protected override bool CanOpenOffer(TREND_TYPE trendType)
{
var result = false;
var timeFrame = GetCurrentTimeFrame();
var sma200Price = TechnicalIndicatiorsWrapper.iMA(this, _symbol, timeFrame, 200, 0, MA_METHOD.MODE_SMA, APPLY_PRICE.PRICE_CLOSE, 0);
var lastTwoBarsClosePrice = PredefinedVariablesWrapper.Close(this, 2);
var lastOneBarClosePrice = PredefinedVariablesWrapper.Close(this, 1);
var lastThreeBarPrice = PredefinedVariablesWrapper.Close(this, 3);
if (trendType == TREND_TYPE.ASC)
{
if (sma200Price > lastThreeBarPrice && sma200Price < lastOneBarClosePrice && sma200Price < lastTwoBarsClosePrice)
{
result = true;
Log.DebugFormat("Can open ASC offer. TrendType={0}, Symbol={1}", GetTrendType(), _symbol);
Log.DebugFormat("Sma200Price={0}, LastClosedBarPrice={1}, lastTwoBarsClosePrice={2}, lastThreeBarsClosePrice={3}", sma200Price, lastOneBarClosePrice, lastTwoBarsClosePrice, lastThreeBarPrice);
}
}
if (trendType == TREND_TYPE.DESC)
{
if (lastThreeBarPrice > sma200Price && lastTwoBarsClosePrice < sma200Price && lastOneBarClosePrice < sma200Price)
{
result = true;
Log.DebugFormat("Can open DESC offer. TrendType={0}, Symbol={1}", GetTrendType(), _symbol);
Log.DebugFormat("Sma200Price={0}, LastClosedBarPrice={1}, lastTwoBarsClosePrice={2}, lastThreeBarsClosePrice={3}", sma200Price, lastOneBarClosePrice, lastTwoBarsClosePrice, lastThreeBarPrice);
}
}
return result;
}
protected override bool CanOpenOffer(TREND_TYPE trendType)
{
var result = false;
var timeFrame = GetCurrentTimeFrame();
var sma21Price = TechnicalIndicatiorsWrapper.iMA(this, _symbol, timeFrame, 21, 8, MA_METHOD.MODE_SMA, APPLY_PRICE.PRICE_CLOSE, 0);
var sma70Price = TechnicalIndicatiorsWrapper.iMA(this, _symbol, timeFrame, 70, 8, MA_METHOD.MODE_SMA, APPLY_PRICE.PRICE_CLOSE, 0);
var lastTwoBarsClosePrice = PredefinedVariablesWrapper.Close(this, 2);
var lastOneBarClosePrice = PredefinedVariablesWrapper.Close(this, 1);
var lastThreeBarPrice = PredefinedVariablesWrapper.Close(this, 3);
if (trendType == TREND_TYPE.ASC)
{
if (lastThreeBarPrice < sma21Price && lastThreeBarPrice > sma70Price && lastTwoBarsClosePrice > sma21Price && lastOneBarClosePrice > sma21Price)
{
result = true;
Log.DebugFormat("Can open ASC offer. TrendType={0}, Symbol={1}", GetTrendType(), _symbol);
Log.DebugFormat("Sma21Price={0}, Sma70Price={1}, lastOneBarClosePrice={2}, lastTwoBarsClosePrice={3}, lastThreeBarPrice={4} ", sma21Price, sma70Price, lastOneBarClosePrice, lastTwoBarsClosePrice, lastThreeBarPrice);
}
}
if (trendType == TREND_TYPE.DESC)
{
if (lastThreeBarPrice > sma21Price && lastThreeBarPrice < sma70Price && lastTwoBarsClosePrice < sma21Price && lastOneBarClosePrice < sma21Price)
{
result = true;
Log.DebugFormat("Can open DESC offer. TrendType={0}, Symbol={1}", GetTrendType(), _symbol);
Log.DebugFormat("Sma21Price={0}, Sma70Price={1}, lastOneBarClosePrice={2}, lastTwoBarsClosePrice={3}, lastThreeBarPrice={4} ", sma21Price, sma70Price, lastOneBarClosePrice, lastTwoBarsClosePrice, lastThreeBarPrice);
}
}
return(result);
}
protected override bool CanOpenOffer(TREND_TYPE trendType)
{
var result = false;
var timeFrame = GetCurrentTimeFrame();
var ema25Price = TechnicalIndicatiorsWrapper.iMA(this,_symbol, timeFrame, 25, 0, MA_METHOD.MODE_EMA, APPLY_PRICE.PRICE_CLOSE, 0);
var lastTwoBarsClosePrice = PredefinedVariablesWrapper.Close(this,2);
var lastOneBarClosePrice = PredefinedVariablesWrapper.Close(this,1);
if (trendType == TREND_TYPE.ASC)
{
if (ema25Price > lastTwoBarsClosePrice && ema25Price < lastOneBarClosePrice)
{
result = true;
Log.DebugFormat("Can open ASC offer. TrendType={0}, Symbol={1}", GetTrendType(), _symbol);
Log.DebugFormat("Ema25Price={0}, LastClosedBarPrice={1}, lastTwoBarsClosePrice={2}", ema25Price, lastOneBarClosePrice, lastTwoBarsClosePrice);
