private void manageOpen(TradeType tradeType, long volume, string prefixLabel = botLabel)
{
int nVolumePartition = 10, part1 = 5, part2 = 3;
long nVol = (long)Math.Floor((double)(volume / (microVolume * nVolumePartition)));
long partialVolume = nVol * microVolume;
var result1 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part1, prefixLabel + tradeType.ToString() + "-1");
var result2 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part2, prefixLabel + tradeType.ToString() + "-2");
var result3 = ExecuteMarketOrder(tradeType, Symbol, volume - (part1 + part2) * partialVolume, prefixLabel + tradeType.ToString() + "-3");
}
public async Task <long> CreateOrderAsync(TradeType tradeType, string tradingPair, decimal rate, decimal amount)
{
var createdTs = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
var formParameters = $"symbol={tradingPair}" +
$"&side={tradeType.ToString().ToUpper()}" +
"&type=LIMIT" +
"&timeInForce=GTC" +
$"&quantity={Math.Round(amount, 5).ToString(CultureInfo.InvariantCulture)}" +
$"&price={Math.Round(rate, 2).ToString(CultureInfo.InvariantCulture)}" +
$"&recvWindow={RecvWindow}" +
$"×tamp={createdTs}";
using (var client = GetClient())
{
client.DefaultRequestHeaders.Add("X-MBX-APIKEY", _binanceOptions.ApiKey);
var signature = SignPostBody(formParameters);
var requestBody = new FormUrlEncodedContent(new[]
{
new KeyValuePair <string, string>("symbol", tradingPair),
new KeyValuePair <string, string>("side", tradeType.ToString().ToUpper()),
new KeyValuePair <string, string>("type", "LIMIT"),
new KeyValuePair <string, string>("timeInForce", "GTC"),
new KeyValuePair <string, string>("quantity", Math.Round(amount, 5).ToString(CultureInfo.InvariantCulture)),
new KeyValuePair <string, string>("price", Math.Round(rate, 2).ToString(CultureInfo.InvariantCulture)),
new KeyValuePair <string, string>("recvWindow", RecvWindow.ToString()),
new KeyValuePair <string, string>("timestamp", createdTs.ToString()),
new KeyValuePair <string, string>("signature", signature.ToLower())
});
using (var response = await client.PostAsync("/api/v3/order", requestBody))
{
if (!response.IsSuccessStatusCode)
{
throw new Exception($"Response code: {response.StatusCode}, body: {response.Content.ReadAsStringAsync().Result}");
}
var responseDefinition = new { OrderId = long.MaxValue };
var responseContent = await response.Content.ReadAsStringAsync();
if (responseContent.ToLower().Contains("error"))
{
Console.WriteLine($"Create order error: Error: {responseContent}");
return(-1);
}
var deserializedResponse = JsonConvert.DeserializeAnonymousType(responseContent, responseDefinition);
return(deserializedResponse.OrderId);
}
}
}
private void _open(ChartTrendLine myline, TradeType mytype, string directive = "0,01", double slippage = 20)
{
double myLots = 0.01;
try
{
// --> double con la virgola e non con il punto
if (directive.IndexOf('.') == -1)
{
NumberFormatInfo provider = new NumberFormatInfo();
provider.NumberDecimalSeparator = ",";
provider.NumberGroupSeparator = ".";
provider.NumberGroupSizes = new int[]
{
3
};
myLots = Convert.ToDouble(directive, provider);
}
} catch
{
}
var volumeInUnits = Symbol.QuantityToVolumeInUnits(myLots);
TradeResult result = ExecuteMarketRangeOrder(mytype, Symbol.Name, volumeInUnits, slippage, mytype == TradeType.Buy ? Ask : Bid, MyLabel, 0, 0);
if (!result.IsSuccessful)
{
_log("can't open new trade " + mytype.ToString("G") + " (" + result.Error + ")");
}
// --> Anche se non dovesse aprire la disabilito, potrebbe creare più problemi che altro
// --> myline.ToDelivered();
}
/// <summary>
/// Get order information
/// </summary>
/// <param name="symbol">string of symbol</param>
/// <param name="tradeType">Trade type</param>
