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pthomas82



Joined: 11 Aug 2010
Posts: 45
PostPosted: Tue Jun 07, 2011 8:55 am    Post subject: help Please Reply with quote
Hi Guys,

Im looking for some help - currently im learning delphi and I throught it try code up something simple like when an indicator hits a certain level the script places a buy order, and if an indicator hits another level it places a sell order.

This code compiles ok - but it doesnt place buy and sell orders.

Can some kind member of this community point out where I have gone wrong =)

Thanks in advance,
Pete.


Code:
 library CCITRY;

uses
  SysUtils, Classes,  StrategyInterfaceUnit, TechnicalFunctions;

var
  Currency: PChar = nil;
  TimeFrame: integer;
  LotSize: double;
  CCI1: integer;
  CCIUPPER: integer;
  CCILOWER: integer;

  OrderHandle: integer;
  OrderStyle: TTradePositionType;
  OpenTime: TDateTime;




procedure InitStrategy; stdcall;
begin
  StrategyShortName('CCITRY');
  StrategyDescription('CCI level strategy');

  RegOption('Currency', ot_Currency, Currency);
  ReplaceStr(Currency, 'EURUSD');

  RegOption('Timeframe', ot_Timeframe, TimeFrame);
  TimeFrame := PERIOD_M1;

  RegOption('LotSize', ot_Double, LotSize);
  SetOptionDigits('LotSize', 1);
  lotSize := 0.1;

  RegOption('CCI1', ot_Integer, CCI1);
  CCI1 := 30;

  RegOption('CCIUPPER', ot_Integer, CCIUPPER);
  CCIUPPER := 250;

  RegOption('CCILOWER', ot_Integer, CCILOWER);
  CCIUPPER := -250;
end;

procedure DoneStrategy; stdcall;
begin
   FreeMem(Currency)
end;

procedure ResetStrategy; stdcall;
begin
   OrderHandle := -1
   
end;

procedure GetSingleTick; stdcall;
var
CCI: Double;
begin

if Symbol <> string(Currency) then exit;
SetCurrencyAndTimeframe(Symbol, TimeFrame);
CCI :=   GetIndicatorValue(CCI1, 1,0);

if (OrderHandle = 0) and (CCI > CCIUPPER) then
begin
SendInstantOrder(Symbol, op_Buy, LotSize, Ask - 20*Point, Ask + 50*Point, '',0, OrderHandle);
OrderStyle := tp_Buy;
OpenTime := Time(0)
end;

if (OrderHandle = 0) and (CCI < CCILOWER) then
begin
SendInstantOrder(Symbol, op_Sell, LotSize, Ask + 20*Point, Ask - 50*Point, '', 0, OrderHandle);
OrderStyle := tp_Sell;
OpenTime := Time(0)
end;


     
end;

exports
  InitStrategy,
  DoneStrategy,
  ResetStrategy,
  GetSingleTick,
  ReplaceStr;

end.
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FT Support



Joined: 11 Jul 2009
Posts: 901
PostPosted: Tue Jun 07, 2011 7:28 pm    Post subject: Reply with quote
Hello,

It seems that the problem is:

- you have "OrderHandle := -1" in "ResetStrategy" procedure

- you also have "if (OrderHandle = 0)" condition which will never be "true" because OrderHandle is always -1
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pthomas82



Joined: 11 Aug 2010
Posts: 45
PostPosted: Tue Jun 07, 2011 8:33 pm    Post subject: Reply with quote
Awesome, thanks support! I'll get trying that. Also any code I build i'll throw up here. I believe the community will find it easier to learn with more code to copy from!

Thanks for your help!
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pthomas82



Joined: 11 Aug 2010
Posts: 45
PostPosted: Wed Jun 08, 2011 9:55 am    Post subject: Reply with quote
Ok - so I got it working, a mixture of problems - the main one was not creating the indicator.

So below is the code for shareing! Basically it just goes long or short when the CCI hits a certain level.


