public BrokerOrder Create(BrokerOrderModel brokerOrderModel)
{
var brokerOrder = AutoMapper.Mapper.Map <BrokerOrder>(brokerOrderModel);
if (brokerOrder != null)
{
brokerOrder.CreatedDate = DateTime.Now;
_context.BrokerOrders.Add(brokerOrder);
_context.SaveChanges();
}
return(brokerOrder);
}
public string PlaceOrder(BrokerOrderModel brokerOrderModel)
{
Dictionary <string, dynamic> response = null;
try
{
if (brokerOrderModel.Variety == Constants.VARIETY_CO)
{
response = this._kite.PlaceOrder(
Exchange: brokerOrderModel.Exchange,
TradingSymbol: brokerOrderModel.TradingSymbol,
TransactionType: brokerOrderModel.TransactionType,
Quantity: brokerOrderModel.Quantity,
Price: brokerOrderModel.Price,
OrderType: brokerOrderModel.OrderType,
Product: brokerOrderModel.Product,
Variety: brokerOrderModel.Variety,
Validity: brokerOrderModel.Validity,
TriggerPrice: brokerOrderModel.TriggerPrice,
Tag: brokerOrderModel.JobId.ToString()
);
}
else if (brokerOrderModel.Variety == Constants.VARIETY_BO)
{
response = this._kite.PlaceOrder(
Exchange: brokerOrderModel.Exchange,
TradingSymbol: brokerOrderModel.TradingSymbol,
TransactionType: brokerOrderModel.TransactionType,
Quantity: brokerOrderModel.Quantity,
Price: GetRoundToTick(brokerOrderModel.Price.Value, brokerOrderModel.TickSize.Value),
Product: brokerOrderModel.Product,
OrderType: brokerOrderModel.OrderType,
Validity: brokerOrderModel.Validity,
Variety: brokerOrderModel.Variety,
TriggerPrice: GetRoundToTick(brokerOrderModel.TriggerPrice.Value, brokerOrderModel.TickSize.Value),
SquareOffValue: GetRoundToTick(brokerOrderModel.SquareOffValue.Value, brokerOrderModel.TickSize.Value),
StoplossValue: GetRoundToTick(brokerOrderModel.StoplossValue.Value, brokerOrderModel.TickSize.Value),
TrailingStoploss: GetRoundToTick(brokerOrderModel.TrailingStoploss.Value, brokerOrderModel.TickSize.Value)
);
}
return(Convert.ToString(response["data"]["order_id"]));
}
finally
{
StringBuilder sb = new StringBuilder();
sb.Append("-----------------------------------------------------------------------------------" + Environment.NewLine);
sb.Append(brokerOrderModel.TransactionType + " Order is Placed at " + GlobalConfigurations.IndianTime.ToString() + Environment.NewLine);
sb.Append("- Order Request " + JsonConvert.SerializeObject(brokerOrderModel) + Environment.NewLine);
sb.Append("- Order Response " + JsonConvert.SerializeObject(response) + Environment.NewLine);
ApplicationLogger.LogJob(brokerOrderModel.JobId, sb.ToString());
}
}
public BrokerOrderModel Scan(Symbol symbol, IEnumerable <Candle> candles, bool isPlaceOrder = true)
{
BrokerOrderModel brokerOrderModel = null;
try
{
var currentCandle = new IndexedCandle(candles, candles.Count() - 1);
var rsi = candles.Rsi(9)[candles.Count() - 1];
var buySellRiseValue = currentCandle.Close * Convert.ToDecimal(_BuySellOnRisePercentage);
var riskValue = currentCandle.Close * Convert.ToDecimal(_RiskPercentage);
var rewardValue = (currentCandle.Close * Convert.ToDecimal(_RewardPercentage));
if (currentCandle.Prev.IsEmaBullishCross(_EmaShortPeriod, _EmaLongPeriod) &&
currentCandle.IsBullishExt() && currentCandle.Prev.IsBullishExt()
//&& currentCandle.Prev.Close <= currentCandle.Open
//&& currentCandle.Prev.GetBody() < currentCandle.GetBody()
&& rsi.Tick > 50)
{
brokerOrderModel = new BrokerOrderModel()
{
JobId = _jobId,
SymbolId = symbol.Id,
TickSize = symbol.TickSize,
Exchange = symbol.Exchange,
TradingSymbol = symbol.TradingSymbol,
TransactionType = Constants.TRANSACTION_TYPE_BUY,
Quantity = Convert.ToInt32(_MinInvestmentPerOrder / currentCandle.Close) > 0 ? Convert.ToInt32(_MinInvestmentPerOrder / currentCandle.Close) : 1,
//Price = currentCandle.Close - buySellRiseValue,
Price = currentCandle.Close,
Product = Constants.PRODUCT_MIS,
OrderType = Constants.ORDER_TYPE_LIMIT,
Validity = Constants.VALIDITY_DAY,
Variety = Constants.VARIETY_BO,
//TriggerPrice = (currentCandle.Close - (riskValue + buySellRiseValue)),
TriggerPrice = currentCandle.Close - (riskValue),
SquareOffValue = rewardValue,
StoplossValue = riskValue,
TrailingStoploss = (riskValue) < 1 ? 1 : (riskValue)
};
if (isPlaceOrder)
{
_zeropdhaService.PlaceOrder(brokerOrderModel);
