/// <summary>
/// Adds a message to the journal.
/// </summary>
protected void AppendJournalMessage(JournalMessage message)
{
messages.Add(message);
if (messages.Count > Configs.JournalLength)
{
messages.RemoveRange(0, messages.Count - Configs.JournalLength);
}
UpdateJournal(messages);
}
/// <summary>
/// Stops trade and shows a message.
/// </summary>
private void AfterStrategyOpening()
{
StopTrade();
string message = Language.T("Strategy") + " \"" + Data.Strategy.StrategyName + "\" " +
Language.T("loaded successfully.");
var jmsg = new JournalMessage(JournalIcons.Information, DateTime.Now, message);
AppendJournalMessage(jmsg);
Log(message);
}
/// <summary>
/// Manual operation execution.
/// </summary>
public override void BtnOperationClick(object sender, EventArgs e)
{
if (!Data.IsConnected)
{
if (Configs.PlaySounds)
{
Data.SoundError.Play();
}
return;
}
var btn = (Button)sender;
switch (btn.Name)
{
case "btnBuy":
{
const OrderType type = OrderType.Buy;
string symbol = Data.Symbol;
double lots = NormalizeEntrySize(OperationLots);
double price = Data.Ask;
int slippage = Configs.AutoSlippage
? (int)Data.InstrProperties.Spread * 3
: Configs.SlippageEntry;
int stopLossPips;
if (OperationStopLoss > 0 && OperationTrailingStop > 0)
{
stopLossPips = Math.Min(OperationStopLoss, OperationTrailingStop);
}
else
{
stopLossPips = Math.Max(OperationStopLoss, OperationTrailingStop);
}
double stoploss = stopLossPips > 0 ? Data.Bid - Data.InstrProperties.Point * stopLossPips : 0;
double takeprofit = OperationTakeProfit > 0
? Data.Bid + Data.InstrProperties.Point * OperationTakeProfit
: 0;
if (Configs.PlaySounds)
{
Data.SoundOrderSent.Play();
}
string message = string.Format(symbol + " " + Data.PeriodMtStr + " " +
Language.T("An entry order sent") + ": " +
Language.T("Buy") + " {0} " +
LotOrLots(lots) + " " +
Language.T("at") + " {1}, " +
Language.T("Stop Loss") + " {2}, " +
Language.T("Take Profit") + " {3}", lots,
price.ToString(Data.Ff), stoploss.ToString(Data.Ff),
takeprofit.ToString(Data.Ff));
var jmsg = new JournalMessage(JournalIcons.OrderBuy, DateTime.Now, message);
AppendJournalMessage(jmsg);
Log(message);
string parameters = "TS1=" + OperationTrailingStop + ";BRE=" + OperationBreakEven;
int response = bridge.OrderSend(symbol, type, lots, price, slippage, stopLossPips,
OperationTakeProfit, parameters);
if (response >= 0)
{
Data.AddBarStats(OperationType.Buy, lots, price);
Data.WrongStopLoss = 0;
Data.WrongTakeProf = 0;
Data.WrongStopsRetry = 0;
}
else
{
// Error in operation execution.
ReportOperationError();
Data.WrongStopLoss = stopLossPips;
Data.WrongTakeProf = OperationTakeProfit;
}
}
break;
case "btnSell":
{
const OrderType type = OrderType.Sell;
string symbol = Data.Symbol;
double lots = NormalizeEntrySize(OperationLots);
double price = Data.Bid;
int slippage = Configs.AutoSlippage
? (int)Data.InstrProperties.Spread * 3
: Configs.SlippageEntry;
int stopLossPips;
if (OperationStopLoss > 0 && OperationTrailingStop > 0)
{
stopLossPips = Math.Min(OperationStopLoss, OperationTrailingStop);
}
else
{
stopLossPips = Math.Max(OperationStopLoss, OperationTrailingStop);
}
double stoploss = stopLossPips > 0 ? Data.Ask + Data.InstrProperties.Point * stopLossPips : 0;
double takeprofit = OperationTakeProfit > 0
? Data.Ask - Data.InstrProperties.Point * OperationTakeProfit
: 0;
if (Configs.PlaySounds)
{
Data.SoundOrderSent.Play();
}
string message = string.Format(symbol + " " + Data.PeriodMtStr + " " +
Language.T("An entry order sent") + ": " +
Language.T("Sell") + " {0} " +
LotOrLots(lots) + " " +
Language.T("at") + " {1}, " +
Language.T("Stop Loss") + " {2}, " +
Language.T("Take Profit") + " {3}", lots,
price.ToString(Data.Ff), stoploss.ToString(Data.Ff),
takeprofit.ToString(Data.Ff));
var jmsg = new JournalMessage(JournalIcons.OrderSell, DateTime.Now, message);
AppendJournalMessage(jmsg);
Log(message);
string parameters = "TS1=" + OperationTrailingStop + ";BRE=" + OperationBreakEven;
int response = bridge.OrderSend(symbol, type, lots, price, slippage, stopLossPips,
OperationTakeProfit, parameters);
if (response >= 0)
{
Data.AddBarStats(OperationType.Sell, lots, price);
Data.WrongStopLoss = 0;
Data.WrongTakeProf = 0;
Data.WrongStopsRetry = 0;
}
else
{
// Error in operation execution.
