public override double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal)
{
if (signal.getSignal() < 0)
{
return strategy.MarketInfo(symbol, (int)MARKET_INFO.MODE_BID) + strategy.iATR(symbol, (int)timeframe, atrPeriods, atrShift);
}
else
{
return strategy.MarketInfo(symbol, (int)MARKET_INFO.MODE_ASK) - strategy.iATR(symbol, (int)timeframe, atrPeriods, atrShift);
}
}
public override double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal)
{
double range = strategy.iHigh(symbol, (int)timeframe, 1) - strategy.iLow(symbol, (int)timeframe, 1);
if (signal.getSignal() == (int)SignalResult.SELLMARKET)
{
return strategy.MarketInfo(symbol, (int)MARKET_INFO.MODE_BID) - pips* strategy.pipToPoint(symbol);
}
else
{
return strategy.MarketInfo(symbol, (int)MARKET_INFO.MODE_ASK) + pips* strategy.pipToPoint(symbol);
}
}
public override double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal)
{
if (signal.getSignal() == SignalResult.SELLMARKET)
{
double current_high = strategy.iHigh(symbol, (int)timeframe, 0);
for (int i = 1; strategy.iHigh(symbol, (int)timeframe, i) > current_high; i++)
{
current_high = strategy.iHigh(symbol, (int)timeframe, i);
}
return current_high + pipTolerance * strategy.pipToPoint(symbol);
}
else
{
double current_low = strategy.iLow(symbol, (int)timeframe, 0);
for (int i = 1; strategy.iLow(symbol, (int)timeframe, i) < current_low; i++)
{
current_low = strategy.iLow(symbol, (int)timeframe, i);
}
return current_low - pipTolerance * strategy.pipToPoint(symbol);
}
}
public override double getTakeProfit(string symbol, SignalResult signal)
{
return fixedPipTakeProfit.getLevel(symbol, strategyTimeframe, signal);
}
// Method to return the stop loss level public abstract double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal);
public override double getStopLoss(string symbol, SignalResult signal)
{
return srStopLoss.getLevel(symbol, strategyTimeframe, signal);
}
public override double getTakeProfit(string symbol, SignalResult signal)
{
throw new NotImplementedException();
}
public abstract double getEntryPrice(String symbol, SignalResult signal);
public abstract DateTime getExpiry(String symbol, SignalResult signal);
public abstract double getStopLoss(String symbol, SignalResult signal);
public abstract double getTakeProfit(String symbol, SignalResult signal);
// Method to execute the trade
public void executeTrade(String symbol, SignalResult signal)
{
try
{
TRADE_OPERATION op;
double price, lots;
int slippage = 5000;
double stoploss = this.getStopLoss(symbol, signal);
double takeprofit = this.getTakeProfit(symbol, signal);
String comment = this.getComment(symbol);
int magic = this.getMagicNumber(symbol);
DateTime expiration = this.getExpiry(symbol, signal);
COLOR arrowColor = COLOR.Aqua;
double stopDistance;
DateTime lastBuyOpen, lastSellOpen;
bool openBuyOrder = false, openSellOrder = false, openBuyStopOrder = false, openSellStopOrder = false, openBuyLimitOrder = false, openSellLimitOrder = false;
if (signal.getSignal() == SignalResult.BUYMARKET)
{
op = TRADE_OPERATION.OP_BUY;
}
else if (signal.getSignal() == SignalResult.SELLMARKET)
{
op = TRADE_OPERATION.OP_SELL;
}
else if (signal.getSignal() == SignalResult.BUYSTOP)
{
op = TRADE_OPERATION.OP_BUYSTOP;
}
else if (signal.getSignal() == SignalResult.SELLSTOP)
{
op = TRADE_OPERATION.OP_SELLSTOP;
}
else if (signal.getSignal() == SignalResult.BUYLIMIT)
{
op = TRADE_OPERATION.OP_BUYLIMIT;
}
else if (signal.getSignal() == SignalResult.SELLLIMIT)
{
op = TRADE_OPERATION.OP_SELLLIMIT;
}
else
{
throw new Exception("Invalid Signal signal=" + signal);
}
//LOG.Debug("stopDistance: " + stopDistance);
//LOG.Debug("price: " + price);
//LOG.Debug("stoploss: " + stoploss);
