private void UpdateTradeOrders(DateTime currentDateTime, Candle candle, SimTrade t)
{
// Update order prices
if (t.OriginalTrade.OrderPrices.Count > 0 && t.OrderIndex + 1 < t.OriginalTrade.OrderPrices.Count &&
(t.OrderIndex == -1 || t.OriginalTrade.OrderPrices[t.OrderIndex + 1].Date <= currentDateTime))
{
t.OrderIndex++;
var price = ProcessPriceOption(t.OriginalTrade.OrderPrices[t.OrderIndex].Price);
var date = t.OriginalTrade.OrderPrices[t.OrderIndex].Date;
t.AddOrderPrice(date, price);
t.OrderPrice = price;
t.OrderAmount = t.OriginalTrade.OrderAmount;
if (t.OrderDateTime == null)
{
t.OrderDateTime = date;
}
ApplyOrderType(price, t, candle);
t.OrderKind = OrderKind.EntryPrice;
}
// Update market order price
if (t.OrderPrices.Count == 0 && t.OriginalTrade.OrderPrices.Count == 0 && t.EntryPrice != null &&
t.OriginalTrade.EntryDateTime <= currentDateTime)
{
var price = ProcessPriceOption(t.OriginalTrade.EntryPrice);
var date = t.OriginalTrade.EntryDateTime.Value;
t.AddOrderPrice(date, price);
t.OrderPrice = price;
t.OrderAmount = t.OriginalTrade.EntryQuantity;
t.OrderDateTime = date;
ApplyOrderType(price, t, candle);
t.OrderKind = OrderKind.EntryPrice;
}
}
//todo // Run with original setups then test alternatives
private void UpdateTradeStops(DateTime currentDateTime, SimTrade t, TimeframeLookup <List <CandleAndIndicators> > candlesLookup)
{
// Update stop
var addInitialStopOnly = _options.StopOption == StopOption.InitialStopOnly ||
_options.StopOption == StopOption.InitialStopThenTrail2HR8EMA ||
_options.StopOption == StopOption.InitialStopThenTrail2HR25EMA ||
_options.StopOption == StopOption.InitialStopThenTrail4HR8EMA ||
_options.StopOption == StopOption.InitialStopThenTrail4HR25EMA ||
_options.StopOption == StopOption.DynamicTrailingStop;
if (t.OriginalTrade.StopPrices.Count > 0 && t.StopIndex + 1 < t.OriginalTrade.StopPrices.Count &&
(t.StopIndex == -1 || t.OriginalTrade.StopPrices[t.StopIndex + 1].Date <= currentDateTime))
{
if ((addInitialStopOnly && t.StopIndex == -1) || !addInitialStopOnly)
{
t.StopIndex++;
var price = t.OriginalTrade.StopPrices[t.StopIndex].Price;
var date = t.OriginalTrade.StopPrices[t.StopIndex].Date;
t.AddStopPrice(date, price);
t.StopPrice = price;
}
}
ApplyStopStrategy(t, candlesLookup, currentDateTime);
}
private void UpdateTradeLimits(DateTime currentDateTime, SimTrade t)
{
if (_options.LimitOption == LimitOption.None)
{
// Nothing to do
}
else if (_options.LimitOption == LimitOption.Fixed3RLimit)
{
if (t.StopPrices.Count > 0 && t.OrderPrice != null && t.LimitPrices.Count == 0)
{
var limit = t.OrderPrice.Value + ((t.OrderPrice.Value - t.StopPrices[0].Price.Value) * 3M);
t.LimitPrices.Clear();
t.AddLimitPrice(t.StopPrices[0].Date, limit);
t.LimitPrice = limit;
}
}
else if (_options.LimitOption == LimitOption.Fixed2RLimit)
{
if (t.StopPrices.Count > 0 && t.OrderPrice != null && t.LimitPrices.Count == 0)
{
var limit = t.OrderPrice.Value + ((t.OrderPrice.Value - t.StopPrices[0].Price.Value) * 2M);
t.LimitPrices.Clear();
t.AddLimitPrice(t.StopPrices[0].Date, limit);
t.LimitPrice = limit;
}
}
else if (_options.LimitOption == LimitOption.Fixed1Point5RLimit)
{
if (t.StopPrices.Count > 0 && t.OrderPrice != null && t.LimitPrices.Count == 0)
{
var limit = t.OrderPrice.Value + ((t.OrderPrice.Value - t.StopPrices[0].Price.Value) * 1.5M);
t.LimitPrices.Clear();
t.AddLimitPrice(t.StopPrices[0].Date, limit);
t.LimitPrice = limit;
}
}
else if (_options.LimitOption == LimitOption.Fixed1RLimit)
{
if (t.StopPrices.Count > 0 && t.OrderPrice != null && t.LimitPrices.Count == 0)
{
var limit = t.OrderPrice.Value + ((t.OrderPrice.Value - t.StopPrices[0].Price.Value) * 1M);
t.LimitPrices.Clear();
t.AddLimitPrice(t.StopPrices[0].Date, limit);
t.LimitPrice = limit;
}
}
else if (_options.LimitOption == LimitOption.Original)
{
if (t.OriginalTrade.LimitPrices.Count > 0 && t.LimitIndex + 1 < t.OriginalTrade.LimitPrices.Count &&
(t.LimitIndex == -1 || t.OriginalTrade.LimitPrices[t.LimitIndex + 1].Date <= currentDateTime))
{
t.LimitIndex++;
var price = t.OriginalTrade.LimitPrices[t.LimitIndex].Price;
var date = t.OriginalTrade.LimitPrices[t.LimitIndex].Date;
t.AddLimitPrice(date, price);
t.LimitPrice = price;
}
}
}