I require a cBot to extract historical data ("Close") at end each bar and export into a text file onto a specified directory, then run with Putty/Plink a script located on a folder shared between the host (Windows) and client (Ubuntu). The running of the script generates an output file in which a trading decision is to be read. An order is then placed accordingly in cAlgo.
The environment is Windows 7 with cAlgo installed, Vmware workstation 12 player has been installed and the script to run is located in the Shared directory between host and client.
At the end of each bar the previous trade opened is to be closed before the new historical data including last Close is exported and script run again.
Parameters in the cAlgo should to the minimum be: "Look bars back" for historical export, "Path to shared folder", "Input filename", Output filename", and also for connection to Linux box with "username", "IP address", "script filename".
The successful freelancer will have to replicate the environment with cAlgo installed, Vmware workstation 12 player installed and latest 64bit Ubuntu, the script for testing will not be provided but you can use any basic script that go "up" if any of last 3 "Close" have been broken upward or"short" if any of last 3 "Close" have broken downward.
This cBot will have to be working in live feed and in backtesting mode, so not sure how the extraction of historical data needs to be done so that there is no bias/look into the future bars. Very important to be able to backtest the script obviously.
there should be some debugging dialog appearing on the chart window to see what the cBot is doing at every step.
The c# code will have to be provided with source visible for future improvements.
Attached are format required for the input / output files.
The backtesting in cAlgo need to be done as a walkforward, meaning the cBot is only used on past historical data stored in the input.dat file and then the script is run for getting the trading decision.
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Putting in a bid here because I'm interested. Still haven't throughly studied your description and attachments. I will update this to a proper response in a few hours please.
Pro algo trader using CAlgo and C#, running similar bots on VPS at the moment, check for more details on Twitter #MOFuturesFX handle @futuresmo. PM for more details