matriks iq algoritma sihirbazı

Question

al için

if(MOV(C,20,VAR)>OTT(C,20,6),
MOV(C,20,VAR)>OTT(C,20,0.7) AND
STOSK(200,400,111,VAR)>STOSD(200,400,111,VAR) AND
H>REF(HHV(H,10),-1),
MOV(C,20,VAR)>OTT(C,20,0.7) AND
STOSK(200,500,111,VAR)>STOSD(200,500,111,VAR) AND
H>REF(HHV(H,10),-1))

sat için

if(MOV(C,20,VAR)>OTT(C,20,6),
MOV(C,20,VAR)<OTT(C,20,0.7) AND
STOSK(200,500,111,VAR)<STOSD(200,500,111,VAR) AND
L<REF(LLV(L,10),-1),
MOV(C,20,VAR)<OTT(C,20,0.7) AND
STOSK(200,500,111,VAR)<STOSD(200,500,111,VAR) AND
L<REF(LLV(L,10),-1))

bu al sat formulunu algoritma sihirbazıyla oluşturmaya  çalışıyorum. bütün indikatörleri koydum or ile bağladım ama alım satım yapmıyor. nerde hata yapıyorum yardımcı olabilirmisiniz.

 

using System;

using System.Collections.Generic;

using System.Linq;

using Matriks.Data.Symbol;

using Matriks.Engines;

using Matriks.Indicators;

using Matriks.Symbols;

using Matriks.Trader.Core;

using Matriks.Trader.Core.Fields;

using Matriks.Lean.Algotrader.AlgoBase;

using Matriks.Lean.Algotrader.Models;

using Matriks.Lean.Algotrader.Trading;

using Matriks.AI;

using Matriks.AI.AiParameters;

using Matriks.AI.Data;

using Matriks.Trader.Core.TraderModels;

 

namespace Matriks.Lean.Algotrader

{

public class karahan : MatriksAlgo

{

// Strateji çalıştırılırken kullanacağımız parametreler. Eğer sembolle ilgili bir parametre ise,

// "SymbolParameter" ile, değilse "Parameter" ile tanımlama yaparız. Parantez içindeki değerler default değerleridir.

 

 

[SymbolParameter("DODO_USDT_FBIN")]

public string Symbol1;

 

 

[Parameter(SymbolPeriod.Min)]

public SymbolPeriod SymbolPeriod1;

 

 

[Parameter(20)]

public int OttPeriod1;

 

[Parameter(6)]

public decimal OttOpt1;

 

[Parameter(MovMethod.VAR)]

public MovMethod OttMovMethod1;

 

[Parameter(true)]

public bool OttSupportLine1;

 

[Parameter(20)]

public int OttPeriod2;

 

[Parameter(0.7)]

public decimal OttOpt2;

 

[Parameter(MovMethod.VAR)]

public MovMethod OttMovMethod2;

 

[Parameter(true)]

public bool OttSupportLine2;

 

[Parameter(200)]

public int StochasticslowPeriodK1;

 

[Parameter(400)]

public int StochasticslowPeriodD1;

 

[Parameter(111)]

public int StochasticslowPeriodSlowK1;

 

[Parameter(MovMethod.VAR)]

public MovMethod StochasticslowMovMethod1;

 

[Parameter(200)]

public int StochasticslowPeriodK2;

 

[Parameter(500)]

public int StochasticslowPeriodD2;

 

[Parameter(111)]

public int StochasticslowPeriodSlowK2;

 

[Parameter(MovMethod.VAR)]

public MovMethod StochasticslowMovMethod2;

 

[Parameter(1)]

public int MovPeriod1;

 

[Parameter(MovMethod.S)]

public MovMethod MovMovMethod1;

 

[Parameter(1)]

public int MovPeriod2;

 

[Parameter(MovMethod.S)]

public MovMethod MovMovMethod2;

 

