public DollarTrailingStop(Position position, Spud <double> close, double stopLoss, string name, QREBridgeBase bridge)
: base(position, name, STOP, close.manager)
{
this.close = close;
this.stopLoss = stopLoss;
this.bridge = bridge;
tradePnl = close.transform(price => position.pnlNoSlippage(price, bridge.arguments().runInNativeCurrency, bridge.fxRate(position.symbol)));
highWaterMark = dependsOn(new Max(tradePnl));
}
protected override double exitLevel()
{
return(position.priceAtPnlNoSlippage(Math.Max(0, highWaterMark) - stopLoss, bridge.arguments().runInNativeCurrency, bridge.fxRate(position.symbol)));
}
public SystemArguments arguments()
{
return(bridge.arguments());
}
public static S create <S>(QREBridgeBase bridge) where S : System
{
return(create <S>(bridge.arguments().parameters.systemClassName(), bridge));
}