) <= _macd.Signal.Last(1);
+            var macdCrossDown = _macd.MACD.Last(0) < _macd.Signal.Last(0) && _macd.MACD.Last(1) >= _macd.Signal.Last(1);
+
+            if (Symbol.Spread / Symbol.PipSize > MaxSpreadInPips)
+                return;
+
+            var volume = GetTradeVolume();
+
+            if (trendUp && macdCrossUp && _rsi.Result.LastValue < Oversold)
+            {
+                ClosePositions(TradeType.Sell);
+                ExecuteMarketOrder(TradeType.Buy, SymbolName, volume, Label, StopLossInPips, TakeProfitInPips);
+            }
+            else if (trendDown && macdCrossDown && _rsi.Result.LastValue > Overbought)
+            {
+                ClosePositions(TradeType.Buy);
+                ExecuteMarketOrder(TradeType.Sell, SymbolName, volume, Label, StopLossInPips, TakeProfitInPips);
+            }
+        }
+
+        protected override void OnTick()
+        {
+            foreach (var position in Positions.FindAll(Label))
+            {
+                double? newStopLoss;
+
+                if (position.TradeType == TradeType.Buy)
+                    newStopLoss = Symbol.Bid - TrailingStopInPips * Symbol.PipSize;
+                else
+                    newStopLoss = Symbol.Ask + TrailingStopInPips * Symbol.PipSize;
+
+                if (position.TradeType == TradeType.Buy && (position.StopLoss == null || newStopLoss > position.StopLoss))
+                    ModifyPosition(position, newStopLoss, position.TakeProfit);
+                else if (position.TradeType == TradeType.Sell && (position.StopLoss == null || newStopLoss < position.StopLoss))
+                    ModifyPosition(position, newStopLoss, position.TakeProfit);
+            }
+        }
+
+        private double GetTradeVolume()
+        {
+            if (!UseDynamicVolume)
+                return _volumeInUnits;
+
+            var riskAmount = Account.Balance * RiskPercent / 100.0;
+            var volumeInLots = riskAmount / (StopLossInPips * Symbol.PipValue);
+            var units = Symbol.QuantityToVolumeInUnits(volumeInLots);
+            units = Math.Max(Symbol.VolumeInUnitsMin, Math.Min(Symbol.VolumeInUnitsMax, units));
+            return Symbol.NormalizeVolumeInUnits(units, RoundingMode.ToNearest);
+        }
+
             var inUptrend = _fastMa.Result.LastValue > _slowMa.Result.LastValue;
             var inDowntrend = _fastMa.Result.LastValue < _slowMa.Result.LastValue;