public void OnTick(Tick tick, int signal, bool isClosePos, double riskLev)
{
PerformanceTick pTick = new PerformanceTick()
{
Time = tick.Time,
Last = tick.Last,
Balance = _balance,
Equity = _balance,
IsBalanceUpdated = false,
CurrentSignal = _currPosSignal,
CurrentPosOpenRate = _posOpenRate,
CurrentPosOpenTime = _posOpenTime,
IsPosClosed = false
};
if (_currPosSignal.HasValue)
{
int dollar = _currRiskLev.HasValue && _currRiskLev > 0 ? Convert.ToInt32(30 / (_currRiskLev * 4.5)) : _lotSize;
//int dollar = riskLev > 0 ? Convert.ToInt32(30 / (riskLev * 6)) : _lotSize;
int size = (int) (dollar/1000)*1000;
double profit = _calcProfit(_currPosSignal.Value, size, _posOpenRate,
_currPosSignal == -1 ? tick.Ask : tick.Bid);
double margin = _lotSize/(_currPosSignal == 1 ? _posOpenRate : 1)/_leverage;
var equityOnTick = _balance + profit + margin;
pTick.Equity = equityOnTick;
//close current position
if (isClosePos)
{
_balance = equityOnTick;
pTick.Balance = _balance;
pTick.IsBalanceUpdated = true;
pTick.IsPosClosed = true;
_profits.Add(profit);
_updatePerformanceSummary(profit, tick);
DispatcherHelper.CheckBeginInvokeOnUI(() => Messenger.Default.Send(_performanceSummary));
_currPosSignal = null;
_currRiskLev = null;
_posOpenRate = -1;
_posOpenTime = null;
}
}
else
{
//open new position
if (Math.Abs(signal) == 1)
{
_posOpenRate = signal == 1 ? tick.Ask : tick.Bid;
_posOpenTime = tick.Time;
_currPosSignal = signal;
_currRiskLev = riskLev;
double margin = _lotSize/(_currPosSignal == 1 ? _posOpenRate : 1)/_leverage;
_balance = _balance - margin;
pTick.Balance = _balance;
pTick.IsBalanceUpdated = true;
}
}
//only update graph each x hours
if (pTick.Time.Minute == 0 || pTick.Time.Hour % 4 == 0)
DispatcherHelper.CheckBeginInvokeOnUI(() => Messenger.Default.Send(pTick));
}
public void OnTick(Tick tick, int signal, bool isClosePos, double riskLev)
{
PerformanceTick pTick = new PerformanceTick()
{
Time = tick.Time,
Last = tick.Last,
Balance = _balance,
Equity = _balance,
IsBalanceUpdated = false,
CurrentSignal = _currPosSignal,
CurrentPosOpenRate = _posOpenRate,
CurrentPosOpenTime = _posOpenTime,
IsPosClosed = false
};
if (_currPosSignal.HasValue)
{
int dollar = _currRiskLev.HasValue && _currRiskLev > 0 ? Convert.ToInt32(30 / (_currRiskLev * 4.5)) : _lotSize;
//int dollar = riskLev > 0 ? Convert.ToInt32(30 / (riskLev * 6)) : _lotSize;
int size = (int)(dollar / 1000) * 1000;
double profit = _calcProfit(_currPosSignal.Value, size, _posOpenRate,
_currPosSignal == -1 ? tick.Ask : tick.Bid);
double margin = _lotSize / (_currPosSignal == 1 ? _posOpenRate : 1) / _leverage;
var equityOnTick = _balance + profit + margin;
pTick.Equity = equityOnTick;
//close current position
if (isClosePos)
{
_balance = equityOnTick;
pTick.Balance = _balance;
pTick.IsBalanceUpdated = true;
pTick.IsPosClosed = true;
_profits.Add(profit);
_updatePerformanceSummary(profit, tick);
DispatcherHelper.CheckBeginInvokeOnUI(() => Messenger.Default.Send(_performanceSummary));
_currPosSignal = null;
_currRiskLev = null;
_posOpenRate = -1;
_posOpenTime = null;
}
}
else
{
//open new position
if (Math.Abs(signal) == 1)
{
_posOpenRate = signal == 1 ? tick.Ask : tick.Bid;
_posOpenTime = tick.Time;
_currPosSignal = signal;
_currRiskLev = riskLev;
double margin = _lotSize / (_currPosSignal == 1 ? _posOpenRate : 1) / _leverage;
_balance = _balance - margin;
pTick.Balance = _balance;
pTick.IsBalanceUpdated = true;
}
}
//only update graph each x hours
if (pTick.Time.Minute == 0 || pTick.Time.Hour % 4 == 0)
{
DispatcherHelper.CheckBeginInvokeOnUI(() => Messenger.Default.Send(pTick));
}
}