forex-scalping.com

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//@version=5
strategy("Strict Risk Scalper - No Averaging Down", overlay=true, pyramiding=0, initial_capital=10000, commission_type=strategy.commission.cash_per_order, commission_value=1)

// =========================================================================
// 1. INPUTS & RISK MANAGEMENT PARAMETERS
// =========================================================================
// "What started as a defined risk of, say, 1% of your account..."
riskPct       = input.float(1.0, title="Risk Per Trade (%)", step=0.1, group="Risk Management")
slAtrMult     = input.float(1.5, title="Stop Loss ATR Multiplier", group="Risk Management")
rrRatio       = input.float(2.0, title="Risk:Reward Ratio", group="Risk Management")

// Example Scalping Setup (9/21 EMA Crossover)
fastEmaLength = input.int(9, title="Fast EMA Length", group="Strategy Setup")
slowEmaLength = input.int(21, title="Slow EMA Length", group="Strategy Setup")

// =========================================================================
// 2. SETUP CONDITIONS
// =========================================================================
fastEma = ta.ema(close, fastEmaLength)
slowEma = ta.ema(close, slowEmaLength)

// "The correct response is to exit, not to add."
// We enforce this by ensuring we only take setups when we have ZERO open positions.
isFlat = strategy.position_size == 0

// Basic scalping triggers
longSetup  = ta.crossover(fastEma, slowEma) and isFlat
shortSetup = ta.crossunder(fastEma, slowEma) and isFlat

// =========================================================================
// 3. POSITION SIZING & LEVELS (The Math of Acceptance)
// =========================================================================
// Calculate dynamic stop distance based on volatility (ATR)
atr = ta.atr(14)
slDistance = atr * slAtrMult
tpDistance = slDistance * rrRatio

// Calculate exact position size to risk only X% of equity
// (Equity * Risk%) / (Stop Distance * Point Value)
riskAmount = (strategy.equity * riskPct) / 100
tradeQty   = slDistance > 0 ? riskAmount / (slDistance * syminfo.pointvalue) : 0

// Variables to store our hard exit levels
var float slPrice = na
var float tpPrice = na

// =========================================================================
// 4. EXECUTION
// =========================================================================
if longSetup and tradeQty > 0
    // Define the exact invalidation and target points at the moment of entry
    slPrice := close - slDistance
    tpPrice := close + tpDistance
    
    strategy.entry("Long Entry", strategy.long, qty=tradeQty)
    strategy.exit("Exit Long", from_entry="Long Entry", stop=slPrice, limit=tpPrice)

if shortSetup and tradeQty > 0
    // Define the exact invalidation and target points at the moment of entry
    slPrice := close + slDistance
    tpPrice := close - tpDistance
    
    strategy.entry("Short Entry", strategy.short, qty=tradeQty)
    strategy.exit("Exit Short", from_entry="Short Entry", stop=slPrice, limit=tpPrice)

// =========================================================================
// 5. VISUALS
// =========================================================================
plot(fastEma, color=color.blue, title="Fast EMA")
plot(slowEma, color=color.orange, title="Slow EMA")

// Plot the active Stop Loss and Take Profit levels when in a trade
plot(strategy.position_size != 0 ? slPrice : na, color=color.red, style=plot.style_linebr, linewidth=2, title="Stop Loss")
plot(strategy.position_size != 0 ? tpPrice : na, color=color.green, style=plot.style_linebr, linewidth=2, title="Take Profit")

Code: Select all

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

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class StrictRiskScalper : Robot
    {
        // =========================================================================
        // 1. INPUTS & RISK MANAGEMENT PARAMETERS
        // =========================================================================
        [Parameter("Risk Per Trade (%)", Group = "Risk Management", DefaultValue = 1.0, MinValue = 0.1, Step = 0.1)]
        public double RiskPct { get; set; }

