void CalcNew(TransactionPairsBinary periodTrades)
{
var trade = TransactionPairBinary.Create();
trade.Enter(1, CurrentEquity, model.Ticks[0].Time, model.Ticks[0].Time, 0, 0, 0);
periodTrades.Add(trade);
}
public void ProfitLossException()
{
pair = TransactionPairBinary.Create();
using (BinaryStore tradeData = Factory.Engine.PageStore("TradeData")) {
TransactionPairsBinary tradesBinary = new TransactionPairsBinary(tradeData);
tradesBinary.Add(pair);
TransactionPairs trades = new TransactionPairs(null, new ProfitLossCallback(), tradesBinary);
double pnl = trades.CalcProfitLoss(0);
}
}
public void ProfitLoss()
{
Constructor();
double ProfitLoss = (pair.ExitPrice - pair.EntryPrice) * 1;
using (BinaryStore tradeData = Factory.Engine.PageStore("TradeData")) {
TransactionPairsBinary tradesBinary = new TransactionPairsBinary(tradeData);
tradesBinary.Add(pair);
TransactionPairs trades = new TransactionPairs(null, new ProfitLossCallback(), tradesBinary);
Assert.AreEqual(113096, trades.CalcProfitLoss(0), "ProfitLoss");
}
}
private void calcLosers()
{
TransactionPairsBinary other = new TransactionPairsBinary(trades.TradeData);
for (int i = 0; i < Trades.Count; i++)
{
if (Trades.CalcProfitLoss(i) <= lossBoundary)
{
other.Add(Trades.GetBinary(i));
}
}
losers = new BaseStats(new TransactionPairs(null, Trades.ProfitLossCalculation, other));
}
public void EnterComboTrade(LogicalFill fill)
{
TransactionPairBinary pair = TransactionPairBinary.Create();
pair.Enter(fill.Position, fill.Price, fill.Time, fill.PostedTime, model.Chart.ChartBars.BarCount, fill.OrderId, fill.OrderSerialNumber);
comboTradesBinary.Add(pair);
if (trace)
{
log.Trace("Enter trade: " + pair);
}
if (model is Strategy)
{
Strategy strategy = (Strategy)model;
LogicalOrder filledOrder;
if (!strategy.TryGetOrderById(fill.OrderId, out filledOrder))
{
throw new ApplicationException("A fill for order id: " + fill.OrderId + " was incorrectly routed to: " + strategy.Name);
}
strategy.OnEnterTrade(fill, filledOrder);
}
}