private void ClosePosition()
{
Print("Start closing!");
if (LState.PosDirection == 0)
{
return;
}
if (LState.PosDirection == 1)
{
var tresult = CStrategyTrade.ExecuteByMarket(false, (double)LState.PurchasedAmount).Result;
if (tresult != null)
{
LState.PurchasedAmount -= tresult.BaseQty;
}
}
else
{
var tresult = CStrategyTrade.ExecuteByMarket(true, GetBuyAmount((double)LState.PurchasedAmount).Result).Result;
if (tresult != null)
{
LState.PurchasedAmount += tresult.BaseQty;
}
}
}
private void ClosePosition()
{
Print("Start closing!");
if (LState.ClosePositionSum <= 0)
{
return;
}
if (LParam.IsDirectionLong)
{
var tresult = CStrategyTrade.ExecuteByMarket(false, LState.ClosePositionSum).Result;
if (tresult != null)
{
LState.PurchasedAmount -= tresult.BaseQty;
Print(String.Format("Позиция Long закрылась на шаге {0}. Сума: {1} {2}, цена: {3}.",
LState.CurrentStep, tresult.BaseQty, LParam.Market.BaseCurrency, tresult.AveragePrice));
LState.CurrentStep = 0;
ClearState();
Stop();
}
}
else
{
var tresult = CStrategyTrade.ExecuteByMarket(true, GetBuyAmount(LState.ClosePositionSum).Result).Result;
if (tresult != null)
{
LState.PurchasedAmount += tresult.BaseQty;
Print(String.Format("Позиция Short закрылась на шаге {0}. Сума: {1} {2}, цена {3}.",
LState.CurrentStep, tresult.BaseQty, LParam.Market.BaseCurrency, tresult.AveragePrice));
LState.CurrentStep = 0;
ClearState();
Stop();
}
}
}
//нужная сума для перехода с шага FromStep на FromStep+1 (FromStep >= 1)
private double GetEnterPositionSum(TradeResult tresult, int FromStep)
{
var CurRest = LParam.IsDirectionLong ? LParam.BalanceRestBuy : LParam.BalanceRestSell;
int count = CurRest.Values.Count;
double result = 0;
if (FromStep > count - 1) //не хватает значений
{
if (LParam.IsDirectionLong) //for buy
{
result = Math.Round((double)tresult.MarketQty * LParam.GridFactor, 8); //в MarketCurrency
}
else
{
result = Math.Round((double)tresult.BaseQty * LParam.GridFactor, 8); //в BaseCurrency
}
}
else
{
if (CurRest.IsPercentSize)
{
result = CStrategyTrade.CalcSumFromPercent(CurRest.Values[FromStep], LParam.IsDirectionLong).Result;
}
else
{
result = CurRest.Values[FromStep];
}
}
return(result);
}
private void OnUpdateTicker(Ticker ticker)
{
lock (LockLTicker)
{
LastTicker = ticker;
}
if (LState.PosDirection == 0 && LParam.IsLong && (double)ticker.Ask < LState.EnterLongPrice) //enter Long
{
var tresult = CStrategyTrade.ExecuteByMarket(true, -1).Result;
if (tresult != null)
{
LState.PosDirection = 1;
LState.ClosePositionSum = (double)tresult.BaseQty;
double avgPrice = (double)tresult.AveragePrice;
LState.ClosePositionPrice = ExTool.IncreasePrice(avgPrice, LParam.CloseDistance);
LState.StopPositionPrice = ExTool.DecreasePrice(avgPrice, LParam.StopDistance);
Print(String.Format("Выполнено вход в позицию Long на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
if (LState.PosDirection == 0 && LParam.IsShort && (double)ticker.Bid > LState.EnterLongPrice) //enter Short
{
var tresult = CStrategyTrade.ExecuteByMarket(false, -1).Result;
if (tresult != null)
{
LState.PosDirection = -1;
LState.ClosePositionSum = (double)tresult.BaseQty;
double avgPrice = (double)tresult.AveragePrice;
LState.ClosePositionPrice = ExTool.DecreasePrice(avgPrice, LParam.CloseDistance);
LState.StopPositionPrice = ExTool.IncreasePrice(avgPrice, LParam.StopDistance);
Print(String.Format("Выполнено вход в позицию Short на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
if (LState.PosDirection == 1 && (double)ticker.Bid > LState.ClosePositionPrice) //close Long
{
var tresult = CStrategyTrade.ExecuteByMarket(false, LState.ClosePositionSum).Result;
if (tresult != null)
{
double avgPrice = (double)tresult.AveragePrice;
FirstInit(avgPrice);
Print(String.Format("Позиция Long закрылась на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
if (LState.PosDirection == 1 && (double)ticker.Ask < LState.ClosePositionPrice) //close Short
{
var tresult = CStrategyTrade.ExecuteByMarket(true, LState.ClosePositionSum).Result;
if (tresult != null)
{
double avgPrice = (double)tresult.AveragePrice;
