/// <summary>
/// Generates profit taking order for a given position, at a specified per-share profit target.
/// </summary>
/// <param name="p">your position</param>
/// <param name="offset">target price, per share/contract</param>
/// <param name="percent">percent of the position to close with this order</param>
/// <param name="normalizesize">whether to normalize order to be an even-lot trade</param>
/// <param name="MINSIZE">size of an even lot</param>
/// <returns></returns>
public static Order PositionProfit(Position p, decimal offset, decimal percent, bool normalizesize, int MINSIZE)
{
Order o = new Order();
if (!p.isValid || p.isFlat)
{
return(o);
}
decimal price = Calc.OffsetPrice(p, offset);
int size = percent == 0 ? 0 : (!normalizesize ? (int)(p.FlatSize * percent) : Calc.Norm2Min(p.FlatSize * percent, MINSIZE));
o = new LimitOrder(p.FullSymbol, p.isLong ? -size : size, price);
return(o);
}
private void OnPlaceOrder(object obj)
{
Order _workingorder = null;
switch (_selectedordertype)
{
case 0:
_workingorder = new MarketOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = 0;
//_workingorder.LimitPrice = 0;
break;
case 1:
_workingorder = new LimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = 0;
//_workingorder.LimitPrice = _price;
break;
case 2:
_workingorder = new StopOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _globalIdService.GetNextOrderId());
//_workingorder.StopPrice = _price;
//_workingorder.LimitPrice = 0;
break;
case 3:
_workingorder = new StopLimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _auxprice,_globalIdService.GetNextOrderId());
break;
case 4:
_workingorder = new TrailingStopOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _auxprice, _globalIdService.GetNextOrderId());
break;
case 5:
_workingorder = new TrailingStopLimitOrder(_fullsymbol, _selectedbuysell == 0 ? _size : -_size, _price, _auxprice, _globalIdService.GetNextOrderId());
break;
}
_workingorder.OrderStatus = OrderStatus.PendingSubmit;
_eventaggregator.GetEvent<SendOrderEvent>().Publish(_workingorder);
}
/// <summary>
/// Generates profit taking order for a given position, at a specified per-share profit target.
/// </summary>
/// <param name="p">your position</param>
/// <param name="offset">target price, per share/contract</param>
/// <param name="percent">percent of the position to close with this order</param>
/// <param name="normalizesize">whether to normalize order to be an even-lot trade</param>
/// <param name="MINSIZE">size of an even lot</param>
/// <returns></returns>
public static Order PositionProfit(Position p, decimal offset, decimal percent, bool normalizesize, int MINSIZE)
{
Order o = new Order();
if (!p.isValid || p.isFlat) return o;
decimal price = Calc.OffsetPrice(p, offset);
int size = percent == 0 ? 0 : (!normalizesize ? (int)(p.FlatSize * percent) : Calc.Norm2Min(p.FlatSize * percent, MINSIZE));
o = new LimitOrder(p.FullSymbol, p.isLong ? -size : size, price);
return o;
}