public override double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal)
{
if (signal.getSignal() < 0)
{
return(strategy.MarketInfo(symbol, (int)MARKET_INFO.MODE_BID) + strategy.iATR(symbol, (int)timeframe, atrPeriods, atrShift));
}
else
{
return(strategy.MarketInfo(symbol, (int)MARKET_INFO.MODE_ASK) - strategy.iATR(symbol, (int)timeframe, atrPeriods, atrShift));
}
}
public override double getEntryPrice(string symbol, SignalResult signal)
{
if (signal.getSignal() == SignalResult.BUYMARKET)
{
return(this.MarketInfo(symbol, (int)MARKET_INFO.MODE_ASK));
}
else
{
return(this.MarketInfo(symbol, (int)MARKET_INFO.MODE_BID));
}
}
public override double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal)
{
double range = strategy.iHigh(symbol, (int)timeframe, 1) - strategy.iLow(symbol, (int)timeframe, 1);
if (signal.getSignal() == (int)SignalResult.SELLMARKET)
{
return(strategy.MarketInfo(symbol, (int)MARKET_INFO.MODE_BID) - pips * strategy.pipToPoint(symbol));
}
else
{
return(strategy.MarketInfo(symbol, (int)MARKET_INFO.MODE_ASK) + pips * strategy.pipToPoint(symbol));
}
}
public override void OnTick()
{
foreach (String symbol in symbolList)
{
try
{
int total = this.OrdersTotal();
for (int i = total - 1; i >= 0; i--)
{
if (OrderSelect(i, (int)SELECTION_TYPE.SELECT_BY_POS, (int)SELECTION_POOL.MODE_TRADES) && OrderMagicNumber() == getMagicNumber(symbol))
{
this.manageOpenTrades(symbol, OrderTicket());
}
}
if (checkCandle(symbol, timeframe))
{
if (this.isAsleep(symbol))
{
return;
}
if (!this.filter(symbol))
{
return;
}
// Check for a signal
SignalResult signal = this.evaluate(symbol);
if (signal.getSignal() != SignalResult.NEUTRAL)
{
//LOG.Info("Executing...");
this.executeTrade(symbol, signal);
}
}
}
catch (Exception ex)
{
LOG.Error(ex);
}
}
}
public override double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal)
{
if (signal.getSignal() == SignalResult.SELLMARKET)
{
double current_high = strategy.iHigh(symbol, (int)timeframe, 0);
for (int i = 1; strategy.iHigh(symbol, (int)timeframe, i) > current_high; i++)
{
current_high = strategy.iHigh(symbol, (int)timeframe, i);
}
return(current_high + pipTolerance * strategy.pipToPoint(symbol));
}
else
{
double current_low = strategy.iLow(symbol, (int)timeframe, 0);
for (int i = 1; strategy.iLow(symbol, (int)timeframe, i) < current_low; i++)
{
current_low = strategy.iLow(symbol, (int)timeframe, i);
}
return(current_low - pipTolerance * strategy.pipToPoint(symbol));
}
}
public override SignalResult evaluate(string symbol, TIMEFRAME timeframe)
{
double maFast1 = strategy.iMA(symbol, (int)timeframe, maPeriodFast, maShift, (int)methodFast, (int)APPLIED_PRICE.PRICE_CLOSE, 1);
double maFast2 = strategy.iMA(symbol, (int)timeframe, maPeriodFast, maShift, (int)methodFast, (int)APPLIED_PRICE.PRICE_CLOSE, 2);
double maSlow1 = strategy.iMA(symbol, (int)timeframe, maPeriodSlow, maShift, (int)methodSlow, (int)APPLIED_PRICE.PRICE_CLOSE, 1);
double maSlow2 = strategy.iMA(symbol, (int)timeframe, maPeriodSlow, maShift, (int)methodSlow, (int)APPLIED_PRICE.PRICE_CLOSE, 2);
if (maFast1 < maSlow1 && maFast2 > maSlow2)
{
