/*
* ===================================================================================================
* POSITION MANAGEMENT
* - TEST STRATEGY LOGIC AND OPEN/CLOSE POSITIONS
*
* ===================================================================================================
*/
private void ManagePositions()
{
/*
* ===============================================================================================
* INITIALISATION OF VARS ON EACH BAR CLOSE OR TICK
* ===============================================================================================
*/
// SET CURRENT SERVER DATE TIME
DateTime Vsrvr_time = Server.Time;
// SET TRADE VOLUME BASED ON % BALANCE
Vsl_pips = (IndAtr.Result.Last(1) * 2) / Symbol.PipSize;
Vtrade_vol = tm.GetTradeVolumeFromAccountRisk(Vsl_pips, AccountRisk);
// INDEX: 0 - CURRENT LIVE BAR (NOT FINALISED)
// 1 - MOST RECENT FINALISED CLOSE BAR
// 2 - 2ND MOST RECENT FINALISED CLOSE BAR
var LIndSMA_CURR1 = IndSMA.Result.Last(1);
var LIndSAR_CURR1 = IndSAR.Result.Last(1);
var LIndSMA_PREV1 = IndSMA.Result.Last(2);
var LIndSAR_PREV1 = IndSAR.Result.Last(2);
var LBARCloseVal_CURR1 = MarketSeries.Close.Last(1);
var LBARCloseVal_PREV1 = MarketSeries.Close.Last(2);
var LVolume_CURR1 = MarketSeries.TickVolume.Last(1);
/*
* ===============================================================================================
* PRINT VARS TO LOG
* ===============================================================================================
*/
Print("BAR CLOSE - START ===============================================================");
Print("Simple Moving Average (PREV) - {0}", LIndSMA_PREV1);
Print("Parabolic SAR (PREV) - {0}", LIndSAR_PREV1);
Print("Close Price (PREV) - {0}", LBARCloseVal_PREV1);
Print("------------------------------------------------");
Print("Simple Moving Average (CURR) - {0}", LIndSMA_CURR1);
Print("Parabolic SAR (CURR) - {0}", LIndSAR_CURR1);
Print("Close Price (CURR) - {0}", LBARCloseVal_CURR1);
Print("Tick Volume (CURR) - {0}", LVolume_CURR1);
Print("BAR CLOSE - END =================================================================");
#region EXIT LOGIC ========================================================================
/*
* ===========================================================================================
* EXIT LOGIC FOR "LONG" POSITION
* - EXIT IS TRIPPED WHEN
* - STOP LOSS OR TAKE PROFIT IS HIT
* - OR
* - SAR VALUE MOVES ABOVE CLOSE BAR PRICE
* ===========================================================================================
*/
if (tm.IsPositionOpenByType(TradeType.Buy, InstanceName))
{
if (LBARCloseVal_CURR1 < LIndSAR_CURR1)
{
//Print("BUY LBARCloseVal_CURR1 : {0}", LBARCloseVal_CURR1);
//Print("BUY LIndSAR_CURR1 : {0}", LIndSAR_CURR1);
tm.CloseAllPositionsByType(InstanceName, TradeType.Buy);
//tm.ClosePosition(TradeType.Buy, InstanceName);
}
}
/*
* ===========================================================================================
* EXIT LOGIC FOR "SHORT" POSITION
* - EXIT IS TRIPPED WHEN
* - STOP LOSS OR TAKE PROFIT IS HIT
* - OR
* - SAR VALUE MOVES BELOW CLOSE BAR PRICE
* ===========================================================================================
*/
if (tm.IsPositionOpenByType(TradeType.Sell, InstanceName))
{
if (LBARCloseVal_CURR1 > LIndSAR_CURR1)
{
//Print("SELL LBARCloseVal_CURR1 : {0}", LBARCloseVal_CURR1);
//Print("SELL LIndSAR_CURR1 : {0}", LIndSAR_CURR1);
tm.CloseAllPositionsByType(InstanceName, TradeType.Sell);
//tm.ClosePosition(TradeType.Sell, InstanceName);
}
}
#endregion
#region ENTRY LOGIC =======================================================================
/*
* ===========================================================================================
* ENTRY LOGIC FOR "LONG" POSITION
* WHEN MARKET PRICE > SMA
* AND MARKET PRICE > SAR
* - SET A STOP LOSS AND A TAKE PROFIT
* ===========================================================================================
*/
if (!tm.IsPositionOpenByType(TradeType.Buy, InstanceName) && LBARCloseVal_PREV1 < LIndSAR_PREV1 && LBARCloseVal_CURR1 > LIndSMA_CURR1 && LBARCloseVal_CURR1 > LIndSAR_CURR1 && LVolume_CURR1 > VOLThreshold) // LIndDMS_ADX_CURR > DMSThreshold && LBARCloseVal_PREV1 < LIndSAR_PREV1 &&
{
int n = 0;
// CHECK IF PREVIOUS VALUES MEET CRITERIA (REMOVE MOVES THAT ONLY LAST 1 OR 2 BARS (NOISE))
// i = 2 (STARTING PREV INDEX - EG. PREVIOUS VALUE 2 BARS PRIOR)
