private void OnSTIOrderUpdateXML(ref string strOrder)
{
if (testAlgo.status == "Stopped")
{
return;
}
XmlSerializer xs = new XmlSerializer(typeof(SterlingLib.structSTIOrderUpdate));
SterlingLib.structSTIOrderUpdate structOrder = (SterlingLib.structSTIOrderUpdate)xs.Deserialize(new StringReader(strOrder));
if (structOrder.bstrSymbol.ToUpper() == testAlgo.symbol.ToUpper() && structOrder.nOrderStatus == 5)
{ //Limit Order has been filled
if (Convert.ToDecimal(structOrder.fLmtPrice) < testAlgo.midPrice) //Buy order has been filled
{
testAlgo.buyFills++;
//Calculate priceMovePL
if (testAlgo.currentPosition > 0)
{
testAlgo.priceMovePL -= testAlgo.currentPosition * testAlgo.incrementPrice;
}
else if (testAlgo.currentPosition < 0)
{
testAlgo.priceMovePL -= (testAlgo.currentPosition + testAlgo.incrementSize) * testAlgo.incrementPrice;
}
//Shift orders
//Normal behaviour, if lists are full
if (testAlgo.ordersAbove.Count == 5 && testAlgo.ordersBelow.Count == 5)
{
testAlgo.midPrice = Convert.ToDecimal(structOrder.fLmtPrice);
//UPDATE METRICS
if (testAlgo.currentPosition < 0) // If short, Add to incrementPL
{
testAlgo.incrementPL += testAlgo.incrementPrice * testAlgo.incrementSize;
}
//Update TotalPL
testAlgo.totalPL = testAlgo.incrementPL + testAlgo.priceMovePL;
//Update position
testAlgo.currentPosition += structOrder.nQuantity;
//Hard Stop Check
if (-(testAlgo.totalPL) >= testAlgo.hardStop)
{
testAlgo.stopAndCross();
updateAlgoStatusDB("Stopped");
return;
}
//Move filled order to completed list, remove from active list
SterlingLib.ISTIOrder filledOrder = testAlgo.ordersAbove.Find(i => i.ClOrderID == structOrder.bstrClOrderId);
testAlgo.ordersBelow.RemoveAt(0);
testAlgo.filledOrders.Add(filledOrder);
//Insert new order below 5 orders away
SterlingLib.STIOrder stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = testAlgo.symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "B";
stiOrder.Quantity = testAlgo.incrementSize;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = Convert.ToDouble(testAlgo.midPrice - (testAlgo.incrementPrice * 5));
stiOrder.Destination = "BATS";
stiOrder.ClOrderID = Guid.NewGuid().ToString();
int orderStatus = stiOrder.SubmitOrder();
if (orderStatus != 0)
{
MessageBox.Show("Order Error: " + orderStatus.ToString());
}
else
{
//Add to appropriate list
testAlgo.ordersBelow.Add(stiOrder);
}
//Cancel the "6th" order from opposite side order list
SterlingLib.ISTIOrder cancelOrder = testAlgo.ordersAbove[testAlgo.ordersAbove.Count - 1];
orderMaint.CancelOrder(Globals.account, 0, cancelOrder.ClOrderID, Guid.NewGuid().ToString());
testAlgo.ordersAbove.RemoveAt(testAlgo.ordersAbove.Count - 1);
//Place new order in opposite side order list
int orderQuantity = testAlgo.incrementSize;
//Autobalance check
//If over long
if (testAlgo.currentPosition >= testAlgo.autoBalance)
{
orderQuantity = testAlgo.incrementSize * 2;
}
stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = testAlgo.symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "S";
stiOrder.Quantity = orderQuantity;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = Convert.ToDouble(testAlgo.midPrice + (testAlgo.incrementPrice));
stiOrder.Destination = "BATS";
stiOrder.ClOrderID = Guid.NewGuid().ToString();
orderStatus = stiOrder.SubmitOrder();
if (orderStatus != 0)
{
MessageBox.Show("Order Error: " + orderStatus.ToString());
}
else
{
//Add to appropriate list
testAlgo.ordersAbove.Insert(0, stiOrder);
}
//If over autobalance, check orders above and adjust sizes
if (testAlgo.currentPosition >= testAlgo.autoBalance)
{
