public void OpenPL()
{
decimal pl = .98m;
Assert.That(BoxMath.OpenPT(last, entry, Long) == pl);
Assert.That(BoxMath.OpenPT(last, entry, Short) == -pl);
Assert.That(BoxMath.OpenPT(last, entry, lsize) == pl);
Assert.That(BoxMath.OpenPT(last, entry, ssize) == -pl);
Assert.That(BoxMath.OpenPT(last, lp) == pl);
Assert.That(BoxMath.OpenPT(last, sp) == -pl);
Assert.That(BoxMath.OpenPL(last, lp) == lp.Size * pl);
Assert.That(BoxMath.OpenPL(last, sp) == sp.Size * pl);
}
const decimal s = -.11m; // stop loss
// here are the trading rules that implement our strategy's intention
protected override int Read(Tick tick, BarList bl, BoxInfo bi)
{
// indicator setup
bars = bl;
if (!bl.Has(2))
{
return(0); // must have at least one one bar
}
// asymmetry tests
if (((h - o) > a) && ((o - l) > a))
{
Shutdown("Not enough Asymetry to trade."); return(0);
}
if ((h - l) < r)
{
return(0); // must have the range
}
if (((h - o) <= a) && ((h - tick.trade) > e))
{
return(MaxSize);
}
if (((o - l) <= a) && ((tick.trade - l) > e))
{
return(MaxSize * -1);
}
// profit and loss tests
decimal PL = BoxMath.OpenPT(tick.trade, AvgPrice, PosSize);
if (PL > p)
{
return(Flat);
}
if (PL < s)
{
return(Flat);
}
return(0);
}