//strategy.LOG.Info("Signal Short: " + strategy.iTime(symbol, (int)timeframe, 0));
return(SignalResult.newSELLMARKET());
}
else if (maFast1 > maSlow1 && maFast2 < maSlow2)
{
//strategy.LOG.Info("Signal Long: " + strategy.iTime(symbol, (int)timeframe, 0));
return(SignalResult.newBUYMARKET());
}
else
{
//strategy.LOG.Info("Signal Neutral: " + strategy.iTime(symbol, (int)timeframe, 0));
return(SignalResult.newNEUTRAL());
}
}
// Non Abstract methods
public double getStopEntry(String symbol, SignalResult signal)
{
return(0);
}
public override double getLevel(String symbol, TIMEFRAME timeframe, SignalResult signal)
{
return(0);
}
public override DateTime getExpiry(string symbol, SignalResult signal)
{
return(DateUtil.FromUnixTime(0)); //epoch
}
public override DateTime getExpiry(string symbol, SignalResult signal)
{
throw new NotImplementedException();
}
public override double getStopLoss(string symbol, SignalResult signal)
{
return(srStopLoss.getLevel(symbol, strategyTimeframe, signal));
}
public override double getTakeProfit(string symbol, SignalResult signal)
{
throw new NotImplementedException();
}
public override double getEntryPrice(string symbol, SignalResult signal)
{
throw new NotImplementedException();
}
// Method to execute the trade
public void executeTrade(String symbol, SignalResult signal)
{
try
{
TRADE_OPERATION op;
double lots;
int slippage = 5000;
double stoploss = this.getStopLoss(symbol, signal);
double takeprofit = this.getTakeProfit(symbol, signal);
String comment = this.getComment(symbol);
int magic = this.getMagicNumber(symbol);
DateTime expiration = this.getExpiry(symbol, signal);
COLOR arrowColor = COLOR.Aqua;
double stopDistance;
DateTime lastBuyOpen, lastSellOpen;
bool openBuyOrder = false, openSellOrder = false, openBuyStopOrder = false, openSellStopOrder = false, openBuyLimitOrder = false, openSellLimitOrder = false;
if (signal.getSignal() == SignalResult.BUYMARKET)
{
op = TRADE_OPERATION.OP_BUY;
}
else if (signal.getSignal() == SignalResult.SELLMARKET)
{
op = TRADE_OPERATION.OP_SELL;
}
else if (signal.getSignal() == SignalResult.BUYSTOP)
{
op = TRADE_OPERATION.OP_BUYSTOP;
}
else if (signal.getSignal() == SignalResult.SELLSTOP)
{
op = TRADE_OPERATION.OP_SELLSTOP;
}
else if (signal.getSignal() == SignalResult.BUYLIMIT)
{
op = TRADE_OPERATION.OP_BUYLIMIT;
}
else if (signal.getSignal() == SignalResult.SELLLIMIT)
{
op = TRADE_OPERATION.OP_SELLLIMIT;
}
else
{
throw new Exception("Invalid Signal signal=" + signal);
}
//LOG.Debug("stopDistance: " + stopDistance);
//LOG.Debug("price: " + price);
//LOG.Debug("stoploss: " + stoploss);
//LOG.Debug("takeprofit: " + takeprofit);
// Check open trades on this symbol
for (int i = OrdersTotal() - 1; i >= 0; i--)
{
if (OrderSelect(i, (int)SELECTION_TYPE.SELECT_BY_POS, (int)SELECTION_POOL.MODE_TRADES))
{
if (OrderType() == (int)TRADE_OPERATION.OP_BUY && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
lastBuyOpen = OrderOpenTime();
openBuyOrder = true;
if (closeOnOpposingSignal && signal.getSignal() < 0)
{
closeOutThisOrder(symbol);
}
}
else if (OrderType() == (int)TRADE_OPERATION.OP_SELL && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
