/// <summary>
/// Controlla ed effettua la modifica in trailing se le condizioni le permettono
/// </summary>
private void _checkTrailing(Position position, TrailingData trailingdata)
{
if (trailingdata == null || trailingdata.Activation == 0 || trailingdata.Distance == 0)
{
return;
}
double trailing = 0;
switch (position.TradeType)
{
case TradeType.Buy:
trailing = Math.Round(Symbol.Bid - Symbol.PipsToDigits(trailingdata.Distance), Symbol.Digits);
if ((Symbol.Bid >= (position.EntryPrice + Symbol.PipsToDigits(trailingdata.Activation))) && (position.StopLoss == null || position.StopLoss < trailing))
{
position.ModifyStopLossPrice(trailing);
}
break;
case TradeType.Sell:
trailing = Math.Round(Symbol.Ask + Symbol.PipsToDigits(trailingdata.Distance), Symbol.Digits);
if ((Symbol.Ask <= (position.EntryPrice - Symbol.PipsToDigits(trailingdata.Activation))) && (position.StopLoss == null || position.StopLoss > trailing))
{
position.ModifyStopLossPrice(trailing);
}
break;
}
}
/// <summary>
/// Filtra e rende disponibili le informazioni per la strategia monitorata. Eventualmente Chiude e gestisce le operazioni
/// </summary>
public Information Update(bool closeall, BreakEvenData breakevendata, TrailingData trailingdata, TradeType?filtertype = null)
{
// --> Raccolgo le informazioni che mi servono per avere il polso della strategia
Positions = _allPositions.FindAll(Label, Symbol.Name);
// --> Resetto le informazioni
Info = new Information();
double tmpVolume = 0;
foreach (Position position in Positions)
{
// --> Per prima cosa devo controllare se chiudere la posizione
if (closeall && (filtertype == null || position.TradeType == filtertype))
{
position.Close();
continue;
}
// --> Poi tocca al break even
_checkBreakEven(position, breakevendata);
// --> Poi tocca al trailing
_checkTrailing(position, trailingdata);
Info.TotalNetProfit += position.NetProfit;
tmpVolume += position.VolumeInUnits;
switch (position.TradeType)
{
case TradeType.Buy:
Info.BuyPositions++;
break;
case TradeType.Sell:
Info.SellPositions++;
break;
}
if (Info.FirstPosition == null || position.EntryTime < Info.FirstPosition.EntryTime)
{
Info.FirstPosition = position;
}
if (Info.LastPosition == null || position.EntryTime > Info.LastPosition.EntryTime)
{
Info.LastPosition = position;
}
if (Info.MinVolumeInUnits == 0 || position.VolumeInUnits < Info.MinVolumeInUnits)
{
Info.MinVolumeInUnits = position.VolumeInUnits;
}
if (Info.MaxVolumeInUnits == 0 || position.VolumeInUnits > Info.MaxVolumeInUnits)
{
Info.MaxVolumeInUnits = position.VolumeInUnits;
}
}
// --> Restituisce una Exception Overflow di una operazione aritmetica, da approfondire
// Info.MidVolumeInUnits = Symbol.NormalizeVolumeInUnits(tmpVolume / Positions.Length,RoundingMode.ToNearest);
Info.MidVolumeInUnits = Math.Round(tmpVolume / Positions.Length, 0);
return(Info);
}