int ifFilledPosition = testAlgo.currentPosition - testAlgo.ordersAbove[0].Quantity;
for (int i = 1; i < testAlgo.bracketedOrders; i++)
{
//Calculation
if (ifFilledPosition < testAlgo.autoBalance)
{
if (testAlgo.ordersAbove[i].Quantity == testAlgo.incrementSize * 2) // Order should be reverted to regular increment size
{
//First cancel order
orderMaint.CancelOrder(Globals.account, 0, testAlgo.ordersAbove[i].ClOrderID, Guid.NewGuid().ToString());
//Then resubmit with base increment size
stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = testAlgo.symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "S";
stiOrder.Quantity = testAlgo.incrementSize;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = testAlgo.ordersAbove[i].LmtPrice;
stiOrder.Destination = "BATS";
stiOrder.ClOrderID = Guid.NewGuid().ToString();
//Remove cancelled order
testAlgo.ordersAbove.RemoveAt(i);
//Submit new order and add to list
orderStatus = stiOrder.SubmitOrder();
if (orderStatus != 0)
{
MessageBox.Show("Order Error: " + orderStatus.ToString());
}
else
{
//Add to appropriate list
testAlgo.ordersAbove.Insert(i, stiOrder);
}
break; //Should only be one order to adjust
}
}
ifFilledPosition -= testAlgo.ordersAbove[i].Quantity;
}
}
}
foreach (SterlingLib.ISTIOrder order in testAlgo.ordersAbove)
{
Debug.WriteLine(order.LmtPrice);
}
foreach (SterlingLib.ISTIOrder order in testAlgo.ordersBelow)
{
Debug.WriteLine(order.LmtPrice);
}
Debug.WriteLine("Buy Fills: " + testAlgo.buyFills);
Debug.WriteLine("Sell Fills: " + testAlgo.sellFills);
Debug.WriteLine("Current Position: " + testAlgo.currentPosition);
Debug.WriteLine("Increment PL: " + testAlgo.incrementPL);
Debug.WriteLine("Price Move PL: " + testAlgo.priceMovePL);
Debug.WriteLine("Total PL: " + testAlgo.totalPL);
Debug.WriteLine("--------------");
Debug.WriteLine("--------------");
}
else if (Convert.ToDecimal(structOrder.fLmtPrice) > testAlgo.midPrice)
{
testAlgo.sellFills++;
//Calculate priceMovePL
if (testAlgo.currentPosition < 0)
{
testAlgo.priceMovePL += testAlgo.currentPosition * testAlgo.incrementPrice;
}
else if (testAlgo.currentPosition > 0)
{
testAlgo.priceMovePL += (testAlgo.currentPosition - testAlgo.incrementSize) * testAlgo.incrementPrice;
}
//Shift orders
//Normal behaviour, if lists are full
if (testAlgo.ordersAbove.Count == 5 && testAlgo.ordersBelow.Count == 5)
{
testAlgo.midPrice = Convert.ToDecimal(structOrder.fLmtPrice);
//UPDATE METRICS
if (testAlgo.currentPosition > 0) // If long, Add to incrementPL
{
testAlgo.incrementPL += testAlgo.incrementPrice * testAlgo.incrementSize;
}
testAlgo.currentPosition -= structOrder.nQuantity; //Update position
//Update TotalPL
testAlgo.totalPL = testAlgo.incrementPL + testAlgo.priceMovePL;
//Hard Stop Check
if (-(testAlgo.totalPL) >= testAlgo.hardStop)
{
testAlgo.stopAndCross();
updateAlgoStatusDB("Stopped");
return;
}
//Move filled order to completed list, remove from active list
SterlingLib.ISTIOrder filledOrder = testAlgo.ordersAbove.Find(i => i.ClOrderID == structOrder.bstrClOrderId);
testAlgo.ordersAbove.RemoveAt(0);
testAlgo.filledOrders.Add(filledOrder);
//Insert new order above 5 orders away
SterlingLib.STIOrder stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = testAlgo.symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "S";
stiOrder.Quantity = testAlgo.incrementSize;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = Convert.ToDouble(testAlgo.midPrice + (testAlgo.incrementPrice * 5));
stiOrder.Destination = "BATS";
stiOrder.ClOrderID = Guid.NewGuid().ToString();
int orderStatus = stiOrder.SubmitOrder();
if (orderStatus != 0)
