public override void GotFill(TradeLink.API.Trade fill)
{
// keep track of position
D(fill.symbol + " fill: " + fill.ToString());
_pt.Adjust(fill);
// ensure fill comes from this response
int idx = _entrysignal.getindex(fill.symbol);
if (idx < 0)
{
return;
}
// reset signals if we're flat (allows re-entry)
if (_pt[fill.symbol].isFlat)
{
_entrysignal[fill.symbol] = false;
_exitsignal[fill.symbol] = false;
}
}
public override void GotFill(TradeLink.API.Trade fill)
{
// keep track of position
D(fill.symbol + " fill: " + fill.ToString());
track_positions.Adjust(fill);
// ensure fill comes from this response
int idx = track_symbols.getindex(fill.symbol); // dimon: imho this is ugly (error prone) method. What if 2 strategies working with same symbol simultaneously? it all will go to hell..
if (idx < 0)
{
return;
}
// reset signals if we're flat (allows re-entry)
if (track_positions[fill.symbol].isFlat)
{
track_symbols[fill.symbol] = false;
track_exitsignals[fill.symbol] = false;
}
}