forex-scalping.com

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class InstitutionalRiskDeskPro : Indicator
    {
        // =========================================================================
        // 1. INPUTS & CONFIGURATION
        // =========================================================================
        [Parameter("Risk Per Trade (%)", Group = "Risk Management", DefaultValue = 1.0, MinValue = 0.1, Step = 0.1)]
        public double RiskPercent { get; set; }

        [Parameter("Max Stop Cap (Pips)", Group = "Risk Management", DefaultValue = 15.0)]
        public double MaxStopPips { get; set; }

        [Parameter("Include Spread in Risk", Group = "Risk Management", DefaultValue = true)]
        public bool IncludeSpread { get; set; }

        [Parameter("ATR Period", Group = "Volatility Engine", DefaultValue = 14)]
        public int AtrPeriod { get; set; }

        [Parameter("ATR Multiplier", Group = "Volatility Engine", DefaultValue = 1.5)]
        public double AtrMult { get; set; }

        [Parameter("Enforce Session", Group = "Session Constraints", DefaultValue = true)]
        public bool UseSession { get; set; }

        [Parameter("Start Hour (UTC)", Group = "Session Constraints", DefaultValue = 8)]
        public int StartHour { get; set; }

        [Parameter("End Hour (UTC)", Group = "Session Constraints", DefaultValue = 12)]
        public int EndHour { get; set; }

        // =========================================================================
        // 2. OUTPUT BUFFERS & STATE
        // =========================================================================
        [Output("Long Valid", LineColor = "#00BFA5", Thickness = 2)]
        public IndicatorDataSeries LongValid { get; set; }

        [Output("Long Invalid", LineColor = "#FF5252", Thickness = 2)]
        public IndicatorDataSeries LongInvalid { get; set; }

        [Output("Short Valid", LineColor = "#00BFA5", Thickness = 2)]
        public IndicatorDataSeries ShortValid { get; set; }

        [Output("Short Invalid", LineColor = "#FF5252", Thickness = 2)]
        public IndicatorDataSeries ShortInvalid { get; set; }

        private AverageTrueRange _atr;
        
        // UI Object References for Tick Updates
        private TextBlock _statusText, _sizeText, _stopText, _spreadText, _sessionText;
        private Border _uiPanel;

        // =========================================================================
        // 3. INITIALIZATION & UI CONSTRUCTION
        // =========================================================================
        protected override void Initialize()
        {
            _atr = Indicators.AverageTrueRange(AtrPeriod, MovingAverageType.Simple);
            ConstructUI();
        }

        private void ConstructUI()
        {
            var grid = new Grid(6, 2)
            {
                BackgroundColor = Color.FromArgb(220, 25, 25, 25),
                ShowGridLines = true,
                Margin = new Thickness(10)
            };

            // Helpers for clean UI generation
            TextBlock AddHeader(string text, int row, int col)
            {
                var tb = new TextBlock { Text = text, ForegroundColor = Color.Gray, Margin = new Thickness(5), FontWeight = FontWeight.Bold };
                grid.AddChild(tb, row, col);
                return tb;
            }
            TextBlock AddValue(int row, int col)
            {
                var tb = new TextBlock { Text = "--", ForegroundColor = Color.White, Margin = new Thickness(5, 5, 10, 5), HorizontalAlignment = HorizontalAlignment.Right };
                grid.AddChild(tb, row, col);
                return tb;
            }

            // Headers
            AddHeader("INSTITUTIONAL RISK DESK", 0, 0);
            var titleRight = AddHeader(SymbolName, 0, 1);
            titleRight.HorizontalAlignment = HorizontalAlignment.Right;
            titleRight.ForegroundColor = Color.White;

            // Rows
            AddHeader("Session Status:", 1, 0);
            _sessionText = AddValue(1, 1);

            AddHeader("Live Spread:", 2, 0);
            _spreadText = AddValue(2, 1);

            AddHeader("Stop Dist (Pips):", 3, 0);
            _stopText = AddValue(3, 1);

            AddHeader("Suggested Volume:", 4, 0);
            _sizeText = AddValue(4, 1);

            AddHeader("VERDICT:", 5, 0);
            _statusText = AddValue(5, 1);
            _statusText.FontWeight = FontWeight.ExtraBold;