{
MessageBox.Show("Order Error: " + orderStatus.ToString());
}
else
{
//Add to appropriate list
testAlgo.ordersAbove.Add(stiOrder);
}
//Cancel the "6th" order from opposite side order list
SterlingLib.ISTIOrder cancelOrder = testAlgo.ordersBelow[testAlgo.ordersBelow.Count - 1];
orderMaint.CancelOrder(Globals.account, 0, cancelOrder.ClOrderID, Guid.NewGuid().ToString());
testAlgo.ordersBelow.RemoveAt(testAlgo.ordersBelow.Count - 1);
//Place new order in opposite side order list
//Autobalance check
int orderQuantity = testAlgo.incrementSize;
//If over short
if (testAlgo.currentPosition <= -(testAlgo.autoBalance))
{
orderQuantity = testAlgo.incrementSize * 2;
}
stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = testAlgo.symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "B";
stiOrder.Quantity = orderQuantity;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = Convert.ToDouble(testAlgo.midPrice - (testAlgo.incrementPrice));
stiOrder.Destination = "BATS";
stiOrder.ClOrderID = Guid.NewGuid().ToString();
orderStatus = stiOrder.SubmitOrder();
if (orderStatus != 0)
{
MessageBox.Show("Order Error: " + orderStatus.ToString());
}
else
{
//Add to appropriate list
testAlgo.ordersBelow.Insert(0, stiOrder);
}
//If over autobalance, check orders above and adjust sizes
if (testAlgo.currentPosition <= -(testAlgo.autoBalance))
{
int ifFilledPosition = testAlgo.currentPosition + testAlgo.ordersBelow[0].Quantity;
for (int i = 1; i < testAlgo.bracketedOrders; i++)
{
//Calculation
if (ifFilledPosition > -(testAlgo.autoBalance))
{
if (testAlgo.ordersBelow[i].Quantity == testAlgo.incrementSize * 2) // Order should be reverted to regular increment size
{
//First cancel order
orderMaint.CancelOrder(Globals.account, 0, testAlgo.ordersBelow[i].ClOrderID, Guid.NewGuid().ToString());
//Then resubmit with base increment size
stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = testAlgo.symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "B";
stiOrder.Quantity = testAlgo.incrementSize;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = testAlgo.ordersBelow[i].LmtPrice;
stiOrder.Destination = "BATS";
stiOrder.ClOrderID = Guid.NewGuid().ToString();
//Remove cancelled order
testAlgo.ordersBelow.RemoveAt(i);
//Submit new order and add to list
orderStatus = stiOrder.SubmitOrder();
if (orderStatus != 0)
{
MessageBox.Show("Order Error: " + orderStatus.ToString());
}
else
{
//Add to appropriate list
testAlgo.ordersBelow.Insert(i, stiOrder);
}
break; //Should only be one order to adjust
}
}
ifFilledPosition += testAlgo.ordersBelow[i].Quantity;
}
}
}
Debug.WriteLine("Mid Price: " + testAlgo.midPrice);
Debug.WriteLine("--------------");
foreach (SterlingLib.ISTIOrder order in testAlgo.ordersAbove)
{
Debug.WriteLine(order.LmtPrice);
}
foreach (SterlingLib.ISTIOrder order in testAlgo.ordersBelow)
{
Debug.WriteLine(order.LmtPrice);
}
Debug.WriteLine("Buy Fills: " + testAlgo.buyFills);
Debug.WriteLine("Sell Fills: " + testAlgo.sellFills);
Debug.WriteLine("Current Position: " + testAlgo.currentPosition);
Debug.WriteLine("Increment PL: " + testAlgo.incrementPL);
Debug.WriteLine("Price Move PL: " + testAlgo.priceMovePL);
Debug.WriteLine("Total PL: " + testAlgo.totalPL);
Debug.WriteLine("--------------");
Debug.WriteLine("--------------");
}
}
}
private void stiEvents_OnSTIOrderUpdateXML(ref string orderUpdateInfo)
{
XmlSerializer xs = new XmlSerializer(typeof(SterlingLib.structSTIOrderUpdate));
SterlingLib.structSTIOrderUpdate structTrade = (SterlingLib.structSTIOrderUpdate)xs.Deserialize(new StringReader(orderUpdateInfo));
