private void CreateOrderBox(MagicBoxOrder magicBox)
{
/// need to refactor this messs into another class
double range = magicBox.Range;
double takeProfit = 0; // nullify take profit
double stopLoss = 0; // nullify stop loss, should set after enter the trade.
double expiredTime = magicBox.MinuteExpiracy;
var moneyManagement = new MoneyManagement(1, this.Balance);
double lotSize = moneyManagement.CalculateLotSize(magicBox);
foreach (var currencyPairs in currencyRepository.GetRelatedCurrencyPairs(this, magicBox.Symbol))
{
// check if the order has been created for this pair
var buyOrder = PendingBuy(currencyPairs, lotSize,
BuyOpenPriceFor(currencyPairs) + range * PointFor(currencyPairs));
var sellOrder = PendingSell(currencyPairs, lotSize,
SellOpenPriceFor(currencyPairs) - range * PointFor(currencyPairs));
orderPool.Add(new OrderWatcher(buyOrder, sellOrder, expiredTime, magicBox.Config));
}
}
private void CreateOrderBox(MagicBoxOrder magicBox)
{
/// need to refactor this messs into another class
double range = magicBox.Range;
double takeProfit = 0; // nullify take profit
double stopLoss = 0; // nullify stop loss, should set after enter the trade.
double expiredTime = magicBox.MinuteExpiracy;
var moneyManagement = new MoneyManagement(1, this.Balance);
double lotSize = moneyManagement.CalculateLotSize(magicBox);
foreach (var currencyPairs in currencyRepository.GetRelatedCurrencyPairs(this, magicBox.Symbol))
{
// check if the order has been created for this pair
var buyOrder = PendingBuy(currencyPairs, lotSize,
BuyOpenPriceFor(currencyPairs) + range * PointFor(currencyPairs));
var sellOrder = PendingSell(currencyPairs, lotSize,
SellOpenPriceFor(currencyPairs) - range * PointFor(currencyPairs));
orderPool.Add(new OrderWatcher(buyOrder, sellOrder, expiredTime, magicBox.Config));
}
}
private void CreateOrderBox(MagicBoxOrder magicBox)
{
/// need to refactor this messs into another class
double range = magicBox.Range;
double takeProfit = magicBox.TakeProfit; // nullify take profit
double stopLoss = magicBox.StopLoss; // nullify stop loss, should set after enter the trade.
double expiredTime = magicBox.MinuteExpiracy;
var moneyManagement = new MoneyManagement(1, Balance);
double lotSize = moneyManagement.CalculateLotSize(magicBox.StopLoss);
foreach (string currencyPairs in currencyRepository.GetRelatedCurrencyPairs(this, magicBox.Symbol))
{
// check if the order has been created for this pair
if (orderPool.ContainsOrderForSymbol(currencyPairs))
{
continue;
}
// refactor to next class and cache the traded value ...(don't let it duplicated like tonight usdcad pairs)
// the logic should be in orderPool
Order buyOrder = PendingBuy(currencyPairs, lotSize,
BuyOpenPriceFor(currencyPairs) + range * PointFor(currencyPairs));
buyOrder.ChangeStopLossInPoints(magicBox.StopLoss);
buyOrder.ChangeTakeProfitInPoints(magicBox.TakeProfit);
Order sellOrder = PendingSell(currencyPairs, lotSize,
SellOpenPriceFor(currencyPairs) - range * PointFor(currencyPairs));
sellOrder.ChangeStopLossInPoints(magicBox.StopLoss);
sellOrder.ChangeTakeProfitInPoints(magicBox.TakeProfit);
//var buyOrder = PendingBuy(magicBox.Symbol, lotSize,
// BuyOpenPriceFor(magicBox.Symbol) + range * PointFor(magicBox.Symbol),
// BuyClosePriceFor(magicBox.Symbol) + ((range - stopLoss) * PointFor(magicBox.Symbol)),
// BuyClosePriceFor(magicBox.Symbol) + ((range + takeProfit) * PointFor(magicBox.Symbol)));
//var sellOrder = PendingSell(magicBox.Symbol, lotSize,
// SellOpenPriceFor(magicBox.Symbol) - range * PointFor(magicBox.Symbol),
// SellClosePriceFor(magicBox.Symbol) - ((range - stopLoss) * PointFor(magicBox.Symbol)),
// SellClosePriceFor(magicBox.Symbol) - ((range + takeProfit) * PointFor(magicBox.Symbol)));
orderPool.Add(new OrderWatcher(buyOrder, sellOrder, expiredTime, magicBox.Config));
}
}
private void CreateOrderBox(MagicBoxOrder magicBox)
{
/// need to refactor this messs into another class
double range = magicBox.Range;
double takeProfit = magicBox.TakeProfit; // nullify take profit
double stopLoss = magicBox.StopLoss; // nullify stop loss, should set after enter the trade.
