protected void processTradeEvent(TRADE_EVENT e)
{
log("processTradeEvent trade.pending="+trade.pending);
if(trade.pending)
return;
switch(e){
case TRADE_EVENT.BOUNCE_LONG:
case TRADE_EVENT.KICKASS_LONG:
trade.dir=1;
trade.type="KICKASS";
if(Historical)
enterLongMarket();
else
enterLong(tick.ask);
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.BOUNCE_SHORT:
case TRADE_EVENT.KICKASS_SHORT:
trade.dir=-1;
trade.type="KICKASS";
if(Historical)
enterShortMarket();
else
enterShort(tick.bid);
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.EXIT_ON_EOD:
if(getPos()>0)
exitLongMarket();
else
exitShortMarket();
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.SWING_OUT_LONG:
if(range.bias==-1){
log("RANGE BIAS IN CONFLICT, NO TRADE");
return;
}
trade.dir=1;
trade.type="SWING_OUT";
trade.target=range.breakoutTarget;
trade.stop=19;//(tick.ask-range.low)*tf+tm*2;
trade.signal="LongSwingOut";
if(Historical)
enterLongMarket();
else
enterLong(tick.ask);
//enterLong(tick.bid);
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.SWING_OUT_SHORT:
if(range.bias==1){
log("RANGE BIAS IN CONFLICT, NO TRADE");
return;
}
trade.dir=-1;
trade.type="SWING_OUT";
trade.target=range.breakoutTarget;
trade.stop=19;//(range.high-tick.bid)*tf+tm*2;
trade.signal="ShortSwingOut";
if(Historical)
enterShortMarket();
else
enterShort(tick.bid);
//enterShort(tick.ask);
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.SWING_IN_LONG:
if(range.lastSwingInDir<=0){
trade.dir=1;
trade.type="SWING_IN";
trade.signal="LongSwingIn";
//double t=Math.Max((range.high-range.median)/4,0.25);
double t=0.25;
trade.target=(int)(Math.Round(range.median-tick.bid+t,0)*tf);
//if(tick.bid+trade.target/tf>=range.high)
// trade.target=(int)(range.high-tick.bid)*tf-tm;
trade.target=2;Math.Max(trade.target,tm);
trade.stop=(int)((tick.bid-range.low)*tf+tm+2);
enterLong(tick.bid);
range.lastSwingInDir=1;
logState("TRADE EVENT "+e);
}
break;
case TRADE_EVENT.SWING_IN_SHORT:
if(range.lastSwingInDir<=0){
trade.dir=-1;
trade.type="SWING_IN";
trade.signal="ShortSwingIn";
//logState("DEBUG: tick.ask-range.median="+(tick.ask-range.median)+";tgt="+((tick.ask-range.median)*tf)+";target="+((tick.ask-range.median)*tf+tm));
//double t=Math.Max((range.median-range.low)/4,0.25);
double t=0.25;
trade.target=(int)(Math.Round(tick.ask-range.median+t,0)*tf);
//if(tick.ask-trade.target/tf<=range.low)
// trade.target=(int)(tick.ask-range.low)*tf-tm;
trade.target=2;//Math.Max(trade.target,tm);
trade.stop=(int)((range.high-tick.ask)*tf+tm+2);
enterShort(tick.ask);
range.lastSwingInDir=-1;
logState("TRADE EVENT "+e);
}
break;
case TRADE_EVENT.EXIT_LONG_LONG_TRADE:
case TRADE_EVENT.EXIT_LONG:
case TRADE_EVENT.STOP_LONG:
exitLongMarket();
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.EXIT_LONG_SHORT_TRADE:
case TRADE_EVENT.EXIT_SHORT:
case TRADE_EVENT.STOP_SHORT:
exitShortMarket();
logState("TRADE EVENT "+e);
break;
}
}
protected void processTradeEvent(TRADE_EVENT e)
{
switch(e){
case TRADE_EVENT.EXIT_ON_EOD:
if(getPos()>0)
exitLongMarket();
else
exitShortMarket();
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.LONG_ON_TOUCHCROSS:
trade.type=TRADE_TYPE.TOUCHCROSS;
trade.target=3;
trade.stop=range.amplitude;
enterLong(tick.ask);
//enterLong(tick.bid);
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.SWING_OUT_LONG:
trade.type=TRADE_TYPE.SWING_OUT;
trade.target=range.breakoutTarget;
trade.stop=(tick.ask-range.low)*tf+tm*2;
enterLongMarket();
//enterLong(tick.bid);
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.SHORT_ON_TOUCHCROSS:
trade.type=TRADE_TYPE.TOUCHCROSS;
trade.target=3;
trade.stop=range.amplitude;
enterShort(tick.bid);
//enterLong(tick.bid);
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.SWING_OUT_SHORT:
trade.type=TRADE_TYPE.SWING_OUT;
trade.target=range.breakoutTarget;
trade.stop=(range.high-tick.bid)*tf+tm*2;
enterShortMarket();
//enterShort(tick.ask);
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.SWING_IN_LONG:
