protected override void OnOpenLongPosition(OpenPositionInfo info)
{
CombinedStrategyDataItem item = (CombinedStrategyDataItem)StrategyData.Last();
info.CandlestickTime = item.Time;
item.Value = info.CurrentValue;
}
protected virtual void UpdateCurrentLoss()
{
if (StrategyData.Count > 0)
{
CombinedStrategyDataItem last = (CombinedStrategyDataItem)StrategyData.Last();
last.CurrentLoss = Math.Min(last.CurrentLoss, OpenedOrders.Sum(o => o.CurrentLoss));
}
}
protected virtual CombinedStrategyDataItem AddStrategyData(int candleStickIndex)
{
CombinedStrategyDataItem item = new CombinedStrategyDataItem();
StrategyData.Add(item);
item.Index = StrategyData.Count;
item.Earned = Earned;
item.AvailableDeposit = MaxAllowedDeposit;
item.Candle = Ticker.CandleStickData[candleStickIndex];
return(item);
}
protected override DelayedPositionInfo AddDelayedPosition(string mark, double value, double amount, double closeValue, int liveTimeLength)
{
DelayedPositionInfo res = base.AddDelayedPosition(mark, value, amount, closeValue, liveTimeLength);
if (res != null)
{
CombinedStrategyDataItem last = (CombinedStrategyDataItem)StrategyData.Last();
//last.Mark = mark + " DL";
last.Value = value;
}
return(res);
}
protected bool AlreadyOpenedBreakUpPosition()
{
//if(OpenedOrders.Count > 0 && OpenedOrders.Last().CurrentValue > OpenedOrders.Last().StopLoss)
// return true;
CombinedStrategyDataItem last = (CombinedStrategyDataItem)StrategyData.Last();
foreach (OpenPositionInfo info in OpenedOrders)
{
if (info.Mark == "BU" && last.Index - info.DataItemIndex < 30)
{
return(true);
}
//if(info.Mark != "BU")
// continue;
//SRValue res = (SRValue)info.Tag2;
//if(info.Type == OrderType.Buy && SRIndicator.BelongsSameResistanceLevel(res))
// return true;
}
return(false);
}
protected bool AlreadyOpenedPingPongPosition()
{
if (OpenedOrders.Count > 0 && OpenedOrders.Last().CurrentValue > OpenedOrders.Last().StopLoss)
{
return(true);
}
CombinedStrategyDataItem last = (CombinedStrategyDataItem)StrategyData.Last();
foreach (OpenPositionInfo info in OpenedOrders)
{
if (info.Mark != "PP")
{
continue;
}
SRValue res = SRIndicator2.FindSupportByTime(info.CandlestickTime);
if (res != null && info.Type == OrderType.Buy && (SRIndicator2.BelongsSameSupportLevel(res) || last.Index - info.DataItemIndex < 5))
{
return(true);
}
}
return(false);
}
protected virtual bool ProcessDCA(OpenPositionInfo info)
{
if (!info.AllowDCA || info.Type != OrderType.Buy)
{
return(false);
}
double highBid = Ticker.OrderBook.Bids[0].Value;
if (highBid >= info.DCAInfo.Start.Value)
{
return(false);
}
int zoneIndex = info.DCAInfo.GetZoneIndex(info.CurrentValue);
if (zoneIndex == -1 || info.DCAInfo.IsExecuted(zoneIndex))
{
return(false);
}
double amount = info.DCATotalAmount * info.DCAInfo.GetAmountInPc(zoneIndex) / 100;
double lowAsk = Ticker.OrderBook.Asks[0].Value;
OpenPositionInfo dacPos = OpenLongPosition("D" + zoneIndex, lowAsk, amount, true, false, info.StopLossPercent, info.MinProfitPercent);
if (dacPos != null)
{
dacPos.AllowDCA = false;
dacPos.ParentID = info.ID;
dacPos.StopLossDelta = info.CloseValue - info.OpenValue;
dacPos.StopLossPercent = (info.CloseValue - info.OpenValue) / info.OpenValue * 100 + 0.5;
CombinedStrategyDataItem item = (CombinedStrategyDataItem)StrategyData.Last();
info.DCAInfo.Executed[zoneIndex] = true;
info.DACPositions.Add(dacPos);
dacPos.CloseValue = info.CloseValue;// 2 * CalcFee(dacPos.Total) + dacPos.OpenValue * 0.01; // 1% profit at least
}
Save();
return(true);
}
