private bool PlaceBracketOrder(RangeBreakOutStockConfig stock, OrderMode mode, int quantity)
{
var stopLoss = Math.Abs(stock.SellBreakOutPrice - stock.BuyBreakOutPrice);
Dictionary <string, dynamic> orderResponse = new Dictionary <string, dynamic>();
var triggerPrice = mode == OrderMode.BUY ? stock.BuyBreakOutPrice : stock.SellBreakOutPrice;
var targetPrice = mode == OrderMode.BUY ?
Math.Round((stock.BuyBreakOutPrice + (stock.BuyBreakOutPrice * (stock.ProfitMargin / 100.0m))), 2).GetNextValidPrice(true) :
Math.Round((stock.SellBreakOutPrice - (stock.SellBreakOutPrice * (stock.ProfitMargin / 100.0m))), 2).GetNextValidPrice(true);
var targetPoint = mode == OrderMode.BUY ?
(targetPrice - stock.BuyBreakOutPrice) :
(stock.SellBreakOutPrice - targetPrice);
orderResponse = _kite.PlaceOrder(stock.Exchange, stock.Symbol, mode.ToString(), quantity, Product: Constants.PRODUCT_MIS, OrderType: Constants.ORDER_TYPE_LIMIT, Price: triggerPrice, Variety: Constants.VARIETY_BO, Validity: Constants.VALIDITY_DAY, SquareOffValue: targetPoint, StoplossValue: stopLoss);
if (orderResponse.Any(s => s.Key.ToLower() == "status" && s.Value.ToLower() == "success"))
{
string orderId = GetOrderId(orderResponse);
stock.AllOrderStatus[OrderType.BracketOrder] = new KeyValuePair <string, OrderStatus>(orderId, OrderStatus.Ordered);
stock.AllOrderTargetPrice[OrderType.BracketOrder] = new KeyValuePair <OrderMode, decimal>(mode, targetPrice);
Events.RaiseAskForOrderSubscriptionEvent(orderId, true);
return(true);
}
else
{
return(false);
}
}
public override void BuySellStock(Quote ltp)
{
bool shouldPlaceOrder = false;
OrderMode orderMode = OrderMode.BUY;
var lastPrice = ltp.LastPrice;
if (lastPrice <= StockActionPrice[OrderMode.BUY])
{
//Place Buy Order
shouldPlaceOrder = true;
orderMode = OrderMode.BUY;
}
else if (lastPrice >= StockActionPrice[OrderMode.SELL])
{
//Place Sell Order
shouldPlaceOrder = true;
orderMode = OrderMode.SELL;
}
if (shouldPlaceOrder)
{
int quantity = (OpenPositionsCount != 0 && LastOrderMode != orderMode) ? StocksCountToBuyOrCell() : StocksBuySellQuantityStart;
var price = lastPrice.GetNextValidPrice(orderMode == OrderMode.BUY ? false : true);
this.PlaceOrder(orderMode.ToString(), quantity, price);
CurrentPrice = lastPrice;
OpenPositionsCount = (OpenPositionsCount != 0 && LastOrderMode != orderMode) ? (OpenPositionsCount - quantity) : (OpenPositionsCount + quantity);
SaveData(orderMode, quantity, price);
}
LastOrderMode = orderMode;
}
public override void BuySellStock(Quote ltp)
{
bool shouldPlaceOrder = false;
OrderMode orderMode = OrderMode.BUY;
var lastPrice = ltp.LastPrice;
if (lastPrice <= StockActionPrice[OrderMode.BUY])
{
//Place Buy Order
shouldPlaceOrder = true;
orderMode = OrderMode.BUY;
}
else if (lastPrice >= StockActionPrice[OrderMode.SELL])
{
//Place Sell Order
shouldPlaceOrder = true;
orderMode = OrderMode.SELL;
}
if (shouldPlaceOrder)
{
var price = lastPrice.GetNextValidPrice(orderMode == OrderMode.BUY ? false : true);
this.PlaceOrder(orderMode.ToString(), StocksBuySellQuantityStart, price);
CurrentPrice = lastPrice;
SaveData(orderMode, StocksBuySellQuantityStart, price);
}
}
/// <summary>
/// Returns true if it reaches max loss and max profit
/// </summary>
/// <param name="position"></param>
/// <returns></returns>
public bool CheckMaxProfitLossAndClosePosition(int quantity, decimal PNL)
{
try
{
_config.NetQuantity = quantity;
_config.UpdateMax();
if ((PNL >= _config.MaxProfit && _config.MaxProfit != 0) || (PNL <= -(_config.MaxLoss) && _config.MaxLoss != 0))
{
OrderMode mode = OrderMode.BUY;
if (quantity > 0)
{
mode = OrderMode.SELL;
}
else
{
mode = OrderMode.BUY;
}
var status = _kite.PlaceOrder(_config.Exchange, _config.Symbol, mode.ToString(), Convert.ToInt32(Math.Abs(quantity)), Product: "MIS", OrderType: "MARKET");