if(range.lastSwingInDir<=0){
trade.type=TRADE_TYPE.SWING_IN;
//double t=Math.Max((range.high-range.median)/4,0.25);
double t=0.25;
trade.target=(int)(Math.Round(range.median-tick.bid+t,0)*tf);
//if(tick.bid+trade.target/tf>=range.high)
// trade.target=(int)(range.high-tick.bid)*tf-tm;
trade.target=2;Math.Max(trade.target,tm);
trade.stop=(int)((tick.bid-range.low)*tf+tm+2);
enterLong(tick.bid);
range.lastSwingInDir=1;
logState("TRADE EVENT "+e);
}
break;
case TRADE_EVENT.SWING_IN_SHORT:
if(range.lastSwingInDir<=0){
trade.type=TRADE_TYPE.SWING_IN;
//logState("DEBUG: tick.ask-range.median="+(tick.ask-range.median)+";tgt="+((tick.ask-range.median)*tf)+";target="+((tick.ask-range.median)*tf+tm));
//double t=Math.Max((range.median-range.low)/4,0.25);
double t=0.25;
trade.target=(int)(Math.Round(tick.ask-range.median+t,0)*tf);
//if(tick.ask-trade.target/tf<=range.low)
// trade.target=(int)(tick.ask-range.low)*tf-tm;
trade.target=2;//Math.Max(trade.target,tm);
trade.stop=(int)((range.high-tick.ask)*tf+tm+2);
enterShort(tick.ask);
range.lastSwingInDir=-1;
logState("TRADE EVENT "+e);
}
break;
case TRADE_EVENT.EXIT_LONG_LONG_TRADE:
case TRADE_EVENT.EXIT_LONG:
case TRADE_EVENT.STOP_LONG:
exitLongMarket();
logState("TRADE EVENT "+e);
break;
case TRADE_EVENT.EXIT_LONG_SHORT_TRADE:
case TRADE_EVENT.EXIT_SHORT:
case TRADE_EVENT.STOP_SHORT:
exitShortMarket();
logState("TRADE EVENT "+e);
break;
}
}
protected void processTradeEvent(TRADE_EVENT e)
{
switch (e)
{
case TRADE_EVENT.EXIT_ON_EOD:
if (getPos() > 0)
{
exitLongMarket();
}
else
{
exitShortMarket();
}
logState("TRADE EVENT " + e);
break;
case TRADE_EVENT.LONG_ON_TOUCHCROSS:
trade.type = TRADE_TYPE.TOUCHCROSS;
trade.target = 3;
trade.stop = range.amplitude;
enterLong(tick.ask);
//enterLong(tick.bid);
logState("TRADE EVENT " + e);
break;
case TRADE_EVENT.SWING_OUT_LONG:
trade.type = TRADE_TYPE.SWING_OUT;
trade.target = range.breakoutTarget;
trade.stop = (tick.ask - range.low) * tf + tm * 2;
enterLongMarket();
//enterLong(tick.bid);
logState("TRADE EVENT " + e);
break;
case TRADE_EVENT.SHORT_ON_TOUCHCROSS:
trade.type = TRADE_TYPE.TOUCHCROSS;
trade.target = 3;
trade.stop = range.amplitude;
enterShort(tick.bid);
//enterLong(tick.bid);
logState("TRADE EVENT " + e);
break;
case TRADE_EVENT.SWING_OUT_SHORT:
trade.type = TRADE_TYPE.SWING_OUT;
trade.target = range.breakoutTarget;
trade.stop = (range.high - tick.bid) * tf + tm * 2;
enterShortMarket();
//enterShort(tick.ask);
logState("TRADE EVENT " + e);
break;
case TRADE_EVENT.SWING_IN_LONG:
if (range.lastSwingInDir <= 0)
{
trade.type = TRADE_TYPE.SWING_IN;
//double t=Math.Max((range.high-range.median)/4,0.25);
double t = 0.25;
trade.target = (int)(Math.Round(range.median - tick.bid + t, 0) * tf);
//if(tick.bid+trade.target/tf>=range.high)
// trade.target=(int)(range.high-tick.bid)*tf-tm;
trade.target = 2; Math.Max(trade.target, tm);
trade.stop = (int)((tick.bid - range.low) * tf + tm + 2);
enterLong(tick.bid);
range.lastSwingInDir = 1;
logState("TRADE EVENT " + e);
}
break;
case TRADE_EVENT.SWING_IN_SHORT:
if (range.lastSwingInDir <= 0)
{
trade.type = TRADE_TYPE.SWING_IN;
//logState("DEBUG: tick.ask-range.median="+(tick.ask-range.median)+";tgt="+((tick.ask-range.median)*tf)+";target="+((tick.ask-range.median)*tf+tm));
//double t=Math.Max((range.median-range.low)/4,0.25);
double t = 0.25;
trade.target = (int)(Math.Round(tick.ask - range.median + t, 0) * tf);
//if(tick.ask-trade.target/tf<=range.low)
// trade.target=(int)(tick.ask-range.low)*tf-tm;
trade.target = 2; //Math.Max(trade.target,tm);
trade.stop = (int)((range.high - tick.ask) * tf + tm + 2);
enterShort(tick.ask);
range.lastSwingInDir = -1;
logState("TRADE EVENT " + e);
}
break;
case TRADE_EVENT.EXIT_LONG_LONG_TRADE:
case TRADE_EVENT.EXIT_LONG:
case TRADE_EVENT.STOP_LONG:
exitLongMarket();
logState("TRADE EVENT " + e);
break;
case TRADE_EVENT.EXIT_LONG_SHORT_TRADE:
case TRADE_EVENT.EXIT_SHORT:
case TRADE_EVENT.STOP_SHORT:
exitShortMarket();
logState("TRADE EVENT " + e);
break;
}
}
