private void QuotingClick(object sender, RoutedEventArgs e)
{
var wnd = new QuotingWindow
{
//Security = SecurityPicker.SelectedSecurity,
};
if (!wnd.ShowModal(this))
{
return;
}
var quoting = new MarketQuotingStrategy(wnd.Side, wnd.Volume)
{
Security = wnd.Security,
Portfolio = wnd.Portfolio,
Connector = MainWindow.Instance.Connector
};
if ((decimal?)TakeProfit.EditValue > 0 || (decimal?)StopLoss.EditValue > 0)
{
var tp = (decimal?)TakeProfit.EditValue;
var sl = (decimal?)StopLoss.EditValue;
quoting
.WhenNewMyTrade()
.Do(trade =>
{
var tpStrategy = tp == null ? null : new TakeProfitStrategy(trade, tp.Value);
var slStrategy = sl == null ? null : new StopLossStrategy(trade, sl.Value);
if (tpStrategy != null && slStrategy != null)
{
var strategy = new TakeProfitStopLossStrategy(tpStrategy, slStrategy);
AddStrategy($"TPSL {trade.Trade.Price} Vol={trade.Trade.Volume}", strategy);
}
else if (tpStrategy != null)
{
AddStrategy($"TP {trade.Trade.Price} Vol={trade.Trade.Volume}", tpStrategy);
}
else if (slStrategy != null)
{
AddStrategy($"SL {trade.Trade.Price} Vol={trade.Trade.Volume}", slStrategy);
}
})
.Apply(quoting);
}
AddStrategy($"Quoting {quoting.Security} {wnd.Side} Vol={wnd.Volume}", quoting);
}
private void QuotingClick(object sender, RoutedEventArgs e)
{
var wnd = new StrategyAddWindow
{
//Security = SecurityPicker.SelectedSecurity,
};
if (!wnd.ShowModal(this))
{
return;
}
var security = wnd.Security;
var portfolio = wnd.Portfolio;
var quoting = new MarketQuotingStrategy(wnd.Side, wnd.Volume);
if (wnd.TakeProfit > 0 || wnd.StopLoss > 0)
{
var tp = wnd.TakeProfit;
var sl = wnd.StopLoss;
quoting
.WhenNewMyTrade()
.Do(trade =>
{
var tpStrategy = tp == 0 ? null : new TakeProfitStrategy(trade, tp);
var slStrategy = sl == 0 ? null : new StopLossStrategy(trade, sl);
if (tpStrategy != null && slStrategy != null)
{
var strategy = new TakeProfitStopLossStrategy(tpStrategy, slStrategy);
AddStrategy($"TPSL {trade.Trade.Price} Vol={trade.Trade.Volume}", strategy, security, portfolio);
}
else if (tpStrategy != null)
{
AddStrategy($"TP {trade.Trade.Price} Vol={trade.Trade.Volume}", tpStrategy, security, portfolio);
}
else if (slStrategy != null)
{
AddStrategy($"SL {trade.Trade.Price} Vol={trade.Trade.Volume}", slStrategy, security, portfolio);
}
})
.Apply(quoting);
}
AddStrategy($"Quoting {quoting.Security} {wnd.Side} Vol={wnd.Volume}", quoting, security, portfolio);
}
private void ProtectMyNewTrades(IEnumerable<MyTrade> trades)
{
foreach (MyTrade trade in trades)
{
var takeProfit = new TakeProfitStrategy(trade, this.TakeProfitUnit) { UseQuoting = this.UseQuoting, IsTrailing = true, BestPriceOffset = this.BestPriceOffset, PriceOffset = 1 };
var stopLoss = new StopLossStrategy(trade, this.StopLossUnit) { UseQuoting = this.UseQuoting, IsTrailing = true, BestPriceOffset = this.BestPriceOffset, PriceOffset = 1 };
var takeProfitStopLoss = new TakeProfitStopLossStrategy(takeProfit, stopLoss);
ChildStrategies.Add(takeProfitStopLoss);
//var stopLoss = new StopLossCandleStrategy(this.CandleSeries, trade, this.StopLossUnit);
//ChildStrategies.Add(stopLoss);
this.AddInfoLog("Hurrah, we have new trade (#{0}) and I've protected it.", trade.Trade.Id);
};
}