}
//Log Candle
ApplicationLogger.LogJob(_jobId,
GlobalConfigurations.IndianTime + " Buying Current Candles [" + symbol.TradingSymbol + "]" + JsonConvert.SerializeObject(candles.ElementAt(candles.Count() - 1)) + Environment.NewLine +
GlobalConfigurations.IndianTime + " Buying Previous Candles [" + symbol.TradingSymbol + "]" + JsonConvert.SerializeObject(candles.ElementAt(candles.Count() - 2)));
}
else if (currentCandle.Prev.IsEmaBearishCross(_EmaShortPeriod, _EmaLongPeriod) &&
currentCandle.IsBearishExt() && currentCandle.Prev.IsBearishExt()
//&& currentCandle.Prev.Close >= currentCandle.Open
//&& currentCandle.Prev.GetBody() < currentCandle.GetBody()
&& rsi.Tick < 50)
{
brokerOrderModel = new BrokerOrderModel()
{
JobId = _jobId,
SymbolId = symbol.Id,
TickSize = symbol.TickSize,
Exchange = symbol.Exchange,
TradingSymbol = symbol.TradingSymbol,
TransactionType = Constants.TRANSACTION_TYPE_SELL,
Quantity = Convert.ToInt32(_MinInvestmentPerOrder / currentCandle.Close) > 0 ? Convert.ToInt32(_MinInvestmentPerOrder / currentCandle.Close) : 1,
//Price = currentCandle.Close + buySellRiseValue,
Price = currentCandle.Close,
Product = Constants.PRODUCT_MIS,
OrderType = Constants.ORDER_TYPE_LIMIT,
Validity = Constants.VALIDITY_DAY,
Variety = Constants.VARIETY_BO,
//TriggerPrice = (currentCandle.Close + (riskValue + buySellRiseValue)),
TriggerPrice = (currentCandle.Close + (riskValue)),
SquareOffValue = rewardValue,
StoplossValue = riskValue,
TrailingStoploss = (riskValue) < 1 ? 1 : (riskValue)
};
if (isPlaceOrder)
{
_zeropdhaService.PlaceOrder(brokerOrderModel);
}
//Log Candle
ApplicationLogger.LogJob(_jobId,
GlobalConfigurations.IndianTime + " Selling Current Candles [" + symbol.TradingSymbol + "]" + JsonConvert.SerializeObject(candles.ElementAt(candles.Count() - 1)) + Environment.NewLine +
GlobalConfigurations.IndianTime + " Selling Previous Candles [" + symbol.TradingSymbol + "]" + JsonConvert.SerializeObject(candles.ElementAt(candles.Count() - 2)));
}
}
catch (Exception ex) { }
return(brokerOrderModel);
}
private PositionTestModel GetProfitOfDay(Symbol symbol, IEnumerable <Candle> candles, MAStrategy mAStrategy = null)
{
PositionTestModel positionTestModel = null;
if (mAStrategy == null)
{
mAStrategy = new MAStrategy();
}
BrokerOrderModel brokerOrder = null;
if (candles != null && symbol != null)
{
var lastDay = candles.LastOrDefault().DateTime.Day;
for (int candleIndex = 0; candleIndex < candles.Count(); candleIndex++)
{
var currentCandle = candles.ElementAt(candleIndex);
if (currentCandle.DateTime.Day == lastDay && currentCandle.DateTime.TimeOfDay > mAStrategy.marketStart && currentCandle.DateTime.TimeOfDay < mAStrategy.marketEnd)
{
if (brokerOrder == null)
{
var scanResult = mAStrategy.Scan(symbol, candles.Take(candleIndex), false);
if (scanResult != null)
{
brokerOrder = scanResult;
if (positionTestModel == null)
{
positionTestModel = new PositionTestModel()
{
NoOfPositions = 1, TradingSymbol = symbol.TradingSymbol
}
}
;
else
{
positionTestModel.NoOfPositions += 1;
}
}
}
else if (brokerOrder.TransactionType == Constants.TRANSACTION_TYPE_BUY)
{
//Stop Loss Hit
if (currentCandle.Low <= brokerOrder.TriggerPrice.Value)
{
positionTestModel.Profit -= (brokerOrder.StoplossValue.Value * brokerOrder.Quantity);
positionTestModel.NoOfStopHit += 1;
brokerOrder = null;
}
else if (currentCandle.High >= (brokerOrder.Price.Value + brokerOrder.SquareOffValue.Value))
{
positionTestModel.Profit += (brokerOrder.SquareOffValue.Value * brokerOrder.Quantity);
positionTestModel.NoOfProfitable += 1;
brokerOrder = null;
}
}
else if (brokerOrder.TransactionType == Constants.TRANSACTION_TYPE_SELL)
{
//Stop Loss Hit
if (currentCandle.High >= brokerOrder.TriggerPrice.Value)
{
positionTestModel.Profit -= (brokerOrder.StoplossValue.Value * brokerOrder.Quantity);
positionTestModel.NoOfStopHit += 1;
brokerOrder = null;
}
else if (currentCandle.Low <= (brokerOrder.Price.Value - brokerOrder.SquareOffValue.Value))
{
positionTestModel.Profit += (brokerOrder.SquareOffValue.Value * brokerOrder.Quantity);
positionTestModel.NoOfProfitable += 1;
brokerOrder = null;
}
}
}
}
}
return(positionTestModel);
}
