private void button_Click(object sender, RoutedEventArgs e)
{
System.Reflection.Assembly assembly = System.Reflection.Assembly.GetExecutingAssembly();
//if (stw==null) stw = SpreadTraderWindow.CreateFromBaml(assembly);
//Zweistein.Diagnostics.doSnoopWindow(this);
if (stw == null)
{
stw = new SpreadTraderWindow();
NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy strategy = new NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy();
stw.fromStrategy(strategy);
stw.InitializeComponent();
stw.FillGrid();
}
if (stw != null)
{
stw.Show();
}
}
public TargetExitQuantity ExitNow(SingleSpread spread)
{
if (DateTime.Now < created.AddMinutes(2))
{
return(TargetExitQuantity.None);
}
// let the trade breath for the first 2 minutes and therefore do never exit within that time
double pnl = spread.PnlPerUnit();
if (stoplossperunit != 0 && pnl <= -1 * stoplossperunit)
{
return(TargetExitQuantity.All);
// this is the case of a hard stop
}
if (pnl <= minPnl)
{
return(TargetExitQuantity.All);
// trailing stopp hit
}
if (pnl - stoplossperunit > minPnl)
{
//adjust trailing
minPnl = pnl - stoplossperunit;
if (spread.StrategyBase().TraceOrders)
{
spread.StrategyBase().Print("MinPnl:" + minPnl.ToString());
}
}
NinjaTrader.NinjaScript.Strategies.Strategy s = spread.StrategyBase() as NinjaTrader.NinjaScript.Strategies.Strategy;
NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy S = s as NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy;
var spreadpriceseries = s.Spread(S.Closes[0], S.PriceString, spread.Lots1, S.strLeg2Instrument, spread.Lots2, S.Leg1PriceDisplayMultiplier, S.Leg2PriceDisplayMultiplier);
// use all Indicators on the spread price series!!!
// and applying SMA to it
double smoothed = s.SMA(spreadpriceseries.SpreadValue, 3)[0];
return(TargetExitQuantity.None);
}
public MainWindow()
{
strategy = new NinjaTrader.NinjaScript.Strategies.SpreadExitStrategy();
InitializeComponent();
}
