public Alert CreateTakeProfitFromPositionPrototype(Position position)
{
PositionPrototype proto = position.Prototype;
if (proto.TakeProfitPositiveOffset == 0)
{
string msg = "What should Activator do with proto.StopLossNegativeOffset=0?";
throw new Exception(msg);
}
Alert alertTakeProfit = executor.SellOrCoverAlertCreateDontRegister(
executor.Bars.BarStreaming,
position, proto.PriceTakeProfit,
"protoTakeProfitExit:" + proto.TakeProfitPositiveOffset
+ "@" + proto.PriceTakeProfit + " for " + position.EntrySignal,
MarketConverter.ExitDirectionFromLongShort(position.Prototype.LongShort),
MarketLimitStop.Limit);
if (alertTakeProfit == null)
{
string msg = "alertTakeProfit should NOT be null";
throw new Exception(msg);
}
proto.TakeProfitAlertForAnnihilation = alertTakeProfit;
return(alertTakeProfit);
}
public Alert CreateStopLossFromPositionPrototype(Position position)
{
//if (this.executor.checkPrototypeAlreadyPlaced(position)) return;
PositionPrototype proto = position.Prototype;
if (proto.StopLossNegativeOffset == 0)
{
string msg = "What should Activator do with proto.StopLossNegativeOffset=0?";
throw new Exception(msg);
}
if (proto.StopLossNegativeOffset == 0)
{
string msg = this.ReasonWhyNewStopLossOffsetDoesntMakeSense(position, proto.StopLossNegativeOffset);
if (String.IsNullOrEmpty(msg) == false)
{
string msg2 = "What should Activator do with sense-less proto.StopLossNegativeOffset[" + proto.StopLossNegativeOffset + "], ";
throw new Exception(msg2, new Exception(msg));
}
}
MarketLimitStop simpleStopIfActivationZero = (proto.StopLossActivationNegativeOffset == 0) ? MarketLimitStop.Stop : MarketLimitStop.StopLimit;
Alert alertStopLoss = executor.SellOrCoverAlertCreateDontRegister(
executor.Bars.BarStreaming,
position, proto.PriceStopLoss,
"protoStopLossExit:" + proto.StopLossActivationNegativeOffset
+ "@" + proto.StopLossNegativeOffset + " for " + position.EntrySignal,
MarketConverter.ExitDirectionFromLongShort(proto.LongShort),
simpleStopIfActivationZero);
if (alertStopLoss == null)
{
string msg = "alertStopLoss should NOT be null";
throw new Exception(msg);
}
alertStopLoss.PriceStopLimitActivation = 0;
if (proto.StopLossActivationNegativeOffset < 0)
{
alertStopLoss.PriceStopLimitActivation = proto.PriceStopLossActivation;
}
if (proto.StopLossAlertForAnnihilation != null && this.executor.Backtester.IsBacktestingNow == false)
{
string msg = "CLEANUP: I was trying to catch MoveStopLoss::if(proto.StopLossAlertForAnnihilation==null)"
+ " so I thought there is a new prototype assigned to a position,"
+ " since we never put null directly proto.StopLossAlertForAnnihilation";
throw new Exception(msg);
}
proto.StopLossAlertForAnnihilation = alertStopLoss;
return(alertStopLoss);
}