//MessageBox.Show(structTrade.nOrderStatus.ToString());
//Find associated order level, trigger new order
SterlingAlgos.OrderLevel orderLevel = orderLevels.Where(i => i.sittingOrder.ClOrderID == structTrade.bstrClOrderId).FirstOrDefault();
//MessageBox.Show(orderLevel.lastFilledOrder.fAvgExecPrice.ToString());
Console.WriteLine("TU" + " : " + orderLevel.startPrice + " : " + orderLevel.sittingOrder.ClOrderID);
if (orderLevel != null)
{ //Check if orderLevel actually found
if (orderLevel.isStop)
{
if (structTrade.nOrderStatus == 5)
{
stop();
}
}
else if (structTrade.nOrderStatus == 5) //Check for complete fill
{
bool isRestore = (direction == orderLevel.sittingOrder.Side) || (direction == "S" && orderLevel.sittingOrder.Side == "T"); //If true, size has been restored, so do TP order. If false, TP order is hit, calculate profit and do restore size order
if (direction == "B" && isRestore) // Restore Size has just occurred
{
orderLevel.totalFills += 1;
orderLevel.completedOrders.Add(orderLevel.sittingOrder);
orderLevel.lastFilledOrder = structTrade;
//Create take profit order
SterlingLib.STIOrder stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "S";
stiOrder.Quantity = incrementSize;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = Convert.ToDouble(orderLevel.startPrice + profitOffset);
stiOrder.Destination = Globals.desination;
stiOrder.ClOrderID = Guid.NewGuid().ToString();
if (!isStopped)
{
//Submit order
int ord = stiOrder.SubmitOrder();
if (ord != 0)
{
MessageBox.Show("Order Error: " + ord.ToString());
}
else //No error, new sitting order is the new "buy" order (restore size order)
{
orderLevel.sittingOrder = stiOrder;
orderLevel.isRestore = false;
}
}
else
{
orderLevel.sittingOrder = stiOrder;
orderLevel.isRestore = false;
}
}
if (direction == "B" && !isRestore) //Take Profit has just occurred
{
//orderLevel.PL += Convert.ToDecimal(structTrade.fExecPrice - orderLevel.lastFilledOrder.fExecPrice);
orderLevel.totalFills += 1;
orderLevel.completedOrders.Add(orderLevel.sittingOrder);
orderLevel.lastFilledOrder = structTrade;
//Create restore size order
SterlingLib.STIOrder stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "B";
stiOrder.Quantity = incrementSize;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = Convert.ToDouble(orderLevel.startPrice);
stiOrder.Destination = Globals.desination;
stiOrder.ClOrderID = Guid.NewGuid().ToString();
if (!isStopped)
{
//Submit order
if (restoreSize)
{
int ord = stiOrder.SubmitOrder();
if (ord != 0)
{
MessageBox.Show("Order Error: " + ord.ToString());
}
else //No error, new sitting order is the new "buy" order (restore size order)
{
orderLevel.sittingOrder = stiOrder;
}
}
else
{
orderLevel.sittingOrder = stiOrder; //Order will sit there but not execute is no restore size option
orderLevel.isRestore = true;
}
}
else
{
orderLevel.sittingOrder = stiOrder;
}
}
if (direction == "S" && isRestore) // Restore Size has just occurred
{
orderLevel.totalFills += 1;
orderLevel.completedOrders.Add(orderLevel.sittingOrder);
orderLevel.lastFilledOrder = structTrade;
//Create take profit order
SterlingLib.STIOrder stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "B";
stiOrder.Quantity = incrementSize;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = Convert.ToDouble(orderLevel.startPrice - profitOffset);
stiOrder.Destination = Globals.desination;
stiOrder.ClOrderID = Guid.NewGuid().ToString();
if (!isStopped)
{
//Submit order
int ord = stiOrder.SubmitOrder();
if (ord != 0)
{
MessageBox.Show("Order Error: " + ord.ToString());
}
else //No error, new sitting order is the new "buy" order (restore size order)
