void fw_PriceChanged_(Order2GoAddIn.Price Price)
{
runPrice = delegate() { ProcessPrice(Price); };
if (asyncRes == null || asyncRes.IsCompleted)
{
asyncRes = runPrice.BeginInvoke(priceCallBack, null);
runPrice = null;
}
}
private void fw_PriceChanged(Order2GoAddIn.Price Price)
{
this.priceChangedStarter = null;
ThreadState[] ts = new[] { ThreadState.WaitSleepJoin, ThreadState.Running };
if ((this.threadProc != null) && ts.Contains <ThreadState>(this.threadProc.ThreadState))
{
this.priceChangedStarter = delegate() { this.ProcessPrice(Price); };
}
else
{
this.threadProc = new Thread(delegate() {
this.ProcessPrice(Price);
ThreadStart pcs = this.priceChangedStarter;
if (pcs != null)
{
new Thread(pcs)
{
Priority = ThreadPriority.AboveNormal
}.Start();
}
});
this.threadProc.Start();
}
}
void ProcessPrice(Order2GoAddIn.Price Price)
{
try {
DateTime serverTime = ((DateTime)fw.Desk.ServerTime).AddHours(-4);
var timeNow = DateTime.Now;
Rate[] rates;
lock (fw.DeskLocker) {
Price = fw.GetPrice();
FXCore.MarketRateEnumAut mr = (FXCore.MarketRateEnumAut)fw.Desk.GetPriceHistory(pair, bsPeriodMin + "", DateTime.Now.AddMinutes(-(bsPeriodMax + 2)), DateTime.FromOADate(0), bsPeriodMax, true, true);
DateTime firstBarDate = serverTime;
rates = mr.OfType <FXCore.MarketRateAut>()
.OrderByDescending(r => r.StartDate)
.Select((r, i) => new Rate()
{
AskClose = r.AskClose, AskHigh = r.AskHigh, AskLow = r.AskLow, AskOpen = r.AskOpen,
BidClose = r.BidClose, BidHigh = r.BidHigh, BidLow = r.BidLow, BidOpen = r.BidOpen,
StartDate = i == 0 ? (firstBarDate = r.StartDate) : r.StartDate,
//Minutes = (serverTime - firstBarDate).TotalMinutes + i * (int)bsPeriodMin
Minutes = (serverTime - r.StartDate).TotalMinutes
}).ToArray();
}
var ratePrev = rates.Skip(1).FirstOrDefault();
var rateCurr = rates.FirstOrDefault();
if (ratePrev != null)
{
#region bsPeriods
double askMax = double.MinValue;
double askMin = double.MaxValue;
double bidMax = double.MinValue;
double bidMin = double.MaxValue;
var aBars = rates.ToArray();
var bsPeriods = aBars
.Select(r => new {
AskHigh = (askMax = Math.Round(Math.Max(askMax, r.AskHigh), fw.Digits)),
AskLow = (askMin = Math.Round(Math.Min(askMin, r.AskLow), fw.Digits)),
BidLow = (bidMin = Math.Round(Math.Min(bidMin, r.BidLow), fw.Digits)),
BidHigh = (bidMax = Math.Round(Math.Max(bidMax, r.BidHigh), fw.Digits)),
SpreadAsk = askMax - askMin,
SpreadBid = bidMax - bidMin,
SpeedAsk = (askMax - askMin) / r.Minutes,
SpeedBid = (bidMax - bidMin) / r.Minutes,
Minutes = Math.Round(r.Minutes, 1),
StartDate = r.StartDate
}
)
//.Where(r => r.Minutes >= bsPeriodMin)
.Select(r => new {
AskHigh = r.AskHigh,
AskLow = r.AskLow,
BidLow = r.BidLow,
BidHigh = r.BidHigh,
Spread = Math.Round(Math.Min(r.SpreadAsk, r.SpreadBid) / fw.PointSize, 1),
Speed = Math.Round((useMaxForSpreadCalc ? Math.Max(r.SpeedAsk, r.SpeedBid) : Math.Min(r.SpeedAsk, r.SpeedBid)) / fw.PointSize, 2),
Power = Math.Round(
(useMaxForSpreadCalc ? Math.Max(r.SpeedAsk, r.SpeedBid) : Math.Min(r.SpeedAsk, r.SpeedBid)) *
(useMaxForSpreadCalc ? Math.Max(r.SpreadAsk, r.SpreadBid) : Math.Max(r.SpreadAsk, r.SpreadBid)) / fw.PointSize / fw.PointSize, 2
),
Minutes = r.Minutes,
StartDate = r.StartDate
})
.Where(r => r.Minutes >= (int)bsPeriodMin)
