public bool isStopCurrent(Position p)
{
Order s = Calc.PositionStop(p, this);
return(s.OrderSize == SentStopSize);
}
void doupdate(string sym)
{
// is update ignored?
if (IgnoreUpdate(sym))
{
return;
}
// wait till next tick if we send cancels
bool sentcancel = false;
// get our offset values
OffsetInfo off = GetOffset(sym);
// get position
Position p = new Position(_pt[sym]);
// if we're flat, nothign to do
if (p.isFlat)
{
return;
}
// see whats current
bool cprofit = off.isProfitCurrent(p);
bool cstop = off.isStopCurrent(p);
// if not current, mark for update
bool updateprofit = !cprofit;
bool updatestop = !cstop;
// if we're up to date then quit
if (!updatestop && !updateprofit)
{
return;
}
// see if we have stop update
if ((updatestop && off.hasStop && !CancelOnce) ||
(updatestop && off.hasStop && CancelOnce && !off.StopcancelPending))
{
// notify
if (!off.StopcancelPending)
{
debug(string.Format("attempting stop cancel: {0} {1}", sym, off.StopId));
}
// cancel existing stops
cancel(off.StopId);
// mark cancel pending
off.StopcancelPending = true;
// mark as sent
sentcancel |= true;
}
// see if we have profit update
if ((updateprofit && off.hasProfit && AllowSimulatenousCancels) ||
(updateprofit && off.hasProfit && AllowSimulatenousCancels && !sentcancel))
{
if (!CancelOnce || (CancelOnce && !off.ProfitcancelPending))
{
// notify
if (!off.ProfitcancelPending)
{
debug(string.Format("attempting profit cancel: {0} {1}", sym, off.ProfitId));
}
// cancel existing profits
cancel(off.ProfitId);
// mark cancel pending
off.ProfitcancelPending = true;
// mark as sent
sentcancel |= true;
}
}
// wait till next tick if we sent cancel
if (sentcancel && WaitAfterCancel)
{
return;
}
bool sentorder = false;
// send stop first
if (!off.hasStop)
{
// since we have no stop, it's cancel can't be pending
off.StopcancelPending = false;
// get new stop
Order stop = Calc.PositionStop(p, off.StopDist, off.StopPercent, off.NormalizeSize, off.MinimumLotSize);
// mark size
off.SentStopSize = stop.OrderSize;
// if it's valid, send and track
if (stop.IsValid)
{
stop.Id = Ids.NextOrderId;
off.StopId = stop.Id;
SendOrderEvent(stop);
// notify
debug(string.Format("sent new stop: {0} {1}", stop.Id, stop.ToString(DebugDecimals)));
sentorder = true;
}
else if (_verbdebug)
{
debug(sym + " invalid stop: " + stop.ToString(DebugDecimals));
}
}
if ((!off.hasProfit && AllowSimulatenousOrders) || (!off.hasProfit && !AllowSimulatenousOrders && !sentorder))
{
// since we have no stop, it's cancel can't be pending
off.ProfitcancelPending = false;
// get new profit
Order profit = Calc.PositionProfit(p, off.ProfitDist, off.ProfitPercent, off.NormalizeSize, off.MinimumLotSize);
// mark size
off.SentProfitSize = profit.OrderSize;
// if it's valid, send and track it
if (profit.IsValid)
{
profit.Id = Ids.NextOrderId;
off.ProfitId = profit.Id;
SendOrderEvent(profit);
// notify
debug(string.Format("sent new profit: {0} {1}", profit.Id, profit.ToString(DebugDecimals)));
sentorder = true;
}
else if (_verbdebug)
{
debug(sym + " invalid profit: " + profit.ToString(DebugDecimals));
}
}
// make sure new offset info is reflected
SetOffset(sym, off);
}