private bool DoCheckAndEndOrder(ref VirtualOrder order, TickInfo currentTick)
{
bool doEndOrder = false;
if (currentTick == null)
{
return(false);
}
if (order != null)
{
if (order.Direction > 0) //long
{
if (currentTick.Close / 100 - order.Price <= -5) //停損
{
EndOrder(order.Direction, -1);
order = null;
doEndOrder = true;
return(doEndOrder);
}
if (currentTick.Close / 100 - order.Price >= 10) //停利
{
EndOrder(order.Direction, 1);
order = null;
doEndOrder = true;
return(doEndOrder);
}
}
if (order.Direction < 0) //short
{
if (order.Price - currentTick.Close / 100 <= -5) //停損
{
EndOrder(order.Direction, -1);
order = null;
doEndOrder = true;
return(doEndOrder);
}
if (order.Price - currentTick.Close / 100 >= 10) //停利
{
EndOrder(order.Direction, 1);
order = null;
doEndOrder = true;
return(doEndOrder);
}
}
}
else
{
doEndOrder = false;
}
return(doEndOrder);
}
private void ClearOrder(ref VirtualOrder currentOrder)
{
int longOrShort = currentOrder.Direction;
if (longOrShort > 0)
{
_apexApi.SendFutureOrder(this._apexSymbol, FutureBuyOrSell.Sell, false, FutureTradeCondition.ROD, FuturePriceType.Limit, (_currentTick.Close / 100) - 100, 10);
PostMsg(string.Format("已經到達收盤時間， 多 單 全數出場"));
}
else
{
_apexApi.SendFutureOrder(this._apexSymbol, FutureBuyOrSell.Buy, false, FutureTradeCondition.ROD, FuturePriceType.Limit, (_currentTick.Close / 100) + 100, 10);
PostMsg(string.Format("已經到達收盤時間， 空 單 全數出場"));
}
currentOrder = null;
}
private void AddOrder(int longOrShort, bool isReverse, StrategyVolHotShot volShot)
{
if (longOrShort > 0)
{
if (_currentTick != null)
{
string orderId = _apexApi.SendFutureOrder(this._apexSymbol,
FutureBuyOrSell.Buy, false,
FutureTradeCondition.ROD,
FuturePriceType.Limit, (_currentTick.Close / 100) + 100, 10);
this._currentOrder = new VirtualOrder
{
OrderId = orderId,
Direction = 1,
Price = _currentTick.Close / 100
};
if (isReverse)
{
PostMsg(string.Format("作 一筆 [ 反轉 ] 多 單 {0}, 價位 {1} 15:[ {2}, {3}, {4}] | 10:[ {5}, {6}, {7}] | 5:[ {8}, {9}, {10}] | 3:[ {11}, {12}, {13}] 30:[ {14}, {15}, {16}]",
DateTime.Now.ToString("HH:mm:ss"), (_currentTick.Close / 100) + 1,
volShot.TradeCountIn15Sec, volShot.TotalVolIn15Sec, volShot.TickGapIn15Sec,
volShot.TradeCountIn10Sec, volShot.TotalVolIn10Sec, volShot.TickGapIn10Sec,
volShot.TradeCountIn5Sec, volShot.TotalVolIn5Sec, volShot.TickGapIn5Sec,
volShot.TradeCountIn3Sec, volShot.TotalVolIn3Sec, volShot.TickGapIn3Sec,
volShot.TradeCountIn30Sec, volShot.TotalVolIn30Sec, volShot.TickGapIn30Sec));
}
else
{
PostMsg(string.Format("作 一筆 多 單 {0}, 價位 {1} 15:[ {2}, {3}, {4}] | 10:[ {5}, {6}, {7}] | 5:[ {8}, {9}, {10}] | 3:[ {11}, {12}, {13}] 30:[ {14}, {15}, {16}]",
DateTime.Now.ToString("HH:mm:ss"), (_currentTick.Close / 100) + 1,
volShot.TradeCountIn15Sec, volShot.TotalVolIn15Sec, volShot.TickGapIn15Sec,
volShot.TradeCountIn10Sec, volShot.TotalVolIn10Sec, volShot.TickGapIn10Sec,
volShot.TradeCountIn5Sec, volShot.TotalVolIn5Sec, volShot.TickGapIn5Sec,
volShot.TradeCountIn3Sec, volShot.TotalVolIn3Sec, volShot.TickGapIn3Sec,
volShot.TradeCountIn30Sec, volShot.TotalVolIn30Sec, volShot.TickGapIn30Sec));
}
}
}
else
{
if (_currentTick != null)
{
string orderId = _apexApi.SendFutureOrder(this._apexSymbol,
FutureBuyOrSell.Sell, false,
FutureTradeCondition.ROD,
FuturePriceType.Limit, (_currentTick.Close / 100) - 100, 10);
this._currentOrder = new VirtualOrder
{
OrderId = orderId,
Direction = -1,
Price = _currentTick.Close / 100
};
if (isReverse)
{
PostMsg(string.Format("作 一筆 [ 反轉 ] 空 單 {0}, 價位 {1} 15:[ {2}, {3}, {4}] | 10:[ {5}, {6}, {7}] | 5:[ {8}, {9}, {10}] | 3:[ {11}, {12}, {13}] 30:[ {14}, {15}, {16}]",
DateTime.Now.ToString("HH:mm:ss"), (_currentTick.Close / 100) - 1,
volShot.TradeCountIn15Sec, volShot.TotalVolIn15Sec, volShot.TickGapIn15Sec,
volShot.TradeCountIn10Sec, volShot.TotalVolIn10Sec, volShot.TickGapIn10Sec,
volShot.TradeCountIn5Sec, volShot.TotalVolIn5Sec, volShot.TickGapIn5Sec,
volShot.TradeCountIn3Sec, volShot.TotalVolIn3Sec, volShot.TickGapIn3Sec,
volShot.TradeCountIn30Sec, volShot.TotalVolIn30Sec, volShot.TickGapIn30Sec));
}
else
{
PostMsg(string.Format("作 一筆 空 單 {0}, 價位 {1} 15:[ {2}, {3}, {4}] | 10:[ {5}, {6}, {7}] | 5:[ {8}, {9}, {10}] | 3:[ {11}, {12}, {13}] 30:[ {14}, {15}, {16}]",
DateTime.Now.ToString("HH:mm:ss"), (_currentTick.Close / 100) - 1,
volShot.TradeCountIn15Sec, volShot.TotalVolIn15Sec, volShot.TickGapIn15Sec,
volShot.TradeCountIn10Sec, volShot.TotalVolIn10Sec, volShot.TickGapIn10Sec,
volShot.TradeCountIn5Sec, volShot.TotalVolIn5Sec, volShot.TickGapIn5Sec,
volShot.TradeCountIn3Sec, volShot.TotalVolIn3Sec, volShot.TickGapIn3Sec,
volShot.TradeCountIn30Sec, volShot.TotalVolIn30Sec, volShot.TickGapIn30Sec));
}
}
}
}
