forex-scalping.com

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

namespace cAlgo.Robots
{
    [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class PeggedRegimeReversion : Robot
    {
        // -------------------------------------------------------------------------
        // PARAMETERS
        // -------------------------------------------------------------------------

        [Parameter("Operating Mode", Group = "Core Settings", DefaultValue = Mode.AlertOnly)]
        public Mode OperatingMode { get; set; }

        [Parameter("Upper Peg Band (e.g. 7.8500)", Group = "Regime Structure", DefaultValue = 7.8500)]
        public double UpperPegBand { get; set; }

        [Parameter("Lower Peg Band (e.g. 7.7500)", Group = "Regime Structure", DefaultValue = 7.7500)]
        public double LowerPegBand { get; set; }

        [Parameter("Trigger Distance (Pips)", Group = "Regime Structure", DefaultValue = 20.0, 
            Step = 1, MinValue = 1)]
        public double TriggerDistancePips { get; set; }

        [Parameter("Max Allowed Spread (Pips)", Group = "Liquidity Filters", DefaultValue = 50.0)]
        public double MaxSpreadPips { get; set; }

        [Parameter("Volume (Units)", Group = "Risk Management", DefaultValue = 100000, MinValue = 1000)]
        public double TradeVolume { get; set; }

        [Parameter("Stop Loss (Pips)", Group = "Risk Management", DefaultValue = 100.0)]
        public double StopLossPips { get; set; }

        [Parameter("Take Profit (Pips)", Group = "Risk Management", DefaultValue = 400.0)]
        public double TakeProfitPips { get; set; }

        // -------------------------------------------------------------------------
        // ENUMS & VARIABLES
        // -------------------------------------------------------------------------

        public enum Mode
        {
            AlertOnly,
            AutoTrade
        }

        private const string BotLabel = "PegReversionBot";
        private DateTime _lastAlertTime;

        // -------------------------------------------------------------------------
        // CORE LOGIC
        // -------------------------------------------------------------------------

        protected override void OnStart()
        {
            Print($"[{BotLabel}] Started on {SymbolName}. Mode: {OperatingMode}");
            Print($"Tracking Peg Bands: {LowerPegBand} to {UpperPegBand}");
            
            _lastAlertTime = DateTime.MinValue;
        }

        protected override void OnTick()
        {
            double currentSpreadPips = Symbol.Spread / Symbol.PipSize;

            // 1. Calculate Distances to the Peg Boundaries
            double distanceToUpper = (UpperPegBand - Symbol.Bid) / Symbol.PipSize;
            double distanceToLower = (Symbol.Ask - LowerPegBand) / Symbol.PipSize;

            // 2. Check if Price is in the Mean-Reversion Danger/Opportunity Zone
            bool nearUpperBand = distanceToUpper <= TriggerDistancePips;
            bool nearLowerBand = distanceToLower <= TriggerDistancePips;

            // If we are nowhere near the edges, do nothing.
            if (!nearUpperBand && !nearLowerBand)
                return;

            // 3. Liquidity/Spread Check
            if (currentSpreadPips > MaxSpreadPips)
            {
                // We are near a boundary, but liquidity is too thin (likely outside Asian hours)
                LogAlertOnce($"Spread too wide ({Math.Round(currentSpreadPips, 1)} pips). Skipping intervention setup.");
                return;
            }

            // 4. Execution Logic
            if (nearUpperBand)
            {
                HandleSetup(TradeType.Sell, "Near Upper Peg Boundary");
            }
            else if (nearLowerBand)
            {
                HandleSetup(TradeType.Buy, "Near Lower Peg Boundary");
            }
        }

        private void HandleSetup(TradeType tradeType, string reason)
        {
            // Check if we already have an open position in this direction
            var openPositions = Positions.FindAll(BotLabel, SymbolName, tradeType);
            
            if (openPositions.Length > 0)
                return; // Position already running