var orderPlacedSuccessfully = status.Any(s => s.Key.ToLower() == "status" && s.Value.ToLower() == "success");
if (orderPlacedSuccessfully)
{
if (PNL > _config.MaxProfit)
{
Events.RaiseStatusChangedEvent(_config.Exchange, _config.Symbol, StrategyStockStatus.MaxProfitReached.ToString());
}
else
{
Events.RaiseStatusChangedEvent(_config.Exchange, _config.Symbol, StrategyStockStatus.MaxLossReached.ToString());
}
fileWather.Changed -= FileWather_Changed;
fileWather.EnableRaisingEvents = false;
return(true);
}
return(false);
}
return(false);
}
catch (Exception)
{
return(false);
}
}
private bool PlaceCoverOrder(RangeBreakOutStockConfig stock, OrderMode mode, int quantity)
{
stock.StopLoss = mode == OrderMode.BUY ? stock.SellBreakOutPrice : stock.BuyBreakOutPrice;
Dictionary <string, dynamic> orderResponse = new Dictionary <string, dynamic>();
orderResponse = _kite.PlaceOrder(stock.Exchange, stock.Symbol, mode.ToString(), quantity, Product: Constants.PRODUCT_MIS, OrderType: Constants.ORDER_TYPE_MARKET, TriggerPrice: stock.StopLoss, Variety: stock.Variety, Validity: Constants.VALIDITY_DAY);
if (orderResponse.Any(s => s.Key.ToLower() == "status" && s.Value.ToLower() == "success"))
{
stock.TargetPrice = null;
string orderId = GetOrderId(orderResponse);
Events.RaiseAskForOrderSubscriptionEvent(orderId, true);
stock.ParentOrderId = orderId;
stock.LastOrderedQuantity = quantity;
stock.ReversalNumber++;
stock.OrderedQuantity = quantity;
return(true);
}
else
{
return(true);
}
}
public void SaveSettings()
{
GridPainterSettings.Default.PaletteOrderMode = OrderMode.ToString();
GridPainterSettings.Default.Save();
}
public override void ExecutedOrder(Order order)
{
nextOrderMode = null;
if (order.Status.Equals("complete", StringComparison.InvariantCultureIgnoreCase))
{
OrderMode mode = order.TransactionType.Equals("buy", StringComparison.InvariantCultureIgnoreCase) ? OrderMode.BUY : OrderMode.SELL;
if (mode == OrderMode.BUY)
{
OpenPositions = OpenPositions + order.Quantity;
}
else
{
OpenPositions = OpenPositions - order.Quantity;
}
if (TargetStatus == null)
{
var buyTargetPriceMargin = (MarginType == MarginType.Absolute) ?
(Margin).GetNextValidPrice(true) :
(((order.AveragePrice * Margin) / 100.0m)).GetNextValidPrice(true);
var sellTargetPriceMargin = (MarginType == MarginType.Absolute) ?
(Margin).GetNextValidPrice(false) :
(((order.AveragePrice * Margin) / 100.0m)).GetNextValidPrice(false);
if (mode == OrderMode.BUY)
{
TargetPrice = order.AveragePrice + buyTargetPriceMargin;
StopLossPrice = order.AveragePrice - (sellTargetPriceMargin * 2);
lastOrder = OrderMode.BUY;
}
else if (mode == OrderMode.SELL)
{
TargetPrice = order.AveragePrice - sellTargetPriceMargin;
lastOrder = OrderMode.SELL;
StopLossPrice = order.AveragePrice + (buyTargetPriceMargin * 2);
}
if (OpenPositions != 0)
{
_transactionCount++;
}
}
else
{
if (TargetStatus == StockTradeConfiguration.Models.TargetStatus.TargetHit)
{
TargetStatus = null;
TargetHitCount++;
if (mode == OrderMode.BUY)
{
PlaceOrder(OrderMode.SELL.ToString(), GetQuantity(), order.AveragePrice, OrderOnPrice.MarketPrice);
}
else
{
PlaceOrder(OrderMode.BUY.ToString(), GetQuantity(), order.AveragePrice, OrderOnPrice.MarketPrice);
}
}
else
{
TargetStatus = null;
StopLossHitCount--;
PlaceOrder(mode.ToString(), GetQuantity(), order.AveragePrice, OrderOnPrice.MarketPrice);
}
}
}
RaiseTargetStopLossEvent();
RaiseTargetStopLossHitEvent();
Events.RaiseOpenPositionsChangedEvent(Exchange, Symbol, Convert.ToInt32(OpenPositions));
}
private OrderMode?IsEligibleToPlaceOrder(string signal, OrderMode?oldOrderMode)
{
if (_signalSettingInfo != null)
{
string seperator = string.IsNullOrEmpty(_signalSettingInfo.Seperator) ? _signalSettingInfo.Seperator.Trim() : ",";
int priceIndex = _signalSettingInfo.PriceIndex;
decimal priceBuffer = _signalSettingInfo.PriceBufferToAcceptOrder;
