/// <summary>Called when new data is received</summary>
public override void Step()
{
base.Step();
if (Instrument.NewCandle)
{
Debugging.LogInstrument();
Debugging.BreakOnPointOfInterest();
}
// Run the position manager
if (PosMgr != null)
{
PosMgr.Step();
}
// If there is a pending order, wait for it to trigger or expire
var pending = PendingOrders.FirstOrDefault();
if (pending != null)
{
// If the price is more than the SL/TP distance from the EP then give up on the order
var dist = Math.Abs(Instrument.LatestPrice.Mid - pending.TargetPrice);
if (dist > Math.Abs(pending.TakeProfitRel()) ||
dist > Math.Abs(pending.StopLossRel()))
{
Broker.CancelPendingOrder(pending);
}
else
{
return;
}
}
// Look for an existing trade for this strategy.
var position = Positions.FirstOrDefault();
if (position == null)
{
// Look for indicators to say "enter" and which direction.
QuoteCurrency?ep, tp;
var tt = Instrument.FindTradeEntry(out ep, out tp);
if (tt == null)
{
return;
}
// Create a trade in the suggested direction
var trade = new Trade(Instrument, tt.Value, Label, ep: ep, tp: tp);
trade.Expiration = (Bot.UtcNow + Instrument.TimeFrame.ToTimeSpan(10)).DateTime;
if (trade.RtR < 0.2)
{
return;
}
// Create a pending order
Broker.CreatePendingOrder(trade);
//Broker.CreateOrder(trade);
}
}
/// <summary>Called when new data is received</summary>
public override void Step()
{
base.Step();
Debugging.BreakOnPointOfInterest();
if (Instrument.NewCandle)
{
Debugging.LogInstrument();
}
if (PendingOrders.Any())
{
return;
}
// Look for an existing trade for this strategy.
var position = Positions.FirstOrDefault();
if (position == null)
{
// 'ep' must be lower than 'tp'
var ep = 0.2;
var tp = 0.6;
var sl = 0.8;
var exp = 1;
var step = Instrument.MCS; //MedianCandleSize(-5,1);
var sym = Instrument.LatestPrice;
var trade0 = new Trade(Instrument, TradeType.Buy, Label, ep: sym.Ask + ep * step, sl: sym.Ask - sl * step, tp: sym.Ask + tp * step, risk: 0.5f)
{
Expiration = (Bot.UtcNow + Instrument.TimeFrame.ToTimeSpan(exp)).DateTime
};
var trade1 = new Trade(Instrument, TradeType.Sell, Label, ep: sym.Bid - ep * step, sl: sym.Bid + sl * step, tp: sym.Bid - tp * step, risk: 0.5f)
{
Expiration = (Bot.UtcNow + Instrument.TimeFrame.ToTimeSpan(exp)).DateTime
};
Broker.CreatePendingOrder(trade0);
Broker.CreatePendingOrder(trade1);
}
else
{
}
}
/// <summary>Debugging output</summary>
public override void Dump()
{
Debugging.LogInstrument();
}