ReportOperationError();
Data.WrongStopLoss = stopLossPips;
Data.WrongTakeProf = OperationTakeProfit;
}
}
break;
case "btnClose":
{
string symbol = Data.Symbol;
double lots = NormalizeEntrySize(Data.PositionLots);
double price = Data.PositionDirection == PosDirection.Long ? Data.Bid : Data.Ask;
int slippage = Configs.AutoSlippage ? (int)Data.InstrProperties.Spread * 6 : Configs.SlippageExit;
int ticket = Data.PositionTicket;
if (ticket == 0)
{
// No position.
if (Configs.PlaySounds)
{
Data.SoundError.Play();
}
return;
}
if (Configs.PlaySounds)
{
Data.SoundOrderSent.Play();
}
string message = string.Format(symbol + " " + Data.PeriodMtStr + " " +
Language.T("An exit order sent") + ": " +
Language.T("Close") + " {0} " +
LotOrLots(lots) + " " +
Language.T("at") + " {1}",
lots, price.ToString(Data.Ff));
var jmsg = new JournalMessage(JournalIcons.OrderClose, DateTime.Now, message);
AppendJournalMessage(jmsg);
Log(message);
bool responseOk = bridge.OrderClose(ticket, lots, price, slippage);
if (responseOk)
{
Data.AddBarStats(OperationType.Close, lots, price);
}
else
{
ReportOperationError();
}
Data.WrongStopLoss = 0;
Data.WrongTakeProf = 0;
Data.WrongStopsRetry = 0;
}
break;
case "btnModify":
{
string symbol = Data.Symbol;
double lots = NormalizeEntrySize(Data.PositionLots);
double price = Data.PositionDirection == PosDirection.Long ? Data.Bid : Data.Ask;
int ticket = Data.PositionTicket;
double sign = Data.PositionDirection == PosDirection.Long ? 1 : -1;
if (ticket == 0)
{
// No position.
if (Configs.PlaySounds)
{
Data.SoundError.Play();
}
return;
}
if (Configs.PlaySounds)
{
Data.SoundOrderSent.Play();
}
int stopLossPips;
if (OperationStopLoss > 0 && OperationTrailingStop > 0)
{
stopLossPips = Math.Min(OperationStopLoss, OperationTrailingStop);
}
else
{
stopLossPips = Math.Max(OperationStopLoss, OperationTrailingStop);
}
double stoploss = stopLossPips > 0 ? price - sign * Data.InstrProperties.Point * stopLossPips : 0;
double takeprofit = OperationTakeProfit > 0
? price + sign * Data.InstrProperties.Point * OperationTakeProfit
: 0;
string message = string.Format(symbol + " " + Data.PeriodMtStr + " " +
Language.T("A modify order sent") + ": " +
Language.T("Stop Loss") + " {0}, " +
Language.T("Take Profit") + " {1}",
stoploss.ToString(Data.Ff),
takeprofit.ToString(Data.Ff));
var jmsg = new JournalMessage(JournalIcons.Recalculate, DateTime.Now, message);
AppendJournalMessage(jmsg);
Log(message);
string parameters = "TS1=" + OperationTrailingStop + ";BRE=" + OperationBreakEven;
bool responseOk = bridge.OrderModify(ticket, price, stopLossPips, OperationTakeProfit,
parameters);
if (responseOk)
{
Data.AddBarStats(OperationType.Modify, lots, price);
Data.WrongStopLoss = 0;
Data.WrongTakeProf = 0;
Data.WrongStopsRetry = 0;
}
else
{
ReportOperationError();
Data.WrongStopLoss = stopLossPips;
Data.WrongTakeProf = OperationTakeProfit;
}
}
break;
}
}
