public static void StrategyUpdateTickets(StrategyBase strategy, SpreadTraderWindow stw, Queue <SingleSpread> spreads, double displayedprice, string strratio, LegEntryType leg1entrytype, LegEntryType leg2entrytype, object ieh)
{
List <SpreadOrderTicket> ticketstoremove = new List <SpreadOrderTicket>();
lock (stw.tickets)
{
if (stw.tickets.Count > 0)
{
foreach (SpreadOrderTicket ticket in stw.tickets)
{
if (ticket.EntryConditionSatisfied(displayedprice))
{
Guid newguid = Guid.NewGuid();
ticket.Guid = newguid;
ticketstoremove.Add(ticket);
ClickhandlerArgs A = new ClickhandlerArgs(ticket.ClickedButton, ticket.Units, newguid);
Zweistein.SpreadTraderWindow.StrategyHandleClickedButton(strategy, A, spreads, strratio, leg1entrytype, leg2entrytype, ieh);
// clickcustomhandler(A);
}
}
}
}
if (ticketstoremove.Count > 0)
{
foreach (SpreadOrderTicket t in ticketstoremove)
{
stw.Dispatcher.Invoke(new Action(() => stw.DeleteTicket(t)));
}
}
}
public static void StrategyHandleClickedButton(StrategyBase strategy, ClickhandlerArgs cha, Queue <SingleSpread> spreads, string strratio, LegEntryType leg1entrytype, LegEntryType leg2entrytype, object ieh)
{
int _units = cha.Units;
// bool b= mut.WaitOne(new TimeSpan(0,0,3));
// if (b == false) throw new TimeoutException("clickcustomhandler mutex timeout");
switch (cha.ClickedButton)
{
case ClickedButton.Close:
lock (spreads){
foreach (SingleSpread spread in spreads)
{
spread.Exit(LegExitType.Market, LegExitType.Market);
}
}
break;
case ClickedButton.Reverse:
lock (spreads){
foreach (SingleSpread s in spreads)
{
s.Reverse();
}
}
break;
case ClickedButton.GoLong:
lock (spreads){
foreach (SingleSpread s in spreads)
{
if (s.MarketPosition != MarketPosition.Long)
{
Zweistein.NinjaTraderLog.Process("GoLong: already Short", "", LogLevel.Error, LogCategories.User);
if (strategy.TraceOrders)
{
strategy.Print("GoLong: already Short");
}
return;
}
}
//strategy.Account.Currency
SingleSpread spread = new SingleSpread(MarketPosition.Long, _units, strratio, strategy);
spread.Entry(leg1entrytype, leg2entrytype);
IExitHandling eh = ieh as IExitHandling;
spread.setIExitHandling(eh);
if (cha.Guid != null)
{
spread.Guid = cha.Guid;
}
spreads.Enqueue(spread);
}
break;
case ClickedButton.GoShort:
lock (spreads){
foreach (SingleSpread s in spreads)
{
if (s.MarketPosition != MarketPosition.Short)
{
Zweistein.NinjaTraderLog.Process("GoShort: already Long", "", LogLevel.Error, LogCategories.User);
if (strategy.TraceOrders)
{
strategy.Print("GoShort: already Long");
}
return;
}
}
SingleSpread spread = new SingleSpread(MarketPosition.Short, _units, strratio, strategy);
spread.Entry(leg1entrytype, leg2entrytype);
IExitHandling eh = ieh as IExitHandling;
spread.setIExitHandling(eh);
if (cha.Guid != null)
{
spread.Guid = cha.Guid;
}
spreads.Enqueue(spread);
}
break;
}
}
public void Entry(LegEntryType et1, LegEntryType et2)
{
if (entry[0].Order != null || entry[1].Order != null)
{
return;
}
if (exit[0].Order != null || exit[1].Order != null)
{
return;
}
if (mleg1 == MarketPosition.Flat)
{
return;
}
double limitleg1 = 0;
double limitleg2 = 0;
if (et1 == LegEntryType.Market)
{
limitleg1 = 0;
}
if (et2 == LegEntryType.Market)
{
limitleg2 = 0;
}
OrderAction[] o = { OrderAction.Buy, OrderAction.SellShort };
string[] o_name = { "Buy_X", "SellShort_Y" };
if (mleg1 == MarketPosition.Long)
{
if (et1 == LegEntryType.JoinBidOrAsk)
{
limitleg1 = strategybase.GetCurrentBid(0);
}
if (et2 == LegEntryType.JoinBidOrAsk)
{
limitleg2 = strategybase.GetCurrentAsk(1);
}
}
if (mleg1 == MarketPosition.Short)
{
o = new OrderAction[] { OrderAction.SellShort, OrderAction.Buy };
o_name = new String[] { "SellShort_X", "Buy_Y" };
if (et1 == LegEntryType.JoinBidOrAsk)
{
limitleg1 = strategybase.GetCurrentAsk(0);
}
if (et2 == LegEntryType.JoinBidOrAsk)
{
limitleg2 = strategybase.GetCurrentBid(1);
}
}
if (strategybase.TraceOrders)
{
strategybase.Print(strategybase.Time[0].ToString() + " Entry:" + strategybase.Instruments[0].FullName + " " + o_name[0] + "; " + strategybase.Instruments[1].FullName + " " + o_name[1]);
}
if (lots1 != 0)
{
entry[0].Order = strategybase.SubmitOrderUnmanaged(0, o[0], (limitleg1 == 0) ? OrderType.Market : OrderType.Limit, lots1, limitleg1, 0, "", o_name[0]);
}
if (lots2 != 0)
{
entry[1].Order = strategybase.SubmitOrderUnmanaged(1, o[1], (limitleg2 == 0) ? OrderType.Market : OrderType.Limit, lots2, limitleg2, 0, "", o_name[1]);
}
}
