public void Liquidate()
{
RemovePendingLimitOrders();
MarkStopTicketsFilled();
foreach (var tradeProfile in _tradeProfiles.Where(x => !x.IsTradeFinished))
{
tradeProfile.ExitTicket = _orderMethods.MarketOrder(_symbol, -(int)tradeProfile.OpenTicket.QuantityFilled);
tradeProfile.StopTicket.Cancel();
tradeProfile.IsTradeFinished = true;
}
RemoveAllFinishedTrades();
}
/// <summary>
/// Executes all the logic when the Enter Signal is triggered
/// </summary>
/// <param name="data"></param>
public void EnterTradeSignal(TradeBar data, Security symbol)
{
EnterSignal.Scan(data);
if (symbol.IsTradable && EnterSignal.Signal == SignalType.Long || EnterSignal.Signal == SignalType.Short)
{
//Creates a new trade profile once it enters a trade
var profile = new TradeProfile(_symbol, _security.VolatilityModel.Volatility, _risk, data.Close, _maximumTradeSize);
profile.ExitSignal = ExitSignal.ExitSignalFactory(profile);
var profileQuantity = profile.Quantity;
if (profileQuantity > 0)
{
profile.OpenTicket = _orderMethods.MarketOrder(_symbol, (int)EnterSignal.Signal * profile.Quantity);
profile.StopTicket = _orderMethods.StopMarketOrder(_symbol, -(int)EnterSignal.Signal * profile.Quantity,
profile.OpenTicket.AverageFillPrice - (int)EnterSignal.Signal * profile.DeltaStopLoss);
_tradeProfiles.Add(profile);
}
}
}