forex-scalping.com

Code: Select all

//@version=5
strategy("Triple Timeframe Pro [Algo]", overlay=true, initial_capital=10000, default_qty_type=strategy.cash, commission_value=0.03, margin_long=100, margin_short=100)

// =========================================================================
// 1. INPUTS & PARAMETERS
// =========================================================================
grp_tf = "--- Timeframe Setup ---"
htf = input.timeframe("240", "Higher Timeframe (Bias)", group=grp_tf)
mtf = input.timeframe("15",  "Medium Timeframe (Setup)", group=grp_tf)

grp_strat = "--- Technical Parameters ---"
ma_fast_len = input.int(50,  "HTF Fast EMA", group=grp_strat)
ma_slow_len = input.int(200, "HTF Slow EMA", group=grp_strat)
rsi_len     = input.int(14,  "MTF RSI Length", group=grp_strat)
rsi_ob      = input.float(70, "MTF Overbought Level", group=grp_strat)
rsi_os      = input.float(30, "MTF Oversold Level", group=grp_strat)
ltf_ema_len = input.int(10,  "LTF Trigger EMA", group=grp_strat)

grp_risk = "--- Risk & Trade Management ---"
risk_perc = input.float(1.0, "Risk Per Trade (%)", step=0.1, group=grp_risk)
atr_len   = input.int(14, "ATR Length (For Stop Loss)", group=grp_risk)
sl_mult   = input.float(1.5, "Stop Loss (ATR Multiplier)", step=0.1, group=grp_risk)
rr_ratio  = input.float(2.0, "Take Profit (Risk:Reward Ratio)", step=0.1, group=grp_risk)

grp_time = "--- Backtest Window ---"
start_date = input.time(timestamp("2024-01-01 00:00"), "Start Date", group=grp_time)
end_date   = input.time(timestamp("2030-01-01 00:00"), "End Date", group=grp_time)
in_window  = true

// =========================================================================
// 2. NON-REPAINTING SECURITY FUNCTION
// =========================================================================
// Pulls the last closed bar of the higher timeframe to prevent backtest bias
f_secure_htf(_tf, _src) =>
    request.security(syminfo.tickerid, _tf, _src[1], lookahead = barmerge.lookahead_on)

// =========================================================================
// 3. TIMEFRAME CALCULATIONS
// =========================================================================
// -- HTF Bias --
htf_fast_ema = f_secure_htf(htf, ta.ema(close, ma_fast_len))
htf_slow_ema = f_secure_htf(htf, ta.ema(close, ma_slow_len))
htf_bullish  = (htf_fast_ema > htf_slow_ema)
htf_bearish  = (htf_fast_ema < htf_slow_ema)

// -- MTF Setup Zone --
mtf_rsi        = f_secure_htf(mtf, ta.rsi(close, rsi_len))
mtf_oversold   = (mtf_rsi < rsi_os)
mtf_overbought = (mtf_rsi > rsi_ob)

// -- LTF Trigger --
ltf_ema          = ta.ema(close, ltf_ema_len)
ltf_buy_trigger  = (open < ltf_ema and close > ltf_ema)
ltf_sell_trigger = (open > ltf_ema and close < ltf_ema)

// =========================================================================
// 4. RISK MANAGEMENT & SIZING
// =========================================================================
ltf_atr = ta.atr(atr_len)
sl_dist = ltf_atr * sl_mult
tp_dist = sl_dist * rr_ratio

// Calculate how many units we can buy without risking more than X% of account
risk_in_dollars = (strategy.equity * (risk_perc / 100))
pos_size        = risk_in_dollars / sl_dist

// =========================================================================
// 5. EXECUTION LOGIC
// =========================================================================
// Only trigger if we are flat (not already in a position)
is_flat = strategy.position_size == 0

long_cond  = htf_bullish and mtf_oversold and ltf_buy_trigger and in_window and is_flat
short_cond = htf_bearish and mtf_overbought and ltf_sell_trigger and in_window and is_flat

// Entry & Automated Bracket Orders (SL/TP)
if (long_cond)
    strategy.entry("Long", strategy.long, qty=pos_size)
    strategy.exit("Exit Long", "Long", stop=close - sl_dist, limit=close + tp_dist)

if (short_cond)
    strategy.entry("Short", strategy.short, qty=pos_size)
    strategy.exit("Exit Short", "Short", stop=close + sl_dist, limit=close - tp_dist)

// =========================================================================
// 6. VISUALIZATION & UI DASHBOARD
// =========================================================================
// Plot LTF Trigger EMA
plot(ltf_ema, color=color.new(color.yellow, 0), title="LTF Trigger EMA")

// Draw visual markers on the chart where trades are taken
plotshape(long_cond,  title="Buy Signal",  style=shape.triangleup,   location=location.belowbar, color=color.green, size=size.small)
plotshape(short_cond, title="Sell Signal", style=shape.triangledown, location=location.abovebar, color=color.red,   size=size.small)