/// <param name="orderId">long of orderId</param>
/// <param name="page">Page number, default 1</param>
/// <param name="limit">Number of fills to return, default 20</param>
/// <returns>OrderResponse object</returns>
public async Task <OrderListDetail> GetOrder(string symbol, TradeType tradeType, long orderId, int page = 1, int limit = 20)
{
var endpoint = "/v1/order/detail";
var url = baseUrl + endpoint;
var kuPair = _helper.CreateDashedPair(symbol);
var queryString = new List <string>
{
$"symbol={kuPair}",
$"type={tradeType.ToString()}",
$"limit={limit}",
$"page={page}",
$"orderOid={orderId}"
};
var headers = GetRequestHeaders(endpoint, queryString.ToArray());
try
{
var response = await _restRepo.GetApiStream <ApiResponse <DealOrder <OrderListDetail> > >(url, headers);
return(response.data.datas);
}
catch (Exception ex)
{
return(null);
}
}
/// <summary>
/// Performs a scan for all filtered symbols
/// </summary>
/// <returns></returns>
public async Task <Signal> ScanAsync(string symbol)
{
try
{
// download the new candles
var candles = (await _api.GetCandlesAsync(symbol, 60 * _minutes, DateTime.Now.AddMinutes(-5 * 50))).Reverse().ToList();
candles = AddMissingCandles(candles);
// scan candles for buy/sell signal
TradeType tradeType = TradeType.Long;
var strategy = new DayTradingStrategy(symbol, _settings);
if (strategy.IsValidEntry(candles, 0, out tradeType))
{
// ignore signals for shorts when not allowed
if (tradeType == TradeType.Short && !_settings.AllowShorts)
{
return(null);
}
// got buy/sell signal.. write to console
Console.Beep();
return(new Signal()
{
Symbol = symbol,
Trade = tradeType.ToString(),
Date = $"{candles[0].Timestamp.AddHours(2):dd-MM-yyyy HH:mm}"
});
}
/// <summary>
/// Instantiate to be able to get the trades required.
/// </summary>
/// <param name="service">The type of API service.</param>
/// <param name="trade">The type of trade.</param>
public TradesFetcher(IPowerService service, TradeType trade, IServiceLogger logger)
{
this.service = service;
this.trade = trade;
this.logger = logger;
Environment.SetEnvironmentVariable("Trade", trade.ToString());
}
public async Task <long> CreateOrderAsync(TradeType tradeType, string tradingPair, decimal rate, decimal amount)
{
var nonce = GenerateNonce();
var formParameters = $"command={tradeType.ToString().ToLower()}" +
$"&nonce={nonce}" +
$"¤cyPair={tradingPair}" +
$"&rate={rate.ToString(CultureInfo.InvariantCulture)}" +
$"&amount={amount.ToString(CultureInfo.InvariantCulture)}";
using (var client = GetClient())
{
client.DefaultRequestHeaders.Add("Key", _poloniexOptions.ApiKey);
client.DefaultRequestHeaders.Add("Sign", SignPostBody(formParameters));
var requestBody = new FormUrlEncodedContent(new[]
{
new KeyValuePair <string, string>("command", tradeType.ToString().ToLower()),
new KeyValuePair <string, string>("nonce", nonce.ToString()),
new KeyValuePair <string, string>("currencyPair", tradingPair),
new KeyValuePair <string, string>("rate", rate.ToString(CultureInfo.InvariantCulture)),
new KeyValuePair <string, string>("amount", amount.ToString(CultureInfo.InvariantCulture))
});
using (var response = await client.PostAsync(PrivateEndpointPath, requestBody))
{
if (!response.IsSuccessStatusCode)
{
throw new Exception($"Response code: {response.StatusCode}");
}
var responseDefinition = new { OrderNumber = long.MaxValue, ResultingTrades = new List <PoloniexTrade>() };
var responseContent = await response.Content.ReadAsStringAsync();
if (responseContent.ToLower().Contains("error"))
{
Console.WriteLine($"Create order error: Error: {responseContent}");
return(-1);
}
var deserializedResponse = JsonConvert.DeserializeAnonymousType(responseContent, responseDefinition);