Code:
 library CCIOPTIONS;

uses
  SysUtils,
  Classes,
  StrategyInterfaceUnit,
  TechnicalFunctions;

var
  Currency: PChar = nil;
  TimeFrame: integer;
  LotSize: double;
  CCICURRENT: Double;
  CCI: integer;
  STOPLOSS: Integer;
  TAKEPROFIT: Integer;
  CCIUPPER: Integer;
  CCILOWER: Integer;

  OrderHandle: integer;
  OrderStyle: TTradePositionType;
  OpenTime: TDateTime;




procedure InitStrategy; stdcall;
begin
  StrategyShortName('CCI OPTIONS');
  StrategyDescription('CCI level strategy');

  RegOption('Currency', ot_Currency, Currency);
  ReplaceStr(Currency, 'EURUSD');

  RegOption('Timeframe', ot_Timeframe, TimeFrame);
  TimeFrame := PERIOD_M1;

  RegOption('LotSize', ot_Double, LotSize);
  SetOptionDigits('LotSize', 1);
  lotSize := 0.1;

  RegOption('STOPLOSS (PIPS)', ot_Integer, STOPLOSS);
  STOPLOSS := 20;

  RegOption('TAKE PROFIT (PIPS)', ot_Integer, TAKEPROFIT);
  TAKEPROFIT := 20;

  RegOption('CCI UPPER BUY LEVEL', ot_Integer, CCIUPPER);
  CCIUPPER := 200;

  RegOption('CCI LOWER SELL LEVEL', ot_Integer, CCILOWER);
  CCILOWER := 200;

end;

procedure DoneStrategy; stdcall;
begin
   FreeMem(Currency)
end;

procedure ResetStrategy; stdcall;
begin
   OrderHandle := -1;
   CCI := CreateIndicator('EURUSD', Period_M1, 'CCI', '100');

end;

procedure GetSingleTick; stdcall;

begin

if Symbol <> string(Currency) then exit;
SetCurrencyAndTimeframe(Symbol, TimeFrame);
CCICURRENT := GetIndicatorValue(CCI, 0, 1);

     
if (OrderHandle = -1) and (CCICURRENT >CCIUPPER) then
begin
SendInstantOrder(Symbol, op_Buy, LotSize, 0, 0, '',0, OrderHandle);
OrderStyle := tp_Buy;
OpenTime := Time(0)
end;

if (OrderHandle = -1) and (CCICURRENT <-CCILOWER) then
begin
SendInstantOrder(Symbol, op_Sell, LotSize, 0, 0, '', 0, OrderHandle);
OrderStyle := tp_Sell;
OpenTime := Time(0)
end;

if OrderSelect(0, SELECT_BY_POS, MODE_TRADES) THEN
if (OrderHandle <> -1) and (OrderProfitPips >= TAKEPROFIT) or (OrderProfitPips <=-STOPLOSS) then
begin
CloseOrder(OrderHandle);
OrderHandle := -1;
End;


     
end;

exports
  InitStrategy,
  DoneStrategy,
  ResetStrategy,
  GetSingleTick,
  ReplaceStr;

end.



Now one thing I can not do is get the CCI value (in this case 100) as a variable

Code:
CCI := CreateIndicator('EURUSD', Period_M1, 'CCI', '100');


I've tried defining a variable for '100' but, the problem is that the variable is an integer and the code needs a string. Anyone have any ideas?
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pthomas82



Joined: 11 Aug 2010
Posts: 45
PostPosted: Wed Jun 08, 2011 11:49 am    Post subject: Reply with quote
Also, How can i look back to the previous bar,

for example: If (CCI value 1
bar ago < 200) and (CCI value current bar > 200) then ... ... ...

Thanks again Smile
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FT Support



Joined: 11 Jul 2009
Posts: 901
PostPosted: Fri Jun 10, 2011 11:29 am    Post subject: Reply with quote
use GetIndicatorValue(CCI, 1, 1); to get previous CCI value
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pthomas82



Joined: 11 Aug 2010
Posts: 45
PostPosted: Fri Jun 10, 2011 12:08 pm    Post subject: Reply with quote
Thanks again Mike,

IM learning heaps every day! Your software is great and the language seems pretty easy!
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