/// <summary>
/// Sets a new order Buy Limit.
/// </summary>
private static void OrdBuyLimit(int bar, int orderIf, int toPos, double lots, double price, OrderSender sender,
OrderOrigin origin, string note)
{
int sessionOrder = session[bar].Orders;
Order order = session[bar].Order[sessionOrder] = new Order();
order.OrdNumb = SentOrders;
order.OrdDir = OrderDirection.Buy;
order.OrdType = OrderType.Limit;
order.OrdCond = orderIf > 0 ? OrderCondition.If : OrderCondition.Norm;
order.OrdStatus = OrderStatus.Confirmed;
order.OrdIf = orderIf;
order.OrdPos = toPos;
order.OrdLots = lots;
order.OrdPrice = Math.Round(price, InstrProperties.Digits);
order.OrdPrice2 = 0;
order.OrdSender = sender;
order.OrdOrigin = origin;
order.OrdNote = note;
ordCoord[SentOrders].Bar = bar;
ordCoord[SentOrders].Ord = sessionOrder;
session[bar].Orders++;
SentOrders++;
}
public static string ShortenOrigin(OrderOrigin origin)
{
switch (origin)
{
case OrderOrigin.PositionOpen:
return("PO");
case OrderOrigin.PositionClose:
return("PC");
case OrderOrigin.PositionClose_ContStop:
return("PCS");
case OrderOrigin.PositionClose_ContLimit:
return("PCL");
case OrderOrigin.PositionClose_TE:
return("PCT");
case OrderOrigin.PositionClose_CircuitBreaker:
return("PCB");
case OrderOrigin.PositionReverse_Close:
return("PRC");
case OrderOrigin.PositionReverse_Open:
return("PRO");
case OrderOrigin.PositionDouble:
return("PD");
default:
return(null);
}
}
/// <summary>
/// Sets a new order Buy Limit.
/// </summary>
private static void OrdBuyLimit(int bar, int orderIf, int toPos, double lots, double price, OrderSender sender,
OrderOrigin origin, string note)
{
int sessionOrder = session[bar].Orders;
Order order = session[bar].Order[sessionOrder] = new Order();
order.OrdNumb = SentOrders;
order.OrdDir = OrderDirection.Buy;
order.OrdType = OrderType.Limit;
order.OrdCond = orderIf > 0 ? OrderCondition.If : OrderCondition.Norm;
order.OrdStatus = OrderStatus.Confirmed;
order.OrdIf = orderIf;
order.OrdPos = toPos;
order.OrdLots = lots;
order.OrdPrice = Math.Round(price, InstrProperties.Digits);
order.OrdPrice2 = 0;
order.OrdSender = sender;
order.OrdOrigin = origin;
order.OrdNote = note;
ordCoord[SentOrders].Bar = bar;
ordCoord[SentOrders].Ord = sessionOrder;
session[bar].Orders++;
SentOrders++;
}
/// <summary>
/// Default Constructor
/// </summary>
public Order()
{
openClose = "O";
origin = OrderOrigin.Customer;
transmit = true;
tif = TimeInForce.Day;
designatedLocation = "";
minQty = Int32.MaxValue;
percentOffset = Double.MaxValue;
nbboPriceCap = decimal.MaxValue;
startingPrice = decimal.MaxValue;
stockRefPrice = Double.MaxValue;
delta = Double.MaxValue;
stockRangeLower = Double.MaxValue;
stockRangeUpper = Double.MaxValue;
volatility = Double.MaxValue;
volatilityType = VolatilityType.Undefined;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralAuxPrice = Double.MaxValue;
referencePriceType = Int32.MaxValue;
trailStopPrice = decimal.MaxValue;
basisPoints = decimal.MaxValue;
basisPointsType = Int32.MaxValue;
scaleInitLevelSize = Int32.MaxValue;
scaleSubsLevelSize = Int32.MaxValue;
scalePriceIncrement = decimal.MaxValue;
faMethod = FinancialAdvisorAllocationMethod.None;
notHeld = false;
}
/// <summary>
/// Default constructor.
/// </summary>
public Order()
{
ordDir = OrderDirection.None;
ordType = OrderType.None;
ordCond = OrderCondition.None;
ordStatus = OrderStatus.None;
ordSender = OrderSender.None;
ordOrigin = OrderOrigin.None;
ordNote = "Not Defined";
}
/// <summary>
/// Default Constructor
/// </summary>
public Order()
{
openClose = "O";
origin = OrderOrigin.Customer;
transmit = true;
tif = TimeInForce.Day;
designatedLocation = "";
minQty = Int32.MaxValue;
percentOffset = Double.MaxValue;
nbboPriceCap = decimal.MaxValue;
startingPrice = decimal.MaxValue;
stockRefPrice = Double.MaxValue;
delta = Double.MaxValue;
stockRangeLower = Double.MaxValue;
stockRangeUpper = Double.MaxValue;
volatility = Double.MaxValue;
volatilityType = VolatilityType.Undefined;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralAuxPrice = Double.MaxValue;
referencePriceType = Int32.MaxValue;
trailStopPrice = decimal.MaxValue;
basisPoints = decimal.MaxValue;
basisPointsType = Int32.MaxValue;
scaleInitLevelSize = Int32.MaxValue;
scaleSubsLevelSize = Int32.MaxValue;
scalePriceIncrement = decimal.MaxValue;
faMethod = FinancialAdvisorAllocationMethod.None;
notHeld = false;
exemptCode = -1;
optOutSmartRouting = false;
deltaNeutralConId = 0;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralSettlingFirm = string.Empty;
deltaNeutralClearingAccount = string.Empty;
deltaNeutralClearingIntent = string.Empty;
}
/// <summary>
/// Default constructor.