            _uiPanel = new Border
            {
                BorderColor = Color.DimGray,
                BorderThickness = new Thickness(1),
                CornerRadius = 3,
                Child = grid,
                HorizontalAlignment = HorizontalAlignment.Right,
                VerticalAlignment = VerticalAlignment.Bottom,
                Margin = new Thickness(0, 0, 20, 40)
            };

            Chart.AddControl(_uiPanel);
        }

        // =========================================================================
        // 4. HISTORICAL BUFFER CALCULATIONS
        // =========================================================================
        public override void Calculate(int index)
        {
            if (index < AtrPeriod) return;

            double atrValue = _atr.Result[index];
            double stopDist = atrValue * AtrMult;
            
            // Historical calculation does not include live spread to keep lines stable
            double stopPips = stopDist / Symbol.PipSize;

            bool withinCap = stopPips <= MaxStopPips;
            DateTime barTime = Bars.OpenTimes[index];
            bool inSession = !UseSession || (barTime.Hour >= StartHour && barTime.Hour < EndHour);
            bool isValid = withinCap && inSession;

            double closePrice = Bars.ClosePrices[index];

            if (isValid)
            {
                LongValid[index] = closePrice - stopDist;
                LongInvalid[index] = double.NaN;
                ShortValid[index] = closePrice + stopDist;
                ShortInvalid[index] = double.NaN;
            }
            else
            {
                LongValid[index] = double.NaN;
                LongInvalid[index] = closePrice - stopDist;
                ShortValid[index] = double.NaN;
                ShortInvalid[index] = closePrice + stopDist;
            }
        }

        // =========================================================================
        // 5. LIVE TICK TELEMETRY & EXECUTION LOGIC
        // =========================================================================
        protected override void OnTick()
        {
            if (double.IsNaN(_atr.Result.LastValue)) return;

            // 1. Gather Live Volatility & Spread
            double liveSpreadPips = Symbol.Spread / Symbol.PipSize;
            double atrDist = _atr.Result.LastValue * AtrMult;
            double atrPips = atrDist / Symbol.PipSize;
            
            // Scalpers must account for spread in their stop distance
            double totalRiskPips = IncludeSpread ? atrPips + liveSpreadPips : atrPips;

            // 2. Budget & Session Validation
            bool withinCap = totalRiskPips <= MaxStopPips;
            DateTime now = Server.Time;
            bool inSession = !UseSession || (now.Hour >= StartHour && now.Hour < EndHour);
            bool isValid = withinCap && inSession;

            // 3. Exact Position Sizing Math
            double riskAmount = Account.Balance * (RiskPercent / 100.0);
            double exactVolume = 0;
            
            if (totalRiskPips > 0 && Symbol.PipValue > 0)
            {
                exactVolume = riskAmount / (totalRiskPips * Symbol.PipValue);
            }

            double normalizedVolume = Symbol.NormalizeVolumeInUnits(exactVolume, RoundingMode.Down);
            if (normalizedVolume < Symbol.VolumeInUnitsMin || !isValid) 
            {
                normalizedVolume = 0;
            }

            // 4. Update UI Components Efficiently
            _sessionText.Text = inSession ? "ACTIVE" : "CLOSED";
            _sessionText.ForegroundColor = inSession ? Color.FromHex("#00BFA5") : Color.Gray;

            _spreadText.Text = $"{Math.Round(liveSpreadPips, 1)} pips";
            
            _stopText.Text = $"{Math.Round(totalRiskPips, 1)}";
            _stopText.ForegroundColor = withinCap ? Color.White : Color.FromHex("#FF5252");

            _sizeText.Text = isValid ? $"{normalizedVolume} Units" : "--";
            
            if (!inSession)
            {
                _statusText.Text = "OUT OF SESSION";
                _statusText.ForegroundColor = Color.Gray;
                _uiPanel.BorderColor = Color.Gray;
            }
            else if (!withinCap)
            {
                _statusText.Text = "REJECT: OVER CAP";
                _statusText.ForegroundColor = Color.FromHex("#FF5252");
                _uiPanel.BorderColor = Color.FromHex("#FF5252");
            }
            else
            {
                _statusText.Text = "EXECUTE: IN BUDGET";
                _statusText.ForegroundColor = Color.FromHex("#00BFA5");
                _uiPanel.BorderColor = Color.FromHex("#00BFA5");
            }
        }
    }
}