.OrderByDescending(r => r.Power)
.ThenByDescending(r => r.Spread)
.ThenBy(r => r.Minutes);
#endregion
timeSpanLast = DateTime.Now.Subtract(timeNow).TotalMilliseconds;
dgBuySellBars.Dispatcher.BeginInvoke(
new Action(delegate() {
dgBuySellBars.ItemsSource = bsPeriods.Take((int)(bsPeriodMax * .15)).ToArray();
})
);
var barsBest = bsPeriods.First();
StopLossBuy = stopLossAddOn == 0 ? 0 : -(barsBest.BidLow - barsBest.Spread * stopLossAddOn * fw.PointSize);
StopLossSell = stopLossAddOn == 0 ? 0 : -(barsBest.AskHigh + barsBest.Spread * stopLossAddOn * fw.PointSize);
#region tickList
List <string> tick = new List <string>();
tick.Add(Price.Time.ToString("dd/MM/yyyy hh:mm:ss"));
tick.Add(((Price.Ask + Price.Bid) / 2).ToString("n" + fw.Digits));
tick.Add(barsBest.AskHigh + "");
tick.Add(barsBest.AskLow + "");
tick.Add(barsBest.BidLow + "");
tick.Add(barsBest.BidHigh + "");
tick.Add(barsBest.Spread + "");
tick.Add(barsBest.Spread + "");
tick.Add(barsBest.Power + "");
tick.Add(barsBest.Minutes + "");
//System.IO.File.AppendAllText("Ticks.csv", string.Join(",", tick.ToArray())+Environment.NewLine);
#endregion
double dg = Math.Pow(10, fw.Digits);
double powerCurrent = barsBest.Power;
LotsToTrade = 1;// Math.Max(1, (int)Math.Round(Math.Log10(powerCurrent), 0));
double powerAverage = bsPeriods.Average(r => r.Power);
Lib.SetLabelText(lblPower, string.Format("{0:n1}/{1:n1}={2:n2}"
, powerCurrent, powerAverage, powerCurrent / powerAverage));
double bidLowBig = barsBest.BidLow;
double askHighBig = barsBest.AskHigh;
var summary = fw.GetSummary();
var positionBuy = (Price.Ask - barsBest.AskLow) / (barsBest.AskHigh - barsBest.AskLow);
var goBuy = (positionBuy_Locked ?? positionBuy) <= edgeMargin;
GoBuy = goBuy && Price.Ask > ratePrev.AskClose;
CloseSell = !closeOnReverseOnly || (summary != null && summary.SellNetPL > 0) ? goBuy : GoBuy;
//positionBuy_Locked = goBuy && !GoBuy ? (positionBuy_Locked ?? positionBuy) : (double?)null;
TakeProfitBuy = 0;// -(barsBest.AskLow + barsBest.Spread * edgeMargin * 2);
Lib.SetLabelText(lblOpenBuy, string.Format("{0:p0}", positionBuy));
var positionSell = (barsBest.BidHigh - Price.Bid) / (barsBest.BidHigh - barsBest.BidLow);
var goSell = (positionSell_Locked ?? positionSell) <= edgeMargin;
GoSell = goSell && Price.Bid < ratePrev.BidClose;
CloseBuy = !closeOnReverseOnly || (summary != null && summary.BuyNetPL > 0) ? goSell : GoSell;
//positionSell_Locked = goSell && !GoSell? (positionSell_Locked ?? positionSell) : (double?)null;
TakeProfitSell = 0;// -(barsBest.BidHigh - barsBest.Spread * edgeMargin * 2);
Lib.SetLabelText(lblOpenSell, string.Format("{0:p0}", positionSell));
Lib.SetBackGround(lblOpenSell, new SolidColorBrush(
GoSell ? Colors.PaleGreen : CloseSell ? Colors.LightSalmon : goSell ? Colors.Yellow : Colors.Transparent)
);
Lib.SetBackGround(lblOpenBuy, new SolidColorBrush(
GoBuy ? Colors.PaleGreen : CloseBuy ? Colors.LightSalmon : goBuy ? Colors.Yellow : Colors.Transparent)
);
if (PriceGridChanged != null)
{
PriceGridChanged(Price);
}
Lib.SetLabelText(lblServerTime, string.Format("{0:HH:mm:ss}/{1:n0}ms[{2:n3}]", serverTime, timeSpanLast, Price.Ask));
}
} catch (ThreadAbortException) {
} catch (Exception exc) {
if (PriceGridError != null)
{
PriceGridError(exc);
}
}
}
