public static void CorvergenceCheck(List <ProbaStruct> ZigZagCollectionMain, List <ProbaStruct> ZigZagCollectionOff,
ProbaStruct NewZigZagValue, double converGap, double converPrice,
DateTime time, ref ProbaStruct CorvergenceHandle, ref int convergence_counter,
double gap, double RatioConver, ref List <Position> Position, object locker,
ModelsAT.BrokerMT tradeTerminal, ref OpenPosition openpos, ILogger logger, string name, bool LoggNeeded)
{
if (ZigZagCollectionMain.Last().GapValue < NewZigZagValue.GapValue && ZigZagCollectionMain.Last().price < NewZigZagValue.price)
{
convergence_counter++;
CorvergenceHandle.GapValue = converGap;
CorvergenceHandle.price = converPrice;
CorvergenceHandle.time = time;
if (ZigZagCollectionOff.Count != 0)
{
double R = Math.Abs(NewZigZagValue.GapValue - gap);
double R1 = Math.Abs(NewZigZagValue.GapValue - ZigZagCollectionOff.Last().GapValue);
double Ratio = R / R1;
/* if (LoggNeeded)
* logger.LogEvent(time, name + " Ratio: " + Ratio);
* if (RatioConver <= Ratio)
* {
* if (Position.Count > 0)
* {
* lock (locker)
* {
* logger.LogEvent(time, name + " Аварийный выход с рынка");
* tradeTerminal.ClosePosition(Position[0].index);
* openpos = OpenPosition.NONE;
* }
* Position.Clear();
* }
* }*/
}
//if (LoggNeeded)
// logger.LogEvent(time, name + " Медвежья конвергенция ");
}
else
{
convergence_counter = 0;
}
}
static void DivergenceAssist(ProbaStruct NewZigZagValue, ref int divergence_counter, ILogger logger, string name, bool LoggNeeded, string message)
{
divergence_counter++;
//if (LoggNeeded)
// logger.LogEvent(NewZigZagValue.time, message);
}
public static void DivergenceCheck(bool MaxMin, List <ProbaStruct> ZigZagCollection, ProbaStruct NewZigZagValue, ref int divergence_counter,
ref bool pos_flag, ILogger logger, string name, DateTime time, bool LoggNeeded, bool OpenClose)
{
if (!MaxMin)
{
if (NewZigZagValue.GapValue > ZigZagCollection[0].GapValue && NewZigZagValue.price > ZigZagCollection.Last().price)
{
string type = "закрытия Long";
if (OpenClose)
{
type = "открытия Short";
}
string message = String.Format("{0} Дивергенция {2} {1} ", name, divergence_counter + 1, type);
DivergenceAssist(NewZigZagValue, ref divergence_counter, logger, name, LoggNeeded, message);
}
else
{
divergence_counter = 0;
pos_flag = false;
}
}
else
{
if (NewZigZagValue.GapValue < ZigZagCollection[0].GapValue && NewZigZagValue.price < ZigZagCollection.Last().price)
{
string type = "закрытия Short";
if (OpenClose)
{
type = "открытия Long";
}
string message = String.Format("{0} Дивергенция {2} {1} ", name, divergence_counter + 1, type);
DivergenceAssist(NewZigZagValue, ref divergence_counter, logger, name, LoggNeeded, message);
}
else
{
divergence_counter = 0;
pos_flag = false;
}
}
}
public void EventHandlerBig(object[] param)
{
if (MinValueBig.Count == Size)
{
MinValueBig.RemoveAt(0);
}
if (MaxValueBig.Count == Size)
{
MaxValueBig.RemoveAt(0);
}
if (param[0].ToString() == "Min")
{
lastvalue = LastZigZagValue.MIN;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
MinValueBig.Add(Temp_value);
if (MinValueBig.Count == Size)
{
double level = 0;
lock (locker)
{
if (!shortlock)
{
openshortcloselong = true;
}
for (int i = 1; i < Size; i++)
{
