private void AdjustVolume(List<Trade> trade)
{
int count = trade.Count;
for (int x = 1; x < count; x++)
{ //set traded price
if (trade[x].Reason == Trade.Trigger.OpenLong || trade[x].Reason == Trade.Trigger.OpenShort)
trade[x].TradedPrice = trade[x].CurrentPrice;
else
trade[x].TradedPrice = trade[x - 1].TradedPrice;
var v = new OriginalVolume()
{
Stamp = trade[x].TimeStamp,
Vol = trade[x].TradeVolume
};
orgVol.Add(v);
}
//clear vol to 1
double tp = 0;
for (int x = 1; x < count; x++)
{
trade[x].TradeVolume = 1;
trade[x].TotalPL = 0;
trade[x].RunningProfit = 0;
if (trade[x].Position && trade[x].CurrentDirection == Trade.Direction.Long)
trade[x].RunningProfit = trade[x].CurrentPrice - trade[x].TradedPrice;
if (trade[x].Position & trade[x].CurrentDirection == Trade.Direction.Short)
trade[x].RunningProfit = trade[x].TradedPrice - trade[x].CurrentPrice;
if (trade[x - 1].Position && !trade[x].Position)
{
if (trade[x - 1].CurrentDirection == Trade.Direction.Long)
trade[x].RunningProfit = trade[x].CurrentPrice - trade[x - 1].TradedPrice;
if (trade[x - 1].CurrentDirection == Trade.Direction.Short)
trade[x].RunningProfit = trade[x - 1].TradedPrice - trade[x].CurrentPrice;
}
if (trade[x].Reason == Trade.Trigger.CloseLong || trade[x].Reason == Trade.Trigger.CloseShort)
{
tp += trade[x].RunningProfit;
trade[x].TotalPL = tp;
trade[x].TotalRunningProfit = tp;
}
else
trade[x].TotalRunningProfit = tp + trade[x].RunningProfit;
}
}
private void AdjustVolume(List <Trade> trade)
{
int count = trade.Count;
for (int x = 1; x < count; x++)
{ //set traded price
if (trade[x].Reason == Trade.Trigger.OpenLong || trade[x].Reason == Trade.Trigger.OpenShort)
{
trade[x].TradedPrice = trade[x].CurrentPrice;
}
else
{
trade[x].TradedPrice = trade[x - 1].TradedPrice;
}
var v = new OriginalVolume()
{
Stamp = trade[x].TimeStamp,
Vol = trade[x].TradeVolume
};
orgVol.Add(v);
}
//clear vol to 1
double tp = 0;
for (int x = 1; x < count; x++)
{
trade[x].TradeVolume = 1;
trade[x].TotalPL = 0;
trade[x].RunningProfit = 0;
if (trade[x].Position && trade[x].CurrentDirection == Trade.Direction.Long)
{
trade[x].RunningProfit = trade[x].CurrentPrice - trade[x].TradedPrice;
}
if (trade[x].Position & trade[x].CurrentDirection == Trade.Direction.Short)
{
trade[x].RunningProfit = trade[x].TradedPrice - trade[x].CurrentPrice;
}
if (trade[x - 1].Position && !trade[x].Position)
{
if (trade[x - 1].CurrentDirection == Trade.Direction.Long)
{
trade[x].RunningProfit = trade[x].CurrentPrice - trade[x - 1].TradedPrice;
}
if (trade[x - 1].CurrentDirection == Trade.Direction.Short)
{
trade[x].RunningProfit = trade[x - 1].TradedPrice - trade[x].CurrentPrice;
}
}
if (trade[x].Reason == Trade.Trigger.CloseLong || trade[x].Reason == Trade.Trigger.CloseShort)
{
tp += trade[x].RunningProfit;
trade[x].TotalPL = tp;
trade[x].TotalRunningProfit = tp;
}
else
{
trade[x].TotalRunningProfit = tp + trade[x].RunningProfit;
}
}
}
