public void Should_contain_risk_one_percent_smaller()
{
var moneyManagement = new MoneyManagement(1, 2000);
double lot = moneyManagement.CalculateLotSize(new MagicBoxOrder { StopLoss = 200 });
Assert.AreEqual(0.1, lot);
}
public void Should_contain_risk_one_percent()
{
var moneyManagement = new MoneyManagement(1, 10000);
double lot = moneyManagement.CalculateLotSize(400);
Assert.AreEqual(0.25, lot);
}
public void Should_contain_risk_one_percent_smaller()
{
var moneyManagement = new MoneyManagement(1, 2000);
double lot = moneyManagement.CalculateLotSize(new MagicBoxOrder {
StopLoss = 200
});
Assert.AreEqual(0.1, lot);
}
internal Order CreatePendingSellOrder()
{
double slPoints = (High[1] - Low[1]) / Point + 2 * Range;
double tpPoints = 2 * slPoints * Point;
var moneyManagement = new MoneyManagement(2, Balance);
double lotSize = moneyManagement.CalculateLotSize(slPoints);
Order order = PendingSell(Symbol, lotSize, Low[1] - Range * Point, High[1] + Range * Point, Low[1] - tpPoints);
this.ObjectsDeleteAll();
return(order);
}
internal void CreatedMagicBoxFromPreviousCandle()
{
double asianSessionHigh = AsianSessionHigh;
double asianSessionLow = AsianSessionLow;
double slPoints = (asianSessionHigh - asianSessionLow) / Point + 2 * range;
var moneyManagement = new MoneyManagement(2, Balance);
double lotSize = moneyManagement.CalculateLotSize(slPoints);
double tpPoints = Math.Max(1000 * Point, 2 * slPoints * Point);
//var tpPoints = 200 * Point;
// risk reward ratio = 2 * slPoints
_buyOrder = PendingBuy(Symbol, lotSize, asianSessionHigh + range * Point, asianSessionLow - range * Point, asianSessionHigh + tpPoints);
_sellOrder = PendingSell(Symbol, lotSize, asianSessionLow - range * Point, asianSessionHigh + range * Point, asianSessionLow - tpPoints);
this.ObjectsDeleteAll();
}
private void CreateOrderBox(MagicBoxOrder magicBox)
{
/// need to refactor this messs into another class
double range = magicBox.Range;
double takeProfit = magicBox.TakeProfit; // nullify take profit
double stopLoss = magicBox.StopLoss; // nullify stop loss, should set after enter the trade.
double expiredTime = magicBox.MinuteExpiracy;
var moneyManagement = new MoneyManagement(1, Balance);
double lotSize = moneyManagement.CalculateLotSize(magicBox.StopLoss);
foreach (string currencyPairs in currencyRepository.GetRelatedCurrencyPairs(this, magicBox.Symbol))
{
// check if the order has been created for this pair
if (orderPool.ContainsOrderForSymbol(currencyPairs)) continue;
// refactor to next class and cache the traded value ...(don't let it duplicated like tonight usdcad pairs)
// the logic should be in orderPool
Order buyOrder = PendingBuy(currencyPairs, lotSize,
BuyOpenPriceFor(currencyPairs) + range*PointFor(currencyPairs));
buyOrder.ChangeStopLossInPoints(magicBox.StopLoss);
buyOrder.ChangeTakeProfitInPoints(magicBox.TakeProfit);
Order sellOrder = PendingSell(currencyPairs, lotSize,
SellOpenPriceFor(currencyPairs) - range*PointFor(currencyPairs));
sellOrder.ChangeStopLossInPoints(magicBox.StopLoss);
sellOrder.ChangeTakeProfitInPoints(magicBox.TakeProfit);
//var buyOrder = PendingBuy(magicBox.Symbol, lotSize,
// BuyOpenPriceFor(magicBox.Symbol) + range * PointFor(magicBox.Symbol),
// BuyClosePriceFor(magicBox.Symbol) + ((range - stopLoss) * PointFor(magicBox.Symbol)),
// BuyClosePriceFor(magicBox.Symbol) + ((range + takeProfit) * PointFor(magicBox.Symbol)));
//var sellOrder = PendingSell(magicBox.Symbol, lotSize,
// SellOpenPriceFor(magicBox.Symbol) - range * PointFor(magicBox.Symbol),
// SellClosePriceFor(magicBox.Symbol) - ((range - stopLoss) * PointFor(magicBox.Symbol)),
// SellClosePriceFor(magicBox.Symbol) - ((range + takeProfit) * PointFor(magicBox.Symbol)));
orderPool.Add(new OrderWatcher(buyOrder, sellOrder, expiredTime, magicBox.Config));
}
}