private void OnTick(TickQuoteCn aReport)
{
//logger.Info("Ontick:" + aReport.time);
// cmds execute by tick;
if (aReport.abbrname != "if")
{
return;
}
List <int> cmdExecuted = new List <int>();
foreach (KeyValuePair <int, string> pair in cmds)
{
if (pair.Key < aReport.time)
{
cmdExecuted.Add(pair.Key);
redisClient.PublishMessage(channelName, pair.Value);
}
}
foreach (int cmdrm in cmdExecuted)
{
cmds.Remove(cmdrm);
}
}
private void OnTick(TickQuoteCn aReport)
{
if (!activation)
{
return;
}
//logger.Info(orderinfo.userkey + " OnTicks..." + orderinfo.abbrName + "..." + aReport.abbrname);
if (String.Compare(orderinfo.abbrName, aReport.abbrname) != 0)
{ // not bolone to this order
return;
}
if (tracking.orderState == OrderState.WaitingFilled)
{
checkNonFilledLife();
}
if (tracking.orderState == OrderState.Filled)
{
updateTracking(aReport);
protector.check(aReport);
daytrade.check(aReport);
profitTake.check(aReport);
hardstop.check(aReport);
}
}
private void updateTracking(TickQuoteCn aTick)
{
if (tracking.orderState == OrderState.Filled)
{
if (orderinfo.position > 0)
{
tracking.currentProfit = aTick.trade - tracking.entryPz;
}
else if (orderinfo.position < 0)
{
tracking.currentProfit = tracking.entryPz - aTick.trade;
}
tracking.currentProfitPercent = (tracking.currentProfit / tracking.entryPz);
tracking.maxrunup = Math.Max(tracking.maxrunup, tracking.currentProfit);
tracking.maxdrawdown = Math.Max(tracking.maxdrawdown, tracking.maxrunup - tracking.currentProfit);
tracking.saveOnRedis();
}
}
public void check(TickQuoteCn aTick)
{
if (!isEnable)
{
return;
}
if (!hasLogged)
{
logger.Info("OrderId : " + order.getOrderID() + " : profitTake check enabled");
hasLogged = true;
}
if (order.getState() == OrderState.Filled)
{
if (order.getOrderTracking().currentProfitPercent > 0.01 * percentTake)
{
order.closingOrder("ProfitTake");
}
}
}
public void check(TickQuoteCn aTick)
{
if (!isEnable)
{
return;
}
if (!hasLogged)
{
logger.Info("OrderId : " + order.getOrderID() + " : daytrade check enabled");
hasLogged = true;
}
if (order.getState() == OrderState.Filled)
{
if (Convert.ToInt32(aTick.time) > daytradeHHMMSS)
{
order.closingOrder("Daytrade");
}
}
}
public void check(TickQuoteCn aTick)
{
if (!isEnable)
{
return;
}
if (!hasLogged)
{
logger.Info("OrderId : " + order.getOrderID() + " : hardstop check enabled");
hasLogged = true;
}
if (order.getState() == OrderState.Filled)
{
double currentProfit = order.getOrderTracking().currentProfitPercent;
if (currentProfit < (-1 * stoppercent))
{
order.closingOrder("HardStop");
}
}
}
public void check(TickQuoteCn aTick)
{
if (!isEnable)
{
return;
}
if (!hasLogged)
{
logger.Info("OrderId : " + order.getOrderID() + " : protector check enabled");
hasLogged = true;
}
double runupPercent = order.getOrderTracking().maxrunup / order.getOrderTracking().entryPz;
double drawdownPercent = (order.getOrderTracking().maxrunup - order.getOrderTracking().currentProfit) / order.getOrderTracking().maxrunup;
if (runupPercent > runupTriggerPercent)
{
if (drawdownPercent > drawdownExitPercent)
{
order.closingOrder("ProfitProtect");
}
}
}