return(deserializedResponse.OrderNumber);
}
}
}
public override string ToString()
{
StringBuilder sb = new StringBuilder();
sb.Append("-------------------------------------\r\n");
sb.Append("成交时间:" + TimerHelper.ConvertStringToDateTime(ExchangeTimeStamp).ToLocalTime().ToString() + "\r\n");
sb.Append("交易ID:" + TradeID + "类别:" + Type.ToString() + "\r\n");
sb.Append("价格:" + Price.ToString() + " 数量:" + Amount.ToString() + "\r\n");
return(sb.ToString());
}
public TradeOrder PlaceOrder(int parentOrderID, TradeType tradeType, string symbol, double price, double qty, string exchange = null, OrderType orderType = OrderType.LMT)
{
if (tradeType != TradeType.Buy && tradeType != TradeType.Sell)
{
throw new Exception("Unsupported TradeType: " + tradeType);
}
TradeOrder res = null;
var parent = ParentOrderManager.Instance.GetParentOrderByParentID(parentOrderID);
if (tradeType == TradeType.Sell && parent.Qty == 0)
{
Log.Error("Parent zero qty");
return(res);
}
if (tradeType == TradeType.Sell && parent.Qty <= qty)
{
qty = parent.Qty;
Log.Info("Reduce qty to parent open qty " + qty);
}
lock (trade_locker)
{
int orderID = -1;
if (Broker == Broker.IB)
{
orderID = IBClient.PlaceOrder(symbol, price, qty, tradeType, exchange, orderType);
}
else
{
orderID = TDClient.PlaceOrder(symbol, price, qty, tradeType, exchange, orderType);
}
res = new TradeOrder();
res.ParentOrderID = parentOrderID;
res.OrderID = orderID;
res.Status = TradeOrderStatus.PendingSubmit;
res.Side = tradeType.ToString();
res.Price = price;
ParentOrderManager.Instance.AddChildOrder(res);
if (IsInitialized)
{
StateManager.Save();
}
}
Log.Info(string.Format("Place order ID {0}, TradeType {1}, symbol {2}, price {3}, qty {4}, exchange {5}, parentOrderID {6}",
res.OrderID, tradeType, symbol, price, qty, exchange, parentOrderID));
return(res);
}
public int PlaceOrder(string symbol, double price, double qty, TradeType tradeType, string exchange = null, OrderType orderType = OrderType.LMT)
{
int orderID = -1;
bool isMarketOrder = (orderType == OrderType.MKT);
try
{
TDInstrument inst = new TDInstrument();
inst.assetType = TDConstantVal.AssetType_EQUITY;
inst.symbol = symbol;
OrderLegCollection col = new OrderLegCollection();
if (tradeType == TradeType.Buy)
{
col.instruction = TDConstantVal.OrderTradeType_Buy;
}
else if (tradeType == TradeType.Sell)
{
col.instruction = TDConstantVal.OrderTradeType_Sell;
}
else
{
Log.Error("Unsupported trade type: " + tradeType.ToString());
}
col.quantity = (int)qty; //truncate decimal
col.instrument = inst;
TDContract contract = new TDContract();
contract.duration = TDConstantVal.OrderTIF_Day;
contract.price = price;
contract.orderType = isMarketOrder? TDConstantVal.OrderType_MKT: TDConstantVal.OrderType_LMT;
contract.session = TDConstantVal.OrderSession_Normal;
contract.orderStrategyType = TDConstantVal.OrderStrategyType_Single;
contract.orderLegCollection = new List <OrderLegCollection>()
{
col
};
string msg = JsonConvert.SerializeObject(contract);
var res = SendMessage(OrderURL, "POST", msg);
orderID = ParseOrderID(res.Item1);
}catch (Exception ex)
{
Log.Error(string.Format("Error placing order: {0}", ex.Message));
throw ex;
}
return(orderID);
}
/// <summary>
/// 获取请求参数
/// </summary>
/// <returns></returns>
public IDictionary <string, string> GetParameters()
{
var parameteers = new Dictionary <string, string>();
if (!string.IsNullOrEmpty(DeviceInfo))
{
parameteers.Add("device_info", DeviceInfo);
}
parameteers.Add("body", Body);
if (!string.IsNullOrEmpty(Detail))
{
parameteers.Add("detail", Detail);
}
if (!string.IsNullOrEmpty(Attach))
{
parameteers.Add("attach", Attach);
}
parameteers.Add("out_trade_no", OutTradeNo);
if (!string.IsNullOrEmpty(FeeType))
{
parameteers.Add("fee_type", FeeType);
