protected double CalculateSL(ExecutionRule orderType, double openPrice)
{
double SL = 0.3333;
double CurrentBid = Instrument.Bid;
double CurrentAsk = Instrument.Ask;
if (((int)orderType == (int)ExecutionRule.Buy) ||
((int)orderType == (int)ExecutionRule.BuyStop))
{
if (BolaOnly)
{
SL = BolaInd.SeriesDown[_CIndex];
}
else
{
SL = openPrice - staticSL * Instrument.Point;
}
}
if (((int)orderType == (int)ExecutionRule.Sell) ||
((int)orderType == (int)ExecutionRule.SellStop))
{
if (BolaOnly)
{
SL = BolaInd.SeriesUp[_CIndex];
}
else
{
SL = openPrice + staticSL * Instrument.Point;
}
}
return((double)Math.Round(SL, Instrument.PriceScale));
}
protected double CalculateOpenPrice(ExecutionRule orderType)
{
int cB = _CIndex;
ExtremumMin = Bars[cB].Low;
ExtremumMax = Bars[cB].High;
while ((cB > (_CIndex - ExtHistoryDepth)) && (cB >= 0))
{
if (ExtremumMax <= Bars[cB].High)
{
ExtremumMax = Bars[cB].High;
}
if (ExtremumMin >= Bars[cB].Low)
{
ExtremumMin = Bars[cB].Low;
}
cB--;
}
if (((int)orderType == (int)ExecutionRule.Buy) ||
((int)orderType == (int)ExecutionRule.BuyStop))
{
return((double)Math.Round(ExtremumMax, Instrument.PriceScale));
}
if (((int)orderType == (int)ExecutionRule.Sell) ||
((int)orderType == (int)ExecutionRule.SellStop))
{
return((double)Math.Round(ExtremumMin, Instrument.PriceScale));
}
return((double)Math.Round((ExtremumMin + ExtremumMax) / 2.0, Instrument.PriceScale));
}
protected double dblCalculateTP(ExecutionRule _ordertype, int mode)
{
if (mode == 0)
{
if ((int)_ordertype == (int)ExecutionRule.Sell)
{
if (LevelSR1)
{
if (Instrument.Bid < PivotS1)
{
return((double)Math.Round(PivotS2, Instrument.PriceScale));
}
else
{
return((double)Math.Round(PivotS1, Instrument.PriceScale));
}
}
else
{
return((double)Math.Round(PivotS2, Instrument.PriceScale));
}
}
if ((int)_ordertype == (int)ExecutionRule.Buy)
{
if (LevelSR1)
{
if (Instrument.Ask > PivotR1)
{
return((double)Math.Round(PivotR2, Instrument.PriceScale));
}
else
{
return((double)Math.Round(PivotR1, Instrument.PriceScale));
}
}
else
{
return((double)Math.Round(PivotR2, Instrument.PriceScale));
}
}
}
else
{
if ((int)_ordertype == (int)ExecutionRule.Sell)
{
return((double)Math.Round(Instrument.Bid - (PivotS2 - PivotS3), Instrument.PriceScale));
}
if ((int)_ordertype == (int)ExecutionRule.Buy)
{
return((double)Math.Round(Instrument.Ask + (PivotR3 - PivotR2), Instrument.PriceScale));
}
}
return((double)0.0);
}
protected double CalculateOpenPrice(ExecutionRule orderType)
{
if (((int)orderType == (int)ExecutionRule.Buy) ||
((int)orderType == (int)ExecutionRule.BuyStop))
{
return((double)Math.Round(ExtremumMax, Instrument.PriceScale));
}
if (((int)orderType == (int)ExecutionRule.Sell) ||
((int)orderType == (int)ExecutionRule.SellStop))
{
return((double)Math.Round(ExtremumMin, Instrument.PriceScale));
}
return((double)Math.Round((ExtremumMin + ExtremumMax) / 2.0, Instrument.PriceScale));