if (MinValueBig[i].GapValue <MinValueBig[i - 1].GapValue && MinValueBig[i].price> MinValueBig[i - 1].price)
{
openshortcloselong = false;
}
level += MinValueBig[i].GapValue;
}
level /= Size;
lvl_dwn_last = level;
}
}
}
if (param[0].ToString() == "Max")
{
lastvalue = LastZigZagValue.MAX;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
MaxValueBig.Add(Temp_value);
if (MaxValueBig.Count == Size)
{
double level = 0;
lock (locker)
{
if (!longlock)
{
openlongcloseshort = true;
}
for (int i = 1; i < Size; i++)
{
if (MaxValueBig[i].GapValue > MaxValueBig[i - 1].GapValue && MaxValueBig[i].price < MaxValueBig[i - 1].price)
{
openlongcloseshort = false;
}
level += MaxValueBig[i].GapValue;
}
level /= Size;
lvl_up_last = level;
}
}
}
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
ClosePositionStopTrade += Stop;
if (Models.InputItemInteractivBrokerModel.IB == null)
{
return(false);
}
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
zigzagid = parser.GetInt("ZigZag_ID");
zigzagidsmall = parser.GetInt("ZigZagSmall_ID");
if (zigzagid < 0 || zigzagid > Model.Project.Outputs.Count)
{
return(false);
}
if (zigzagidsmall < 0 || zigzagidsmall > Model.Project.Outputs.Count)
{
return(false);
}
gappos = parser.GetInt("Gap");
if (gappos < 0 || gappos > Model.Project.Outputs.Count)
{
return(false);
}
//Gap = Model.Project.Proccesors[gappos];
//Gap.ProcessorAction += PositionHandler;
//ZigZag = Model.Project.Proccesors[zigzagid];
//ZigZag.ProcessorAction += EventHandler;
MinValueSmall = new List <ProbaStruct>();
MaxValueSmall = new List <ProbaStruct>();
MinValueBig = new List <ProbaStruct>();
MaxValueBig = new List <ProbaStruct>();
PositionShort = new Position();
PositionLong = new Position();
name = parser.GetString("Name");
ratio = parser.GetDouble("Ratio");
tradeTerminal = new ModelsAT.BrokerMT(parser.GetInt("tradeTerminalID"));
tradeTerminal.setBrokerParam("Name", parser.GetString("ServerName"));
tradeTerminal.SetServer();
Size = parser.GetInt("Size");
if (parser.GetInt("IsReal") == 1)
{
tradeTerminal.isReal = true;
}
if (parser.GetInt("Logg") == 1)
{
LoggNeeded = true;
}
else
{
LoggNeeded = false;
}
//if (divergence > size || divergence == 0) return false;
openlongcloseshort = false;
openshortcloselong = false;
longlock = false;
shortlock = false;
profit_to_close = parser.GetInt("TakeProfit") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
lose_to_close = parser.GetInt("StopLoss") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
convergenceshort = false;
convergencelong = false;
divergenceshort = false;
divergencelong = false;
lastvalue = LastZigZagValue.NONE;
all_profit = 0;
openpos = OpenPosition.NONE;
ConvergenMin = new ProbaStruct();
ConvergenMax = new ProbaStruct();
Model.OutputsInitializeEnd += InitializeHandler;
Model.LoadSimulation += LoadSec;
return(true);
}
public void EventHandlerSmall(object[] param)
{
if (MinValueSmall.Count == Size)
{
MinValueSmall.RemoveAt(0);
}
if (MaxValueSmall.Count == Size)
{
MaxValueSmall.RemoveAt(0);
}
if (param[0].ToString() == "Min")
{
lastvalue = LastZigZagValue.MIN;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
MinValueSmall.Add(Temp_value);
if (MinValueSmall.Count == Size)
{
int convergence = 0;
int divergence = 0;
lock (locker)
{
for (int i = 1; i < Size; i++)