}
parameteers.Add("total_fee", TotalFee.ToString());
parameteers.Add("spbill_create_ip", SpbillCreateIp);
if (TimeStart.HasValue)
{
parameteers.Add("time_start", TimeStart.Value.ToString("yyyyMMddHHmmss"));
}
if (TimeExpire.HasValue)
{
parameteers.Add("time_expire", TimeExpire.Value.ToString("yyyyMMddHHmmss"));
}
if (!string.IsNullOrEmpty(GoodsTag))
{
parameteers.Add("goods_tag", GoodsTag);
}
parameteers.Add("notify_url", NotifyUrl);
parameteers.Add("trade_type", TradeType.ToString());
if (!string.IsNullOrEmpty(ProductId))
{
parameteers.Add("product_id", ProductId);
}
if (!string.IsNullOrEmpty(LimitPay))
{
parameteers.Add("limit_pay", LimitPay);
}
parameteers.Add("openid", OpenId);
return(parameteers);
}
/// <summary>
/// Make a trade
/// </summary>
/// <param name="orderPrice">Trade price</param>
/// <returns>TradeResponse object</returns>
private TradeResponse MakeTrade(decimal orderPrice)
{
var quantity = GetTradeQuantity(orderPrice);
var trade = new TradeParams
{
price = orderPrice,
symbol = _symbol,
side = tradeType.ToString(),
type = OrderType.LIMIT.ToString(),
quantity = quantity,
timeInForce = "GTC"
};
var response = PlaceTrade(trade);
return(response);
}
private string GenerateStatusText()
{
var statusText = "";
var buyPositions = "";
var sellPositions = "";
var buyPipsStep = "";
var sellPipsStep = "";
var spread = "";
var buyDistance = "";
var sellDistance = "";
var sofferenceSide = "";
spread = "\nSpread = " + Math.Round(CurrentSpread, 1);
sofferenceSide = "\nSofference Side = " + _sideInSofference.ToString();
buyPositions = "\nBuy Positions = " + CountOfTradesOfType(TradeType.Buy);
sellPositions = "\nSell Positions = " + CountOfTradesOfType(TradeType.Sell);
buyPipsStep = "\nBuy Pips Step = " + _buyPipStep.ToString();
sellPipsStep = "\nSell Pips Step = " + _sellPipStep.ToString();
if (CountOfTradesOfType(TradeType.Buy) > 0)
{
var averageBuyFromCurrent = Math.Round((CalculateAveragePositionPrice(TradeType.Buy) - Symbol.Bid) / Symbol.PipSize, 1);
buyDistance = "\nBuy Target Away = " + averageBuyFromCurrent;
}
if (CountOfTradesOfType(TradeType.Sell) > 0)
{
var averageSellFromCurrent = Math.Round((Symbol.Ask - CalculateAveragePositionPrice(TradeType.Sell)) / Symbol.PipSize, 1);
sellDistance = "\nSell Target Away = " + averageSellFromCurrent;
}
if (CurrentSpread > MaxSpread)
{
statusText = "MAX SPREAD EXCEED";
}
else
{
statusText = "Smart Grid" + spread + buyPositions + sellPositions + buyPipsStep + sellPipsStep + sofferenceSide;
}
return(statusText);
}
/// <summary>
/// Performs a scan for all filtered symbols
/// </summary>
/// <returns></returns>
public async Task <Signal> ScanAsync(ExtendedSymbol symbol, int minutes)
{
try
{
// download the new candles
var candles = (await _api.GetCandlesAsync(symbol.Symbol.MarketSymbol, 60 * minutes, DateTime.Now.AddMinutes(-5 * 50))).Reverse().ToList();
candles = AddMissingCandles(candles, minutes);
// scan candles for buy/sell signal
TradeType tradeType = TradeType.Long;
var strategy = new DayTradingStrategy(symbol.Symbol.MarketSymbol, _settings);
if (strategy.IsValidEntry(candles, 0, out tradeType, out decimal bandwitdh))
{
// ignore signals for shorts when not allowed
if (tradeType == TradeType.Short && !_settings.AllowShorts)
{
return(null);
}
// got buy/sell signal.. write to console
int beepFrequency = symbol.Trends[1].Trend > 0 ? 1000 : 500;
Console.Beep(beepFrequency, 200);
return(new Signal()
{
Symbol = symbol.Symbol.MarketSymbol,
Trade = tradeType.ToString(),
Date = $"{candles[0].Timestamp.AddHours(2):dd-MM-yyyy HH:mm}",
TimeFrame = $"{minutes} min",
HyperTraderURI = GetHyperTradeURI(symbol.Symbol, minutes),
Volume = symbol.Ticker.Volume,
FourHourTrend = String.Format("{00:P2}", symbol.Trends[0].Trend),