int timeIndex = _signalSettingInfo.TimeIndex;
var splitData = signal.Split(new string[] { seperator }, StringSplitOptions.RemoveEmptyEntries);
OrderMode mode = splitData[_signalSettingInfo.BuySellSignalIndex].Trim().ToLower().Equals("buy", StringComparison.InvariantCultureIgnoreCase) ? OrderMode.BUY : OrderMode.SELL;
if (oldOrderMode.HasValue && oldOrderMode.Value == mode)
{
Events.RaiseStatusChangedEvent(_config.Exchange, _config.Symbol, "Current generated order is same as last order : " + mode.ToString());
//MessageBox.Show("Current generated order is same as last order : " + mode.ToString());
return(null);
}
var price = Convert.ToDecimal(splitData[priceIndex]);
//Check Price Buffer
if (_config.LTP < (Math.Abs(price - priceBuffer)) || _config.LTP > (Math.Abs(price + priceBuffer)))
{
Events.RaiseStatusChangedEvent(_config.Exchange, _config.Symbol, "Rejected because buffer price didn't match : " + "LTP:" + _config.LTP + " $ Price:" + price + " $PriceBuffer:" + priceBuffer + " $Start:" + Math.Abs(price - priceBuffer) + " $End:" + Math.Abs(price + priceBuffer));
//MessageBox.Show("Rejected because buffer price didn't match : " + "LTP:"+_config.LTP+" $ Price:"+price + " $PriceBuffer:"+priceBuffer+" $Start:"+ Math.Abs(price - priceBuffer)+" $End:"+ Math.Abs(price + priceBuffer));
return(null);
}
try
{
DateTime dt = DateTime.ParseExact(splitData[timeIndex], _signalSettingInfo.TimeFormat, System.Globalization.CultureInfo.InvariantCulture);
var signalTimeSpan = dt.TimeOfDay;
var signalTimeSpanMinutes = (signalTimeSpan.TotalMinutes + _signalSettingInfo.TimeDifferenceBetweenSystemAndSignal);
var currentTimeSpanMinutes = DateTime.Now.TimeOfDay.TotalMinutes;
if (signalTimeSpanMinutes < Math.Abs(currentTimeSpanMinutes - _signalSettingInfo.TimeBufferToTakeOrder) || currentTimeSpanMinutes > Math.Abs(signalTimeSpanMinutes + _signalSettingInfo.TimeBufferToTakeOrder))
{
Events.RaiseStatusChangedEvent(_config.Exchange, _config.Symbol, "Rejected because buffer time didn't match : " + "Current Time:" + DateTime.Now.TimeOfDay + " $ Generated Time:" + signalTimeSpan + " $ Buffer Time:" + TimeSpan.FromMinutes(signalTimeSpanMinutes));
// MessageBox.Show("Rejected because buffer time didn't match : " + "Current Time:" + DateTime.Now.TimeOfDay + " $ Generated Time:" + signalTimeSpan + " $ Buffer Time:" + TimeSpan.FromMinutes(signalTimeSpanMinutes));
return(null);
}
}
catch (Exception ex)
{
Events.RaiseStatusChangedEvent(_config.Exchange, _config.Symbol, ex.Message + " " + splitData[timeIndex] + _signalSettingInfo.TimeFormat);
return(null);
//MessageBox.Show(ex.Message + " " + splitData[timeIndex] + _signalSettingInfo.TimeFormat);
}
return(mode);
}
else
{
var splitData = signal.Split(new string[] { ",", }, StringSplitOptions.RemoveEmptyEntries);
OrderMode mode = splitData[_signalSettingInfo.BuySellSignalIndex].Equals("buy", StringComparison.InvariantCultureIgnoreCase) ? OrderMode.BUY : OrderMode.SELL;
if (oldOrderMode.HasValue && oldOrderMode.Value == mode)
{
return(null);
}
else
{
return(mode);
}
}
}
private void PlaceOrder(OrderMode orderMode, decimal price)
{
int quantity = _config.LotSize;
if (_oldOrderMode.HasValue && _oldOrderMode.Value == orderMode)
{
return;
}
var reversal = _reversalMultiplier.Where(s => s.Key <= _countOfContiniousExecutionInOneDirection).OrderByDescending(s => s.Key).FirstOrDefault();
if (reversal.Value != 0)
{
quantity = (_config.LotSize * reversal.Value) + Math.Abs(_currentOpenPosition);
}
else
{
quantity = _config.LotSize;
}
_countOfContiniousExecutionInOneDirection++;
_oldOrderMode = orderMode;
try
{
var orderResponse = _kite.PlaceOrder(_config.Exchange, _config.Symbol, orderMode.ToString(), quantity, Product: "MIS", OrderType: "MARKET");
Events.RaiseStatusChangedEvent(_config.Exchange, _config.Symbol, orderMode + " order executed");
}
catch (Exception ex)
{
}
}