{
if (MinValueSmall[i].GapValue <MinValueSmall[i - 1].GapValue && MinValueSmall[i].price> MinValueSmall[i - 1].price)
{
convergence++;
}
if (MinValueSmall[i].GapValue > MinValueSmall[i - 1].GapValue && MinValueSmall[i].price > MinValueSmall[i - 1].price)
{
divergence++;
}
}
if (MinValueSmall.Last().GapValue < lvl_dwn_last * 0.8)
{
longlock = true;
}
else
{
longlock = false;
}
if (convergence == Size)
{
convergenceshort = true;
}
else
{
convergenceshort = false;
}
if (divergence == Size)
{
divergenceshort = true;
}
else
{
divergenceshort = false;
}
}
}
}
if (param[0].ToString() == "Max")
{
lastvalue = LastZigZagValue.MAX;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
MaxValueSmall.Add(Temp_value);
if (MaxValueSmall.Count == Size)
{
int convergence = 0;
int divergence = 0;
lock (locker)
{
if (!longlock)
{
openlongcloseshort = true;
}
for (int i = 1; i < Size; i++)
{
if (MaxValueSmall[i].GapValue > MaxValueSmall[i - 1].GapValue && MaxValueSmall[i].price < MaxValueSmall[i - 1].price)
{
convergence++;
}
if (MaxValueSmall[i].GapValue < MaxValueSmall[i - 1].GapValue && MaxValueSmall[i].price < MaxValueSmall[i - 1].price)
{
divergence++;
}
}
if (MaxValueSmall.Last().GapValue > lvl_up_last * 0.8)
{
shortlock = true;
}
else
{
shortlock = false;
}
if (convergence == Size)
{
convergencelong = true;
}
else
{
convergencelong = false;
}
if (divergence == Size)
{
divergencelong = true;
}
else
{
divergencelong = false;
}
}
}
}
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
ClosePositionStopTrade += Stop;
if (Models.InputItemInteractivBrokerModel.IB == null)
{
return(false);
}
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
zigzagid_1 = parser.GetInt("ZigZag_ID1");
if (zigzagid_1 < 0 || zigzagid_1 > Model.Project.Outputs.Count)
{
return(false);
}
zigzagid_2 = parser.GetInt("ZigZag_ID2");
if (zigzagid_2 < 0 || zigzagid_2 > Model.Project.Outputs.Count)
{
return(false);
}
zigzagid_2_2 = parser.GetInt("ZigZag_ID2_2");
gappos = parser.GetInt("Gap");
if (gappos < 0 || gappos > Model.Project.Outputs.Count)
{
return(false);
}
int t_t = parser.GetInt("type");
switch (t_t)
{
case (0):
trader_type = TradeType.STANDART;
break;
case (1):
trader_type = TradeType.IN_OUT;
break;
default:
trader_type = TradeType.ONE_IN_TWO_OUT;
break;
}
//Gap = Model.Project.Proccesors[gappos];
//Gap.ProcessorAction += PositionHandler;
//ZigZag = Model.Project.Proccesors[zigzagid];
//ZigZag.ProcessorAction += EventHandler;
divergenceOpen = parser.GetInt("DivergenceOpen");
divergenceClose = parser.GetInt("DivergenceClose");
convergen_counter = parser.GetInt("Convergence");
if (divergenceOpen < 0 || divergenceClose < 0 || convergen_counter < 0)
{
return(false);
}
MinValueOpen_1 = new List <ProbaStruct>();
MaxValueOpen_1 = new List <ProbaStruct>();
MinValueClose_1 = new List <ProbaStruct>();
MaxValueClose_1 = new List <ProbaStruct>();
MinValueOpen_2 = new List <ProbaStruct>();
MaxValueOpen_2 = new List <ProbaStruct>();
MinValueClose_2 = new List <ProbaStruct>();
MaxValueClose_2 = new List <ProbaStruct>();
MinValueOpen_2_2 = new List <ProbaStruct>();
MaxValueOpen_2_2 = new List <ProbaStruct>();
MinValueClose_2_2 = new List <ProbaStruct>();
MaxValueClose_2_2 = new List <ProbaStruct>();
PositionShort = new List <Position>();
