private void CalculateResult()
{
StopSize = Math.Abs(OpenLevel - StopLevel);
RiskRewardRatio = Math.Abs(Target - StrategyEntryLevel) / StopSize;
CloseLevel.IfExistsThen(x =>
{
ResultInR = Option.Some(Math.Abs(x - OpenLevel) / StopSize);
PointsProfit = Direction == TradeDirection.Long
? Option.Some(x - OpenLevel)
: Option.Some(OpenLevel - x);
});
MaximumAdverseExcursionPoints.IfExistsThen(x =>
{
MaximumAdverseExcursionPercentageOfStop = Option.Some(x / StopSize);
});
MaximumFavourableExcursionPoints.IfExistsThen(x =>
{
PointsProfit.IfExistsThen(y =>
{
if (y > 0)
{
PointsProfitPercentageOfMaximumFavourableExcursion = Option.Some(y / x);
UnrealisedProfitPoints = Option.Some(x - y);
}
else
{
UnrealisedProfitPoints = Option.Some(x);
}
UnrealisedProfitPoints.IfExistsThen(z =>
{
UnrealisedProfitCash = Option.Some(z * Size);
});
});
});
PointsProfit.IfExistsThen(x => { CashProfit = Option.Some(Size * x); });
}
public Trade(double strategyEntry, double stop, double target, double openLevel, Optional <double> closeLevel, DateTime openTime,
Optional <DateTime> closeTime, double size)
{
Direction = target > stop ? TradeDirection.Long : TradeDirection.Short;
StrategyEntryLevel = strategyEntry;
StopLevel = stop;
StopSize = Math.Abs(openLevel - stop);
Target = target;
OpenLevel = openLevel;
CloseLevel = closeLevel;
OpenTime = openTime;
CloseTime = closeTime;
Size = size;
RiskRewardRatio = Math.Abs(Target - OpenLevel) / StopSize;
EntrySlippage = Direction == TradeDirection.Long
? strategyEntry - openLevel
: openLevel - strategyEntry;
CloseLevel.IfExistsThen(x =>
{
ResultInR = Option.Some(Math.Abs(x - OpenLevel) / StopSize);
if (Direction == TradeDirection.Long)
{
PointsProfit = Option.Some(x - openLevel);
}
else
{
PointsProfit = Option.Some(openLevel - x);
}
});
PointsProfit.IfExistsThen(x => { CashProfit = Size * x; });
OpenFibLevel = FibonacciLevel.FivePointNine;
TargetFibLevel = FibonacciLevel.OneHundredAndTwentySevenPointOne;
}
