/// <summary>
/// Called on order fill.
/// </summary>
/// <param name="e"></param>
protected override void OnExecutionUpdate(ExecutionUpdateEventArgs e)
{
if (e.Operation == Operation.Insert && e.Execution.Instrument.IsEqual(Instrument) && e.Execution.Account.Name == AccountName)
{
Value += e.Execution.Quantity;
}
}
/// <summary>
/// Called on a new fill.
/// </summary>
/// <param name="e"></param>
protected override void OnExecutionUpdate(ExecutionUpdateEventArgs e)
{
if (e.Account.Name != AccountName || !e.Instrument.IsEqual(Instrument))
return;
executions.Add(e.Execution);
Value = Strategy.SystemPerformance.Calculate(executions, Cbi.Commission.ApplyCommissionToProfitLoss).AllTrades.TradesPerformance.Currency.CumProfit;
}
/// <summary>
/// Called on a new fill.
/// </summary>
/// <param name="e"></param>
protected override void OnExecutionUpdate(ExecutionUpdateEventArgs e)
{
if (e.Account.Name != AccountName || !e.Instrument.IsEqual(Instrument))
{
return;
}
executions.Add(e.Execution);
Value = Strategy.SystemPerformance.Calculate(executions, Cbi.Commission.ApplyCommissionToProfitLoss).AllTrades.TradesPerformance.Currency.CumProfit;
}
/// <summary>
/// Called on order fill.
/// </summary>
/// <param name="e"></param>
protected override void OnExecutionUpdate(ExecutionUpdateEventArgs e)
{
if (e.Operation == Operation.Insert && e.Execution.Instrument.IsEqual(Instrument) && e.Execution.Account.Name == AccountName)
Value += e.Execution.Quantity;
}