PositionLong = new List <Position>();
name = parser.GetString("Name");
ratio = parser.GetDouble("Ratio");
profit_to_close = parser.GetInt("TakeProfit") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
lose_to_close = parser.GetInt("StopLoss") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
ratio_exp = parser.GetDouble("Ratio_O");
tradeTerminal = new ModelsAT.BrokerMT(parser.GetInt("tradeTerminalID"));
tradeTerminal.setBrokerParam("Name", parser.GetString("ServerName"));
tradeTerminal.SetServer();
if (parser.GetInt("IsReal") == 1)
{
tradeTerminal.isReal = true;
}
else
{
tradeTerminal.isReal = false;
}
if (parser.GetInt("Logg") == 1)
{
LoggNeeded = true;
}
else
{
LoggNeeded = false;
}
if (parser.GetInt("Expand") == 1)
{
can_expand = true;
}
else
{
can_expand = false;
}
divergence_max_open = 0;
divergence_min_open = 0;
divergence_max_close = 0;
divergence_min_close = 0;
openlong = false;
openshort = false;
closelong = false;
expand_position_short = false;
expand_position_long = false;
closeshort = false;
lastvalue = LastZigZagValue.NONE;
all_profit = 0;
openpos = OpenPosition.NONE;
convergen_min = 0;
convergen_max = 0;
ConvergenMin = new ProbaStruct();
ConvergenMax = new ProbaStruct();
last_pos = new LastPosition();
Model.OutputsInitializeEnd += InitializeHandler;
Model.LoadSimulation += LoadSec;
return(true);
}
void EventHelper_2_type2(object[] param, ref List <ProbaStruct> MinValueClose, ref List <ProbaStruct> MaxValueClose)
{
if (MinValueClose.Count == divergenceClose + 1)
{
MinValueClose.RemoveAt(0);
}
if (MaxValueClose.Count == divergenceClose + 1)
{
MaxValueClose.RemoveAt(0);
}
if (param[0].ToString() == "Min")
{
lastvalue = LastZigZagValue.MIN;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MinValueClose.Count != 0)
{
if (openpos == OpenPosition.LONG)
{
FunTradeWorker.DivergenceCheck(false, MinValueClose, Temp_value, ref divergence_min_close, ref closelong, logger, name, time, LoggNeeded, false);
}
}
MinValueClose.Add(Temp_value);
if (divergenceClose == 0)
{
if (OpenPosition.LONG == openpos)
{
CloseLong = Temp_value;
closelong = true;
}
}
else
if (divergence_min_close == divergenceClose)
{
closelong = true;
CloseLong = MinValueClose.Last();
string message = String.Format("{0} Решение закрыть позиции Лонг. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_min_close = 0;
}
}
if (param[0].ToString() == "Max")
{
lastvalue = LastZigZagValue.MAX;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MaxValueClose.Count != 0)
{
if (openpos == OpenPosition.SHORT)
{
FunTradeWorker.DivergenceCheck(true, MaxValueClose, Temp_value, ref divergence_max_close, ref closeshort, logger, name, time, LoggNeeded, false);
}
}
MaxValueClose.Add(Temp_value);
if (divergenceClose == 0)
{
if (openpos == OpenPosition.SHORT)
{
CloseShort = Temp_value;
closelong = true;
}
}
else
if (divergence_max_close == divergenceClose)
{
closeshort = true;
CloseShort = MaxValueClose.Last();
string message = String.Format("{0} Решение закрыть позиции Шорт. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_max_close = 0;
}
}
}
public void EventHandler_1_type2(object[] param)
{
if (MinValueOpen_1.Count == divergenceOpen + 1)
{
MinValueOpen_1.RemoveAt(0);
}
if (MaxValueOpen_1.Count == divergenceOpen + 1)