// UI Dashboard configuration
var table dash = table.new(position.top_right, 2, 4, border_width=1, border_color=color.new(color.gray, 50))

if barstate.islast
    // Headers
    table.cell(dash, 0, 0, "Timeframe", text_color=color.white, bgcolor=color.new(color.black, 20))
    table.cell(dash, 1, 0, "Current Status", text_color=color.white, bgcolor=color.new(color.black, 20))
    
    // HTF Row
    table.cell(dash, 0, 1, "HTF Bias", text_color=color.white, bgcolor=color.new(color.black, 50))
    table.cell(dash, 1, 1, htf_bullish ? "BULLISH" : (htf_bearish ? "BEARISH" : "FLAT"), text_color=color.white, bgcolor=htf_bullish ? color.new(color.teal, 30) : (htf_bearish ? color.new(color.maroon, 30) : color.new(color.gray, 50)))
    
    // MTF Row
    table.cell(dash, 0, 2, "MTF Zone", text_color=color.white, bgcolor=color.new(color.black, 50))
    table.cell(dash, 1, 2, mtf_oversold ? "OVERSOLD" : (mtf_overbought ? "OVERBOUGHT" : "WAITING"), text_color=color.white, bgcolor=mtf_oversold ? color.new(color.teal, 30) : (mtf_overbought ? color.new(color.maroon, 30) : color.new(color.gray, 50)))
    
    // LTF Row
    table.cell(dash, 0, 3, "LTF Trigger", text_color=color.white, bgcolor=color.new(color.black, 50))
    table.cell(dash, 1, 3, ltf_buy_trigger ? "BUY FIRED" : (ltf_sell_trigger ? "SELL FIRED" : "WAITING"), text_color=color.white, bgcolor=ltf_buy_trigger ? color.new(color.teal, 30) : (ltf_sell_trigger ? color.new(color.maroon, 30) : color.new(color.gray, 50)))

Code: Select all

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

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class TripleTimeframePro : Robot
    {
        // =========================================================================
        // 1. TIMEFRAME INPUTS
        // =========================================================================
        [Parameter("Higher Timeframe (Bias)", Group = "Timeframes", DefaultValue = "Hour4")]
        public TimeFrame Htf { get; set; }

        [Parameter("Medium Timeframe (Setup)", Group = "Timeframes", DefaultValue = "Minute15")]
        public TimeFrame Mtf { get; set; }

        // Note: The chart timeframe where you attach the cBot acts as the Lower Timeframe (LTF)

        // =========================================================================
        // 2. STRATEGY INPUTS
        // =========================================================================
        [Parameter("HTF Fast EMA", Group = "Technical Parameters", DefaultValue = 50)]
        public int MaFastLen { get; set; }

        [Parameter("HTF Slow EMA", Group = "Technical Parameters", DefaultValue = 200)]
        public int MaSlowLen { get; set; }

        [Parameter("MTF RSI Length", Group = "Technical Parameters", DefaultValue = 14)]
        public int RsiLen { get; set; }

        [Parameter("LTF Trigger EMA", Group = "Technical Parameters", DefaultValue = 10)]
        public int LtfEmaLen { get; set; }

        // =========================================================================
        // 3. RISK MANAGEMENT INPUTS
        // =========================================================================
        [Parameter("Risk Per Trade (%)", Group = "Risk & Position Sizing", DefaultValue = 1.0, MinValue = 0.1, Step = 0.1)]
        public double RiskPercentage { get; set; }

        [Parameter("ATR Length", Group = "Risk & Position Sizing", DefaultValue = 14)]
        public int AtrLength { get; set; }

        [Parameter("SL (ATR Multiplier)", Group = "Risk & Position Sizing", DefaultValue = 1.5, MinValue = 0.1, Step = 0.1)]
        public double SlMultiplier { get; set; }

        [Parameter("TP (Risk:Reward Ratio)", Group = "Risk & Position Sizing", DefaultValue = 2.0, MinValue = 0.1, Step = 0.1)]
        public double RrRatio { get; set; }

        // --- Global Variables & Indicators ---
        private Bars _htfBars;
        private Bars _mtfBars;

        private ExponentialMovingAverage _htfFastEma;
        private ExponentialMovingAverage _htfSlowEma;
        private RelativeStrengthIndex _mtfRsi;
        private ExponentialMovingAverage _ltfEma;
        private AverageTrueRange _ltfAtr;

        private const string BotLabel = "TripleTF_Pro";

        protected override void OnStart()
        {
            // 1. Request Market Data for the other timeframes
            _htfBars = MarketData.GetBars(Htf);
            _mtfBars = MarketData.GetBars(Mtf);

            // 2. Initialize Indicators, attaching them to their respective timeframe data
            _htfFastEma = Indicators.ExponentialMovingAverage(_htfBars.ClosePrices, MaFastLen);
            _htfSlowEma = Indicators.ExponentialMovingAverage(_htfBars.ClosePrices, MaSlowLen);
            _mtfRsi = Indicators.RelativeStrengthIndex(_mtfBars.ClosePrices, RsiLen);
            
            // LTF (Current Chart) Indicators
            _ltfEma = Indicators.ExponentialMovingAverage(Bars.ClosePrices, LtfEmaLen);
            _ltfAtr = Indicators.AverageTrueRange(Bars, AtrLength, MovingAverageType.Simple);
        }

        protected override void OnBar()
        {
            // OnBar() triggers exactly when a new LTF candle opens. 
            // By looking at index Last(1), we evaluate the bar that JUST closed.

