protected override void OnTick()
{
if (RunInfo.Active)
{
RunInfo.EnsureAllClosed();
}
//Put your core logic here
if (c.EntryParameters.EntryMode == EntryMode.Continuous)
{
}
else if (c.EntryParameters.EntryMode == EntryMode.Volume)
{
if (!RunInfo.Active && LastTempValue != Bars.TickVolumes.Last(1))
{
LastTempValue = Bars.TickVolumes.Last(1);
Print("TickVolume.Last(1): {0} - VolumeThreshold.Max: {1}", LastTempValue.ToString(), c.EntryParameters.TickVolumeThreshold.Max.ToString());
}
if (!RunInfo.Active && Bars.TickVolumes.Maximum(3) <= c.EntryParameters.TickVolumeThreshold.Max.FallbackIfZero(TickVolumeThresholdMax))
{
RunInfo.InitializeGrids();
Print("Grids: {0}", String.Join("-", RunInfo.Grids.Select(x => x.EstimatedPricing.ToString()).ToArray()));
Print("OriginalAsk: {0}", RunInfo.OriginalAsk.ToString());
Print("UpperGroundStartingPoint: {0}", RunInfo.UpperGroundStartingPoint.ToString());
Print("OriginalBid: {0}", RunInfo.OriginalBid.ToString());
Print("UnderGroundStartingPoint: {0}", RunInfo.UnderGroundStartingPoint.ToString());
RunInfo.PlaceGridOrders();
}
else if (RunInfo.Active)
{
if (TextTotalNetProfit == null)
{
TextTotalNetProfit = Chart.DrawText("TotalNetProfit", "Total Net Profit: " + RunInfo.TotalNetProfit.ToString("#0.00"), Bars.OpenTimes.LastValue, Bars.HighPrices.LastValue, Color.White);
}
else
{
TextTotalNetProfit.Text = "Total Net Profit: " + RunInfo.TotalNetProfit.ToString("#0.00");
}
RunInfo.AnalyzeConditionalClosure();
}
}
else if (c.EntryParameters.EntryMode == EntryMode.BollingerBandsDistance && RunInfo.Active)
{
if (TextTotalNetProfit == null)
{
TextTotalNetProfit = Chart.DrawText("TotalNetProfit", "Total Net Profit: " + RunInfo.TotalNetProfit.ToString("#0.00"), Bars.OpenTimes.LastValue, Bars.HighPrices.LastValue, Color.White);
}
else
{
TextTotalNetProfit.Text = "Total Net Profit: " + RunInfo.TotalNetProfit.ToString("#0.00");
}
RunInfo.AnalyzeConditionalClosure();
}
else if (c.EntryParameters.EntryMode == EntryMode.TimeRangeOfTheDay)
{
var CurrentTime = c.EntryParameters.TimeOfTheDay.TimeMode == DateTimeMode.Local ? Time.ToLocalTime() : Time;
var IsCycleOkay = c.EntryParameters.TimeOfTheDay.MaximumCycle <= 0 || RunInfo.RunningCycle < c.EntryParameters.TimeOfTheDay.MaximumCycle;
if (!RunInfo.Active)
{
if (CurrentTime > CurrentTime.Date.Add(c.EntryParameters.TimeOfTheDay.StartTimeSpan) && CurrentTime < CurrentTime.Date.Add(c.EntryParameters.TimeOfTheDay.EndTimeSpan))
{
RunInfo.InitializeCycle();
RunInfo.InitializeGrids();
Print("Grids: {0}", String.Join("-", RunInfo.Grids.Select(x => x.EstimatedPricing.ToString()).ToArray()));
Print("OriginalAsk: {0}", RunInfo.OriginalAsk.ToString());
Print("UpperGroundStartingPoint: {0}", RunInfo.UpperGroundStartingPoint.ToString());
Print("OriginalBid: {0}", RunInfo.OriginalBid.ToString());
Print("UnderGroundStartingPoint: {0}", RunInfo.UnderGroundStartingPoint.ToString());
RunInfo.PlaceGridOrders();
}
}
else
{
if (TextTotalNetProfit == null)
{
TextTotalNetProfit = Chart.DrawText("TotalNetProfit", "Total Net Profit: " + RunInfo.TotalNetProfit.ToString("#0.00"), Bars.OpenTimes.LastValue, Bars.HighPrices.LastValue, Color.White);
}
else
{
TextTotalNetProfit.Text = "Total Net Profit: " + RunInfo.TotalNetProfit.ToString("#0.00");
}
RunInfo.AnalyzeConditionalClosure();
}
}
}