}
}
if (trendType == TREND_TYPE.DESC)
{
if (lastTwoBarsClosePrice > ema25Price && lastOneBarClosePrice < ema25Price)
{
result = true;
Log.DebugFormat("Can open DESC offer. TrendType={0}, Symbol={1}", GetTrendType(), _symbol);
Log.DebugFormat("Ema25Price={0}, LastClosedBarPrice={1}, lastTwoBarsClosePrice={2}", ema25Price, lastOneBarClosePrice, lastTwoBarsClosePrice);
}
}
if (!result)// try to check if bar was touched near MA
{
var lastOneBarHighPrice = PredefinedVariablesWrapper.High(this, 1);
var lastOneBarLowPrice = PredefinedVariablesWrapper.Low(this, 1);
if (trendType == TREND_TYPE.ASC)
{
if (lastOneBarLowPrice == ema25Price ||(lastOneBarHighPrice > ema25Price && lastOneBarLowPrice < ema25Price) || (lastOneBarClosePrice == ema25Price))
{
result = true;
Log.DebugFormat("LastBar are on ema25 or near ema25. Can open ASC Offer");
Log.DebugFormat("Symbol={0}, Ema25Price={1},LastOneBarClosePrice={2}, TrendType={3}", _symbol, ema25Price, lastOneBarClosePrice, trendType);
}
}
if (trendType == TREND_TYPE.DESC)
{
if (lastOneBarHighPrice == ema25Price || (lastOneBarLowPrice > ema25Price && lastOneBarHighPrice < ema25Price) || (lastOneBarClosePrice == ema25Price))
{
result = true;
Log.DebugFormat("LastBar are on ema25Price or near. Can open DESC Offer");
Log.DebugFormat("Symbol={0}, Ema25Price={1},LastOneBarClosePrice={2}, TrendType={3}", _symbol, ema25Price, lastOneBarClosePrice, trendType);
}
}
}
return result;
}
protected override bool CanOpenOffer(TREND_TYPE trendType)
{
var result = false;
var timeFrame = GetCurrentTimeFrame();
var ema25Price = TechnicalIndicatiorsWrapper.iMA(this, _symbol, timeFrame, 25, 0, MA_METHOD.MODE_EMA, APPLY_PRICE.PRICE_CLOSE, 0);
var lastTwoBarsClosePrice = PredefinedVariablesWrapper.Close(this, 2);
var lastOneBarClosePrice = PredefinedVariablesWrapper.Close(this, 1);
if (trendType == TREND_TYPE.ASC)
{
if (ema25Price > lastTwoBarsClosePrice && ema25Price < lastOneBarClosePrice)
{
result = true;
Log.DebugFormat("Can open ASC offer. TrendType={0}, Symbol={1}", GetTrendType(), _symbol);
Log.DebugFormat("Ema25Price={0}, LastClosedBarPrice={1}, lastTwoBarsClosePrice={2}", ema25Price, lastOneBarClosePrice, lastTwoBarsClosePrice);
}
}
if (trendType == TREND_TYPE.DESC)
{
if (lastTwoBarsClosePrice > ema25Price && lastOneBarClosePrice < ema25Price)
{
result = true;
Log.DebugFormat("Can open DESC offer. TrendType={0}, Symbol={1}", GetTrendType(), _symbol);
Log.DebugFormat("Ema25Price={0}, LastClosedBarPrice={1}, lastTwoBarsClosePrice={2}", ema25Price, lastOneBarClosePrice, lastTwoBarsClosePrice);
}
}
if (!result)// try to check if bar was touched near MA
{
var lastOneBarHighPrice = PredefinedVariablesWrapper.High(this, 1);
var lastOneBarLowPrice = PredefinedVariablesWrapper.Low(this, 1);
if (trendType == TREND_TYPE.ASC)
{
if (lastOneBarLowPrice == ema25Price || (lastOneBarHighPrice > ema25Price && lastOneBarLowPrice < ema25Price) || (lastOneBarClosePrice == ema25Price))
{
result = true;
Log.DebugFormat("LastBar are on ema25 or near ema25. Can open ASC Offer");
Log.DebugFormat("Symbol={0}, Ema25Price={1},LastOneBarClosePrice={2}, TrendType={3}", _symbol, ema25Price, lastOneBarClosePrice, trendType);
}
}
if (trendType == TREND_TYPE.DESC)
{
if (lastOneBarHighPrice == ema25Price || (lastOneBarLowPrice > ema25Price && lastOneBarHighPrice < ema25Price) || (lastOneBarClosePrice == ema25Price))
{
result = true;
Log.DebugFormat("LastBar are on ema25Price or near. Can open DESC Offer");
Log.DebugFormat("Symbol={0}, Ema25Price={1},LastOneBarClosePrice={2}, TrendType={3}", _symbol, ema25Price, lastOneBarClosePrice, trendType);
}
}
}
return(result);
}
private void AddActiveExpertDetail(TREND_TYPE trendType, double accountBalance, int result, double stopLoss, double takeProfit)