            if (OperatingMode == Mode.AlertOnly)
            {
                LogAlertOnce($"[{reason}] Valid mean-reversion setup detected for {tradeType}. Spread is fine. (Alert Only)");
            }
            else if (OperatingMode == Mode.AutoTrade)
            {
                Print($"[{reason}] Executing {tradeType} order.");
                ExecuteMarketOrder(tradeType, SymbolName, TradeVolume, BotLabel, StopLossPips, TakeProfitPips);
            }
        }

        private void LogAlertOnce(string message)
        {
            // Prevent spamming the log/alert system every tick
            if ((Server.Time - _lastAlertTime).TotalMinutes > 15)
            {
                Print(message);
                _lastAlertTime = Server.Time;
            }
        }
    }
}

Code: Select all

//@version=5
indicator("Pegged Regime Reversion Monitor", shorttitle="Peg Monitor", overlay=true)

// =========================================================================
// PARAMETERS
// =========================================================================
grp1 = "Regime Structure"
upperPeg = input.float(7.8500, title="Upper Peg Band", group=grp1)
lowerPeg = input.float(7.7500, title="Lower Peg Band", group=grp1)
triggerPips = input.float(20.0, title="Trigger Distance (Pips)", group=grp1)

// Auto-detect pip size (0.0001 for standard exotics like HKD/SGD, 0.01 for JPY pairs)
pipSize = str.contains(syminfo.currency, "JPY") ? 0.01 : 0.0001
triggerDistBase = triggerPips * pipSize

// =========================================================================
// CALCULATIONS
// =========================================================================
// Define the alert zones
upperZoneLowerBound = upperPeg - triggerDistBase
lowerZoneUpperBound = lowerPeg + triggerDistBase

// Detect if price is in the intervention zones
inUpperZone = close >= upperZoneLowerBound and close <= upperPeg
inLowerZone = close <= lowerZoneUpperBound and close >= lowerPeg

// Detect crosses for alerting (to avoid spamming every bar)
enterUpper = ta.crossover(close, upperZoneLowerBound)
enterLower = ta.crossunder(close, lowerZoneUpperBound)

// =========================================================================
// VISUALS
// =========================================================================
// Plot the absolute peg bands (Solid Red/Green)
p_upper = plot(upperPeg, color=color.new(color.red, 0), linewidth=2, title="Upper Peg")
p_lower = plot(lowerPeg, color=color.new(color.green, 0), linewidth=2, title="Lower Peg")

// Plot the trigger boundaries (Dotted)
p_upper_trig = plot(upperZoneLowerBound, color=color.new(color.red, 50), style=plot.style_circles, title="Upper Trigger")
p_lower_trig = plot(lowerZoneUpperBound, color=color.new(color.green, 50), style=plot.style_circles, title="Lower Trigger")

// Highlight the intervention zones
fill(p_upper, p_upper_trig, color=color.new(color.red, 90), title="Upper Danger Zone")
fill(p_lower, p_lower_trig, color=color.new(color.green, 90), title="Lower Danger Zone")

// Highlight background when price is inside the zone
bgcolor(inUpperZone ? color.new(color.red, 95) : na, title="Upper Zone BG")
bgcolor(inLowerZone ? color.new(color.green, 95) : na, title="Lower Zone BG")

// =========================================================================
// ALERTS
// =========================================================================
// UI Alerts (for manual selection in TradingView's Create Alert menu)
alertcondition(enterUpper, title="Approaching Upper Peg", message="Price entered the upper intervention zone. Watch for mean-reversion.")
alertcondition(enterLower, title="Approaching Lower Peg", message="Price entered the lower intervention zone. Watch for mean-reversion.")

// Dynamic Code Alerts (fires automatically if you select "Any alert() function call")
if enterUpper
    alert("Peg Monitor: " + syminfo.ticker + " entering Upper Zone at " + str.tostring(close) + ". Look for short setups.", alert.freq_once_per_bar_close)
if enterLower
    alert("Peg Monitor: " + syminfo.ticker + " entering Lower Zone at " + str.tostring(close) + ". Look for long setups.", alert.freq_once_per_bar_close)