protected override void OnStateChange()
{
try {
if (State == State.SetDefaults)
{
if (TraceOrders)
{
Print(this.ToString() + ", State=" + State.ToString());
}
Description = @"Base Strategy for SpreadTrader, do no edit!";
Name = "SpreadExitStrategy";
Zweistein.SpreadTraderWindow.StrategySetDefaults(this);
Units = 1;
Calculate = Calculate.OnPriceChange;
base.BarsRequiredToTrade = 0;
Left = -1;
Top = -1;
}
else if (State == State.Configure)
{
AddDataSeries(strLeg2Instrument, BarsPeriod.BarsPeriodType, BarsPeriod.Value);
Zweistein.Money.UpdateRates();
}
else if (State == State.DataLoaded)
{
if (stw == null)
{
string tmp = "";
for (int i = 0; i < 3; i++)
{
tmp = (string)DisplayName.Clone();
if (tmp.Contains("?"))
{
Zweistein.NinjaTraderLog.Process("SpreadExitstrategy.OnStateChange():", "tmp=" + tmp, LogLevel.Warning, LogCategories.Strategy);
System.Threading.Thread.Sleep(500);
}
else
{
break;
}
}
stw = Zweistein.SpreadTraderWindow.StrategyDataLoaded(this, Left, Top, spreads, tmp);
if (TraceOrders)
{
Print("stw=" + stw != null?tmp + ":" + stw.ToString():"null");
}
}
}
else if (State == State.Transition)
{
if (string.IsNullOrEmpty(FirstLoadUTC))
{
FirstLoadUTC = DateTime.Now.ToUniversalTime().ToString("o");
}
if (TraceOrders)
{
Print(State.ToString() + " " + FirstLoadUTC);
Print(spreads.Count.ToString() + " Spreads found");
}
baccount_exeupdate = true;
Account.ExecutionUpdate += Account_ExecutionUpdate;
if (stw != null)
{
Zweistein.SpreadTraderWindow.StrategyTransition(stw, spreads, Tickets);
}
}
else if (State == State.Terminated)
{
if (Account != null && baccount_exeupdate == true)
{
Account.ExecutionUpdate -= Account_ExecutionUpdate;
}
Zweistein.SpreadTraderWindow.StrategyTerminated(stw, spreads, Tickets);
}
}
catch (Exception ex) {
Print("State.:" + ex.Message);
}
}