{
MaxValueOpen_1.RemoveAt(0);
}
if (param[0].ToString() == "Min")
{
lastvalue = LastZigZagValue.MIN;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MinValueOpen_1.Count != 0)
{
if (openpos == OpenPosition.SHORT)
{
if (can_expand)
{
if (Temp_value.GapValue > MinValueOpen_1.Last().GapValue&& Temp_value.price > MinValueOpen_1.Last().price)
{
expand_position_short = true;
}
else
{
expand_position_short = false;
}
}
}
if (openpos == OpenPosition.NONE)
{
FunTradeWorker.DivergenceCheck(false, MinValueOpen_1, Temp_value, ref divergence_min_open, ref openshort, logger, name, time, LoggNeeded, true);
}
}
MinValueOpen_1.Add(Temp_value);
MinValueClose_1.Add(Temp_value);
if (divergenceOpen == 0)
{
if (openpos == OpenPosition.NONE)
{
openshort = true;
OpenShort = Temp_value;
}
if (openpos == OpenPosition.SHORT)
{
expand_position_short = true;
}
}
else
if (divergence_min_open == divergenceOpen)
{
openshort = true;
OpenShort = MinValueOpen_1.Last();
CrashShort = MinValueOpen_1[0];
string message = String.Format("{0} Решение открытия позиции Шорт. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_min_open = 0;
}
}
if (param[0].ToString() == "Max")
{
lastvalue = LastZigZagValue.MAX;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MaxValueOpen_1.Count != 0)
{
if (openpos == OpenPosition.LONG)
{
if (can_expand)
{
if (Temp_value.GapValue < MaxValueOpen_1.Last().GapValue&& Temp_value.price < MaxValueOpen_1.Last().price)
{
expand_position_long = true;
}
else
{
expand_position_long = false;
}
}
}
if (openpos == OpenPosition.NONE)
{
FunTradeWorker.DivergenceCheck(true, MaxValueOpen_1, Temp_value, ref divergence_max_open, ref openlong, logger, name, time, LoggNeeded, true);
}
}
MaxValueOpen_1.Add(Temp_value);
if (divergenceOpen == 0)
{
if (openpos == OpenPosition.NONE)
{
OpenLong = Temp_value;
openlong = true;
}
if (openpos == OpenPosition.LONG)
{
expand_position_short = true;
}
}
else
if (divergence_max_open == divergenceOpen)
{
openlong = true;
OpenLong = MaxValueOpen_1.Last();
CrashLong = MaxValueOpen_1[0];
string message = String.Format("{0} Решение открытия позиции Лонг. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_max_open = 0;
}
}
}
void EventHelper(object[] param, List <ProbaStruct> MinValueOpen, List <ProbaStruct> MinValueClose, List <ProbaStruct> MaxValueOpen, List <ProbaStruct> MaxValueClose)
{
if (MinValueOpen.Count == divergenceOpen + 1)
{
MinValueOpen.RemoveAt(0);
}
if (MinValueClose.Count == divergenceClose + 1)
{
MinValueClose.RemoveAt(0);
}
if (MaxValueOpen.Count == divergenceOpen + 1)
{
MaxValueOpen.RemoveAt(0);
}
if (MaxValueClose.Count == divergenceClose + 1)
{
MaxValueClose.RemoveAt(0);
}
if (param[0].ToString() == "Min")
{
lastvalue = LastZigZagValue.MIN;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MinValueOpen.Count != 0)
{
if (openpos == OpenPosition.SHORT)
{
if (can_expand)
{
if (Temp_value.GapValue > MinValueOpen.Last().GapValue&& Temp_value.price > MinValueOpen.Last().price)
{
expand_position_short = true;
}
else
{
expand_position_short = false;
}
}
}
FunTradeWorker.CorvergenceCheck(MinValueOpen, MaxValueOpen, Temp_value, gapValue, price, time,
ref ConvergenMin, ref convergen_min, Model.Project.Outputs[gappos].Value,
