public Alert ExitAlertCreate(Bar exitBar, Position position, double stopOrLimitPrice, string signalName,
Direction direction, MarketLimitStop exitMarketLimitStop)
{
this.checkThrowEntryBarIsValid(exitBar);
this.checkThrowPositionToCloseIsValid(position);
double priceScriptOrStreaming = stopOrLimitPrice;
OrderSpreadSide orderSpreadSide = OrderSpreadSide.Unknown;
if (exitMarketLimitStop == MarketLimitStop.Market)
{
priceScriptOrStreaming = this.getStreamingPriceForMarketOrder(exitMarketLimitStop, direction, out orderSpreadSide);
}
PositionLongShort longShortFromDirection = MarketConverter.LongShortFromDirection(direction);
double exitPriceScript = exitBar.ParentBars.SymbolInfo.RoundAlertPriceToPriceLevel(
priceScriptOrStreaming, true, longShortFromDirection, exitMarketLimitStop);
Alert alert = new Alert(exitBar, position.Shares, exitPriceScript, signalName,
direction, exitMarketLimitStop, orderSpreadSide,
//this.executor.Script,
this.executor.Strategy);
alert.AbsorbFromExecutor(executor);
alert.PositionAffected = position;
// moved to CallbackAlertFilled - we can exit by TP or SL - and position has no clue which Alert was filled!!!
//position.ExitCopyFromAlert(alert);
alert.PositionAffected.ExitAlertAttach(alert);
return(alert);
}
public Alert EntryAlertCreate(Bar entryBar, double stopOrLimitPrice, string entrySignalName,
Direction direction, MarketLimitStop entryMarketLimitStop)
{
this.checkThrowEntryBarIsValid(entryBar);
double priceScriptOrStreaming = stopOrLimitPrice;
OrderSpreadSide orderSpreadSide = OrderSpreadSide.Unknown;
if (entryMarketLimitStop == MarketLimitStop.Market)
{
priceScriptOrStreaming = this.getStreamingPriceForMarketOrder(entryMarketLimitStop, direction, out orderSpreadSide);
}
PositionLongShort longShortFromDirection = MarketConverter.LongShortFromDirection(direction);
// ALREADY_ALIGNED_AFTER GetAlignedBidOrAskForTidalOrCrossMarketFromStreaming
double entryPriceScript = entryBar.ParentBars.SymbolInfo.RoundAlertPriceToPriceLevel(
priceScriptOrStreaming, true, longShortFromDirection, entryMarketLimitStop);
double shares = this.executor.PositionSizeCalculate(entryBar, entryPriceScript);
Alert alert = new Alert(entryBar, shares, entryPriceScript, entrySignalName,
direction, entryMarketLimitStop, orderSpreadSide,
//this.executor.Script,
this.executor.Strategy);
alert.AbsorbFromExecutor(executor);
return(alert);
}
