forex-scalping.com

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

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ProExecutionFilter : Robot
    {
        // --- 1. News Window Parameters ---
        [Parameter("Enable Time Filters", DefaultValue = true, Group = "Time Windows (UTC)")]
        public bool EnableTimeFilters { get; set; }

        [Parameter("Event 1 Start (HH:MM)", DefaultValue = "13:25", Group = "Time Windows (UTC)")]
        public string Event1Start { get; set; }
        [Parameter("Event 1 End (HH:MM)", DefaultValue = "13:45", Group = "Time Windows (UTC)")]
        public string Event1End { get; set; }

        [Parameter("Event 2 Start (HH:MM)", DefaultValue = "18:55", Group = "Time Windows (UTC)")]
        public string Event2Start { get; set; }
        [Parameter("Event 2 End (HH:MM)", DefaultValue = "19:15", Group = "Time Windows (UTC)")]
        public string Event2End { get; set; }

        // --- 2. Microstructure / Liquidity Parameters ---
        [Parameter("Max Allowed Spread (Pips)", DefaultValue = 2.0, Group = "Liquidity Guard")]
        public double MaxSpreadPips { get; set; }

        [Parameter("Max Volatility Multiplier (ATR)", DefaultValue = 3.0, Group = "Liquidity Guard")]
        public double VolMultiplier { get; set; }

        // --- 3. Pre-News Risk Management ---
        [Parameter("Pre-News Action", DefaultValue = RiskAction.MoveToBreakEven, Group = "Risk Management")]
        public RiskAction PreNewsAction { get; set; }

        public enum RiskAction
        {
            None,
            MoveToBreakEven,
            CloseAllPositions
        }

        private AverageTrueRange _atr;
        private TimeSpan _e1Start, _e1End, _e2Start, _e2End;

        protected override void OnStart()
        {
            // Initialize ATR for price-action volatility checks
            _atr = Indicators.AverageTrueRange(14, MovingAverageType.WilderSmoothing);
            
            // Parse HH:MM time strings safely into TimeSpan objects
            TimeSpan.TryParse(Event1Start, out _e1Start);
            TimeSpan.TryParse(Event1End, out _e1End);
            TimeSpan.TryParse(Event2Start, out _e2Start);
            TimeSpan.TryParse(Event2End, out _e2End);

            // Update the on-chart HUD every second
            Timer.Start(1); 
        }

        protected override void OnTick()
        {
            // 1. Manage open positions if we enter a blackout zone
            if (IsNewsWindowActive())
            {
                ExecutePreNewsRiskManagement();
            }

            // 2. Integration Example: Your strategy entry logic goes here
            // if (IsMarketSafeToTrade() && MyMovingAverageCrossed()) 
            // { 
            //     ExecuteTrade(); 
            // }
        }

        protected override void OnTimer()
        {
            UpdateHeadsUpDisplay();
        }

        // --- Core Filter Logic ---
        public bool IsMarketSafeToTrade()
        {
            // The Holy Trinity of execution safety: Normal Spread, Normal Volatility, Clear Schedule
            bool isSpreadSafe = (Symbol.Spread / Symbol.PipSize) <= MaxSpreadPips;
            bool isVolSafe = !IsAbnormalVolatility();
            bool isTimeSafe = !IsNewsWindowActive();

            return isSpreadSafe && isVolSafe && isTimeSafe;
        }

        private bool IsNewsWindowActive()
        {
            if (!EnableTimeFilters) return false;

            TimeSpan now = Server.Time.TimeOfDay;
            bool inEvent1 = now >= _e1Start && now <= _e1End;
            bool inEvent2 = now >= _e2Start && now <= _e2End;

            return inEvent1 || inEvent2;
        }

        private bool IsAbnormalVolatility()
        {
            if (Bars.Count < 2) return false;
            
            // Measure the last closed candle to prevent mid-tick false positives
            double candleSize = Bars.HighPrices.Last(1) - Bars.LowPrices.Last(1);
            return candleSize > (_atr.Result.Last(1) * VolMultiplier);
        }

        // --- Risk Management ---
        private void ExecutePreNewsRiskManagement()
        {
            // Only manage positions opened by this specific instance of the bot
            var myPositions = Positions.FindAll(Label, SymbolName);

            foreach (var pos in myPositions)
            {
                if (PreNewsAction == RiskAction.CloseAllPositions)
                {
                    ClosePosition(pos);
                }
                else if (PreNewsAction == RiskAction.MoveToBreakEven)
                {
                    // Move stop loss to entry price ONLY if we are safely in profit
                    if (pos.GrossProfit > 0 && pos.StopLoss != pos.EntryPrice)
                    {
                        ModifyPosition(pos, pos.EntryPrice, pos.TakeProfit);
                    }
                }
            }
        }

        // --- UI / Dashboard ---
        private void UpdateHeadsUpDisplay()
        {
            double currentSpread = Math.Round(Symbol.Spread / Symbol.PipSize, 1);
            bool safe = IsMarketSafeToTrade();
            
            string statusText = safe ? "MARKET SAFE" : "TRADING BLOCKED";
            Color statusColor = safe ? Color.MediumSeaGreen : Color.Crimson;

            string hud = $"--- PRO EXECUTION FILTER ---\n" +
                         $"Status: {statusText}\n" +
                         $"Spread: {currentSpread} pips (Max: {MaxSpreadPips})\n" +
                         $"News Window Active: {IsNewsWindowActive()}\n" +
                         $"Broker Time (UTC): {Server.Time:HH:mm:ss}";

            Chart.DrawStaticText("execution_hud", hud, VerticalAlignment.Top, HorizontalAlignment.Left, statusColor);
        }
    }
}