[Parameter(10)]

public int HighlowBarSayisi1;

 

[Parameter(10)]

public int HighlowBarSayisi2;

 

[Parameter(5000)]

public decimal OrderQuantity1;

 

[Parameter(false)]

public bool IsReduceOnly1;

 

[Parameter(5000)]

public decimal OrderQuantity2;

 

[Parameter(false)]

public bool IsReduceOnly2;

 

OTT ott;

OTT ott2;

StochasticSlow stochasticSlow;

StochasticSlow stochasticSlow2;

MOV mov;

MOV mov2;

MatriksIndicator HighLow;

MatriksIndicator HighLow2;

 

 

 

public override void OnInit()

{

 

ott = OTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, OttPeriod1, OttOpt1, OttMovMethod1, OttSupportLine1);

ott2 = OTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, OttPeriod2, OttOpt2, OttMovMethod2, OttSupportLine2);

stochasticSlow = StochasticSlowIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, StochasticslowPeriodK1, StochasticslowPeriodD1, StochasticslowPeriodSlowK1, StochasticslowMovMethod1);

stochasticSlow2 = StochasticSlowIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, StochasticslowPeriodK2, StochasticslowPeriodD2, StochasticslowPeriodSlowK2, StochasticslowMovMethod2);

mov = MOVIndicator(Symbol1, SymbolPeriod1, OHLCType.High, MovPeriod1, MovMovMethod1);

mov2 = MOVIndicator(Symbol1, SymbolPeriod1, OHLCType.Low, MovPeriod2, MovMovMethod2);

HighLow = new HighLow();

 

HighLow.SetIndicatorParameters("BarSayisi", HighlowBarSayisi1); RegisterUserIndicator(HighLow, Symbol1, SymbolPeriod1, OHLCType.High, 5);

 

HighLow2 = new HighLow();

 

HighLow2.SetIndicatorParameters("BarSayisi", HighlowBarSayisi2); RegisterUserIndicator(HighLow2, Symbol1, SymbolPeriod1, OHLCType.Low, 5);

 

 

 

SendOrderSequential(true, Side.All);

WorkWithPermanentSignal(true);

 

//Alttaki fonksiyon açıldıktan sonra parametre olarak verilen saniyede bir OnTimer fonksiyonu tetiklenir.

// SetTimerInterval(3600);

 

//Alttaki fonksiyon ile tanımlanan sembol ile ilgili haber geldiğinde OnNewsReceived fonksiyonu tetiklenir.

//AddNewsSymbol(Symbol);

 

//Alttaki fonksiyon ile tanımlanan anahtar kelime ile ilgili haber geldiğinde OnNewsReceived fonksiyonu tetiklenir.

//AddNewsKeyword("KAP");

}

 

/// <summary>

/// Init islemleri tamamlaninca, bardatalar kullanmaya hazir hale gelince bu fonksiyon tetiklenir. Data uzerinde bir defa yapilacak islemler icin kullanilir

/// </summary>

public override void OnInitCompleted()

{

 

}

 

/// <summary>

/// SetTimerInterval fonksiyonu ile belirtilen sürede bir bu fonksiyon tetiklenir.

/// </summary>

public override void OnTimer()

{

 

}

 

/// <summary>

/// AddNewsSymbol ve AddNewsKeyword ile haberlere kayit olunmuşsa bu fonksiyon tetiklenir.

/// </summary>

/// <param name="newsId">Gelen haberin id'si</param>

/// <param name="relatedSymbols">Gelen haberin ilişkili sembolleri</param>

public override void OnNewsReceived(int newsId, List<string> relatedSymbols)

{

 

}

 

/// <summary>

/// Eklenen sembollerin bardata'ları ve indikatorler güncellendikçe bu fonksiyon tetiklenir.

/// </summary>

/// <param name="barData">Bardata ve hesaplanan gerçekleşen işleme ait detaylar</param>

public override void OnDataUpdate(BarDataEventArgs barData)

{

if (ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex] && ott2.Value[1][ott2.CurrentIndex] > ott2.Value[0][ott2.CurrentIndex] && stochasticSlow.Value[0][stochasticSlow.CurrentIndex] > stochasticSlow.Value[1][stochasticSlow.CurrentIndex] && mov.Value[0][mov.CurrentIndex] > HighLow.Value[0][HighLow.CurrentIndex - 1] && ott.Value[1][ott.CurrentIndex] < ott.Value[0][ott.CurrentIndex] && ott2.Value[1][ott2.CurrentIndex] > ott2.Value[0][ott2.CurrentIndex] && stochasticSlow2.Value[0][stochasticSlow2.CurrentIndex] > stochasticSlow2.Value[1][stochasticSlow2.CurrentIndex] && mov.Value[0][mov.CurrentIndex] > HighLow.Value[0][HighLow.CurrentIndex - 1])

{

SendMarketOrder(Symbol1, OrderQuantity1, OrderSide.Buy, includeAfterSession:false, isReduceOnly : IsReduceOnly1);

}

if (ott.Value[1][ott.CurrentIndex] > ott2.Value[0][ott2.CurrentIndex] && ott2.Value[1][ott2.CurrentIndex] < ott2.Value[0][ott2.CurrentIndex] && stochasticSlow2.Value[0][stochasticSlow2.CurrentIndex] < stochasticSlow2.Value[1][stochasticSlow2.CurrentIndex] && mov2.Value[0][mov2.CurrentIndex] < HighLow2.Value[1][HighLow2.CurrentIndex - 1] && ott.Value[1][ott.CurrentIndex] < ott.Value[0][ott.CurrentIndex] && ott2.Value[1][ott2.CurrentIndex] < ott2.Value[0][ott2.CurrentIndex] && stochasticSlow2.Value[0][stochasticSlow2.CurrentIndex] < stochasticSlow2.Value[1][stochasticSlow2.CurrentIndex] && mov2.Value[0][mov2.CurrentIndex] < HighLow2.Value[1][HighLow2.CurrentIndex - 1])

{

SendMarketOrder(Symbol1, OrderQuantity2, OrderSide.Sell, includeAfterSession:false, isReduceOnly : IsReduceOnly2);

}

 

}

 

/// <summary>

/// Gönderilen emirlerin son durumu değiştikçe bu fonksiyon tetiklenir.

/// </summary>

/// <param name="barData">Emrin son durumu</param>

public override void OnOrderUpdate(IOrder order)

{

}

 

/// <summary>

/// Strateji durdurulduğunda bu fonksiyon tetiklenir.

/// </summary>

public override void OnStopped()

{

}

}

}

Answer 1

Merhabalar,

İstediğiniz strateji aşağıda mevcuttur.

Dilerseniz spot dilerseniz vadeli sembollerde kullanabilirsiniz.

using System;
using System.Collections.Generic;
using System.Linq;
using Matriks.Data.Symbol;
using Matriks.Engines;
using Matriks.Indicators;
using Matriks.Symbols;
using Matriks.Trader.Core;
using Matriks.Trader.Core.Fields;
using Matriks.Lean.Algotrader.AlgoBase;
using Matriks.Lean.Algotrader.Models;
using Matriks.Lean.Algotrader.Trading;

namespace Matriks.Lean.Algotrader
{


	/*AL
if(MOV(C,opt1,VAR)>OTT(C,opt1,7),
MOV(C,opt1,VAR)>OTT(C,opt1,opt2) AND 
STOSK(opt3,opt4,111,VAR)>STOSD(opt3,opt4,111,VAR) AND 
H>REF(HHV(H,20),-1),
MOV(C,opt1,VAR)>OTT(C,opt1,3.5) AND 
STOSK(opt3,opt4,111,VAR)>STOSD(opt3,opt4,111,VAR) AND 
H>REF(HHV(H,20),-1)) 


SAT
if(MOV(C,opt1,VAR)>OTT(C,opt1,7),
MOV(C,opt1,VAR)<OTT(C,opt1,opt2) AND 
STOSK(opt3,opt4,111,VAR)<STOSD(opt3,opt4,111,VAR) AND 
L<REF(LLV(L,20),-1),
MOV(C,opt1,VAR)<OTT(C,opt1,opt2) AND 
STOSK(opt3,opt4,111,VAR)<STOSD(opt3,opt4,111,VAR) AND 
L<REF(LLV(L,20),-1)) 

*/
	public class SablonV1 : MatriksAlgo
	{
		[SymbolParameter("FGARAN")]
		public string Symbol;

		[Parameter(SymbolPeriod.Min5)]
		public SymbolPeriod SymbolPeriod;

		[Parameter(5)]
		public decimal BuyOrderQuantity;

		[Parameter(5)]
		public decimal SellOrderQuantity;

		[Parameter(20)]
			public int OttPeriod1;

		[Parameter(6)]
			public decimal OttOpt1;

		[Parameter(MovMethod.VAR)]
			public MovMethod OttMovMethod1;

		[Parameter(true)]
			public bool OttSupportLine1;

		[Parameter(20)]
			public int OttPeriod2;

		[Parameter(0.7)]
			public decimal OttOpt2;

		[Parameter(200)]
			public int StochasticslowPeriodK1;

		[Parameter(111)]
			public int StochasticslowPeriodD1;

		[Parameter(400)]
			public int StochasticslowPeriodSlowK1;

		[Parameter(MovMethod.VAR)]
			public MovMethod StochasticslowMovMethod1;

		[Parameter(10)]
			public int H1;

		[Parameter(500)]
			public int StochasticslowPeriodK2;

		[Parameter(111)]
			public int StochasticslowPeriodD2;

		[Parameter(200)]
			public int StochasticslowPeriodSlowK2;

		[Parameter(10)]
			public int H2;

		[Parameter(40)]
			public int OttPeriod5;

		[Parameter(0.6)]
			public decimal OttOpt5;

		[Parameter(500)]
			public int StochasticslowPeriodK3;

		[Parameter(111)]
			public int StochasticslowPeriodD3;

		[Parameter(200)]
			public int StochasticslowPeriodSlowK3;

		[Parameter(10)]
			public int L1;

		[Parameter(10)]
			public int L2;

		[Parameter(3)]
			public int KaldiracOrani;

		OTT ott;
		OTT ott2;
		OTT ott3;
		OTT ott4;
		OTT ott5;
		OTT ott6;
		StochasticSlow stochasticSlow;
		StochasticSlow stochasticSlow2;
		StochasticSlow stochasticSlow3;
		StochasticSlow stochasticSlow4;

		HighestHigh HHV;
		HighestHigh HHV1;
		LowestLow LLV;
		LowestLow LLV1;




		public override void OnDataUpdate(BarDataEventArgs barData)
		{
			var barData1 = GetBarData(Symbol, SymbolPeriod);

			var h = GetSelectedValueFromBarData(barData1, OHLCType.High);
			var l = GetSelectedValueFromBarData(barData1, OHLCType.Low);


			//AL KOŞULU


			if (ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex])     	                                                                      				//	if(MOV(C,opt1,VAR)>OTT(C,opt1,7)
			{
				if (ott2.Value[1][ott2.CurrentIndex] > ott2.Value[0][ott2.CurrentIndex]   																				//	MOV(C,opt1,VAR)>OTT(C,opt1,opt2) 
					&& stochasticSlow.Value[0][stochasticSlow.CurrentIndex] > stochasticSlow.Value[1][stochasticSlow.CurrentIndex]    	//AND STOSK(opt3,opt4,111,VAR)>STOSD(opt3,opt4,111,VAR)
					&& h>HHV.Value[0][HHV.CurrentIndex -1])    																													// AND H>REF(HHV(H,10),-1)		
				{
					FX_Alis();
				}
			}
			else
			{
				if (ott2.Value[1][ott2.CurrentIndex] > ott2.Value[0][ott2.CurrentIndex]  																							   //	MOV(C, opt1, VAR) >OTT(C, opt1, 3.5) AND
					&& stochasticSlow2.Value[0][stochasticSlow2.CurrentIndex] > stochasticSlow2.Value[1][stochasticSlow2.CurrentIndex]    		    //STOSK(opt3, opt4, 111, VAR) >STOSD(opt3, opt4, 111, VAR) AND
					&& h>HHV1.Value[0][HHV1.CurrentIndex -1])   																																//H>REF(HHV(H, 10), -1))
				{
					FX_Alis();
				}
			}
			// SAT KOŞULU

			if (ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex])              																							//if(MOV(C,opt1,VAR)>OTT(C,opt1,7),
			{
				if (ott2.Value[1][ott2.CurrentIndex] < ott2.Value[0][ott2.CurrentIndex]             																					//MOV(C,opt1,VAR)<OTT(C,opt1,opt2) AND 
					&& stochasticSlow2.Value[0][stochasticSlow2.CurrentIndex] <stochasticSlow2.Value[1][stochasticSlow2.CurrentIndex] 			//STOSK(opt3,opt4,111,VAR)<STOSD(opt3,opt4,111,VAR) AND 
					&& l<LLV.Value[0][LLV.CurrentIndex -1])  																																		//L<REF(LLV(L,10),-1),
				{
					FX_Satis();
				}
			}

			else
			{
				if (ott2.Value[1][ott2.CurrentIndex] < ott2.Value[0][ott2.CurrentIndex]     																							//MOV(C,opt1,VAR)<OTT(C,opt1,opt2) AND 
					&& stochasticSlow2.Value[0][stochasticSlow2.CurrentIndex] < stochasticSlow2.Value[1][stochasticSlow2.CurrentIndex]   			//STOSK(opt3,opt4,111,VAR)<STOSD(opt3,opt4,111,VAR) AND 
					&& l<LLV1.Value[0][LLV1.CurrentIndex -1])  																																	//L<REF(LLV(L,10),-1)) 
				{
					FX_Satis();
				}
			}
		}



		public override void OnInit()
		{
			AddSymbol(Symbol, SymbolPeriod);
			ott = OTTIndicator(Symbol, SymbolPeriod, OHLCType.Close, OttPeriod1, OttOpt1, OttMovMethod1, OttSupportLine1);
			ott2 = OTTIndicator(Symbol, SymbolPeriod, OHLCType.Close, OttPeriod2, OttOpt2, OttMovMethod1, OttSupportLine1);
			stochasticSlow = StochasticSlowIndicator(Symbol, SymbolPeriod, OHLCType.Close, StochasticslowPeriodK1, StochasticslowPeriodD1, StochasticslowPeriodSlowK1, StochasticslowMovMethod1);
			stochasticSlow2 = StochasticSlowIndicator(Symbol, SymbolPeriod, OHLCType.Close, StochasticslowPeriodK2, StochasticslowPeriodD2, StochasticslowPeriodSlowK2, StochasticslowMovMethod1);


			HHV = HighestHighIndicator(Symbol, SymbolPeriod, H1);
			HHV1 = HighestHighIndicator(Symbol, SymbolPeriod, H2);
			LLV = LowestLowIndicator(Symbol, SymbolPeriod, L1);
			LLV1 = LowestLowIndicator(Symbol, SymbolPeriod, L2);

			// Gerekli			
			WorkWithPermanentSignal(true);

			if (AcigaSatisYapilsin)
			{
				SendOrderSequential(true, Side.Buy);
				SendOrderSequentialForShort(true, Side.All);
			}else
			{
				SendOrderSequential(true, Side.Buy);
			}
			// #Gerekli

