public ParabolicStop(
Position position, BarSpud bars, double initialStopPrice, double afStep,
double afMax, int lookbackBars, string name
) : base(position, name, PROTECTIVE_STOP, bars.manager)
{
this.initialStopPrice = initialStopPrice;
this.afStep = afStep;
this.afMax = afMax;
this.bars = bars;
af = dependsOn(new RootSpud <double>(manager));
af.set(afStep);
extreme = dependsOn(position.longShort(bars.high, bars.low));
var extremeSide = position.longShort(MinMax <double> .MAX, MinMax <double> .MIN);
maxExtreme = dependsOn(extreme.minMax(extremeSide));
opposite = position.direction().isLong() ? bars.low : bars.high;
recentOppositeExtreme = dependsOn(position.direction().isLong() ? opposite.lowest(lookbackBars) : opposite.highest(lookbackBars));
numBars = dependsOn(new BarCounter(bars));
}
public void refersTo(Position position)
{
position_ = position;
if (position.direction().Equals(direction))
{
enterExit_ = "Scale up";
}
else
{
enterExit_ = position.size.Equals(size) ? "Exit" : "Scale down";
}
}
public Position(Position position) : this(position.symbol, position.size, position.direction())
{
each(position.trades(), trade => addTrade(new Trade(trade)));
}