Bypassing-Binance-s-TP-SL-orders-in-C

2024-08-09T12:16:56Z - 2024-08-09T12:16:56Z ago

Bypassing Binance's TP / SL orders in C#

Hello there,

EDIT: for TP I noticed you have normal limit orders, just checked the code - and the numbers are always fixed value so that's good, just need help with Stop orders now - how do I allow for some slippage if I choose StopLimit orders?

So I have backtested a simple strategy which turns out to be profitable (image 1), and it includes take profit targets, and stop loss order - at a fixed price% - for example, 10% below the price it got bought at.

However, I know that Binance spot API trading doesn't really allow either of them. Is there any way in C# to mimic these types of orders with limit orders (stop limit and stop buy)? But they have to be based on fixed price target, not relative to candlestick changes - if ETHUSDT got bought at 2500 and SL is 2250, it should stay 2250 ten candlesticks later.

Is it possible to provide an example on how to code this in C#? In next post I'll give the code of the strategy.

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eonus8

2024-08-09T12:17:02Z - 2024-08-09T12:17:02Z ago

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;


namespace WealthScript2 
{
    public class MyStrategy : UserStrategyBase
    {
       public MyStrategy() : base()
        {
         AddParameter("BUY PERC", ParameterType.Double, 2, 5, 10, 0.1);
         AddParameter("STOPLOSS", ParameterType.Double, 10, 2, 20, 0.1);
         AddParameter("PROFIT", ParameterType.Double, 10, 1, 10, 0.1);

            StartIndex = 0;
        }

        public override void Initialize(BarHistory bars)
        {
         source = bars.Close;
         pct = Parameters[0].AsDouble;
         pct = (100.0 - pct) / 100.0;
         multSource = source * pct;
         PlotStopsAndLimits(3);
         trailing = false;
         PlotStopsAndLimits(3);
         PlotStopsAndLimits(3);

            foreach(IndicatorBase ib in _startIndexList)
                if (ib.FirstValidIndex > StartIndex)
                    StartIndex = ib.FirstValidIndex;
        }


        public override void Execute(BarHistory bars, int idx)
        {
         int index = idx;
         bool condition0;
            condition0 = false;
            {
               if (OpenPositions.Count <= 3)
               {
                  condition0 = true;
               }
            }
            if (condition0)
            {
               Backtester.CancelationCode = 1;
               val = multSource[idx];
               _transaction = PlaceTrade(bars, TransactionType.Buy, OrderType.Limit, val, 0, "Buy " + Parameters[0].AsDouble + "%  below " + source.Description);
            }
            {
            foreach(Position foundPosition0 in OpenPositions)
            {
               if (foundPosition0.PositionTag == 0)
               {
                  Backtester.CancelationCode = 1;
                  value = 1.0 - (Parameters[1].AsDouble / 100.0);
                  ClosePosition(foundPosition0, OrderType.Stop, foundPosition0.EntryPrice * value, "Sell at " + Parameters[1].AsDouble + "% stop loss");
               }
            }
            }
            {
            foreach(Position foundPosition0 in OpenPositions)
            {
               if (foundPosition0.PositionTag == 0)
               {
                  Backtester.CancelationCode = 1;
                  value2 = (Parameters[2].AsDouble / 100.0) + 1.0;
                  ClosePosition(foundPosition0, OrderType.Limit, foundPosition0.EntryPrice * value2, "Sell at " + Parameters[2].AsDouble + "% profit tgt");
               }
            }
            }

        }


        public override void NewWFOInterval(BarHistory bars)
        {
         source = bars.Close;
         pct = Parameters[0].AsDouble;
         pct = (100.0 - pct) / 100.0;
         multSource = source * pct;

        }

      public override void AssignAutoStopTargetPrices(Transaction t, double basisPrice, double executionPrice)
      {
         double price = 0;
         if (t.PositionTag == 0)
         {
            price = executionPrice * (1.0 - Parameters[1].AsDouble / 100.0);
            t.AssignAutoStopLossPrice(price);
         }
         if (t.PositionTag == 0)
         {
            price = executionPrice * (Parameters[2].AsDouble / 100.0 + 1.0);
            t.AssignAutoProfitTargetPrice(price);
         }
      }




      private double pct;
      private double val;
      private TimeSeries source;
      private TimeSeries multSource;
      private double value;
      private bool trailing;
      private double value2;

      private Transaction _transaction;
        private List<IndicatorBase> _startIndexList = new List<IndicatorBase>();
    }
}

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