FirstInit(avgPrice);
Print(String.Format("Позиция Short закрылась на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
if (LState.PosDirection != 0 && LState.StopPositionPrice != 0) //check Stop
{
if (LState.PosDirection == 1)
{
if ((double)ticker.Ask < LState.ClosePositionPrice) //close Long by stop
{
var tresult = CStrategyTrade.ExecuteByMarket(false, LState.ClosePositionSum).Result;
if (tresult != null)
{
double avgPrice = (double)tresult.AveragePrice;
FirstInit(avgPrice);
Print(String.Format("Позиция Long закрылась по стопу на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
}
if (LState.PosDirection == -1)
{
if ((double)ticker.Bid > LState.ClosePositionPrice) //close Short by stop
{
var tresult = CStrategyTrade.ExecuteByMarket(true, LState.ClosePositionSum).Result;
if (tresult != null)
{
double avgPrice = (double)tresult.AveragePrice;
FirstInit(avgPrice);
Print(String.Format("Позиция Short закрылась по стопу на суму: {0} {1} по цене: {2}. ({3} {4})",
tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
}
}
}
}
}
private void Decide()
{
double pdiff = 0;
int CurCross = 0;
try
{
pdiff = 1 - Math.Min(LState.LastMALong, LState.LastMAShort) / Math.Max(LState.LastMALong, LState.LastMAShort);
CurCross = IsCrosses();
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print(String.Format("Ошибка Decide: {0}", ex.Message), true);
return;
}
if (pdiff >= LParam.DiffPerc) //разница достаточна
{
if (LParam.OneByCandle == true)
{
if (CurrentCandleExecute == true) //уже была сделка в текущей свече
{
if (CurCross != 0 || LState.PrevCross != 0)
{
Print("Уже была сделка на текущую свечу.");
if (CurCross != 0)
{
LState.PrevCross = CurCross;
}
}
return;
}
}
//Print("Текущая разница: " + Math.Round(pdiff, 3) + " достаточна");
if (CurCross != 0) //пересеч. сейчас
{
Print("Есть пересечение и разница достаточна - смена позиции.", true);
CStrategyTrade.ChangeStrategyState(this, LState, CurCross, true, false, true);//ExposeOrder(CurCross);
LState.ExecuteCandleTime = CStrategyPrices.LastCandleTime;
SetStopOrders();
}
else
{
if (LState.PrevCross != 0) //было пересеч. раньше
{
Print("Разница достаточна, смена позиции по прошлому пересечению.", true);
CStrategyTrade.ChangeStrategyState(this, LState, LState.PrevCross, true, false, true);//ExposeOrder(PrevCross);
LState.ExecuteCandleTime = CStrategyPrices.LastCandleTime;
SetStopOrders();
}
}
LState.PrevCross = 0; //аннулировать пересеч. раньше
}
else
{
//Print("Текущая разница: " + Math.Round(pdiff, 3) + " не достаточна");
if (CurCross != 0)
{
Print("Разница не достаточна, запомнить текущее пересечение", true);
LState.PrevCross = CurCross; //запомнить пересечение
}
}
}
private void OnUpdateTicker(Ticker ticker)
{
if (LParam.MaxStepsNumber <= 0)
{
return;
}
lock (LockLTicker)
{
LastTicker = ticker;
}
if (ErrorsCount > 10)
{
Stop();
return;
}
foreach (var item in LState.LLStrategies)
{
item.OnUpdateTicker(ticker);
}
if (LState.CurrentStep == 0)
{
var tresult = CStrategyTrade.ExecuteByMarket(LParam.IsDirectionLong, -1).Result;
if (tresult != null)
{
LState.CurrentStep = 1;
double avgPrice = (double)tresult.AveragePrice;
double NRsum = SetUpLLStrategies(avgPrice);
if (LParam.IsDirectionLong)
{
ZeroPointChange(avgPrice, (double)tresult.BaseQty);
LState.PurchasedAmount += tresult.BaseQty;
LState.EnterPositionPrice = DecreasePrice(avgPrice, LParam.StepRepresentEnter, LState.CurrentStep);
LState.EnterPositionSum = GetEnterPositionSum(tresult, LState.CurrentStep); //for buy
LState.ClosePositionPrice = IncreasePrice(avgPrice, LParam.StepRepresentClose, LState.CurrentStep);
LState.ClosePositionSum = NRsum + (double)tresult.BaseQty;//for sell
}
else
{
ZeroPointChange(avgPrice, (double)tresult.BaseQty);
LState.PurchasedAmount -= tresult.BaseQty;
LState.EnterPositionPrice = IncreasePrice(avgPrice, LParam.StepRepresentEnter, LState.CurrentStep);
LState.EnterPositionSum = GetEnterPositionSum(tresult, LState.CurrentStep); //for sell
LState.ClosePositionPrice = DecreasePrice(avgPrice, LParam.StepRepresentClose, LState.CurrentStep); //for buy
