public double CalcGrossPL(double close)
{
var gross = Buy ? close - Open : Open - close;
PL = gross / PipSize;
var offset = Pair == "USDOLLAR" ? 1 : 10.0;
return(TradesManagerStatic.PipsAndLotToMoney(Pair, PL, Lots, close, PipSize));
}
public void PipCostTest()
{
try {
TradesManagerStatic.AccountCurrency = "uSd";
Assert.AreEqual(0.1, TradesManagerStatic.PipCost("eur/usd", 118.896, 1000, 0.0001));
Assert.AreEqual(Math.Round(0.0841071188265375, 14), Math.Round(TradesManagerStatic.PipCost("USDJPY", 118.896, 1000, 0.01), 14));
} finally {
TradesManagerStatic.AccountCurrency = null;
}
}
public Account GetAccount(bool includeOtherInfo) {
if(includeOtherInfo) {
var trades = GetTrades();
Account.Trades = trades;
if(trades.Any())
Account.UsableMargin = Account.Equity - TradesManagerStatic.MarginRequired(trades.Lots(), GetBaseUnitSize(trades[0].Pair), TradesManagerStatic.GetMMR(trades[0].Pair, trades[0].IsBuy));
Account.StopAmount = includeOtherInfo ? trades.Sum(t => t.StopAmount) : 0;
Account.LimitAmount = includeOtherInfo ? trades.Sum(t => t.LimitAmount) : 0;
Account.PipsToMC = PipsToMarginCallCore(Account).ToInt();
}
return Account;
}
public void PipsAndLotToMoney()
{
try {
TradesManagerStatic.AccountCurrency = "uSd";
var ptm = TradesManagerStatic.PipsAndLotToMoney("usdjpy", 2.1, 217000, 118.896, 0.01);
Assert.AreEqual(38.327614, Math.Round(ptm, 6));
Assert.AreEqual(2.100000, Math.Round(TradesManagerStatic.MoneyAndLotToPips("usdjpy", ptm, 217000, 118.896, 0.01), 6));
ptm = TradesManagerStatic.PipsAndLotToMoney("eur/usd", 2.1, 20000, 1.3333, 0.0001);
Assert.AreEqual(4.2, ptm);
Assert.AreEqual(2.1, TradesManagerStatic.MoneyAndLotToPips("eurusd", ptm, 20000, 1.5555, 0.0001));
Assert.AreEqual(100, TradesManagerStatic.PipsAndLotToMoney("spy", (255 - 254) / 0.01, 100, 254, 0.01));
} finally {
TradesManagerStatic.AccountCurrency = null;
}
}
double PipsToMarginCallCore(Account account) {
var trades = GetTrades();
if(!trades.Any())
return int.MaxValue;
var pair = trades[0].Pair;
var offer = GetOffer(pair);
return trades.Sum(trade =>
TradesManagerStatic.PipToMarginCall(
trade.Lots,
trade.PL,
account.Balance,
trade.IsBuy ? offer.MMRLong : offer.MMRShort,
GetBaseUnitSize(trade.Pair),
TradesManagerStatic.PipAmount(trade.Pair, trade.Lots, trade.Close, GetPipSize(trade.Pair))
// CommissionByTrade(trade)
) * trade.Lots) / trades.Lots();
}
public void PipAmount()
{
try {
Assert.AreEqual(18.251244785358632, TradesManagerStatic.PipAmount("USD_JPY", 217000, 118.896, 0.01));
Assert.Fail("Not ArgumentNullException was not thrown.");
} catch (ArgumentNullException) {
TradesManagerStatic.AccountCurrency = "uSd";
Assert.AreEqual(18.251244785358632, TradesManagerStatic.PipAmount("USD_JPY", 217000, 118.896, 0.01));
Assert.AreEqual(21.7, TradesManagerStatic.PipAmount("eurUSD", 217000, 118.896, 0.0001));
try {
TradesManagerStatic.PipAmount("eurUSX", 217000, 118.896, 0.0001);
Assert.Fail("Not Supported exception was not thrown.");
} catch (NotSupportedException) { }
try {
TradesManagerStatic.PipAmount("USD", 217000, 118.896, 0.01);
Assert.Fail("Not ArgumentException was not thrown.");
} catch (ArgumentException) {
}
} finally {
TradesManagerStatic.AccountCurrency = null;
}
}
public void PipByPairTest()
{
TradesManagerStatic.AccountCurrency = "USD";
Assert.AreEqual(0.088733900342957, TradesManagerStatic.PipsAndLotToMoney("USD.JPY", 1, 1000, 112.6965, 0.01).Round(15));
}
public double Leverage(string pair, bool isBuy) { return (double)GetBaseUnitSize(pair) / TradesManagerStatic.GetMMR(pair, isBuy); }
public double InPoints(string pair, double? price) { return TradesManagerStatic.InPoins(this, pair, price); }
public double InPips(string pair, double? price) { return TradesManagerStatic.InPips(price, GetPipSize(pair)); }
protected static string TradingMacrosPath(string name, string pair, object group, object index)
{
return(_tradingMacrosPath.Formater(name, TradesManagerStatic.WrapPair(pair), group, index));
}
private void ProcessPrice(Price Price)
