public int check_ts_cs(GF.Api.Positions.PositionChangedEventArgs e)
{
//Called inside of loop of positions in Array : )
var opl = get_position_pnl(gfClient, e);
var sym = e.ContractPosition.Contract.Symbol;
var def = false;
var idef = 0.0;
//If no value in dict, save them in -- (Avoid errors)
if (hi_pnl.TryGetValue(sym, out idef)) //Make sure this doesnt write over any current value?
{
hi_pnl[sym] = 0;
trigger_pnl[sym] = 0;
}
//If new high, write over past hi_pnl
if (opl > hi_pnl[sym]) //MIGHT need to init this dictionary when position opens?
{
hi_pnl[sym] = opl;
}
//Update Trigger price...
trigger_pnl[sym] = hi_pnl[sym] * (1 - trail_dec);
//Begin Trailing with Trigger...
if (opl >= trail_tgt)
{
if (!trail_on.TryGetValue(sym, out def))
{
trail_on[sym] = true;
}
}
if (trail_on[sym])
{
if (opl <= trigger_pnl[sym])
{
Console.WriteLine($"Exitting {sym} at {opl}");
//PlaceOrder(gfClient, e.ContractPosition.Contract.ElectronicContract, OrderSide.BuyToCover); -- Replace w MKT order (or STOP ordeR?)
return(1); //signals time to exit... and logs -- Cleaner.
}
}
if (opl <= fixed_stop)
{
return(-1);
}
return(0);
}
//Initial Version...
public int run_cat_trail(GF.Api.Positions.PositionChangedEventArgs e)
{
//var account = gfClient.Accounts.Get().FirstOrDefault();
//Should be inside loop ? Called inside loop?
//var positions = GetOpenPositions(account, e); //Just in case we need more detail / Safety...
int ret = 0;
foreach (var pos in e.AsArray())
{
ret = check_ts_cs(pos);
switch (ret)
{
case 0:
break;
case -1:
Console.WriteLine($"CatStop Triggered -- Exiting position in {e.ContractPosition.Contract.Symbol}");
break;
case 1:
Console.WriteLine($"TrailStop Triggered -- Exiting position in {e.ContractPosition.Contract.Symbol}");
break;
default:
Console.WriteLine($"Error -- Please check position in {e.ContractPosition.Contract.Symbol}");
break;
}
if (ret != 0)
{
var qty = Math.Abs(e.ContractPosition.Net.Volume);
if (e.ContractPosition.Net.Volume < 0)
{
PlaceOrder(gfClient, e.ContractPosition.Contract.ElectronicContract, OrderSide.BuyToCover, qty);
Console.WriteLine("SX order sent.");
}
if (e.ContractPosition.Net.Volume > 0)
{
PlaceOrder(gfClient, e.ContractPosition.Contract.ElectronicContract, OrderSide.Sell, qty);
Console.WriteLine("LX order sent.");
}
}
}
return(ret);
}