double expiredTime = magicBox.MinuteExpiracy;
var moneyManagement = new MoneyManagement(1, Balance);
double lotSize = moneyManagement.CalculateLotSize(magicBox.StopLoss);
foreach (string currencyPairs in currencyRepository.GetRelatedCurrencyPairs(this, magicBox.Symbol))
{
// check if the order has been created for this pair
if (orderPool.ContainsOrderForSymbol(currencyPairs)) continue;
// refactor to next class and cache the traded value ...(don't let it duplicated like tonight usdcad pairs)
// the logic should be in orderPool
Order buyOrder = PendingBuy(currencyPairs, lotSize,
BuyOpenPriceFor(currencyPairs) + range*PointFor(currencyPairs));
buyOrder.ChangeStopLossInPoints(magicBox.StopLoss);
buyOrder.ChangeTakeProfitInPoints(magicBox.TakeProfit);
Order sellOrder = PendingSell(currencyPairs, lotSize,
SellOpenPriceFor(currencyPairs) - range*PointFor(currencyPairs));
sellOrder.ChangeStopLossInPoints(magicBox.StopLoss);
sellOrder.ChangeTakeProfitInPoints(magicBox.TakeProfit);
//var buyOrder = PendingBuy(magicBox.Symbol, lotSize,
// BuyOpenPriceFor(magicBox.Symbol) + range * PointFor(magicBox.Symbol),
// BuyClosePriceFor(magicBox.Symbol) + ((range - stopLoss) * PointFor(magicBox.Symbol)),
// BuyClosePriceFor(magicBox.Symbol) + ((range + takeProfit) * PointFor(magicBox.Symbol)));
//var sellOrder = PendingSell(magicBox.Symbol, lotSize,
// SellOpenPriceFor(magicBox.Symbol) - range * PointFor(magicBox.Symbol),
// SellClosePriceFor(magicBox.Symbol) - ((range - stopLoss) * PointFor(magicBox.Symbol)),
// SellClosePriceFor(magicBox.Symbol) - ((range + takeProfit) * PointFor(magicBox.Symbol)));
orderPool.Add(new OrderWatcher(buyOrder, sellOrder, expiredTime, magicBox.Config));
}
}
public void Schedule(MagicBoxOrder magicBox)
{
var nexttime = magicBox.ExecutingTime;
var jobDetail = JobBuilder.Create <MagicBoxOrderJob>()
.WithIdentity(magicBox.Id, "group1")
.Build();
var trigger = TriggerBuilder.Create()
.WithIdentity(magicBox.Id, "group1")
.StartAt(DateBuilder.TodayAt(nexttime.Hour, nexttime.Minute, nexttime.Second))
.Build();
// should group this together in one command. just execute when arrived there
jobDetail.JobDataMap.Add("queue", orderQueue);
jobDetail.JobDataMap.Add("orders", magicBox);
scheduler.ScheduleJob(jobDetail, trigger);
}
public void Schedule(MagicBoxOrder magicBox)
{
DateTime nexttime = magicBox.ExecutingTime;
IJobDetail jobDetail = JobBuilder.Create<MagicBoxOrderJob>()
.WithIdentity(magicBox.Id, "group1")
.Build();
ITrigger trigger = TriggerBuilder.Create()
.WithIdentity(magicBox.Id, "group1")
.StartAt(DateBuilder.TodayAt(nexttime.Hour, nexttime.Minute,
nexttime.Second))
.Build();
// should group this together in one command. just execute when arrived there
jobDetail.JobDataMap.Add("queue", orderQueue);
jobDetail.JobDataMap.Add("orders", magicBox);
scheduler.ScheduleJob(jobDetail, trigger);
}
protected override int Start()
{
MakeSureAlreadyInitialized();
while (reminder.IsAvailable)
{
MagicBoxOrder result = null;
reminder.OrderQueue.TryDequeue(out result);
if (result == null)
{
continue;
}
CreateOrderBox(result);
}
orderPool.ManageAllOrder();
// 2. trailing stop and Lock Profit
return(0);
}
public double CalculateLotSize(MagicBoxOrder magicBoxOrder)
{
return Math.Round(RiskValue / (ValuePerPips * Pips(magicBoxOrder.StopLoss)), 2);
}
} // should check to pips calculator
public double CalculateLotSize(MagicBoxOrder magicBoxOrder)
{
return(Math.Round(RiskValue / (ValuePerPips * Pips(magicBoxOrder.StopLoss)), 2));
}