}
protected double CalculateSL(ExecutionRule orderType)
{
double SL = 0.3333;
if ((int)orderType == (int)ExecutionRule.Sell)
{
SL = EnvindSL.SeriesUp[_CIndex];
}
if ((int)orderType == (int)ExecutionRule.Buy)
{
SL = EnvindSL.SeriesDown[_CIndex];
}
return((double)Math.Round(SL, Instrument.PriceScale));
}
protected double CalculateTP(ExecutionRule orderType, double openPrice)
{
double TP = 0.3333;
if (((int)orderType == (int)ExecutionRule.Buy) ||
((int)orderType == (int)ExecutionRule.BuyStop))
{
TP = ExtremumMax + 1500.0 * Instrument.Point;
}
if (((int)orderType == (int)ExecutionRule.Sell) ||
((int)orderType == (int)ExecutionRule.SellStop))
{
TP = ExtremumMin - 1500.0 * Instrument.Point;
}
return((double)Math.Round(TP, Instrument.PriceScale));
}
protected double CalculateTP(ExecutionRule orderType, double openPrice)
{
double TP = 0.3333;
if (((int)orderType == (int)ExecutionRule.Buy) ||
((int)orderType == (int)ExecutionRule.BuyStop))
{
TP = BolaInd.SeriesUp[_CIndex];
}
if (((int)orderType == (int)ExecutionRule.Sell) ||
((int)orderType == (int)ExecutionRule.SellStop))
{
TP = BolaInd.SeriesDown[_CIndex];
}
return((double)Math.Round(TP, Instrument.PriceScale));
}
protected double CalculateSL(ExecutionRule orderType, double openPrice)
{
double SL = 0.3333;
double CurrentBid = Instrument.Bid;
double CurrentAsk = Instrument.Ask;
if (((int)orderType == (int)ExecutionRule.Buy) ||
((int)orderType == (int)ExecutionRule.BuyStop))
{
SL = ExtremumMin;
}
if (((int)orderType == (int)ExecutionRule.Sell) ||
((int)orderType == (int)ExecutionRule.SellStop))
{
SL = ExtremumMax;
}
return((double)Math.Round(SL, Instrument.PriceScale));
}
protected double CalculateOpenPrice3B(ExecutionRule orderType)
{
int cB = _CIndex;
ExtremumMin = Bars[cB].Low;
ExtremumMax = Bars[cB].High;
int iMAX = cB;
int iMIN = cB;
while ((cB > (_CIndex - ExtHistoryDepth)) && (cB >= 0))
{
if (ExtremumMax <= Bars[cB].High)
{
ExtremumMax = Bars[cB].High;
iMAX = cB;
}
if (ExtremumMin >= Bars[cB].Low)
{
ExtremumMin = Bars[cB].Low;
iMIN = cB;
}
cB--;
}
if (((int)orderType == (int)ExecutionRule.Sell) ||
((int)orderType == (int)ExecutionRule.SellStop))
{
if (iMAX != _CIndex)
{
cB = iMAX;
ExtremumMin = Bars[cB].Low;
int countExtr = 1;
while (countExtr < ExtremumCount && cB >= 0)
{
if (Bars[cB].Low < ExtremumMin)
{
ExtremumMin = Bars[cB].Low;
countExtr++;
}
cB--;
}
}
return((double)Math.Round(ExtremumMin, Instrument.PriceScale));
}
if (((int)orderType == (int)ExecutionRule.Buy) ||
((int)orderType == (int)ExecutionRule.BuyStop))
{
if (iMIN != _CIndex)
{
cB = iMIN;
ExtremumMax = Bars[cB].High;
int countExtr = 1;
while (countExtr < ExtremumCount && cB >= 0)
{
if (Bars[cB].High > ExtremumMax)
{
ExtremumMax = Bars[cB].High;
countExtr++;
}
cB--;
}
}
return((double)Math.Round(ExtremumMax, Instrument.PriceScale));
}
return((double)Math.Round((ExtremumMin + ExtremumMax) / 2.0, Instrument.PriceScale));
}
