public bool isOffsetCurrent(Position p)
{
Order l = Calc.PositionProfit(p, this);
Order s = Calc.PositionStop(p, this);
return((l.size == SentProfitSize) && (s.size == SentStopSize));
}
void doupdate(string sym, bool poschange)
{
// is update ignored?
if (IgnoreUpdate(sym))
{
return;
}
// get our offset values
OffsetInfo off = GetOffset(sym);
// see if we have profit
if (off.hasProfit)
{
// cancel existing profits
cancel(off.ProfitId);
// wait a moment to allow cancel to be received
System.Threading.Thread.Sleep(_cancelpause);
}
// see if we have stop
if (off.hasStop)
{
// cancel existing stops
cancel(off.StopId);
// wait a moment to allow cancel to be received
System.Threading.Thread.Sleep(_cancelpause);
}
if (!off.hasProfit)
{
// get new profit
Order profit = Calc.PositionProfit(_pt[sym], off.ProfitDist, off.ProfitPercent, off.NormalizeSize, off.MinimumLotSize);
// if it's valid, send and track it
if (profit.isValid)
{
profit.id = Ids.AssignId;
off.ProfitId = profit.id;
SendOffset(profit);
}
}
if (!off.hasStop)
{
// get new stop
Order stop = Calc.PositionStop(_pt[sym], off.StopDist, off.StopPercent, off.NormalizeSize, off.MinimumLotSize);
// if it's valid, send and track
if (stop.isValid)
{
stop.id = Ids.AssignId;
off.StopId = stop.id;
SendOffset(stop);
}
}
// make sure new offset info is reflected
SetOffset(sym, off);
}
void doupdate(string sym)
{
// is update ignored?
if (IgnoreUpdate(sym))
{
return;
}
// wait till next tick if we send cancels
bool sentcancel = false;
// get our offset values
OffsetInfo off = GetOffset(sym);
// get position
Position p = new PositionImpl(_pt[sym]);
// if we're flat, nothign to do
if (p.isFlat)
{
return;
}
// see whats current
bool cprofit = off.isProfitCurrent(p);
bool cstop = off.isStopCurrent(p);
// if not current, mark for update
bool updateprofit = !cprofit;
bool updatestop = !cstop;
// if we're up to date then quit
if (!updatestop && !updateprofit)
{
return;
}
// see if we have stop update
if ((updatestop && off.hasStop && !CancelOnce) ||
(updatestop && off.hasStop && CancelOnce && !off.StopcancelPending))
{
// notify
if (!off.StopcancelPending)
{
debug(string.Format("attempting stop cancel: {0} {1}", sym, off.StopId));
}
// cancel existing stops
cancel(off.StopId);
// mark cancel pending
off.StopcancelPending = true;
// mark as sent
sentcancel |= true;
}
// see if we have profit update
if ((updateprofit && off.hasProfit && AllowSimulatenousCancels) ||
(updateprofit && off.hasProfit && AllowSimulatenousCancels && !sentcancel))
{
if (!CancelOnce || (CancelOnce && !off.ProfitcancelPending))
{
// notify
if (!off.ProfitcancelPending)
{
debug(string.Format("attempting profit cancel: {0} {1}", sym, off.ProfitId));
}
// cancel existing profits
cancel(off.ProfitId);
// mark cancel pending
off.ProfitcancelPending = true;
// mark as sent
sentcancel |= true;
}
}
// wait till next tick if we sent cancel
if (sentcancel && WaitAfterCancel)
{
return;
}
bool sentorder = false;
// send stop first
if (!off.hasStop)
{
// since we have no stop, it's cancel can't be pending
off.StopcancelPending = false;
// get new stop
Order stop = Calc.PositionStop(p, off.StopDist, off.StopPercent, off.NormalizeSize, off.MinimumLotSize);
// mark size
off.SentStopSize = stop.size;
