/// <summary>
/// Price with the specified position
/// </summary>
public virtual double Price(Position position)
{
if (position.Instrument.Quote.DateTime != DateTime.MinValue)
{
switch (position.Side)
{
case PositionSide.Long:
if (position.Instrument.Quote.Bid != 0.0)
return position.Instrument.Quote.Bid;
else
break;
case PositionSide.Short:
if (position.Instrument.Quote.Ask != 0.0)
return position.Instrument.Quote.Ask;
else
break;
}
}
if (position.Instrument.Trade.DateTime != DateTime.MinValue)
return position.Instrument.Trade.Price;
if (position.Instrument.Bar.DateTime != DateTime.MinValue)
return position.Instrument.Bar.Close;
else
return 0.0;
}
public override double Price(Position position)
{
return this.Pricer.Price(position.position);
}
internal Stop(Position position, DateTime dateTime)
{
this.position = position;
this.stop = new ATSStop(position.position, dateTime);
this.stop.TrailOnHighLow = true;
this.stop.TraceOnBarOpen = true;
this.stop.TraceOnBar = true;
this.stop.TraceOnQuote = true;
this.stop.TraceOnTrade = true;
}
internal Stop(Position position, double level, StopType type, StopMode mode)
{
this.position = position;
SmartQuant.Trading.StopType type2 = EnumConverter.Convert(type);
SmartQuant.Trading.StopMode mode2 = EnumConverter.Convert(mode);
this.stop = new ATSStop(position.position, level, type2, mode2);
this.stop.TrailOnHighLow = true;
this.stop.TraceOnBarOpen = true;
this.stop.TraceOnBar = true;
this.stop.TraceOnQuote = true;
this.stop.TraceOnTrade = true;
}
internal Stop(Position position, double level, StopType type, StopMode mode)
{
this.position = position;
FreeQuant.Trading.StopType stopType = EnumConverter.Convert(type);
FreeQuant.Trading.StopMode stopMode = EnumConverter.Convert(mode);
this.stop = new ATSStop(position.position, level, stopType, stopMode);
((StopBase)this.stop).TrailOnHighLow = true;
((StopBase)this.stop).TraceOnBarOpen = true;
((StopBase)this.stop).TraceOnBar = true;
((StopBase)this.stop).TraceOnQuote = true;
((StopBase)this.stop).TraceOnTrade = true;
}
