public void OnProcessPosition(EventType eventType)
{
Tick tick = Strategy.Data.Ticks[0];
if (stopTradingToday || stopTradingThisWeek || stopTradingThisMonth)
{
return;
}
if ((strategySignal > 0) != strategy.Position.IsLong || (strategySignal < 0) != strategy.Position.IsShort)
{
strategySignal = strategy.Position.Current;
entryPrice = strategy.Position.Price;
maxPnl = 0;
position.Copy(strategy.Position);
trailStop = 0;
breakEvenStop = 0;
CancelOrders();
}
if (position.HasPosition)
{
// copy signal in case of increased position size
double exitPrice;
if (strategySignal > 0)
{
exitPrice = tick.IsQuote ? tick.Bid : tick.Price;
pnl = (exitPrice - entryPrice).Round();
}
else
{
exitPrice = tick.IsQuote ? tick.Ask : tick.Price;
pnl = (entryPrice - exitPrice).Round();
}
maxPnl = pnl > maxPnl ? pnl : maxPnl;
if (stopLoss > 0)
{
processStopLoss(tick);
}
}
}
public void OnProcessPosition()
{
Tick tick = Strategy.Data.Ticks[0];
// Handle ActiveNow orders.
if (stopTradingToday || stopTradingThisWeek || stopTradingThisMonth)
{
return;
}
if ((strategySignal > 0) != context.Position.IsLong || (strategySignal < 0) != context.Position.IsShort)
{
strategySignal = context.Position.Current;
entryPrice = context.Position.Price;
maxPnl = 0;
position.Copy(context.Position);
trailStop = 0;
breakEvenStop = 0;
CancelOrders();
}
if (position.HasPosition)
{
// copy signal in case of increased position size
double exitPrice;
if (strategySignal > 0)
{
exitPrice = tick.IsQuote ? tick.Bid : tick.Price;
pnl = (exitPrice - entryPrice).Round();
}
else
{
exitPrice = tick.IsQuote ? tick.Ask : tick.Price;
pnl = (entryPrice - exitPrice).Round();
}
maxPnl = pnl > maxPnl ? pnl : maxPnl;
if (stopLoss > 0)
{
processStopLoss(tick);
}
if (trailStop > 0)
{
processTrailStop(tick);
}
if (breakEven > 0)
{
processBreakEven(tick);
}
if (targetProfit > 0)
{
processTargetProfit(tick);
}
if (dailyMaxProfit > 0)
{
processDailyMaxProfit(tick);
}
if (dailyMaxLoss > 0)
{
processDailyMaxLoss(tick);
}
if (weeklyMaxProfit > 0)
{
processWeeklyMaxProfit(tick);
}
if (weeklyMaxLoss > 0)
{
processWeeklyMaxLoss(tick);
}
if (monthlyMaxProfit > 0)
{
processMonthlyMaxProfit(tick);
}
if (monthlyMaxLoss > 0)
{
processMonthlyMaxLoss(tick);
}
}
context.Position.Copy(position);
}