public int run_cat_trail(GF.Api.Positions.PositionChangedEventArgs e)
{
//var account = gfClient.Accounts.Get().FirstOrDefault();
//Should be inside loop ? Called inside loop?
//var positions = GetOpenPositions(account, e); //Just in case we need more detail / Safety...
int ret = 0;
foreach (var pos in e.AsArray())
{
ret = check_ts_cs(pos);
switch (ret)
{
case 0:
break;
case -1:
Console.WriteLine($"CatStop Triggered -- Exiting position in {e.ContractPosition.Contract.Symbol}");
break;
case 1:
Console.WriteLine($"TrailStop Triggered -- Exiting position in {e.ContractPosition.Contract.Symbol}");
break;
default:
Console.WriteLine($"Error -- Please check position in {e.ContractPosition.Contract.Symbol}");
break;
}
if (ret != 0)
{
var qty = Math.Abs(e.ContractPosition.Net.Volume);
if (e.ContractPosition.Net.Volume < 0)
{
PlaceOrder(gfClient, e.ContractPosition.Contract.ElectronicContract, OrderSide.BuyToCover, qty);
Console.WriteLine("SX order sent.");
}
if (e.ContractPosition.Net.Volume > 0)
{
PlaceOrder(gfClient, e.ContractPosition.Contract.ElectronicContract, OrderSide.Sell, qty);
Console.WriteLine("LX order sent.");
}
}
}
return(ret);
}
public IEnumerable <GF.Api.Positions.IPosition> GetOpenPositions(GF.Api.Accounts.IAccount account, GF.Api.Positions.PositionChangedEventArgs e)
{
//Made active an ATTRIBUTE / PROPERTY -- now can be called whenever.
//GF.Api.Positions.IPosition[] active = { }; //Should I make this a fixed memory level ? Will Dynamic create overflow?
int idx = 0;
foreach (var pos in e.AsArray())
{
//If Matched Account, Has fills, and has Open Position PNL... Add to active.
if (e.ContractPosition.Account.ID == account.ID & e.ContractPosition.Fills != null & e.ContractPosition.OTE != 0)
{
//Console.WriteLine(pos);
active[idx] = pos.ContractPosition;
}
idx += 1;
}
//Real purpose -- return changed positions -- > To feed into TrailStop.
return(active);
}