protected override void CloseLongPosition(OpenPositionInfo info)
{
TradingResult res = MarketSell(Ticker.OrderBook.Bids[0].Value, info.Amount);
if (res != null)
{
double earned = res.Total - CalcFee(res.Total);
MaxAllowedDeposit += earned;
info.UpdateCurrentValue(DataProvider.CurrentTime, res.Value);
info.Earned += earned;
info.Amount -= res.Amount;
info.Total -= res.Total;
info.CloseValue = res.Value;
CombinedStrategyDataItem item = (CombinedStrategyDataItem)StrategyData.FirstOrDefault(i => ((CombinedStrategyDataItem)i).Time == info.CandlestickTime);
if (item != null)
{
item.Closed = true;
item.CloseLength = ((CombinedStrategyDataItem)StrategyData.Last()).Index - item.Index;
}
CombinedStrategyDataItem last = (CombinedStrategyDataItem)StrategyData.Last();
if (info.Amount < 0.000001)
{
OpenedOrders.Remove(info);
last.ClosedPositions.Add(info);
info.CloseTime = DataProvider.CurrentTime;
Earned += info.Earned - info.Spent;
}
last.ClosedOrder = true;
last.Value = Ticker.OrderBook.Bids[0].Value;
if (item != null)
{
item.Profit = earned - info.Spent;
}
last.AddMark("Close " + info.Mark);
}
}
protected virtual void ProcessTickerCore()
{
if (Ticker.CandleStickData.Count < StrategyStartItemsCount) /// need back data for simulation
{
return;
}
if (Ticker.OrderBook.IsDirty || Ticker.OrderBook.Asks.Count == 0)
{
return;
}
CombinedStrategyDataItem item = (CombinedStrategyDataItem)StrategyData.Last();
if (!string.IsNullOrEmpty(item.Mark)) // processed
{
return;
}
if (SRIndicator.Resistance.Count == 0 || SRIndicator.Support.Count == 0 ||
SRIndicator2.Resistance.Count == 0 || SRIndicator2.Support.Count == 0)
{
return;
}
SRValue lr = SRIndicator.Resistance.Last();
SRValue ls = SRIndicator.Support.Last();
//double spread = lr.Value - ls.Value;
double lastAsk = Ticker.OrderBook.Asks[0].Value;
double spreadFromResistance = lastAsk - SRIndicator2.Resistance.Last().Value; //(lastAsk - lr.Value);
double spreadFromSupport = (ls.Value - lastAsk);
//item.BreakPercent = spreadFromResistance / item.SRSpread * 100;
item.SpreadBaseResistance = spreadFromResistance;
item.SRSpread = (SRIndicator2.Resistance.Last().Value - SRIndicator.Support.Last().Value) / SRIndicator2.Support.Last().Value * 100;
if (BreakUpSettings.Enable && spreadFromResistance > BreakUpSettings.MinBreakValue && spreadFromResistance < BreakUpSettings.MaxBreakValue) // to high
{
if (!AlreadyOpenedBreakUpPosition())
{
OpenBreakUpPosition(lastAsk);
}
//EnableTrailingForPingPong();
}
else if (BreakDownSettings.Enable && spreadFromSupport > BreakDownSettings.MinSupportBreakValue) // to low
{
double probableBottom = GetProbableBottom(lastAsk);
double openValue = 0;
if (probableBottom != 0)
{
openValue = probableBottom + (ls.Value - probableBottom) * 0.1; // 10% addition
}
if (openValue == 0 || openValue >= lastAsk)
{
probableBottom = 0;
openValue = lastAsk;
}
if (!AlreadyOpenedBreakDownPosition(openValue))
{
OpenBreakDownPosition(openValue, ls.Value, probableBottom != 0);
}
}
else
{
SRValue lr2 = SRIndicator2.Resistance.Last();
SRValue ls2 = SRIndicator2.Support.Last();
double spread2 = lr2.Value - ls2.Value;
double pc = (lastAsk - ls2.Value) / spread2;
if (PingPongSettings.Enable &&
item.SRSpread > PingPongSettings.MinimalPriceRangeInPc &&
pc > 0 && pc < 0.1 && ls.Length > PingPongSettings.SupportLevelLength) // minimal spread
{
if (!AlreadyOpenedPingPongPosition())
{
OpenPingPongPosition(lastAsk, lr2.Value, ls2.Value);
}
}
}
ProcessDelayedPositions();
ProcessLongPositions();
item.Earned = Earned;
return;
}