for (int i = 2; i < SARTrail + 2; i++)
{
var LIndSAR_PREV = IndSAR.Result.Last(i);
var LBARCloseVal_PREV = MarketSeries.Close.Last(i);
if (LBARCloseVal_PREV < LIndSAR_PREV)
{
n = n + 1;
}
}
// IF NBR OF SARS PREVIOUS IS ABOVE CLOSING PRICE (STRING DOWNWARD INDICATION) THEN PLACE TRADE ON REVERSAL)
if (n == SARTrail)
{
tm.OpenPosition("market", true, 0, TradeType.Buy, Vtrade_vol, InstanceName, Vstop_loss, Vtake_profit, null);
}
}
/*
* ===========================================================================================
* ENTRY LOGIC FOR "SHORT" POSITION
* WHEN MARKET PRICE < SMA
* AND MARKET PRICE < SAR
* - SET A STOP LOSS AND A TAKE PROFIT
* ===========================================================================================
*/
if (!tm.IsPositionOpenByType(TradeType.Sell, InstanceName) && LBARCloseVal_PREV1 > LIndSAR_PREV1 && LBARCloseVal_CURR1 < LIndSMA_CURR1 && LBARCloseVal_CURR1 < LIndSAR_CURR1 && LVolume_CURR1 > VOLThreshold) // LIndDMS_ADX_CURR > DMSThreshold && LBARCloseVal_PREV1 > LIndSAR_PREV1 &&
{
int n = 0;
// CHECK IF PREVIOUS VALUES MEET CRITERIA (REMOVE MOVES THAT ONLY LAST 1 OR 2 BARS (NOISE))
// i = 2 (STARTING PREV INDEX - EG. PREVIOUS VALUE 2 BARS PRIOR)
for (int i = 2; i < SARTrail + 2; i++)
{
var LIndSAR_PREV = IndSAR.Result.Last(i);
var LBARCloseVal_PREV = MarketSeries.Close.Last(i);
if (LBARCloseVal_PREV > LIndSAR_PREV)
{
n = n + 1;
}
}
// IF NBR OF SARS PREVIOUS IS ABOVE CLOSING PRICE (STRING DOWNWARD INDICATION) THEN PLACE TRADE ON REVERSAL)
if (n == SARTrail)
{
tm.OpenPosition("market", true, 0, TradeType.Sell, Vtrade_vol, InstanceName, Vstop_loss, Vtake_profit, null);
}
}
#endregion
#region PROCESS ON LAST TICK ==================================================================
if (!CalculateOnBar)
{
foreach (var position in Positions)
{
if (IncludeTrailingStop)
{
tm.SetTrailingStop(position.Label, TrailingStopTrigger, TrailingStopStep);
}
if (IncludeBreakEven)
{
tm.BreakEvenAdjustment(position.Label, BreakEvenPips, BreakEvenExtraPips);
}
}
}
#endregion
}
private void ManagePositions()
{
// SET DATE TIME
DateTime srvrTime = Server.Time;
string tf = TimeFrame.ToString();
// SET TRADE VOLUME BASED ON % BALANCE
_slPips = (_atr.Result.Last(1) * 2) / Symbol.PipSize;
_tradeVol = tm.GetTradeVolumeFromAccountRisk(_slPips, AccountRisk);
#region TIME CHECK ON LAST BAR ================================================================
// CHECK IF SERVER TIME IS WITHIN THE INSTANCE TIME FRAME DEFINED WHEN STARTING THE BOT
// EG. IF 15MIN TIMEFRAME - CHECK ONBAR CLOSE IF ITS THE LAST BAR BEFORE ANNOUNCEMENT
// IF YES - START MONITORING TIME IN TICK INTERVALS
// IF NO - DO NOTHING AND CHECK AGAIN ON NEXT BAR COMPLETION
// CHECK TIME INTERVAL AGAINST MONITOR TIME ===========================================
// IF TIME TO ANNOUNCEMENT IS WITHIN THE TIME OF THE LAST BAR, MOVE TO TICK EVENTS
if (CalculateOnBar)
{
// DO IF TIME INTERVAL IS IN MINUTES
if (tf.Contains("Minute"))
{
int minToAnnce;
string nbrString = Regex.Match(tf, "\\d+").Value;
try
{
minToAnnce = Int32.Parse(nbrString);
} catch
{
minToAnnce = Int32.Parse("1");
}
int diffMin = (_announceTime.AddMinutes(-minToAnnce) - srvrTime).Minutes;
if (diffMin <= minToAnnce)
{
CalculateOnBar = false;
}
}
// DO IF TIME INTERVAL IS IN HOURS
if (tf.Contains("Hour"))
{
int hrToAnnce;
string nbrString = Regex.Match(tf, "\\d+").Value;
try
{
hrToAnnce = Int32.Parse(nbrString);
} catch
{
hrToAnnce = Int32.Parse("1");
}
int diffHr = (_announceTime.AddHours(-hrToAnnce) - srvrTime).Hours;
if (diffHr <= hrToAnnce)
{
CalculateOnBar = false;
}
}
}
#endregion
#region PROCESS ON LAST TICK ==================================================================
if (!CalculateOnBar)
{
foreach (var position in Positions)
{
if (IncludeTrailingStop)
{
tm.SetTrailingStop(position.Label, TrailingStopTrigger, TrailingStopStep);
}
if (IncludeBreakEven)
{
tm.BreakEvenAdjustment(position.Label, BreakEvenPips, BreakEvenExtraPips);
}
}
// IF CURRENT SERVER TIME BETWEEN T - 3 SEC and T + 0 SEC
// THEN SET BUY AND SELL PENDING ORDERS
if (srvrTime >= _announceTime.AddSeconds(-4) && srvrTime <= _announceTime)
{
Phase1();
}
// IF CURRENT SERVER TIME >= T + 10 SEC
// CANCEL ANY PENDING POSITIONS THAT HAVE NOT BEEN TRIGGERED
// -- REMAINING OPEN POSITIONS WILL CLOSE OUT ON STOP LOSS SETTINGS
// set to 20 for testing - revert to 10 when ready
if (srvrTime >= _announceTime.AddSeconds(20))
{
Phase2();
}
}
#endregion
}