public void Add(DateTime date_time, double bid, double ask)
{
PriceCandle candle = Second1.GetFuture(0);
// Compute equity
this.Equity = Cash;
foreach (TradingOrder open_order in OpenOrders.Values)
{
Equity += open_order.ComputeValue(Prices.GetHistory(0));
}
Prices.Step();
Second1.Step();
if ((0 < Minute1.FutureCount) && (Prices.GetHistory(0).Time == Minute1.GetFuture(0).CloseTime))
{
Minute1.Step();
}
else
{
// if it is not the end of a minute the others also do not nee to step
return;
}
//if ((0 < Minute15.FutureCount) && (Prices.GetHistory(0).Time == Minute15.GetFuture(0).CloseTime))
//{
// Minute15.Step();
//}
//if ((0 < Minute30.FutureCount) && (Prices.GetHistory(0).Time == Minute30.GetFuture(0).CloseTime))
//{
// Minute30.Step();
//}
//if ((0 < Hour1.FutureCount) && (Prices.GetHistory(0).Time == Hour1.GetFuture(0).CloseTime))
//{
// