Merhabalar,
Kullandığım sistem şu şekildedir.
using System;
using System.Collections.Generic;
using System.Linq;
using Matriks;
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 ShortSottTott2 : MatriksAlgo
{
// Strateji çalıştırılırken kullanacağımız parametreler. Eğer sembolle ilgili bir parametre ise,
// "SymbolParameter" ile, değilse "Parameter" ile tanımlama yaparız. Parantez içindeki değerler default değerleridir.
[SymbolParameter("SOL_USDT_FBIN")]
public string Symbol1;
[Parameter(SymbolPeriod.Min)]
public SymbolPeriod SymbolPeriod1;
[Parameter(41)]
public int TottPeriod1;
[Parameter(1.1)]
public decimal TottOpt1;
[Parameter(501)]
public int SottPeriodK1;
[Parameter(201)]
public int SottPeriodSlowK1;
[Parameter(42)]
public int TottPeriod2;
[Parameter(1.2)]
public decimal TottOpt2;
[Parameter(502)]
public int SottPeriodK2;
[Parameter(202)]
public int SottPeriodSlowK2;
[Parameter(43)]
public int TottPeriod3;
[Parameter(1.3)]
public decimal TottOpt3;
[Parameter(503)]
public int SottPeriodK3;
[Parameter(203)]
public int SottPeriodSlowK3;
[Parameter(44)]
public int TottPeriod4;
[Parameter(1.4)]
public decimal TottOpt4;
[Parameter(504)]
public int SottPeriodK4;
[Parameter(204)]
public int SottPeriodSlowK4;
[Parameter(0.0008)]
public decimal TottTwinOttCoef1;
[Parameter(0.35)]
public decimal SottOttOpt1;
[Parameter(0.0008)]
public decimal TottTwinOttCoef2;
[Parameter(0.35)]
public decimal SottOttOpt2;
[Parameter(0.0008)]
public decimal TottTwinOttCoef3;
[Parameter(0.35)]
public decimal SottOttOpt3;
[Parameter(0.0008)]
public decimal TottTwinOttCoef4;
[Parameter(0.35)]
public decimal SottOttOpt4;
[Parameter(30)]
public int OttPeriod1;
[Parameter(7)]
public decimal OttOpt1;
[Parameter(21)]
public int HighlowBarSayisi1;
[Parameter(22)]
public int HighlowBarSayisi2;
[Parameter(23)]
public int HighlowBarSayisi3;
[Parameter(24)]
public int HighlowBarSayisi4;
[Parameter(MovMethod.VAR)]
public MovMethod TottMovMethod1;
[Parameter(MovMethod.VAR)]
public MovMethod TottMovMethod2;
[Parameter(MovMethod.VAR)]
public MovMethod TottMovMethod3;
[Parameter(MovMethod.VAR)]
public MovMethod TottMovMethod4;
[Parameter(2)]
public int SottOttPeriod1;
[Parameter(MovMethod.VAR)]
public MovMethod SottOttMethod1;
[Parameter(MovMethod.VAR)]
public MovMethod SottStosKMethod1;
[Parameter(2)]
public int SottOttPeriod2;
[Parameter(MovMethod.VAR)]
public MovMethod SottOttMethod2;
[Parameter(MovMethod.VAR)]
public MovMethod SottStosKMethod2;
[Parameter(2)]
public int SottOttPeriod3;
[Parameter(MovMethod.VAR)]
public MovMethod SottOttMethod3;
[Parameter(MovMethod.VAR)]
public MovMethod SottStosKMethod3;
[Parameter(2)]
public int SottOttPeriod4;
[Parameter(MovMethod.VAR)]
public MovMethod SottOttMethod4;
[Parameter(MovMethod.VAR)]
public MovMethod SottStosKMethod4;
[Parameter(MovMethod.VAR)]
public MovMethod OttMovMethod1;
[Parameter(true)]
public bool OttSupportLine1;
[Parameter(false)]
public bool IsReduceOnly1;
[Parameter(CryptoLeverageType.Isolated)]
public CryptoLeverageType LeverageType1;
[Parameter(false)]
public bool IsReduceOnly2;
[Parameter(10)]
public decimal Leverage2;
[Parameter(10)]
public decimal Leverage5;
[Parameter(10)]
public decimal Leverage8;
[Parameter(10)]
public decimal Leverage11;
[Parameter(false)]
public bool IsReduceOnly3;
[Parameter(false)]
public bool IsReduceOnly4;
[Parameter(CryptoLeverageType.Isolated)]
public CryptoLeverageType LeverageType4;
[Parameter(false)]
public bool IsReduceOnly5;
[Parameter(false)]
public bool IsReduceOnly6;
[Parameter(false)]
public bool IsReduceOnly7;
[Parameter(CryptoLeverageType.Isolated)]
public CryptoLeverageType LeverageType7;
[Parameter(false)]
public bool IsReduceOnly8;
[Parameter(false)]
public bool IsReduceOnly9;
[Parameter(false)]
public bool IsReduceOnly10;
[Parameter(CryptoLeverageType.Isolated)]
public CryptoLeverageType LeverageType10;
[Parameter(false)]
public bool IsReduceOnly11;
[Parameter(7)]
public decimal OrderQuantity3;
[Parameter(7)]
public decimal OrderQuantity6;
[Parameter(7)]
public decimal OrderQuantity9;
[Parameter(7)]
public decimal OrderQuantity12;
[Parameter(false)]
public bool IsReduceOnly12;
[Parameter(2.4)]
public decimal ZararDurdurYuzdesi;
TOTT tott;
TOTT tott2;
TOTT tott3;
TOTT tott4;
SOTT sott;
SOTT sott2;
SOTT sott3;
SOTT sott4;
MatriksIndicator HighLow;
MatriksIndicator HighLow2;
MatriksIndicator HighLow3;