{
try {
RaisePropertyChanged(() => DensityAverage);
if (Visibility == Visibility.Hidden)
{
return;
}
var digits = fw.GetDigits(pair);
ShowSpread(Price);
var account = fw.GetAccount();
var usableMargin = account.UsableMargin;
var avalibleTotal = usableMargin * Leverage;
AmountToBuy = TradesManagerStatic.GetLotstoTrade(account.Balance, Leverage, lotsToBuyRatio, fw.MinimumQuantity);
AmountToSell = TradesManagerStatic.GetLotstoTrade(account.Balance, Leverage, lotsToSellRatio, fw.MinimumQuantity);
var summary = fw.GetSummary() ?? new Order2GoAddIn.Summary();
ShowAccount(account, summary);
ShowSummary(summary, account);
#region Trade (Open)
var canBuy = chartingWindow.GoBuy && !chartingWindow.CloseBuy &&
(chartingWindow.CanTrade || summary.BuyLots > 0) &&
(Lib.GetChecked(chkCanBuy).Value || summary.BuyLots > 0);
var canSell = chartingWindow.GoSell && !chartingWindow.CloseSell &&
(chartingWindow.CanTrade || summary.SellLots > 0) &&
(Lib.GetChecked(chkCanSell).Value || summary.SellLots > 0);
if ((isAutoPilot || isAutoAdjust || summary.SellPositions + summary.BuyPositions > 0))
{
var buyTradeDelta = tradeDelta * chartingWindow.DencityRatio;// *averageProfitCMA30_Sell / (averageProfitCMA30_Sell + averageProfitCMA30_Buy);
var takeProfitBuy = summary == null || summary.BuyPositions == 0 || chartingWindow.TakeProfitBuy < 0 ? chartingWindow.TakeProfitBuy
: -chartingWindow.TakeProfitNet(chartingWindow.TakeProfitBuy, summary, true);
if ((isAutoPilot || summary.BuyPositions > 0) && canBuy /*&& lots > 0 && fw.CanTrade(true, buyTradeDelta)*/)
{
try {
var lots = chartingWindow.LotsToTradeBuy > 1000 ? chartingWindow.LotsToTradeBuy : chartingWindow.LotsToTradeBuy * AmountToBuy;
var l = fw.CanTrade2(true, buyTradeDelta, lots, tradeDistanceUnisex);
lots = chartingWindow.LotsToTradeBuy > 1 && l < lots ? 0 : l;
if (lots > 0)
{
fw.FixOrderOpen(true, lots, takeProfitBuy, chartingWindow.StopLossBuy, chartingWindow.TradeInfo.ToString());
}
} catch (Order2GoAddIn.FXCoreWrapper.OrderExecutionException exc) {
Log = exc;
}
}
var sellTradeDelta = tradeDelta * chartingWindow.DencityRatio;// *averageProfitCMA30_Buy / (averageProfitCMA30_Sell + averageProfitCMA30_Buy);
var takeProfitSell = summary == null || summary.SellPositions == 0 || chartingWindow.TakeProfitSell < 0 ? chartingWindow.TakeProfitSell
: -chartingWindow.TakeProfitNet(chartingWindow.TakeProfitSell, summary, false);
if ((isAutoPilot || summary.SellPositions > 0) && canSell /* && lots > 0 && fw.CanTrade(false, sellTradeDelta)*/)
{
try {
var lots = chartingWindow.LotsToTradeSell > 1000 ? chartingWindow.LotsToTradeSell : chartingWindow.LotsToTradeSell * AmountToSell;
var l = fw.CanTrade2(false, sellTradeDelta, lots, tradeDistanceUnisex);
lots = chartingWindow.LotsToTradeSell > 1 && l < lots ? 0 : l;
if (lots > 0)
{
fw.FixOrderOpen(false, lots, takeProfitSell, chartingWindow.StopLossSell, chartingWindow.TradeInfo.ToString());
}
} catch (Order2GoAddIn.FXCoreWrapper.OrderExecutionException exc) {
Log = exc;
}
}
if (isAutoAdjust)
{
var stats = new DispatcherOperationStatus[] { DispatcherOperationStatus.Executing, DispatcherOperationStatus.Pending };
if (summary != null && summary.BuyPositions > 0 && takeProfitBuy > 0)
{
fw.FixOrderSetNetLimits(Math.Abs(takeProfitBuy), true);
//if( setLimitThreadBuy != null )
// setLimitThreadBuy.Abort();
//setLimitThreadBuy = new Thread(delegate() { fw.FixOrder_SetNetLimits(Math.Abs(takeProfitBuy), true); }) { Priority = ThreadPriority.Lowest };
//setLimitThreadBuy.Start();
}
if (summary != null && summary.SellPositions > 0 && takeProfitSell > 0)
{
fw.FixOrderSetNetLimits(Math.Abs(takeProfitSell), false);
//if (setLimitThreadSell != null)
// setLimitThreadSell.Abort();
//setLimitThreadSell = new Thread(delegate() { fw.FixOrder_SetNetLimits(Math.Abs(takeProfitSell), false); }) { Priority = ThreadPriority.Lowest };
//setLimitThreadSell.Start();
}
}
}
#endregion
} catch (ThreadAbortException) {
} catch (Exception exc) {
Log = exc;
}
}