{
orderLevel.sittingOrder = stiOrder;
orderLevel.isRestore = false;
}
}
else
{
orderLevel.sittingOrder = stiOrder;
orderLevel.isRestore = false;
}
}
if (direction == "S" && !isRestore) //Take Profit has just occurred
{
//orderLevel.PL += Convert.ToDecimal(orderLevel.lastFilledOrder.fExecPrice - structTrade.fExecPrice);
orderLevel.totalFills += 1;
orderLevel.completedOrders.Add(orderLevel.sittingOrder);
orderLevel.lastFilledOrder = structTrade;
//Create restore size order
SterlingLib.STIOrder stiOrder = new SterlingLib.STIOrder();
stiOrder.Symbol = symbol;
stiOrder.Account = Globals.account;
stiOrder.Side = "S";
stiOrder.Quantity = incrementSize;
stiOrder.Tif = "D"; //day order
stiOrder.PriceType = SterlingLib.STIPriceTypes.ptSTILmt;
stiOrder.LmtPrice = Convert.ToDouble(orderLevel.startPrice);
stiOrder.Destination = Globals.desination;
stiOrder.ClOrderID = Guid.NewGuid().ToString();
if (!isStopped)
{
if (restoreSize)
{
//Submit order
int ord = stiOrder.SubmitOrder();
if (ord != 0)
{
MessageBox.Show("Order Error: " + ord.ToString());
}
else //No error, new sitting order is the new "buy" order (restore size order)
{
orderLevel.sittingOrder = stiOrder;
}
}
else
{
orderLevel.sittingOrder = stiOrder; //Order will sit there but not execute is no restore size option
orderLevel.isRestore = true;
}
}
else
{
orderLevel.sittingOrder = stiOrder;
}
}
}
}
}
/*private void stiEvents_OnSTIOrderUpdateXML(ref string orderUpdateInfo)
* {
* XmlSerializer xs = new XmlSerializer(typeof(SterlingLib.structSTIOrderUpdate));
* SterlingLib.structSTIOrderUpdate structTrade = (SterlingLib.structSTIOrderUpdate)xs.Deserialize(new StringReader(orderUpdateInfo));
* //MessageBox.Show("Picked Up");
*
*
*
* }*/
private void stiEvents_OnSTIOrderUpdateXML(ref string orderUpdateInfo)
{
XmlSerializer xs = new XmlSerializer(typeof(SterlingLib.structSTIOrderUpdate));
SterlingLib.structSTIOrderUpdate structTrade = (SterlingLib.structSTIOrderUpdate)xs.Deserialize(new StringReader(orderUpdateInfo));
//MessageBox.Show("Picked Up");
if (autoProfitOn && Globals.profitTakeMethod == "3-Block")
{
if (structTrade.nOrderStatus == 13)
{
if (structTrade.nPriceType == 7 || structTrade.nPriceType == 8)
{
Form rangePicker = new RangePicker()
{
TopMost = true, TopLevel = true, StartPosition = FormStartPosition.CenterScreen
};
int rangeMultiple = 1;
DialogResult result = rangePicker.ShowDialog();
rangePicker.Activate();
rangePicker.TopMost = true;
rangePicker.Focus();
rangePicker.BringToFront();
if (result == DialogResult.Yes)
{
rangeMultiple = 2;
}
if (result == DialogResult.No)
{
rangeMultiple = 3;
}
if (result == DialogResult.OK)
{
rangeMultiple = 4;
}
if (rangeMultiple == 1)
{
return; //Exit if no value chosen
}
string positionSize = stiPosition.GetPositionInfo(structTrade.bstrSymbol, "", Globals.account);
if (Math.Abs(Convert.ToInt32(positionSize)) == (structTrade.nQuantity))
{
SterlingLib.structSTIPositionUpdate positionInfo = stiPosition.GetPositionInfoStruct(structTrade.bstrSymbol, "", Globals.account);
decimal positionCost = Math.Abs(Convert.ToDecimal(positionInfo.fPositionCost));
decimal averagePrice = Math.Abs(positionCost / Convert.ToDecimal(positionSize));
decimal stopRange = Math.Abs(averagePrice - Convert.ToDecimal(structTrade.fStpPrice));
//MessageBox.Show(averagePrice.ToString() + " : " + structTrade.fStpPrice + " : " + stopRange.ToString());
decimal profitRange = stopRange * rangeMultiple;
//MessageBox.Show(profitRange.ToString());
//Now that we have the range, create a summary of the profit taker with the info...