OneHourTrend = String.Format("{00:P2}", symbol.Trends[1].Trend),
FourHourTrendObject = symbol.Trends[0],
OneHourTrendObject = symbol.Trends[1],
BBBandwidth = String.Format("{0:0.0#}", bandwitdh)
});
}
/// <summary>
/// 生成 预支付 请求参数（XML）
/// </summary>
/// <param name="description"></param>
/// <param name="tradeNo"></param>
/// <param name="totalFee"></param>
/// <param name="createIp"></param>
/// <param name="notifyUrl"></param>
/// <param name="openid"></param>
/// <returns></returns>
public string CreatePrePayPackage(string description, string tradeNo, string totalFee, string notifyUrl, TradeType tradeType, string openid = null)
{
Dictionary <string, string> nativeObj = new Dictionary <string, string>();
string spbill_create_ip; //用户的公网ip，不是商户服务器IP
nativeObj.Add("appid", AppId);
nativeObj.Add("mch_id", PartnerId);
nativeObj.Add("nonce_str", CommonUtil.CreateNoncestr());
nativeObj.Add("body", description); //商品描述
nativeObj.Add("out_trade_no", tradeNo);
nativeObj.Add("total_fee", totalFee);
//nativeObj.Add("time_start", DateTime.Now.ToString("yyyyMMddHHmmss"));//交易起始时间
//nativeObj.Add("time_expire", DateTime.Now.AddMinutes(10).ToString("yyyyMMddHHmmss"));//交易结束时间
switch (tradeType)
{
case TradeType.JSAPI:
spbill_create_ip = getRealIp();
nativeObj.Add("openid", openid);
break;
case TradeType.APP:
default:
spbill_create_ip = getRealIp();
break;
case TradeType.NATIVE:
spbill_create_ip = HttpContext.Current.Request.ServerVariables["Local_Addr"];
nativeObj.Add("product_id", tradeNo);
break;
}
nativeObj.Add("spbill_create_ip", spbill_create_ip);
nativeObj.Add("notify_url", notifyUrl);
nativeObj.Add("trade_type", tradeType.ToString()); //交易类型
nativeObj.Add("sign", GetCftPackage(nativeObj));
return(DictionaryToXmlString(nativeObj));
}
private bool OperTrade(RechargeInput input, TradeType tradeTyppe)
{
var account = _financeAccount.FirstOrDefault(m => m.UserId == input.userId);
if (account != null)
{
if (input.Amount < 0 && account.Blance + input.Amount < 0)
{
throw new UserFriendlyException("账户余额不足, 扣款失败");
}
account.Blance = account.Blance + input.Amount;
FinanceTradeDetail entity = new FinanceTradeDetail();
entity.UserId = input.userId;
entity.Amount = input.Amount;
entity.FinanceAccountId = account.Id;
entity.TradeType = tradeTyppe.ToString();
entity.SerialNo = _tradeManager.GenerateTradeNo(tradeTyppe);
return(_tradeManager.CreateTrade(entity));
}
throw new UserFriendlyException("未找到此账户");
}
public TradeOrder PlaceTrailStopOrder(int parentOrderID, TradeType tradeType, string symbol, double qty, double trailStopPrice, double trailPct, string exchange = null)
{
TradeOrder res = null;
int orderID = -1;
lock (trade_locker)
{
if (Broker == Broker.IB)
{
orderID = IBClient.PlaceTrailStopOrder(symbol, qty, trailStopPrice, trailPct, tradeType, exchange);
}
else
{
//orderID = TDClient.PlaceOrder(symbol, price, qty, tradeType, exchange, orderType);
}
res = new TradeOrder();
res.ParentOrderID = parentOrderID;
res.OrderID = orderID;
res.Status = TradeOrderStatus.PendingSubmit;
res.Side = tradeType.ToString();
res.TrailStopPrice = trailStopPrice;
res.TrailingPct = trailPct;
ParentOrderManager.Instance.AddChildOrder(res);
if (IsInitialized)
{
StateManager.Save();
}
}
Log.Info(string.Format("Place trailingstop order ID {0}, TradeType {1}, symbol {2}, qty {3}, trailStoppPrice {4}, trailingPct {5}%, exchange {6}",
orderID, tradeType, symbol, qty, trailStopPrice, trailPct * 100, exchange));
return(res);
}
internal Trade(double price, double amount, TradeType type)
{
this.price = price.ToString();
this.amount = amount.ToString();
this.type = type.ToString().ToLower();
}
protected override void OnBar()
{
// This Bar is a potential Trigger Bar.