        [Parameter("Stop Loss ATR Multiplier", Group = "Risk Management", DefaultValue = 1.5, MinValue = 0.1, Step = 0.1)]
        public double SlAtrMult { get; set; }

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

        [Parameter("Fast EMA Length", Group = "Strategy Setup", DefaultValue = 9)]
        public int FastEmaLength { get; set; }

        [Parameter("Slow EMA Length", Group = "Strategy Setup", DefaultValue = 21)]
        public int SlowEmaLength { get; set; }

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


        // =========================================================================
        // 2. INDICATORS DECLARATION
        // =========================================================================
        private ExponentialMovingAverage _fastEma;
        private ExponentialMovingAverage _slowEma;
        private AverageTrueRange _atr;
        private const string TradeLabel = "NoHopeScalper";

        protected override void OnStart()
        {
            // Initialize indicators
            _fastEma = Indicators.ExponentialMovingAverage(Bars.ClosePrices, FastEmaLength);
            _slowEma = Indicators.ExponentialMovingAverage(Bars.ClosePrices, SlowEmaLength);
            _atr = Indicators.AverageTrueRange(AtrPeriod, MovingAverageType.Simple);
        }

        protected override void OnBar()
        {
            // =========================================================================
            // 3. ENFORCE "NO AVERAGING DOWN" RULE
            // =========================================================================
            // If we have ANY open positions with our label, we do nothing. The trade must play out.
            bool isFlat = Positions.Count(p => p.SymbolName == SymbolName && p.Label == TradeLabel) == 0;

            if (!isFlat)
                return;

            // =========================================================================
            // 4. SETUP CONDITIONS (Wait for the close of the bar to confirm cross)
            // =========================================================================
            bool longSetup = _fastEma.Result.HasCrossedAbove(_slowEma.Result, 1);
            bool shortSetup = _fastEma.Result.HasCrossedBelow(_slowEma.Result, 1);

            if (!longSetup && !shortSetup)
                return;

            // =========================================================================
            // 5. POSITION SIZING & LEVELS (The Math of Acceptance)
            // =========================================================================
            // Get ATR value of the last closed bar
            double atrValue = _atr.Result.Last(1);
            
            // cTrader takes SL and TP in Pips, so we convert the ATR distance to Pips
            double slDistanceInPips = (atrValue * SlAtrMult) / Symbol.PipSize;
            double tpDistanceInPips = slDistanceInPips * RrRatio;

            // Calculate exact position size to risk X% of current equity
            double riskAmount = Account.Equity * (RiskPct / 100.0);
            
            // Symbol.PipValue is the value of 1 pip for 1 unit of volume. 
            // We divide our total risk by (pip distance * pip value per unit) to get exact units needed.
            double exactVolume = riskAmount / (slDistanceInPips * Symbol.PipValue);

            // Normalize volume to broker's acceptable lot sizes (Rounding Down to protect risk limit)
            double volumeInUnits = Symbol.NormalizeVolumeInUnits(exactVolume, RoundingMode.Down);

            // Safety check: ensure volume isn't smaller than broker minimum or 0
            if (volumeInUnits < Symbol.VolumeInUnitsMin)
            {
                Print("Trade aborted: Calculated volume {0} is below broker minimum {1}.", volumeInUnits, Symbol.VolumeInUnitsMin);
                return;
            }

            // =========================================================================
            // 6. EXECUTION
            // =========================================================================
            if (longSetup)
            {
                // Execute Market Order with hard SL and TP attached instantly
                ExecuteMarketOrder(TradeType.Buy, SymbolName, volumeInUnits, TradeLabel, slDistanceInPips, tpDistanceInPips);
            }
            else if (shortSetup)
            {
                // Execute Market Order with hard SL and TP attached instantly
                ExecuteMarketOrder(TradeType.Sell, SymbolName, volumeInUnits, TradeLabel, slDistanceInPips, tpDistanceInPips);
            }
        }
    }
}