stopPrice = Convert.ToDecimal(structTrade.fStpPrice);
incrementPrice = Math.Abs(Math.Round((profitRange) / (Convert.ToInt32(positionSize) / 100), 2));
numIntervals = Math.Abs(Convert.ToInt32(positionSize) / 100);
profitRange = numIntervals * incrementPrice;
//MessageBox.Show(incrementPrice.ToString());
//Now we have increment price, max size, initial size, starting size, starting price (average price, rounded to 2 decimal places)
startingPrice = Math.Round(averagePrice, 2);
rangeSize = Math.Abs(Math.Round(profitRange, 2));
startingSize = Convert.ToInt32(positionSize);
if (Convert.ToInt32(positionSize) < 0)
{
direction = "S";
rangeEnd = startingPrice - rangeSize;
}
else if (Convert.ToInt32(positionSize) > 0)
{
direction = "B";
rangeEnd = startingPrice + rangeSize;
}
else
{
direction = "N";
}
var myForm = new Form2(startingPrice, true, Math.Abs(Convert.ToInt32(positionSize)), Math.Abs(Convert.ToInt32(positionSize)), Math.Abs(Convert.ToInt32(positionSize)),
rangeMultiple, Convert.ToDecimal(structTrade.fStpPrice), structTrade.bstrSymbol, direction);
this.Invoke((MethodInvoker) delegate()
{
myForm.Show();
});
}
else
{
MessageBox.Show("Stop order size must be equal to position size");
}
}
}
}
else if (autoProfitOn && Globals.profitTakeMethod == "Increment")
{
if (structTrade.nOrderStatus == 13)
{
if (structTrade.nPriceType == 7 || structTrade.nPriceType == 8)
{
Form rangePicker = new RangePicker()
{
TopMost = true, TopLevel = true, StartPosition = FormStartPosition.CenterScreen
};
int rangeMultiple = 1;
DialogResult result = rangePicker.ShowDialog();
rangePicker.Activate();
rangePicker.TopMost = true;
rangePicker.Focus();
rangePicker.BringToFront();
if (result == DialogResult.Yes)
{
rangeMultiple = 2;
}
if (result == DialogResult.No)
{
rangeMultiple = 3;
}
if (result == DialogResult.OK)
{
rangeMultiple = 4;
}
if (rangeMultiple == 1)
{
return; //Exit if no value chosen
}
string positionSize = stiPosition.GetPositionInfo(structTrade.bstrSymbol, "", Globals.account);
if (Math.Abs(Convert.ToInt32(positionSize)) == (structTrade.nQuantity))
{
SterlingLib.structSTIPositionUpdate positionInfo = stiPosition.GetPositionInfoStruct(structTrade.bstrSymbol, "", Globals.account);
decimal positionCost = Math.Abs(Convert.ToDecimal(positionInfo.fPositionCost));
decimal averagePrice = Math.Abs(positionCost / Convert.ToDecimal(positionSize));
decimal stopRange = Math.Abs(averagePrice - Convert.ToDecimal(structTrade.fStpPrice));
//MessageBox.Show(averagePrice.ToString() + " : " + structTrade.fStpPrice + " : " + stopRange.ToString());
decimal profitRange = stopRange * rangeMultiple;
//MessageBox.Show(profitRange.ToString());
//Now that we have the range, create a summary of the profit taker with the info...
stopPrice = Convert.ToDecimal(structTrade.fStpPrice);
incrementPrice = Math.Abs(Math.Round((profitRange) / (Convert.ToInt32(positionSize) / 100), 2));
numIntervals = Math.Abs(Convert.ToInt32(positionSize) / 100);
profitRange = numIntervals * incrementPrice;
//MessageBox.Show(incrementPrice.ToString());
//Now we have increment price, max size, initial size, starting size, starting price (average price, rounded to 2 decimal places)
startingPrice = Math.Round(averagePrice, 2);
rangeSize = Math.Abs(Math.Round(profitRange, 2));
startingSize = Convert.ToInt32(positionSize);
if (Convert.ToInt32(positionSize) < 0)
{
direction = "S";
rangeEnd = startingPrice - rangeSize;
}
else if (Convert.ToInt32(positionSize) > 0)
{
direction = "B";
rangeEnd = startingPrice + rangeSize;
}
else
{
direction = "N";
}
decimal profitOffset = stopRange;
var myForm = new Form1(startingPrice, true, Math.Abs(Convert.ToInt32(positionSize)), Math.Abs(Convert.ToInt32(positionSize)), Math.Abs(Convert.ToInt32(positionSize)),
incrementPrice, profitOffset, 100, structTrade.bstrSymbol, direction);
this.Invoke((MethodInvoker) delegate()
{
myForm.Show();
});
}
else
{
MessageBox.Show("Stop order size must be equal to position size");
}
}
}
}
}