			// kaldıraç oranı
			SetLeverage(Symbol, KaldiracOrani);
			// kaldıraç tipi – true isolated, false cross
			SetLeverageType(Symbol, false);
			// Gerekli

		}

		[Parameter(false)]
		public bool AcigaSatisYapilsin;

		[Parameter(false)]
		public bool AksamSeansiniDahilEt;

		List<string> orderIDList = new List<string>();

		public void FX_Alis()
		{
			string _orderID = string.Empty; ;
			decimal _quantity = 0;

			if (LastOrderSide.Obj != Side.Buy)
			{
				if (LastOrderSide.Obj == Side.All || !AcigaSatisYapilsin)
				{
					_orderID = SendMarketOrder(Symbol, BuyOrderQuantity, OrderSide.Buy, includeAfterSession:AksamSeansiniDahilEt);
					_quantity = BuyOrderQuantity;
				}else
				{
					if (LastOrderSideForShort.Obj == Side.All)
					{
						_orderID = SendMarketOrder(Symbol, BuyOrderQuantity, OrderSide.Buy, includeAfterSession:AksamSeansiniDahilEt);
						_quantity = BuyOrderQuantity;
					}else
					{
						_orderID = SendMarketOrder(Symbol, BuyOrderQuantity * 2, OrderSide.Buy, includeAfterSession:AksamSeansiniDahilEt);
						_quantity = BuyOrderQuantity * 2;
					}
				}

				if (_orderID != string.Empty && _quantity != 0)
				{
					orderIDList.Add(_orderID);
					Debug("Alış emri gönderildi.[ " + _quantity + " adet ]");
					LastOrderSide.Obj = Side.Buy;
					LastOrderSideForShort.Obj = Side.Buy;
				}
			}
		}

		public void FX_Satis()
		{
			string _orderID = string.Empty; ;
			decimal _quantity = 0;

			if (LastOrderSide.Obj != Side.Sell)
			{
				if (LastOrderSide.Obj == Side.All || !AcigaSatisYapilsin)
				{
					_orderID = SendMarketOrder(Symbol, SellOrderQuantity, OrderSide.Sell, includeAfterSession:AksamSeansiniDahilEt);
					_quantity = SellOrderQuantity;
				}else
				{
					if (LastOrderSideForShort.Obj == Side.All)
					{
						_orderID = SendMarketOrder(Symbol, SellOrderQuantity, OrderSide.Sell, includeAfterSession:AksamSeansiniDahilEt);
						_quantity = SellOrderQuantity;

					}else
					{
						_orderID = SendMarketOrder(Symbol, SellOrderQuantity * 2, OrderSide.Sell, includeAfterSession:AksamSeansiniDahilEt);
						_quantity = SellOrderQuantity * 2;
					}
				}


				if (_orderID != string.Empty && _quantity != 0)
				{
					orderIDList.Add(_orderID);
					Debug("Satış emri gönderildi.[ " + _quantity + " adet ]");
					LastOrderSide.Obj = Side.Sell;
					LastOrderSideForShort.Obj = Side.Sell;
				}
			}
		}

		public override void OnOrderUpdate(IOrder order)
		{
			if (order.OrdStatus.Obj == OrdStatus.Filled)
			{
				// Senntetik emirler tanımlanıyor
				//				StopLoss(Symbol, SyntheticOrderPriceType.Percent, 1);
				//				TakeProfit(Symbol, SyntheticOrderPriceType.Percent, 1);
				if (!orderIDList.Contains(order.CliOrdID) && AcigaSatisYapilsin)
				{
					LastOrderSideForShort.Obj = Side.All;
					Debug("Sentetik emir tetiklendi");
				}
			}
		}
		// #Gerekli
	}
}

İyi çalışmalar.