public string ReasonWhyPlacingProtoDoesntMakeSense(PositionPrototype proto, bool internalCallee = false)
{
double lastPrice = executor.DataSource.StreamingProvider.StreamingDataSnapshot.LastQuoteGetPriceForMarketOrder(proto.Symbol);
Quote quote = executor.DataSource.StreamingProvider.StreamingDataSnapshot.LastQuoteGetForSymbol(proto.Symbol);
double priceBestBidAsk = executor.DataSource.StreamingProvider.StreamingDataSnapshot.BidOrAskFor(proto.Symbol, proto.LongShort);
bool willBeExecutedImmediately = false;
MarketLimitStop planningEntryUsing = MarketConverter.EntryMarketLimitStopFromDirection(
executor.Bars.BarStreamingCloneReadonly.Close, proto.PriceEntry, proto.LongShort);
string msg = "";
Direction dir = MarketConverter.EntryDirectionFromLongShort(proto.LongShort);
switch (dir)
{
case Direction.Buy:
if (proto.PriceEntry > priceBestBidAsk)
{
willBeExecutedImmediately = true;
msg = "proto.PriceEntry[" + proto.PriceEntry + "] > Bid[" + priceBestBidAsk + "]"
+ " your Alert.EntryPrice goes above current price"
+ " so the planningEntryUsing[" + planningEntryUsing + "] will be activated/filled immediately..."
+ " //proto[" + proto + "]";
}
break;
case Direction.Short:
if (proto.PriceEntry < priceBestBidAsk)
{
willBeExecutedImmediately = true;
msg = "proto.PriceEntry[" + proto.PriceEntry + "] < Ask[" + priceBestBidAsk + "]"
+ " your Alert.EntryPrice goes below current price"
+ " so the planningEntryUsing[" + planningEntryUsing + "] will be activated/filled immediately..."
+ " //proto[" + proto + "]";
}
break;
default:
msg = "I refuse to PlaceOnce(proto) for.Direction=[" + dir + "] - must be Buy or Sell only!!!";
break;
}
if (internalCallee == true)
{
msg += " (Script is strongly recommented to check proto.EntryPrice first so we don't pass unexpected position entries to the Market)";
}
return(msg);
}
public void PlaceOnce(PositionPrototype proto)
{
if (proto.PriceEntry == 0)
{
string msg = "market orders can't be found in OrdersPending";
}
if (this.checkPrototypeAlreadyPlaced(proto))
{
return;
}
//this.checkThrowPlacingProtoMakesSense(proto);
proto.checkTPOffsetThrowBeforeAbsorbing(proto.TakeProfitPositiveOffset);
proto.checkSLOffsetsThrowBeforeAbsorbing(proto.StopLossNegativeOffset, proto.StopLossActivationNegativeOffset);
//bool a = this.executor.BacktesterFacade.IsBacktestingNow;
Position posWithAlert = executor.BuyOrShortAlertCreateRegister(
executor.Bars.BarStreaming,
proto.PriceEntry, "protoEntry@" + proto.PriceEntry,
MarketConverter.EntryDirectionFromLongShort(proto.LongShort),
MarketConverter.EntryMarketLimitStopFromDirection(
executor.Bars.BarStreamingCloneReadonly.Close, proto.PriceEntry, proto.LongShort)
);
if (posWithAlert == null)
{
string msg = "man I don't understand this null; out-of-bar limit should still leave a pending Alert.PositionAffected";
throw new Exception(msg);
}
if (posWithAlert.Prototype != null)
{
string msg = "CLEANUP: I was trying to catch MoveStopLoss::if(proto.StopLossAlertForAnnihilation==null)"
+ " so I thought there is a new prototype assigned to a position,"
+ " since we never put null directly proto.StopLossAlertForAnnihilation";
throw new Exception(msg);
}
posWithAlert.Prototype = proto;
}
