/// <summary>
/// cutting an order in n orders such that the sum of the volume equal initial volume.
/// </summary>
/// <param name="tradeType"></param>
/// <param name="volume"></param>
/// <param name="prefixLabel"></param>
public static void splitAndExecuteOrder(this Robot robot, OrderParams op)
{
if (op == null)
{
throw new System.ArgumentException(String.Format("parameter 'op' must be non null", op));
}
if (op.Volume <= 0)
{
throw new System.ArgumentException(String.Format("parameter 'op.Volume' must be strictly positive", op.Volume));
}
double sum = op.Parties.Sum(x => Math.Abs(x));
OrderParams partialOP = new OrderParams(op);
List <double> l = new List <double>(op.Parties);
l.Sort();
for (int i = l.Count - 1; i >= 0; i--)
{
partialOP.Volume = op.Volume.Value * l[i] / sum;
partialOP.Comment = string.Format("{0}-{1}", partialOP.Comment, i);
robot.executeOrder(partialOP);
}
}
/// <summary>
///
/// </summary>
/// <param name="tradeType"></param>
/// <param name="volume"></param>
/// <param name="label"></param>
public static void executeOrder(this Robot robot, OrderParams op)
{
if (op == null)
{
throw new System.ArgumentException(String.Format("parameter 'op' must be non null", op));
}
if (op.Volume <= 0)
{
throw new System.ArgumentException(String.Format("parameter 'op.Volume' must be strictly positive", op.Volume));
}
if (!op.TradeType.HasValue)
{
throw new System.ArgumentException(String.Format("parameter 'op.TradeType' must have a value", op.TradeType));
}
// it is necessary that the volume is a multiple of "microvolume".
long v = robot.Symbol.NormalizeVolume(op.Volume.Value, RoundingMode.ToNearest);
if (v > 0)
{
var result = robot.ExecuteMarketOrder(op.TradeType.Value, op.Symbol, v, op.Label, op.StopLoss, op.TakeProfit, op.Slippage, op.Comment);
if (!result.IsSuccessful)
{
robot.Print("error : {0}, {1}", result.Error, v);
}
}
}
/// <summary>
///
/// </summary>
/// <param name="robot"></param>
public static OrderParams martingale(this Robot robot, Position position, bool inversePosition = true, double martingaleCoeff = 1.5)
{
if ((position != null) && position.Pips < 0)
{
OrderParams op = new OrderParams(position);
op.Comment = string.Format("{0}-{1}", position.Comment, "Mart");
if (inversePosition)
{
op.TradeType = position.TradeType.inverseTradeType();
}
op.Volume = position.Volume * martingaleCoeff;
return(op);
}
else
{
return(null);
}
}
public OrderParams(OrderParams op) : this(op.TradeType, op.Symbol, op.Volume, op.Label, op.StopLoss, op.TakeProfit, op.Slippage, op.Comment, op.Id, op.Parties)
{
}
/// <summary>
///
/// </summary>
/// <param name="robot"></param>
public static OrderParams martingale(this Robot robot, Position position, bool inversePosition=true, double martingaleCoeff=1.5)
{
if ((position != null) && position.Pips < 0)
{
OrderParams op = new OrderParams(position);
op.Comment = string.Format("{0}-{1}", position.Comment, "Mart");
if (inversePosition)
op.TradeType = position.TradeType.inverseTradeType();
op.Volume = position.Volume * martingaleCoeff;
return op;
}
else
return null;
}
/// <summary>
/// cutting an order in n orders such that the sum of the volume equal initial volume.
