/// <summary>
/// Calculates the position size regarding to risk management.
/// </summary>
/// <param name="instrument"></param>
/// <returns></returns>
public static int AdjustPositionToRiskManagement(IAccountManager accountmanager, IPreferenceManager preferencemanager, IInstrument instrument, double lastprice)
{
//Get Risk Management from Account
IAccount account = accountmanager.GetAccount(instrument, true);
if (account == null)
{
return(instrument.GetDefaultQuantity());
}
//get the RiskParams on this account connection
ConnectionRiskParams crp = preferencemanager.GetConnectionRiskParams(account.AccountConnection.ConnectionName);
InstrumentRiskParams irp = crp.InstrumentRiskParams[instrument.InstrumentType];
double maxpositionsizeincash = 0.0;
if (irp.BasePositionSizing == BasePositionSizing.OnAmountPerPosition)
{
maxpositionsizeincash = irp.InvestedAmountPerPosition;
}
else if (irp.BasePositionSizing == BasePositionSizing.OnRiskAmountPerTrade)
{
maxpositionsizeincash = account.CashValue / 100 * irp.MaxInvestedAmountPercentage;
}
else
{
throw new NotImplementedException("AdjustPositionToRiskManagement: BasePositionSizing " + irp.BasePositionSizing.ToString() + " not implemented", null);
}
//Check the type of instrument & return the position size
if (instrument.InstrumentType == InstrumentType.Index)
{
//return 1;
return(instrument.GetDefaultQuantity());
}
if (instrument.InstrumentType == InstrumentType.Stock)
{
return((int)Math.Floor(decimal.ToDouble(MoneyExchange(maxpositionsizeincash, account.Currency, instrument.Currency)) / lastprice));
}
else if (instrument.InstrumentType == InstrumentType.CFD)
{
return(instrument.GetDefaultQuantity());
}
else
{
throw new NotImplementedException("AdjustPositionToRiskManagement: InstrumentType " + instrument.InstrumentType.ToString() + " not implemented", null);
}
}