MA20 = Indicators.MovingAverage(SourceSeries, 20, MAType);
MA34 = Indicators.MovingAverage(SourceSeries, 34, MAType);
MA27 = Indicators.MovingAverage(SourceSeries, 27, MAType);
DateTime EntryExpiration = MarketSeries.OpenTime.LastValue.AddMinutes(PendingOrderEpiration);
// Only run during Market Opening Times..
if (MarketSeries.OpenTime.LastValue.TimeOfDay <= new TimeSpan(8, 0, 0) & MarketSeries.OpenTime.LastValue.TimeOfDay >= new TimeSpan(11, 0, 0))
{
return;
}
// Reasons not to take the trade:
if ((MarketSeries.High.Last(1) - MarketSeries.Low.Last(1)) > 50)
{
Print("Signal Bar greater than 50 points, exiting...");
return;
}
// Reasons not to take the trade:
if ((MarketSeries.High.Last(1) - MarketSeries.Low.Last(1)) < MinSignalLength)
{
Print("Signal Bar too small, exiting...");
return;
}
// Reasons not to take the trade:
if (IsPreviousBarsOK() == false)
{
Print("Previous Bars fail");
return;
}
// Only look for trades if there are no existing positions open.
if (Positions.Count == 0)
{
// Only trade if there is a sufficient Gap between MA's
double MAGap = Math.Abs(MA20.Result.Last(1) - MA34.Result.Last(1));
if (MAGap >= MinMAGap)
{
// Only trade if Candle is touching the MA lines
if (DoesCandleTouch(MarketSeries.High.Last(1), MarketSeries.Low.Last(1), MA20.Result.Last(1), MA34.Result.Last(1)) == true)
{
//Get Direction Of Signal Bar
TradeType SignalBarDirection = TradeType.Sell;
if (MarketSeries.Open.Last(1) < MarketSeries.Close.Last(1))
{
SignalBarDirection = TradeType.Buy;
}
else
{
SignalBarDirection = TradeType.Sell;
}
Print("Bar Direction: " + SignalBarDirection.ToString());
if (IsCloseWithinPercent(MarketSeries.High.Last(1), MarketSeries.Low.Last(1), SignalBarDirection, MarketSeries.Close.Last(1)) == true)
{
// Rule 10: Make sure the candle is in the same direction as the trend
// string Trend = GetMACDTrend();
string Trend = GetMA27Trend();
// Check for Minimum Trend Movement
bool MinSignal = CheckMovment(SignalBarsBack, MinSignalEMAMovement, MaxSignalEMAMovement, "Signal Movement Result:");
if (!MinSignal)
{
Print("Signal movement was not sufficient.");
return;
}
// Check for Minimum Trend Movement
bool MinTrend = CheckMovment(TrendBarsBack, MinTrendEMAMovement, MaxTrendEMAMovement, "Trend Movement Result:");
if (!MinTrend)
{
Print("Trned movement was not sufficient.");
return;
}
if (Trend == "UP" & SignalBarDirection == TradeType.Buy)
{
double EntryPrice = MarketSeries.High.Last(1) + 2;
double InitialStopLoss = GetStopLoss(SignalBarDirection, EntryPrice);
TradeResult CurrentOrder = PlaceLimitOrder(SignalBarDirection, Symbol, DefaultContractSize, EntryPrice, "Woo!", InitialStopLoss, InitialStopLoss, EntryExpiration);
if (CurrentOrder.IsSuccessful)
{
Print("Buy Successful!");
}
else
{
Print("Buy Error: " + CurrentOrder.Error.Value.ToString());
}
}
if (Trend == "DOWN" & SignalBarDirection == TradeType.Sell)
{
double EntryPrice = MarketSeries.Low.Last(1) - 2;
double InitialStopLoss = GetStopLoss(SignalBarDirection, EntryPrice);
TradeResult CurrentOrder = PlaceLimitOrder(SignalBarDirection, Symbol, DefaultContractSize, EntryPrice, "Woo!", InitialStopLoss, InitialStopLoss, EntryExpiration);
if (CurrentOrder.IsSuccessful)
{
Print("Buy Successful!");
}
else
{
Print("Buy Error: " + CurrentOrder.Error.Value.ToString());
}
}
}
else
{
Print("Signal didnt close within 25% of Close.");
}
}
else
{
Print("Cannot trade due to Candles dont touch");
}
}
else
{
Print("Cannot trade due to EMA Gap being too small");
}
}
else
{
Print("Cannot trade due to Open Position");
}
}
private void manageOpen(TradeType tradeType, long volume, string prefixLabel = botLabel)
{
int parties = 10, part1 = 5, part2 = 3;
long partialVolume = Symbol.NormalizeVolume(volume / parties, RoundingMode.ToNearest);
var result1 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part1, prefixLabel + tradeType.ToString() + "-1");