/// </summary>
/// <param name="tradeType"></param>
/// <param name="volume"></param>
/// <param name="prefixLabel"></param>
public static void splitAndExecuteOrder(this Robot robot, OrderParams op)
{
if (op == null)
throw new System.ArgumentException(String.Format("parameter 'op' must be non null", op));
if (op.Volume <= 0)
throw new System.ArgumentException(String.Format("parameter 'op.Volume' must be strictly positive", op.Volume));
double sum = op.Parties.Sum(x => Math.Abs(x));
OrderParams partialOP = new OrderParams(op);
List<double> l = new List<double>(op.Parties);
l.Sort();
for(int i=l.Count-1; i>=0; i--)
{
partialOP.Volume = op.Volume.Value * l[i] / sum;
partialOP.Comment = string.Format("{0}-{1}",partialOP.Comment,i);
robot.executeOrder(partialOP);
}
}
/// <summary>
///
/// </summary>
/// <param name="tradeType"></param>
/// <param name="volume"></param>
/// <param name="label"></param>
public static void executeOrder(this Robot robot, OrderParams op)
{
if (op==null)
throw new System.ArgumentException(String.Format("parameter 'op' must be non null", op));
if (op.Volume <= 0)
throw new System.ArgumentException(String.Format("parameter 'op.Volume' must be strictly positive", op.Volume));
if (!op.TradeType.HasValue)
throw new System.ArgumentException(String.Format("parameter 'op.TradeType' must have a value", op.TradeType));
// it is necessary that the volume is a multiple of "microvolume".
long v = robot.Symbol.NormalizeVolume(op.Volume.Value, RoundingMode.ToNearest);
if (v > 0)
{
var result = robot.ExecuteMarketOrder(op.TradeType.Value, op.Symbol, v, op.Label, op.StopLoss, op.TakeProfit, op.Slippage, op.Comment);
if (!result.IsSuccessful)
robot.Print("error : {0}, {1}", result.Error, v);
}
}
public OrderParams(OrderParams op) : this(op.TradeType,op.Symbol,op.Volume,op.Label,op.StopLoss,op.TakeProfit, op.Slippage, op.Comment, op.Id,op.Parties){}
/// <summary>
///
/// </summary>
protected override void OnStart()
{
base.OnStart();
double slippage = 2;
// maximum slippage in point, if order execution imposes a higher slippage, the order is not executed.
_botName = ToString();
_instanceLabel = string.Format("{0}-{1}-{2}-{3}", _botName, _botVersion, Symbol.Code, TimeFrame.ToString());
string positionComment = string.Format("{0}-v{1}", _botName, _botVersion);
// order label passed by the bot
initialOP = new OrderParams(null, Symbol, InitialVolume, _instanceLabel, StopLoss, TakeProfit, slippage, positionComment, null, new List<double>
{
5,
3,
2
});
Positions.Closed += OnPositionClosed;
strategies = new List<Strategy>();
if (IsZZKwanActif)
strategies.Add(new ZigZagKwanStrategy(this, MbfxLen, MbfxFilter));
if (IsWPRActif)
strategies.Add(new WPRSStrategy(this, WprSource, WprPeriod, WprOverbuyCeil, WprOversellCeil, WprMagicNumber, WprMinMaxPeriod, WprExceedMinMax));
if (IsDCActif)
strategies.Add(new DoubleCandleStrategy(this, DoubleCandleFineness));
if (IsZZActif)
strategies.Add(new ZigZagStrategy(this, ZzDepth, ZzDeviation, ZzBackStep));
if (IsTMActif)
strategies.Add(new TrendMagicStrategy(this, TMCciPeriod, TMAtrPeriod));
}
/// <summary>
///
/// </summary>
protected override void OnStart()
{
base.OnStart();
_botName = ToString();
_instanceLabel = string.Format("{0}-{1}-{2}-{3}", _botName, _botVersion, Symbol.Code, TimeFrame.ToString());
double slippage = 2;
// maximum slippage in point, if order execution imposes a higher slippage, the order is not executed.
string positionComment = string.Format("{0}-v{1}", _botName, _botVersion);
;
// order label passed by the bot
initialOP = new OrderParams(null, Symbol, InitialVolume, _instanceLabel, StopLoss, TakeProfit, slippage, positionComment, null, new List<double>
{
5,
3,
2
});
strategies = new List<Strategy>();
strategies.Add(new ArgunesStrategy(this));
}