// if it's valid, send and track
if (stop.isValid)
{
stop.id = Ids.AssignId;
off.StopId = stop.id;
SendOrderEvent(stop);
// notify
debug(string.Format("sent new stop: {0} {1}", stop.id, stop.ToString(DebugDecimals)));
sentorder = true;
}
else if (_verbdebug)
{
debug(sym + " invalid stop: " + stop.ToString(DebugDecimals));
}
}
if ((!off.hasProfit && AllowSimulatenousOrders) || (!off.hasProfit && !AllowSimulatenousOrders && !sentorder))
{
// since we have no stop, it's cancel can't be pending
off.ProfitcancelPending = false;
// get new profit
Order profit = Calc.PositionProfit(p, off.ProfitDist, off.ProfitPercent, off.NormalizeSize, off.MinimumLotSize);
// mark size
off.SentProfitSize = profit.size;
// if it's valid, send and track it
if (profit.isValid)
{
profit.id = Ids.AssignId;
off.ProfitId = profit.id;
SendOrderEvent(profit);
// notify
debug(string.Format("sent new profit: {0} {1}", profit.id, profit.ToString(DebugDecimals)));
sentorder = true;
}
else if (_verbdebug)
{
debug(sym + " invalid profit: " + profit.ToString(DebugDecimals));
}
}
// make sure new offset info is reflected
SetOffset(sym, off);
}
void doupdate(string sym)
{
// is update ignored?
if (IgnoreUpdate(sym))
{
return;
}
// wait till next tick if we send cancels
bool sentcancel = false;
// get our offset values
OffsetInfo off = GetOffset(sym);
// if we're up to date then quit
if (off.isOffsetCurrent(_pt[sym]))
{
return;
}
// see if we have profit
if (off.hasProfit)
{
// notify
if (!off.ProfitcancelPending)
{
debug(string.Format("attempting profit cancel: {0} {1}", sym, off.ProfitId));
}
// cancel existing profits
cancel(off.ProfitId);
// mark cancel pending
off.ProfitcancelPending = true;
// mark as sent
sentcancel |= true;
}
// see if we have stop
if (off.hasStop)
{
// notify
if (!off.StopcancelPending)
{
debug(string.Format("attempting stop cancel: {0} {1}", sym, off.StopId));
}
// cancel existing stops
cancel(off.StopId);
// mark cancel pending
off.StopcancelPending = true;
// mark as sent
sentcancel |= true;
}
// wait till next tick if we sent cancel
if (sentcancel)
{
return;
}
if (!off.hasProfit)
{
// since we have no stop, it's cancel can't be pending
off.ProfitcancelPending = false;
// get new profit
Order profit = Calc.PositionProfit(_pt[sym], off.ProfitDist, off.ProfitPercent, off.NormalizeSize, off.MinimumLotSize);
// mark size
off.SentProfitSize = profit.size;
// if it's valid, send and track it
if (profit.isValid)
{
profit.id = Ids.AssignId;
off.ProfitId = profit.id;
SendOffset(profit);
// notify
debug(string.Format("sent new profit: {0} {1}", profit.id, profit.ToString()));
}
}
if (!off.hasStop)
{
// since we have no stop, it's cancel can't be pending
off.StopcancelPending = false;
// get new stop
Order stop = Calc.PositionStop(_pt[sym], off.StopDist, off.StopPercent, off.NormalizeSize, off.MinimumLotSize);
// mark size
off.SentStopSize = stop.size;
// if it's valid, send and track
if (stop.isValid)
{
stop.id = Ids.AssignId;
off.StopId = stop.id;
SendOffset(stop);
// notify
debug(string.Format("sent new stop: {0} {1}", stop.id, stop.ToString()));
}
}
// make sure new offset info is reflected
SetOffset(sym, off);
}
public bool isStopCurrent(Position p)
{
Order s = Calc.PositionStop(p, this);
return(s.size == SentStopSize);
}
