public TradeDetailsViewModel(Trade trade, Action closeWindow)
{
_closeWindow = closeWindow;
DependencyContainer.ComposeParts(this);
Trade = trade;
Date = Trade.StartDateTimeLocal != null
? Trade.StartDateTimeLocal.Value.ToString("dd/MM/yy HH:mm")
: DateTime.Now.ToString("dd/MM/yy HH:mm");
RefreshDetails();
_broker = _brokersService.GetBroker(trade.Broker);
_brokerAccount = _brokersService.AccountsLookup[_broker];
AddLimitCommand = new DelegateCommand(AddLimit);
AddStopCommand = new DelegateCommand(AddStop);
RemoveLimitCommand = new DelegateCommand(RemoveLimit);
RemoveStopCommand = new DelegateCommand(RemoveStop);
SetOrderDateTimePriceCommand = new DelegateCommand(SetOrderDateTimePrice);
DoneCommand = new DelegateCommand(o => Done());
}
private void UpdateChartData(List <Trade> trades)
{
var series = new XyDataSeries <DateTime, double>();
Task.Run(() =>
{
var xvalues = new List <DateTime>();
var yvalues = new List <double>();
var startedTrades = trades.Where(t => t.EntryDateTime != null && !t.Ignore).ToList();
if (startedTrades.Count > 0)
{
var earliest = startedTrades.OrderBy(t => t.EntryDateTime).First().EntryDateTime.Value.Date;
var latest = DateTime.UtcNow;
var broker = _brokerService.GetBroker("FXCM");
for (var date = earliest; date <= latest; date = date.AddDays(1))
{
var balance = 10000M;
var currentTrades = trades.Where(t => t.EntryDateTime <= date).ToList();
foreach (var t in currentTrades)
{
if (date >= t.CloseDateTime)
{
balance += (decimal)t.Profit.Value;
}
else
{
var risk = t.RiskAmount.Value;
var candle =
_brokersCandlesService.GetLastClosedCandle(t.Market, _brokerService.GetBroker(t.Broker), Timeframe.D1, date,
false);
var price = (decimal)(t.TradeDirection == TradeDirection.Long
? candle.Value.CloseBid
: candle.Value.CloseAsk);
/*var stopDist = t.InitialStop.Value - t.EntryPrice;
* var profit = (((decimal)price - t.EntryPrice.Value) / stopDist) * risk;*/
var profit = price * t.EntryQuantity.Value - t.EntryPrice.Value * t.EntryQuantity.Value; //TODO Add commission
balance += (decimal)profit;
}
}
xvalues.Add(date);
yvalues.Add((double)balance);
}
series.Append(xvalues, yvalues);
}
_dispatcher.Invoke(() =>
{
var renderableSeries = new FastLineRenderableSeries
{
DataSeries = series,
StrokeThickness = 2
};
SeriesList.Add(renderableSeries);
});
});
}
public static void UpdateRMultiple(Trade trade)
{
if (trade.RiskAmount != null && trade.RiskAmount.Value != 0M && trade.Profit != null)
{
trade.RMultiple = trade.Profit / trade.RiskAmount;
}
else if (trade.EntryPrice != null && trade.EntryDateTime != null && trade.ClosePrice != null && trade.StopPrices.Count > 0)
{
// Get stop price at entry
DatePrice entryStop = null;
foreach (var stop in trade.StopPrices)
{
if (entryStop == null || stop.Date <= trade.EntryDateTime.Value)
{
entryStop = stop;
}
else
{
break;
}
}
if (entryStop?.Price != null)
{
var oneR = Math.Abs(trade.EntryPrice.Value - entryStop.Price.Value);
if (trade.TradeDirection == TradeDirection.Long)
{
trade.RMultiple = oneR != 0 ? (decimal?)(trade.ClosePrice.Value - trade.EntryPrice.Value) / oneR : null;
}
else if (oneR != 0)
{
trade.RMultiple = trade.EntryPrice.Value != trade.ClosePrice.Value ? (trade.EntryPrice.Value - trade.ClosePrice.Value) / oneR : 0;
}
else
{
trade.RMultiple = null;
}
}
}
else if (trade.EntryPrice != null && trade.EntryDateTime != null && trade.ClosePrice == null && trade.InitialStop != null && trade.CalculateOptions.HasFlag(CalculateOptions.IncludeOpenTradesInRMultipleCalculation))
{
var stopPrice = trade.InitialStop.Value;
var risk = Math.Abs(stopPrice - trade.EntryPrice.Value);
var currentCandle = _candlesService.GetCandles(_brokersService.GetBroker(trade.Broker), trade.Market, Timeframe.D1, false, cacheData: false).Last();
var currentClose = trade.TradeDirection == TradeDirection.Long
? (decimal)currentCandle.CloseBid
: (decimal)currentCandle.CloseAsk;
// Get stop price at entry
DatePrice entryStop = null;
foreach (var stop in trade.StopPrices)
{
if (entryStop == null || stop.Date <= trade.EntryDateTime.Value)
{
entryStop = stop;
}
else
{
break;
}
}
if (entryStop?.Price != null)
{
var oneR = Math.Abs(trade.EntryPrice.Value - entryStop.Price.Value);
if (trade.TradeDirection == TradeDirection.Long)
{
trade.RMultiple = (currentClose - trade.EntryPrice.Value) / oneR;
}
else
{
trade.RMultiple = (trade.EntryPrice.Value - currentClose) / oneR;
}
}
}
else
{
trade.RMultiple = null;
}
}