LState.ClosePositionSum = NRsum + (double)tresult.MarketQty; //Math.Round((double)tresult.MarketQty / LState.ClosePositionPrice, 8);
}
ActiveOrdersInfo();
Print(String.Format("Выполнено вход в позицию {0} на суму: {1} {2} по цене: {3}. ({4} {5})",
LParam.IsDirectionLong ? "Long" : "Short", tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
SaveData(false);
ErrorsCount = 0;
}
else
{
ErrorsCount++;
}
return;
}
if (LParam.IsDirectionLong)
{
if ((double)ticker.Bid > LState.ClosePositionPrice)
{
var tresult = CStrategyTrade.ExecuteByMarket(false, LState.ClosePositionSum).Result;
if (tresult != null)
{
LState.PurchasedAmount -= tresult.BaseQty;
Print(String.Format("Позиция Long закрылась на шаге {0}. Продано: {1} {2}, цена: {3}. ({4} {5})",
LState.CurrentStep, tresult.BaseQty, LParam.Market.BaseCurrency, tresult.AveragePrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
LState.CurrentStep = 0;
ClearState();
ActiveOrdersInfo();
SaveData(false);
ErrorsCount = 0;
}
else
{
ErrorsCount++;
}
return;
}
if (LState.CurrentStep < LParam.MaxStepsNumber && (double)ticker.Ask < LState.EnterPositionPrice)
{
var tresult = CStrategyTrade.ExecuteByMarket(true, GetBuyAmount(LState.EnterPositionSum, ticker).Result).Result;
if (tresult != null)
{
LState.CurrentStep += 1;
double avgPrice = (double)tresult.AveragePrice;
double NRsum = SetUpLLStrategies(avgPrice);
LState.PurchasedAmount += (decimal)NRsum + tresult.BaseQty;
ZeroPointChange(avgPrice, (double)tresult.BaseQty);
LState.EnterPositionPrice = DecreasePrice(avgPrice, LParam.StepRepresentEnter, LState.CurrentStep);
LState.EnterPositionSum = GetEnterPositionSum(tresult, LState.CurrentStep); //for buy
double ZeroPoint = GetZeroPoint();
LState.ClosePositionPrice = IncreasePrice(ZeroPoint, LParam.StepRepresentClose, LState.CurrentStep);
LState.ClosePositionSum += NRsum + (double)tresult.BaseQty; //for sell
Print(String.Format("Выполнен переход на следующий шаг {0}. Куплено на: {1} {2}, цена: {3}. ({4} {5})",
LState.CurrentStep, tresult.MarketQty, LParam.Market.MarketCurrency, avgPrice,
tresult.BaseQty, LParam.Market.BaseCurrency));
ActiveOrdersInfo();
SaveData(false);
ErrorsCount = 0;
}
else
{
ErrorsCount++;
}
return;
}
}
else
{
if ((double)ticker.Ask < LState.ClosePositionPrice)
{
var tresult = CStrategyTrade.ExecuteByMarket(true, GetBuyAmount(LState.ClosePositionSum, ticker).Result).Result;
if (tresult != null)
{
LState.PurchasedAmount += tresult.BaseQty;
Print(String.Format("Позиция Short закрылась на шаге {0}. Куплено на: {1} {2}, цена {3}. ({4} {5})",
LState.CurrentStep, tresult.MarketQty, LParam.Market.MarketCurrency, tresult.AveragePrice,
tresult.BaseQty, LParam.Market.BaseCurrency));
LState.CurrentStep = 0;
ClearState();
ActiveOrdersInfo();
SaveData(false);
ErrorsCount = 0;
}
else
{
ErrorsCount++;
}
return;
}
if (LState.CurrentStep < LParam.MaxStepsNumber && (double)ticker.Bid > LState.EnterPositionPrice)
{
var tresult = CStrategyTrade.ExecuteByMarket(false, LState.EnterPositionSum).Result;
if (tresult != null)
{
LState.CurrentStep += 1;
double avgPrice = (double)tresult.AveragePrice;
double NRsum = SetUpLLStrategies(avgPrice);
LState.PurchasedAmount -= tresult.BaseQty;
ZeroPointChange(avgPrice, (double)tresult.BaseQty);
LState.EnterPositionPrice = IncreasePrice(avgPrice, LParam.StepRepresentEnter, LState.CurrentStep);
LState.EnterPositionSum = GetEnterPositionSum(tresult, LState.CurrentStep);//for sell
double ZeroPoint = GetZeroPoint();
LState.ClosePositionPrice = DecreasePrice(ZeroPoint, LParam.StepRepresentClose, LState.CurrentStep); //for buy
LState.ClosePositionSum += NRsum + (double)tresult.MarketQty; //Math.Round((double)tresult.MarketQty / LState.ClosePositionPrice, 8);
Print(String.Format("Выполнен переход на следующий шаг {0}. Продано: {1} {2}, цена: {3}. ({4} {5})",
LState.CurrentStep, tresult.BaseQty, LParam.Market.BaseCurrency, avgPrice,
tresult.MarketQty, LParam.Market.MarketCurrency));
ActiveOrdersInfo();
SaveData(false);
ErrorsCount = 0;
}
else
{
ErrorsCount++;
}
return;
}
}
}