{
var expertDetailRecord = new ExpertDetails
{
State = State.Active.ToString(),
CreatedOn = DateTime.Now,
Pair = _symbol,
TimeFrame = GetCurrentTimeFrame(),
TrendType = trendType.ToString(),
BalanceOnCreate = accountBalance,
ExpertName = GetType().Name,
OrderId = result,
StopLoss = stopLoss,
TakeProfit = takeProfit
};
ExpertDetailsRepository.Save(expertDetailRecord);
Log.DebugFormat("New expertDetail Record was added. Id={0}. Pair={1}, TrendType={2}",
expertDetailRecord.Id, expertDetailRecord.Pair, expertDetailRecord.TrendType);
}
public void OpenOffer(TREND_TYPE trendType)
{
var point = PredefinedVariablesWrapper.Point(this);
var accountBalance = AccoutInformationWrapper.AccountEquity(this);
var result = -1;
double ask = PredefinedVariablesWrapper.Ask(this);
double bid = PredefinedVariablesWrapper.Bid(this);
double stopLoss = 0;
double takeProfit = 0;
if (trendType == TREND_TYPE.ASC)
{
takeProfit = bid + int.Parse(_config.TakeProfit) * point;
stopLoss = bid - int.Parse(_config.StopLoss) * point;
result = OrderOperations.OpenOffer(this, _symbol, ORDER_TYPE.OP_BUY, double.Parse(_config.OrderAmount), ask, 0, stopLoss, takeProfit);
}
if (trendType == TREND_TYPE.DESC)
{
takeProfit = ask - int.Parse(_config.TakeProfit) * point;
stopLoss = ask + int.Parse(_config.StopLoss) * point;
result = OrderOperations.OpenOffer(this, _symbol, ORDER_TYPE.OP_SELL, double.Parse(_config.OrderAmount), bid, 0, stopLoss, takeProfit);
}
var isOrderSelected = TradingFunctionsWrapper.OrderSelect(this, result, SELECT_BY.SELECT_BY_TICKET);
if (isOrderSelected)
{
Log.DebugFormat("Order was opened");
AddActiveExpertDetail(trendType, accountBalance, result, stopLoss, takeProfit);
}
else
{
Log.DebugFormat("Order was not opened. OrderId={0}", result);
}
}
abstract protected bool CanOpenOffer(TREND_TYPE trendType);
abstract protected bool CanOpenOffer(TREND_TYPE trendType);
private void AddActiveExpertDetail(TREND_TYPE trendType, double accountBalance, int result, double stopLoss, double takeProfit)
{
var expertDetailRecord = new ExpertDetails
{
State = State.Active.ToString(),
CreatedOn = DateTime.Now,
Pair = _symbol,
TimeFrame = GetCurrentTimeFrame(),
TrendType = trendType.ToString(),
BalanceOnCreate = accountBalance,
ExpertName = GetType().Name,
OrderId = result,
StopLoss = stopLoss,
TakeProfit = takeProfit
};
ExpertDetailsRepository.Save(expertDetailRecord);
Log.DebugFormat("New expertDetail Record was added. Id={0}. Pair={1}, TrendType={2}",
expertDetailRecord.Id, expertDetailRecord.Pair, expertDetailRecord.TrendType);
}
public void OpenOffer(TREND_TYPE trendType)
{
var point = PredefinedVariablesWrapper.Point(this);
var accountBalance = AccoutInformationWrapper.AccountEquity(this);
var result = -1;
double ask = PredefinedVariablesWrapper.Ask(this);
double bid = PredefinedVariablesWrapper.Bid(this);
double stopLoss = 0;
double takeProfit = 0;
if (trendType == TREND_TYPE.ASC)
{
takeProfit = bid + int.Parse(_config.TakeProfit)*point;
stopLoss = bid - int.Parse(_config.StopLoss)*point;
result = OrderOperations.OpenOffer(this, _symbol, ORDER_TYPE.OP_BUY, double.Parse(_config.OrderAmount), ask, 0, stopLoss, takeProfit);
}
if (trendType == TREND_TYPE.DESC)
{
takeProfit = ask - int.Parse(_config.TakeProfit)*point;
stopLoss = ask + int.Parse(_config.StopLoss)*point;
result = OrderOperations.OpenOffer(this, _symbol, ORDER_TYPE.OP_SELL, double.Parse(_config.OrderAmount), bid, 0, stopLoss, takeProfit);
}
var isOrderSelected = TradingFunctionsWrapper.OrderSelect(this, result, SELECT_BY.SELECT_BY_TICKET);
if (isOrderSelected)
{
Log.DebugFormat("Order was opened");
AddActiveExpertDetail(trendType, accountBalance, result, stopLoss, takeProfit);
}
else
{
Log.DebugFormat("Order was not opened. OrderId={0}", result);
}
}