            // =========================================================
            // 1. HIGHER TIMEFRAME (Directional Bias)
            // =========================================================
            // Last(1) pulls the most recently closed HTF bar, preventing repainting
            double htfFast = _htfFastEma.Result.Last(1);
            double htfSlow = _htfSlowEma.Result.Last(1);

            bool isHtfBullish = htfFast > htfSlow;
            bool isHtfBearish = htfFast < htfSlow;

            // =========================================================
            // 2. MEDIUM TIMEFRAME (Setup Zone)
            // =========================================================
            double mtfRsiValue = _mtfRsi.Result.Last(1);

            bool isMtfOversold = mtfRsiValue < 30.0;
            bool isMtfOverbought = mtfRsiValue > 70.0;

            // =========================================================
            // 3. LOWER TIMEFRAME (Entry Trigger)
            // =========================================================
            double ltfEmaValue = _ltfEma.Result.Last(1);
            double ltfClose = Bars.ClosePrices.Last(1);
            double ltfOpen = Bars.OpenPrices.Last(1);

            bool isLtfBuyTrigger = ltfOpen < ltfEmaValue && ltfClose > ltfEmaValue;
            bool isLtfSellTrigger = ltfOpen > ltfEmaValue && ltfClose < ltfEmaValue;

            // Update UI Dashboard
            UpdateDashboard(isHtfBullish, isHtfBearish, isMtfOversold, isMtfOverbought, isLtfBuyTrigger, isLtfSellTrigger);

            // =========================================================
            // 4. EXECUTION
            // =========================================================
            // Do not open a new position if one is already running
            if (Positions.FindAll(BotLabel, SymbolName).Length > 0) return;

            if (isHtfBullish && isMtfOversold && isLtfBuyTrigger)
            {
                ExecuteTrade(TradeType.Buy);
            }
            else if (isHtfBearish && isMtfOverbought && isLtfSellTrigger)
            {
                ExecuteTrade(TradeType.Sell);
            }
        }

        private void ExecuteTrade(TradeType tradeType)
        {
            // 1. Calculate SL and TP dynamically based on volatility
            double atr = _ltfAtr.Result.Last(1);
            double stopLossDistance = atr * SlMultiplier;
            double takeProfitDistance = stopLossDistance * RrRatio;

            // Convert distances to Pips for cTrader execution
            double slPips = Math.Round(stopLossDistance / Symbol.PipSize, 1);
            double tpPips = Math.Round(takeProfitDistance / Symbol.PipSize, 1);

            // 2. Dynamic Position Sizing (Risk %)
            double riskAmount = Account.Equity * (RiskPercentage / 100.0);
            
            // Calculate how much volume we can buy based on our risk amount and SL distance
            double volumeCalc = riskAmount / (slPips * Symbol.PipValue);
            
            // Normalize volume to broker's allowed steps (e.g., 1,000 units = 0.01 lots)
            double finalVolume = Symbol.NormalizeVolumeInUnits(volumeCalc, RoundingMode.Down);

            if (finalVolume < Symbol.VolumeInUnitsMin)
            {
                Print("Calculated volume is below broker minimum. Trade aborted.");
                return;
            }

            // 3. Execute Order
            ExecuteMarketOrder(tradeType, SymbolName, finalVolume, BotLabel, slPips, tpPips);
            Print($"Triple Alignment Setup Executed: {tradeType} | Vol: {finalVolume} | SL: {slPips} pips");
        }

        private void UpdateDashboard(bool htfBull, bool htfBear, bool mtfOs, bool mtfOb, bool ltfBuy, bool ltfSell)
        {
            string htfStatus = htfBull ? "BULLISH" : (htfBear ? "BEARISH" : "FLAT");
            string mtfStatus = mtfOs ? "OVERSOLD" : (mtfOb ? "OVERBOUGHT" : "WAITING");
            string ltfStatus = ltfBuy ? "BUY FIRED" : (ltfSell ? "SELL FIRED" : "WAITING");

            string dashText = $"--- Triple Timeframe Algo ---\n\n" +
                              $"HTF Bias:  {htfStatus}\n" +
                              $"MTF Zone:  {mtfStatus}\n" +
                              $"LTF Trig:  {ltfStatus}\n\n" +
                              $"Equity Risk: {RiskPercentage}%";

            Chart.DrawText("Dashboard", dashText, VerticalAlignment.Top, HorizontalAlignment.Right, Color.White);
        }
    }
}