var result2 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part2, prefixLabel + tradeType.ToString() + "-2");
var result3 = ExecuteMarketOrder(tradeType, Symbol, volume - (part1 + part2) * partialVolume, prefixLabel + tradeType.ToString() + "-3");
}
public void ToString_ConvertionOfTradeType(TradeType tradeTypeEnum)
{
string convertionResult = ConvertionHelper.EnumToString(tradeTypeEnum);
Assert.AreEqual(tradeTypeEnum.ToString(), convertionResult);
}
public string GenerateTradeNo(TradeType tradeType)
{
return(UniqueNumber.GetUniqueNumber(tradeType.ToString()));
}
public void TestToString()
{
Assert.AreEqual("Trailer (TR)", new TradeType { Code = "TR", Name = "Trailer" }.ToString());
Assert.AreEqual("Buy (B)", new TradeType { Code = "\r B\n\r", Name = "\t Buy\t\n\r" }.ToString());
Assert.AreEqual("Surrender", new TradeType { Name = "Surrender" }.ToString());
Assert.AreEqual("BUY", new TradeType { Code = "BUY" }.ToString());
var tradeType = new TradeType { Name = " " };
Assert.AreEqual("TradeType (Id: '{0}')".Form(tradeType.Id.ToString()), tradeType.ToString());
}
private string GetNettingKey(Trade trade)
{
TradeType nettedTradeType = trade.Direction == TradeType.Buy ? TradeType.Sell : TradeType.Buy;
return(nettedTradeType.ToString() + "~" + trade.Underlying.ToLowerInvariant());
}
public string EditQuery()
{
roundParams();
int iTradeClosed = 0;
if (TradeClosed == false)
{
iTradeClosed = 0;
ClosingPrice = 0;
Comission = 0;
Taxes = 0;
Profit = 0;
}
else
{
iTradeClosed = 1;
}
int iTradeType = 0;
int iInstrumentType = 0;
switch (InstrumentType.ToString())
{
case "Валюта":
iInstrumentType = 0;
break;
case "Акция":
iInstrumentType = 1;
break;
case "Фьючерс":
iInstrumentType = 2;
break;
}
switch (TradeType.ToString())
{
case "Long":
iTradeType = 0;
break;
case "Short":
iTradeType = 1;
break;
}
//UPDATE `tradesassistant`.`trades` SET `trade_type`='0', `trade_sum`='2120.00' WHERE `id`='6';
string query = "UPDATE `" + Schema + "`.`" + Table + "` SET " +
"`instrument_name`='" + InstrumentName + "', " +
"`instrument_class`='" + iInstrumentType.ToString() + "', " +
"`instrument_ticker`='" + Ticker + "', " +
"`trade_type`='" + iTradeType.ToString() + "', " +
"`opening_price`='" + OpeningPrice.ToString().Replace(",", ".") + "', " +
"`trade_volume`='" + TradeSize.ToString() + "', " +
"`trade_sum`='" + TradeSum.ToString().Replace(",", ".") + "', " +
"`trade_closed`='" + iTradeClosed.ToString() + "', " +
"`closing_price`='" + ClosingPrice.ToString().Replace(",", ".") + "', " +
"`comissions`='" + Comission.ToString().Replace(",", ".") + "', " +
"`taxes`='" + Taxes.ToString().Replace(",", ".") + "', " +
"`profit`='" + Profit.ToString().Replace(",", ".") + "' " +
"WHERE `id`='" + TradeId + "';";
return(query);
}
//метод формирования строки удаления записи
public string AddQuery()
{
roundParams();
int iTradeClosed = 0;
if (TradeClosed == false)
{
iTradeClosed = 0;
}
else
{
iTradeClosed = 1;
}
int iTradeType = 0;
int iInstrumentType = 0;
switch (InstrumentType.ToString())
{
case "Валюта":
iInstrumentType = 0;
break;
case "Акция":
iInstrumentType = 1;
break;
case "Фьючерс":
iInstrumentType = 2;
break;
}
switch (TradeType.ToString())
{
case "Long":
iTradeType = 0;
break;
case "Short":
iTradeType = 1;
break;
}
string query = "INSERT INTO `" + Schema + "`.`" + Table + "` " +
"(`instrument_name`, " +
"`instrument_class`, " +
"`instrument_ticker`, " +
"`trade_type`, " +
"`opening_price`, " +
"`trade_volume`, " +
"`trade_sum`, " +
"`trade_closed`, " +
"`closing_price`, " +
"`comissions`, " +
"`taxes`, " +
"`profit`) " +
"VALUES ('" +
InstrumentName + "', '"
+ iInstrumentType.ToString() + "', '"
+ Ticker + "', '"
+ iTradeType.ToString() + "', '"
+ OpeningPrice.ToString().Replace(",", ".") + "', '"
+ TradeSize.ToString() + "', '"
