private double ComputeProcentOfProfit(Instrument instrument, decimal volumen, double amountOfCash, double takeProfit)
{
var valueOfOnePips = instrument.ComputeValueOfOnePips(volumen, instrument.Valuation.BidPrice);
var valueOfTransactionProfit = valueOfOnePips * takeProfit;
var percentOfProfit = valueOfTransactionProfit / amountOfCash * 100;
return(percentOfProfit);
}
public void CloseTransaction(double closePrice, DateTime dateClose)
{
if (ClosePrice != null)
{
throw new DomainException("Is not possible to close transaction twice.");
}
ClosePrice = closePrice;
DateClose = dateClose;
ProfitPips = ComputeProfitInPips(closePrice);
var valueOfOnePips = (decimal)Instrument.ComputeValueOfOnePips(Position.Volumen, Position.OpenPrice);
SetProfit(Math.Round(valueOfOnePips * ProfitPips, 2));
}
public void Should_return_value_of_one_pips_equal_to_656dot34_when_give_0dot01_volument_on_index_EURUSD()
{
var symbol = "EURUSD";
var categoryName = CategoryName.Forex;
var contractSize = 100000;
var bidPrice = 1.12451;
var askPrice = 1.1246;
var currency = "EUR";
var laverage = 3.33;
var precision = 5;
var spread = 1;
var valuation = new Valuation(bidPrice, askPrice);
var instrument = new Instrument(symbol, categoryName, currency, valuation, new TimeSpan(02, 00, 00));
instrument.SetContractSize(contractSize);
instrument.SetLeverage(laverage);
instrument.SetPrecision(precision);
instrument.SetSpread(spread);
var valueOfOnePips = instrument.ComputeValueOfOnePips(0.01M, instrument.Valuation.BidPrice);
Assert.Equal(0.38, valueOfOnePips);
}
public void Should_return_value_of_one_pips_equal_to_1dot075_when_give_0dot01_volument_on_index_DE30()
{
var symbol = "DE30";
var categoryName = CategoryName.Index;
var contractSize = 25;
var bidPrice = 12265.3;
var askPrice = 12267.8;
var currency = "EUR";
var laverage = 5;
var precision = 1;
var spread = 1;
var valuation = new Valuation(bidPrice, askPrice);
var instrument = new Instrument(symbol, categoryName, currency, valuation, new TimeSpan(02, 00, 00));
instrument.SetContractSize(contractSize);
instrument.SetLeverage(laverage);
instrument.SetPrecision(precision);
instrument.SetSpread(spread);
var valueOfOnePips = instrument.ComputeValueOfOnePips(0.01M, instrument.Valuation.BidPrice);
Assert.Equal(1.08, valueOfOnePips);
}