/// </summary>
public Order()
{
ordDir = OrderDirection.None;
ordType = OrderType.None;
ordCond = OrderCondition.None;
ordStatus = OrderStatus.None;
ordSender = OrderSender.None;
ordOrigin = OrderOrigin.None;
ordNote = "Not Defined";
}
/// <summary>
/// Default Constructor
/// </summary>
public Order()
{
openClose = "O";
origin = OrderOrigin.Customer;
transmit = true;
tif = TimeInForce.Day;
designatedLocation = "";
minQty = int.MaxValue;
percentOffset = double.MaxValue;
nbboPriceCap = decimal.MaxValue;
startingPrice = decimal.MaxValue;
stockRefPrice = double.MaxValue;
delta = double.MaxValue;
stockRangeLower = double.MaxValue;
stockRangeUpper = double.MaxValue;
volatility = double.MaxValue;
volatilityType = VolatilityType.Undefined;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralAuxPrice = double.MaxValue;
referencePriceType = int.MaxValue;
trailStopPrice = decimal.MaxValue;
basisPoints = decimal.MaxValue;
basisPointsType = int.MaxValue;
scaleInitLevelSize = int.MaxValue;
scaleSubsLevelSize = int.MaxValue;
scalePriceIncrement = decimal.MaxValue;
faMethod = FinancialAdvisorAllocationMethod.None;
notHeld = false;
exemptCode = -1;
optOutSmartRouting = false;
deltaNeutralConId = 0;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralSettlingFirm = string.Empty;
deltaNeutralClearingAccount = string.Empty;
deltaNeutralClearingIntent = string.Empty;
DeltaNeutralOpenClose = "";
DeltaNeutralShortSale = false;
DeltaNeutralShortSaleSlot = 0;
DeltaNeutralDesignatedLocation = "";
referencePriceType = int.MaxValue;
trailStopPrice = decimal.MaxValue;
TrailingPercent = double.MaxValue;
BasisPoints = decimal.MaxValue;
basisPointsType = int.MaxValue;
scaleInitLevelSize = int.MaxValue;
scaleSubsLevelSize = int.MaxValue;
scalePriceIncrement = decimal.MaxValue;
ScalePriceAdjustValue = double.MaxValue;
ScalePriceAdjustInterval = int.MaxValue;
ScaleProfitOffset = double.MaxValue;
ScaleAutoReset = false;
ScaleInitPosition = int.MaxValue;
ScaleInitFillQty = int.MaxValue;
ScaleRandomPercent = false;
ScaleTable = "";
whatIf = false;
notHeld = false;
Conditions = new List<OrderCondition>();
TriggerPrice = double.MaxValue;
LmtPriceOffset = double.MaxValue;
AdjustedStopPrice = double.MaxValue;
AdjustedStopLimitPrice = double.MaxValue;
AdjustedTrailingAmount = double.MaxValue;
ExtOperator = "";
}
/// <summary>
/// Default Constructor
/// </summary>
public Order()
{
openClose = "O";
origin = OrderOrigin.Customer;
transmit = true;
tif = TimeInForce.Day;
designatedLocation = "";
minQty = int.MaxValue;
percentOffset = double.MaxValue;
nbboPriceCap = decimal.MaxValue;
startingPrice = decimal.MaxValue;
stockRefPrice = double.MaxValue;
delta = double.MaxValue;
stockRangeLower = double.MaxValue;
stockRangeUpper = double.MaxValue;
volatility = double.MaxValue;
volatilityType = VolatilityType.Undefined;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralAuxPrice = double.MaxValue;
referencePriceType = int.MaxValue;
trailStopPrice = decimal.MaxValue;
basisPoints = decimal.MaxValue;
basisPointsType = int.MaxValue;
scaleInitLevelSize = int.MaxValue;
scaleSubsLevelSize = int.MaxValue;
scalePriceIncrement = decimal.MaxValue;
faMethod = FinancialAdvisorAllocationMethod.None;
notHeld = false;
exemptCode = -1;
optOutSmartRouting = false;
deltaNeutralConId = 0;
deltaNeutralOrderType = OrderType.Empty;
deltaNeutralSettlingFirm = string.Empty;
deltaNeutralClearingAccount = string.Empty;
deltaNeutralClearingIntent = string.Empty;
DeltaNeutralOpenClose = "";
DeltaNeutralShortSale = false;
DeltaNeutralShortSaleSlot = 0;
DeltaNeutralDesignatedLocation = "";
referencePriceType = int.MaxValue;
trailStopPrice = decimal.MaxValue;
TrailingPercent = double.MaxValue;
BasisPoints = decimal.MaxValue;
basisPointsType = int.MaxValue;
scaleInitLevelSize = int.MaxValue;
scaleSubsLevelSize = int.MaxValue;
scalePriceIncrement = decimal.MaxValue;
ScalePriceAdjustValue = double.MaxValue;
ScalePriceAdjustInterval = int.MaxValue;
ScaleProfitOffset = double.MaxValue;
ScaleAutoReset = false;
ScaleInitPosition = int.MaxValue;
ScaleInitFillQty = int.MaxValue;
ScaleRandomPercent = false;
ScaleTable = "";
whatIf = false;
notHeld = false;
Conditions = new List <OrderCondition>();
TriggerPrice = double.MaxValue;
LmtPriceOffset = double.MaxValue;
AdjustedStopPrice = double.MaxValue;
AdjustedStopLimitPrice = double.MaxValue;
AdjustedTrailingAmount = double.MaxValue;
ExtOperator = "";
}