protected void PositionsOnClosed(PositionClosedEventArgs args)
{
// Reset Global Variables:
ReachedMinTradePercent = false;
//Validation...
if (!ReversalTradeEnabled)
{
Print("Reversal Trade not valid on this day.");
return;
}
if (args.Position.Label == "BarBreakReversal" || args.Position.GrossProfit >= 0)
{
Print("Reversal trade not valid.");
return;
}
// Check the Day of Week for Trading....
bool OkToTradeToday = false;
foreach (string DOW in ValidDays.Split(','))
{
if (MarketSeries.OpenTime.LastValue.DayOfWeek.ToString().ToLower().Contains(DOW.ToLower()))
{
OkToTradeToday = true;
}
}
if (!OkToTradeToday)
{
return;
}
// Create Market Oder:
double BarLength = Math.Abs((double)args.Position.EntryPrice - (double)args.Position.StopLoss);
TradeType Trade;
double Entry;
double SL = BarLength * (1 / Symbol.TickSize);
double TP = BarLength * (1 / Symbol.TickSize);
SL = SL - ReversalBarBreakPointSize;
TP = TP - ReversalBarBreakPointSize;
long Contracts = (GetContractSize() * ReversalContractMultiplier);
if (args.Position.TradeType == TradeType.Buy)
{
//Sell at double stakes...
Trade = TradeType.Sell;
Entry = (double)args.Position.StopLoss - ReversalBarBreakPointSize;
}
else
{
//Buy at double stakes..
Trade = TradeType.Buy;
Entry = (double)args.Position.StopLoss + ReversalBarBreakPointSize;
}
var Result = PlaceStopOrder(Trade, Symbol, Contracts, Entry, "BarBreakReversal", SL, TP, MarketSeries.OpenTime.LastValue.AddMinutes(ReversalValidMinutes));
if (Result.IsSuccessful)
{
string OrderPlacedSummary = "Order Placed! BarLength: " + BarLength.ToString() + ", " + Trade.ToString() + ": " + Symbol.Code.ToString() + ", Entry: " + Entry.ToString() + ", Stop: " + SL.ToString() + ", TakeProfit: " + TP.ToString();
Print(OrderPlacedSummary);
Notifications.SendEmail("*****@*****.**", "*****@*****.**", "New Position Opened", OrderPlacedSummary);
}
else
{
Print("Error: " + Result.Error);
}
}
protected override void OnBar()
{
if (!TradingEnabled)
{
return;
}
// Check the Day of Week for Trading....
bool OkToTradeToday = false;
foreach (string DOW in ValidDays.Split(','))
{
if (MarketSeries.OpenTime.LastValue.DayOfWeek.ToString().ToLower().Contains(DOW.ToLower()))
{
OkToTradeToday = true;
}
}
if (!OkToTradeToday)
{
return;
}
// Check that the last Bar was the Open.
if (MarketSeries.OpenTime.Last(1).TimeOfDay == new TimeSpan(SignalBarHour, SignalBarMinute, 0))
{
double BarLength = GetBarLength(1);
MarketSeries MarketSeriesDaily = MarketData.GetSeries(TimeFrame.Daily);
AverageTrueRange ATR = Indicators.AverageTrueRange(MarketSeriesDaily, 5, MovingAverageType.Simple);
if (ATR.Result.LastValue >= MinATR)
{
if (GetBarDirection(1) != "NEUTRAL")
{
TradeType Trade;
double Entry;
double SL;
double TP = BarLength * (1 / Symbol.TickSize);
long Contracts = GetContractSize();
if (GetBarDirection(1) == "DOWN")
{
Trade = TradeType.Sell;
Entry = MarketSeries.Low.Last(1) - BarBreakPointSize;
SL = (MarketSeries.High.Last(1) + BarBreakPointSize) - Entry;
//Increasing the SL a little more
SL = SL + 8;
}
else
{
Trade = TradeType.Buy;
Entry = MarketSeries.High.Last(1) + BarBreakPointSize;
SL = Entry - (MarketSeries.Low.Last(1) - BarBreakPointSize);
//Increasing the SL a little more
SL = SL + 8;
}
SL = SL * (1 / Symbol.TickSize);
var Result = PlaceStopOrder(Trade, Symbol, Contracts, Entry, "BarBreak", SL, TP, MarketSeries.OpenTime.LastValue.AddMinutes(MaxMinuteValid));
if (Result.IsSuccessful)
{
string OrderPlacedSummary = "Order Placed! BarLength: " + BarLength.ToString() + ", " + Trade.ToString() + ": " + Symbol.Code.ToString() + ", Entry: " + Entry.ToString() + ", Stop: " + SL.ToString() + ", TakeProfit: " + TP.ToString();
Print(OrderPlacedSummary);
Notifications.SendEmail("*****@*****.**", "*****@*****.**", "New Position Opened", OrderPlacedSummary);
}
else
{
Print("Error: " + Result.Error);
}
}
}
else
{
Print("5 Day ATR (" + ATR.Result.LastValue.ToString() + ") was outside acceptable boundaries.");
}
}
}