private async Task RunAccountsTest()
{
// Get Account List
List <Account> result;
if (Credentials.GetDefaultCredentials().IsSandbox)
{
result = await Rest.GetAccountListAsync(Credentials.GetDefaultCredentials().Username);
}
else
{
result = await Rest.GetAccountListAsync();
}
_results.Verify(result.Count > 0, "Accounts are returned");
foreach (var account in result)
{
_results.Verify(VerifyDefaultData(account), "Checking account data for " + account.accountId);
// Get Account Information
var accountDetails = await Rest.GetAccountDetailsAsync(account.accountId);
_results.Verify(VerifyAllData(accountDetails), "Checking account details data for " + account.accountId);
}
}
protected virtual async Task <int> TradeUnitsCapacity(string instrument, double entryPrice, double stopLossPrice, bool forOrderUpdate = false)
{
ApiOANDA.Account oandaAccount = await Rest.GetAccountDetailsAsync(_accountId);
MarketMinerAccount account = new MarketMinerAccount(oandaAccount);
List <Order> openOrders = await Rest.GetOrderListAsync(_accountId);
if (!forOrderUpdate)
{
if (openOrders.FirstOrDefault(o => o.instrument == instrument) != null)
{
return(MAC.Constants.MissedTradeReason.AccountOpenOrder);
}
//if (account.HasOpenOrders())
// return MAC.Constants.MissedTradeReason.AccountOpenOrder;
//if (account.HasOpenTrades())
// return MAC.Constants.MissedTradeReason.AccountOpenTrade;
if (!account.HasBalance())
{
return(MAC.Constants.MissedTradeReason.AccountZeroBalance);
}
if (!account.HasMarginAvail())
{
return(MAC.Constants.MissedTradeReason.AccountInsufficientMargin);
}
}
#region How to compute trade risk
/*
* Example 1:
* You see that the rate for EUR/USD is 0.9517/22 and decide to sell 10,000 EUR. Your trade is executed at 0.9517.
* 10,000 EUR * 0.9517= 9,517.00 USD
* You sold 10,000 EUR and bought 9,517.00 USD.
* After you trade, the market rate of EUR/USD decreases to EUR/USD=0.9500/05. You then buy back 10,000 EUR at 0.9505.
* 10,000 EUR *0.9505= 9,505.00 USD
* You sold 10,000 EUR for 9,517 USD and bought 10,000 back for 9,505. The difference is your profit:
* 9,517.00-9,505.00= $12.00 USD
*
* Example 2:
* You see that the rate for USD/JPY is 115.00/05 and decide to buy 10,000 USD. Your trade is executed at 115.05.
* 10,000 USD*115.05= 1,150,500 JPY
* You bought 10,000 USD and sold 1,150,500 JPY.
* The market rate of USD/JPY falls to 114.45/50. You decide to sell back 10,000 USD at 114.45.
* 10,000 USD*114.45=1,144,500 JPY
* You bought 10,000 USD for 1,150,500 JPY and sold 10,000 USD back for 1,144,500 JPY.
* The difference is your loss and is calculated as follows:
* 1,150,500-1,144,500= 6,000 JPY. Note that your loss is in JPY and must be converted back to dollars.
* To calculate this amount in USD:
* 6,000 JPY/ 114.45 = $52.42 USD or
* 6,000 *1/114.45=$52.42
*/
#endregion
int tradeUnits = 0;
double balance, marginAvail, marginRate, maxVaR, perUnitVaR;
double.TryParse(account.balance, out balance);
double.TryParse(account.marginAvail, out marginAvail);
double.TryParse(account.marginRate, out marginRate);
maxVaR = balance * Parameters.GetDouble("maxTradeValueAtRisk") ?? 0.01;
perUnitVaR = GetPerUnitVaR(instrument, entryPrice, stopLossPrice);
tradeUnits = Convert.ToInt32(maxVaR / perUnitVaR);
return(tradeUnits);
}