MatriksIndicator HighLow4;
OTT ott;
public override void OnInit()
{
tott = TOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, TottPeriod1, TottOpt1, TottTwinOttCoef1, TottMovMethod1);
tott2 = TOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, TottPeriod2, TottOpt2, TottTwinOttCoef2, TottMovMethod2);
tott3 = TOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, TottPeriod3, TottOpt3, TottTwinOttCoef3, TottMovMethod3);
tott4 = TOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, TottPeriod4, TottOpt4, TottTwinOttCoef4, TottMovMethod4);
sott = SOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, SottPeriodK1, SottPeriodSlowK1, SottOttPeriod1, SottOttOpt1, SottOttMethod1, SottStosKMethod1);
sott2 = SOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, SottPeriodK2, SottPeriodSlowK2, SottOttPeriod2, SottOttOpt2, SottOttMethod2, SottStosKMethod2);
sott3 = SOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, SottPeriodK3, SottPeriodSlowK3, SottOttPeriod3, SottOttOpt3, SottOttMethod3, SottStosKMethod3);
sott4 = SOTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, SottPeriodK4, SottPeriodSlowK4, SottOttPeriod4, SottOttOpt4, SottOttMethod4, SottStosKMethod4);
HighLow = new HighLow();
HighLow.SetIndicatorParameters("BarSayisi", HighlowBarSayisi1); RegisterUserIndicator(HighLow, Symbol1, SymbolPeriod1, OHLCType.Close, 5);
HighLow2 = new HighLow();
HighLow2.SetIndicatorParameters("BarSayisi", HighlowBarSayisi2); RegisterUserIndicator(HighLow2, Symbol1, SymbolPeriod1, OHLCType.Close, 5);
HighLow3 = new HighLow();
HighLow3.SetIndicatorParameters("BarSayisi", HighlowBarSayisi3); RegisterUserIndicator(HighLow3, Symbol1, SymbolPeriod1, OHLCType.Close, 5);
HighLow4 = new HighLow();
HighLow4.SetIndicatorParameters("BarSayisi", HighlowBarSayisi4); RegisterUserIndicator(HighLow4, Symbol1, SymbolPeriod1, OHLCType.Close, 5);
ott = OTTIndicator(Symbol1, SymbolPeriod1, OHLCType.Close, OttPeriod1, OttOpt1, OttMovMethod1, OttSupportLine1);
SetLeverageType(Symbol1, LeverageType1);
SetLeverage(Symbol1, Leverage2);
SetLeverageType(Symbol1, LeverageType4);
SetLeverage(Symbol1, Leverage5);
SetLeverageType(Symbol1, LeverageType7);
SetLeverage(Symbol1, Leverage8);
SetLeverageType(Symbol1, LeverageType10);
SetLeverage(Symbol1, Leverage11);
SendOrderSequential(true, Side.Sell);
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)
{
var barData1 = GetBarData(Symbol1, SymbolPeriod1);
var ohlcData1 = GetSelectedValueFromBarData(barData1, OHLCType.Low);
var ohlcData2 = GetSelectedValueFromBarData(barData1, OHLCType.High);
if (ott.Value[1][ott.CurrentIndex] < ott.Value[0][ott.CurrentIndex] && tott.Value[0][tott.CurrentIndex] < tott.Value[2][tott.CurrentIndex] && sott.Value[0][sott.CurrentIndex] < sott.Value[1][sott.CurrentIndex] && HighLow.Value[1][HighLow.CurrentIndex - 1] > ohlcData1)
{
SendMarketOrder(Symbol1, OrderQuantity3, OrderSide.Sell, includeAfterSession:false, isReduceOnly : IsReduceOnly3);
StopLoss(Symbol1, SyntheticOrderPriceType.Percent, ZararDurdurYuzdesi);
}
if (ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex] && tott2.Value[0][tott2.CurrentIndex] < tott2.Value[2][tott2.CurrentIndex] && sott2.Value[0][sott2.CurrentIndex] < sott2.Value[1][sott2.CurrentIndex] && HighLow2.Value[1][HighLow2.CurrentIndex - 1] > ohlcData1)
{
SendMarketOrder(Symbol1, OrderQuantity6, OrderSide.Sell, includeAfterSession:false, isReduceOnly : IsReduceOnly6);
StopLoss(Symbol1, SyntheticOrderPriceType.Percent, ZararDurdurYuzdesi);
}
if (ott.Value[1][ott.CurrentIndex] < ott.Value[0][ott.CurrentIndex] && tott3.Value[0][tott3.CurrentIndex] > tott3.Value[1][tott3.CurrentIndex] && sott3.Value[0][sott3.CurrentIndex] > sott3.Value[1][sott3.CurrentIndex] && HighLow3.Value[0][HighLow3.CurrentIndex - 1] < ohlcData2)
{
SendMarketOrder(Symbol1, OrderQuantity9, OrderSide.Buy, includeAfterSession:false, isReduceOnly : IsReduceOnly9);
}
if (ott.Value[1][ott.CurrentIndex] > ott.Value[0][ott.CurrentIndex] && tott4.Value[0][tott4.CurrentIndex] > tott4.Value[1][tott4.CurrentIndex] && sott4.Value[0][sott4.CurrentIndex] > sott4.Value[1][sott4.CurrentIndex] && HighLow4.Value[0][HighLow4.CurrentIndex - 1] < ohlcData2)
{
SendMarketOrder(Symbol1, OrderQuantity12, OrderSide.Buy, includeAfterSession:false, isReduceOnly : IsReduceOnly12);
}
}
/// <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()
{
}
}
}