//LOG.Debug("takeprofit: " + takeprofit);
// Check open trades on this symbol
for (int i = 0; i < OrdersTotal(); i++)
{
OrderSelect(i, (int)SELECTION_TYPE.SELECT_BY_POS, (int)SELECTION_POOL.MODE_TRADES);
if (OrderType() == (int)TRADE_OPERATION.OP_BUY && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
lastBuyOpen = OrderOpenTime();
openBuyOrder = true;
if (closeOnOpposingSignal && signal.getSignal() < 0)
{
closeOutThisOrder(symbol);
}
}
else if (OrderType() == (int)TRADE_OPERATION.OP_SELL && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
lastSellOpen = OrderOpenTime();
openSellOrder = true;
if (closeOnOpposingSignal && signal.getSignal() > 0)
{
closeOutThisOrder(symbol);
}
}
else if (OrderType() == (int)TRADE_OPERATION.OP_BUYSTOP && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
openBuyStopOrder = true;
}
else if (OrderType() == (int)TRADE_OPERATION.OP_SELLSTOP && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
openSellStopOrder = true;
}
else if (OrderType() == (int)TRADE_OPERATION.OP_BUYLIMIT && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
openBuyLimitOrder = true;
}
else if (OrderType() == (int)TRADE_OPERATION.OP_SELLLIMIT && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
openSellLimitOrder = true;
}
}
// Calculate lots
double entryPrice = this.getEntryPrice(symbol, signal);
if (signal.getSignal() > 0)
{
stopDistance = entryPrice - stoploss;
}
else
{
stopDistance = stoploss - entryPrice;
}
lots = this.getLotSize(symbol, stopDistance);
if ((signal.getSignal() == SignalResult.BUYMARKET && !openBuyOrder)
|| (signal.getSignal() == SignalResult.SELLMARKET && !openSellOrder)
|| (signal.getSignal() == SignalResult.BUYLIMIT && !openBuyLimitOrder && !openBuyOrder)
|| (signal.getSignal() == SignalResult.SELLLIMIT && !openSellLimitOrder && !openSellOrder)
|| (signal.getSignal() == SignalResult.BUYSTOP && !openBuyStopOrder && !openBuyOrder)
|| (signal.getSignal() == SignalResult.SELLSTOP && !openSellStopOrder && !openSellOrder))
{
LOG.Info(String.Format("Executing Trade at " + DateUtil.FromUnixTime((long)MarketInfo(symbol, (int)MARKET_INFO.MODE_TIME)) +
"\n\tsymbol:\t{0}" +
"\n\top:\t\t{1}" +
"\n\tlots:\t\t{2}" +
"\n\tentryPrice:\t{3}" +
"\n\tslippage:\t{4}" +
"\n\tstoploss:\t{5}" +
"\n\ttakeprofit:\t{6}" +
"\n\tcomment:\t{7}" +
"\n\tmagic:\t\t{8}" +
"\n\texpiration:\t{9}" +
"\n\tarrowColor:\t{0}", symbol, (int) op, lots, entryPrice, slippage, stoploss, takeprofit, comment, magic, expiration, arrowColor));
OrderSend(symbol, (int)op, lots, entryPrice, slippage, stoploss, takeprofit, comment, magic, expiration, arrowColor);
}
}
catch (Exception e)
{
LOG.Error(e);
throw;
}
}
public override DateTime getExpiry(string symbol, SignalResult signal)
{
throw new NotImplementedException();
}
public override double getEntryPrice(string symbol, SignalResult signal)
{
throw new NotImplementedException();
}
public override double getEntryPrice(string symbol, SignalResult signal)
{
if (signal.getSignal() == SignalResult.BUYMARKET)
{
return this.MarketInfo(symbol, (int)MARKET_INFO.MODE_ASK);
}
else
{
return this.MarketInfo(symbol, (int)MARKET_INFO.MODE_BID);
}
}
// Non Abstract methods
public double getStopEntry(String symbol, SignalResult signal)
{
return 0;
}
public override DateTime getExpiry(string symbol, SignalResult signal)
{
return DateUtil.FromUnixTime(0); //epoch
}
public override double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal)
{
return 0;
}
// Method to return the Take Profit Level public abstract double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal);
public override double getStopLoss(string symbol, SignalResult signal)
{
throw new NotImplementedException();
}
