public static Tuple <Order, StopLossOrder, TakeProfitOrder> OrderTriple(Market CurrentMarket, TradeAction Action, int ContractId, int StrategyId, PositiveInteger Quantity,
decimal TakeProfit, decimal StopLoss, bool TrailingStopLoss)
{
decimal desiredPrice = (Action == TradeAction.Buy ? CurrentMarket.Ask : CurrentMarket.Bid);
Order entry = MarketOrder(CurrentMarket.Timestamp, Action, ContractId, StrategyId, Quantity, desiredPrice);
StopLossOrder stoploss = new StopLossOrder(entry, StopLoss, TrailingStopLoss);
TakeProfitOrder takeprofit = new TakeProfitOrder(entry, TakeProfit);
return(new Tuple <Order, StopLossOrder, TakeProfitOrder>(entry, stoploss, takeprofit));
}
public static Order TestExitOrders(Market CurrentMarket, StopLossOrder StopLossOrder, TakeProfitOrder TakeProfitOrder)
{
if (StopLossOrder != null && StopLossOrder.Test(CurrentMarket))
{
return(StopLossOrder);
}
if (TakeProfitOrder != null && TakeProfitOrder.Test(CurrentMarket))
{
return(TakeProfitOrder);
}
return(null);
}