ratio, ref PositionShort, locker, tradeTerminal, ref openpos, logger, name, LoggNeeded);
if (openpos == OpenPosition.NONE)
{
FunTradeWorker.DivergenceCheck(false, MinValueOpen, Temp_value, ref divergence_min_open, ref openshort, logger, name, time, LoggNeeded, true);
}
}
if (MinValueClose.Count != 0)
{
if (openpos == OpenPosition.LONG)
{
FunTradeWorker.DivergenceCheck(false, MinValueClose, Temp_value, ref divergence_min_close, ref closelong, logger, name, time, LoggNeeded, false);
}
}
MinValueOpen.Add(Temp_value);
MinValueClose.Add(Temp_value);
if (divergenceOpen == 0)
{
if (openpos == OpenPosition.NONE)
{
openshort = true;
OpenShort = Temp_value;
}
if (openpos == OpenPosition.SHORT)
{
expand_position_short = true;
}
}
else
if (divergence_min_open == divergenceOpen)
{
openshort = true;
OpenShort = MinValueOpen.Last();
CrashShort = MinValueOpen[0];
string message = String.Format("{0} Решение открытия позиции Шорт. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_min_open = 0;
}
if (divergenceClose == 0)
{
if (openpos == OpenPosition.LONG)
{
CloseLong = Temp_value;
closelong = true;
}
}
else
if (divergence_min_close == divergenceClose)
{
closelong = true;
CloseLong = MinValueClose.Last();
string message = String.Format("{0} Решение закрыть позиции Лонг. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_min_close = 0;
}
}
if (param[0].ToString() == "Max")
{
lastvalue = LastZigZagValue.MAX;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MaxValueOpen.Count != 0)
{
if (openpos == OpenPosition.LONG)
{
if (can_expand)
{
if (Temp_value.GapValue < MaxValueOpen.Last().GapValue&& Temp_value.price < MaxValueOpen.Last().price)
{
expand_position_long = true;
}
else
{
expand_position_long = false;
}
}
}
FunTradeWorker.CorvergenceCheck(MaxValueOpen, MinValueOpen, Temp_value, gapValue, price, time, ref ConvergenMax, ref convergen_max,
Model.Project.Outputs[gappos].Value, ratio, ref PositionLong, locker, tradeTerminal, ref openpos, logger, name, LoggNeeded);
if (openpos == OpenPosition.NONE)
{
FunTradeWorker.DivergenceCheck(true, MaxValueOpen, Temp_value, ref divergence_max_open, ref openlong, logger, name, time, LoggNeeded, true);
}
}
if (MaxValueClose.Count != 0)
{
if (openpos == OpenPosition.SHORT)
{
FunTradeWorker.DivergenceCheck(true, MaxValueClose, Temp_value, ref divergence_max_close, ref closeshort, logger, name, time, LoggNeeded, false);
}
}
MaxValueOpen.Add(Temp_value);
MaxValueClose.Add(Temp_value);
if (divergenceOpen == 0)
{
if (openpos == OpenPosition.NONE)
{
openlong = true;
OpenLong = Temp_value;
}
if (openpos == OpenPosition.LONG)
{
expand_position_short = true;
}
}
else
if (divergence_max_open == divergenceOpen)
{
openlong = true;
OpenLong = MaxValueOpen.Last();
CrashLong = MaxValueOpen[0];
string message = String.Format("{0} Решение открытия позиции Лонг. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_max_open = 0;
}
if (divergenceClose == 0)
{
if (openpos == OpenPosition.SHORT)
{
CloseShort = Temp_value;
closelong = true;
}
}
else
if (divergence_max_close == divergenceClose)
{
closeshort = true;
CloseShort = MaxValueClose.Last();
string message = String.Format("{0} Решение закрыть позиции Шорт. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_max_close = 0;
}
}
}