lastSellOpen = OrderOpenTime();
openSellOrder = true;
if (closeOnOpposingSignal && signal.getSignal() > 0)
{
closeOutThisOrder(symbol);
}
}
else if (OrderType() == (int)TRADE_OPERATION.OP_BUYSTOP && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
openBuyStopOrder = true;
}
else if (OrderType() == (int)TRADE_OPERATION.OP_SELLSTOP && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
openSellStopOrder = true;
}
else if (OrderType() == (int)TRADE_OPERATION.OP_BUYLIMIT && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
openBuyLimitOrder = true;
}
else if (OrderType() == (int)TRADE_OPERATION.OP_SELLLIMIT && OrderSymbol().Equals(symbol) && OrderMagicNumber() == magic)
{
openSellLimitOrder = true;
}
}
}
// Calculate lots
double entryPrice = this.getEntryPrice(symbol, signal);
if (signal.getSignal() > 0)
{
stopDistance = entryPrice - stoploss;
}
else
{
stopDistance = stoploss - entryPrice;
}
lots = this.getLotSize(symbol, stopDistance);
if ((signal.getSignal() == SignalResult.BUYMARKET && !openBuyOrder) ||
(signal.getSignal() == SignalResult.SELLMARKET && !openSellOrder) ||
(signal.getSignal() == SignalResult.BUYLIMIT && !openBuyLimitOrder && !openBuyOrder) ||
(signal.getSignal() == SignalResult.SELLLIMIT && !openSellLimitOrder && !openSellOrder) ||
(signal.getSignal() == SignalResult.BUYSTOP && !openBuyStopOrder && !openBuyOrder) ||
(signal.getSignal() == SignalResult.SELLSTOP && !openSellStopOrder && !openSellOrder))
{
string tradeoperation = string.Empty;
switch (op)
{
case TRADE_OPERATION.OP_BUY:
tradeoperation = "BUY";
break;
case TRADE_OPERATION.OP_SELL:
tradeoperation = "SELL";
break;
case TRADE_OPERATION.OP_BUYLIMIT:
tradeoperation = "BUYLIMIT";
break;
case TRADE_OPERATION.OP_SELLLIMIT:
tradeoperation = "SELLLIMIT";
break;
case TRADE_OPERATION.OP_BUYSTOP:
tradeoperation = "BUYSTOP";
break;
case TRADE_OPERATION.OP_SELLSTOP:
tradeoperation = "SELLSTOP";
break;
}
LOG.Info(String.Format("Executing Trade at " + DateUtil.FromUnixTime((long)MarketInfo(symbol, (int)MARKET_INFO.MODE_TIME)) +
"\n\tsymbol:\t{0}" +
"\n\top:\t\t{1}" +
"\n\tlots:\t\t{2}" +
"\n\tentryPrice:\t{3}" +
"\n\tslippage:\t{4}" +
"\n\tstoploss:\t{5}" +
"\n\ttakeprofit:\t{6}" +
"\n\tcomment:\t{7}" +
"\n\tmagic:\t\t{8}" +
"\n\texpiration:\t{9}" +
"\n\tarrowColor:\t{0}", symbol, tradeoperation, lots, entryPrice, slippage, stoploss, takeprofit, comment, magic, expiration, arrowColor));
OrderSend(symbol, (int)op, lots, entryPrice, slippage, stoploss, takeprofit, comment, magic, expiration, arrowColor);
}
}
catch (Exception e)
{
LOG.Error(e);
throw;
}
}
public override double getStopLoss(string symbol, SignalResult signal)
{
throw new NotImplementedException();
}
public override double getTakeProfit(string symbol, SignalResult signal)
{
return(fixedPipTakeProfit.getLevel(symbol, strategyTimeframe, signal));
}
public abstract DateTime getExpiry(String symbol, SignalResult signal);
public abstract double getEntryPrice(String symbol, SignalResult signal);
public abstract double getTakeProfit(String symbol, SignalResult signal);
public abstract double getStopLoss(String symbol, SignalResult signal);
