private double GetRealRisk(int position, double price, double stopValue, double risk, double balance)
{
var posProfit = Instrument.GetPnl(position, price, price - stopValue);
var openPos = Instrument.ConvertToPrice(position, price);
var closePos = openPos + posProfit;
var fee1 = openPos * OpenPriceFee;
var fee2 = closePos * StopFee;
var profit = posProfit + fee1 + fee2;
return(Math.Round(profit / balance * 100, 3) * -1);
}
private double GetProfit(long size, double priceOpen, double priceClose)
{
var posProfit = priceOpen <= priceClose?Instrument.GetPnl(size, priceOpen, priceClose) : Instrument.GetPnl(size, priceClose, priceOpen);
var openPos = Instrument.ConvertToPrice(size, priceOpen);
var closePos = openPos + posProfit;
var fee1 = openPos * OpenPriceFee;
var fee2 = closePos * ClosePriceFee;
var profit = posProfit + fee1 + fee2;
return(Math.Round(profit, RoundDigits));
}