Calibrating my spread filter that blocks revenge during CPI week

[PTScalper]

3. Integrating with the cBot

Update the ProExecutionFilter to listen for closed positions and capture the TradeResult from ExecuteMarketOrder. Because cTrader executes market orders synchronously, you get the Position.Id immediately upon a successful fill.

Code: Select all

public class ProExecutionFilter : Robot
    {
        // ... (existing parameters and properties) ...

        protected override void OnStart()
        {
            // ... (existing init logic) ...
            
            _logger = new SqlServerLogger(DbConnectionString);
            _validator = new ExecutionValidator(this, _cpiStart, _cpiEnd);
            _hud = new ChartHud(this);

            Chart.KeyDown += OnChartKeyDown;
            Positions.Closed += OnPositionsClosed; // Subscribe to closure events
            
            UpdateHud();
        }

        private void TryExecute(TradeType tradeType)
        {
            ValidationResult result = _validator.Validate();

            if (!result.IsValid)
            {
                Print($"🔴 REJECTED: {result.Reason} | Spread: {result.CurrentSpread:F1}");
                _logger.LogExecutionAsync(result, SymbolName, tradeType, VolumeInUnits, false);
                return;
            }

            // Await the synchronous broker execution
            TradeResult tradeResult = ExecuteMarketOrder(tradeType, SymbolName, VolumeInUnits, "ExecutionFilter", 0, 0);

            if (tradeResult.IsSuccessful)
            {
                Print($"🟢 ACCEPTED | Spread: {result.CurrentSpread:F1}");
                
                // Log the accepted trade and map it to the generated Position ID
                _logger.LogExecutionAsync(result, SymbolName, tradeType, VolumeInUnits, true, tradeResult.Position.Id);
            }
        }

        private void OnPositionsClosed(PositionClosedEventArgs args)
        {
            // Only update database for positions opened by this specific bot
            if (args.Position.Label == "ExecutionFilter")
            {
                _logger.UpdateOutcomeAsync(args.Position.Id, args.Position.NetProfit);
            }
        }
    }

By querying this new structure at the end of a quarter, you can isolate IsAccepted = 1 and group your win rate and net profitability into spread brackets (e.g., < 0.3 pips, 0.3-0.5 pips, > 0.5 pips) to see precisely where your execution costs start eroding your edge on the 15-minute chart.