+ TradeSum.ToString().Replace(",", ".") + "', '"
+ iTradeClosed.ToString() + "', '"
+ ClosingPrice.ToString().Replace(",", ".") + "', '"
+ Comission.ToString().Replace(",", ".") + "', '"
+ Taxes.ToString().Replace(",", ".") + "', '"
+ Profit.ToString().Replace(",", ".") + "');";
return(query);
}
private void manageOpen(TradeType tradeType, long volume, string prefixLabel = botLabel)
{
int nVolumePartition = 10, part1 = 5, part2 = 3;
long nVol = (long)Math.Floor((double)(volume / (microVolume * nVolumePartition)));
long partialVolume = nVol * microVolume;
var result1 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part1, prefixLabel + tradeType.ToString() + "-1");
var result2 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part2, prefixLabel + tradeType.ToString() + "-2");
var result3 = ExecuteMarketOrder(tradeType, Symbol, volume - (part1 + part2) * partialVolume, prefixLabel + tradeType.ToString() + "-3");
}
public static void ShowPopup(this INotifications notifications, TimeFrame timeFrame, Symbol symbol, TradeType type, string triggeredBy, double price, string comment, DateTimeOffset time)
{
ShowPopup(notifications, timeFrame.ToString(), symbol.Name.ToString(), type.ToString(), triggeredBy, price, comment, DateTimeOffset.Now);
}
private void manageOpen(TradeType tradeType, long volume, string prefixLabel = botLabel)
{
int parties = 10, part1 = 5, part2 = 3;
long partialVolume = Symbol.NormalizeVolume(volume / parties, RoundingMode.ToNearest);
var result1 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part1, prefixLabel + tradeType.ToString() + "-1");
var result2 = ExecuteMarketOrder(tradeType, Symbol, partialVolume * part2, prefixLabel + tradeType.ToString() + "-2");
var result3 = ExecuteMarketOrder(tradeType, Symbol, volume - (part1 + part2) * partialVolume, prefixLabel + tradeType.ToString() + "-3");
}
protected bool CreateGridPositions(TradeType direction)
{
// Compute take profit for each grid level.
double[] tpLevels = new double[GridLevelCount];
for (int i = 0; i < tpLevels.Length; i++)
{
if (direction == TradeType.Buy)
{
tpLevels[i] = BB.Main.Last(BBShift + firstIndex) - i * (BB.Main.Last(BBShift + firstIndex) - BB.Bottom.Last(BBShift + firstIndex)) / GridLevelCount;
}
else if (direction == TradeType.Sell)
{
tpLevels[i] = BB.Main.Last(BBShift + firstIndex) + i * (BB.Top.Last(BBShift + firstIndex) - BB.Main.Last(BBShift + firstIndex)) / GridLevelCount;
}
}
Position[] gridPositions = new Position[GridLevelCount];
bool errorEnteringTrade = true;
for (int i = 0; i < GridLevelCount; i++)
{
double currentUnitCostPips = (UnitTradingCost + 2 * Symbol.Spread / Symbol.PipSize);
double TPPips = Math.Round(Math.Abs(Bars.ClosePrices.Last(firstIndex) - tpLevels[i]) / Symbol.PipSize, 1);
// If the cost of trading level i position is greater than the target return, don't enter this level's or the following level's positions.
if ((currentUnitCostPips + MinNetInitialTPPips) >= TPPips)
{
if (i > 0)
{
Print(string.Format("New grid entered with only {0} levels, due to cost/target return inefficiency.", i));
break;
}
else
{
return(errorEnteringTrade);
}
}
string positionLabel = string.Format("{0} - Level {1}", RobotId, i + 1);
TradeResult result = ExecuteMarketOrder(direction, Symbol.Name, ComputeKellyVolume(i), positionLabel, InitialSLPips, TPPips);
if (result.IsSuccessful)
{
gridPositions[i] = result.Position;
errorEnteringTrade = false;
}
else
{
Print(string.Format("Grid level {0} {1} position could not be entered. Error: {2}.", i + 1, direction.ToString(), result.Error));
}
}
string gridId = "";
foreach (Position pos in gridPositions)
{
if (pos != null)
{
gridId += pos.Id + ".";
}
else
{
gridId += "-1.";
}
}
gridId = gridId.Substring(0, gridId.Length - 1);
ActiveGrids.Add(new Grid(gridId, direction, gridPositions));
return(!errorEnteringTrade);
}