public RecoveryTurn(IActiveTurn activeTurn, RecoveryTurn previousTurn, ZoneLevels zoneLevel, MarketPosition entryPosition, MarketPosition turnPosition, double entryBidPrice, double entryAskPrice, double lotSize, IZoneRecoverySettings settings)
{
_settings = settings;
_activeTurn = activeTurn;
_activeTurn.Update(this);
if (previousTurn == null)
{
TurnIndex = 0;
}
else
{
TurnIndex = previousTurn.TurnIndex + 1;
}
ZoneLevels = zoneLevel;
_entryPosition = entryPosition;
PreviousTurn = previousTurn;
IsActive = true;
Position = turnPosition;
EntryPrice = (entryAskPrice + entryBidPrice) / 2;
_currentPrice = EntryPrice;
_commissionRate = _settings.CommissionRate;
_profitMargin = _settings.ProfitMarginRate;
LotSize = lotSize;
_pipFactor = _settings.PipFactor;
Commission = lotSize * _commissionRate * _settings.PipFactor;
Spread = Math.Abs(entryAskPrice - entryBidPrice);
MaxSlippageRate = _settings.Slippage;
}
public Session(MarketPosition initPosition, double entryBidPrice, double entryAskPrice, double tradeZoneSize, double zoneRecoverySize, IZoneRecoverySettings settings)
{
_settings = settings;
var midPrice = (entryBidPrice + entryAskPrice) / 2d;
ZoneLevels = new ZoneLevels(initPosition, midPrice, tradeZoneSize, zoneRecoverySize);
double profitMargin = tradeZoneSize * _settings.ProfitMarginRate;
ActivePosition = new RecoveryTurn(this, null, ZoneLevels, initPosition, initPosition, entryBidPrice, entryAskPrice, _settings.InitLotSize, _settings);
}
private double GetTotalPreviousNetReturns(MarketPosition entryPosition, RecoveryTurn previousTurn)
{
var turn = previousTurn;
double totalNetReturns = 0;
while (turn != null)
{
totalNetReturns += turn.GetNetReturns(entryPosition);
turn = turn.PreviousTurn;
}
return(totalNetReturns);
}
public void Update(RecoveryTurn activeTurn)
{
ActivePosition = activeTurn;
}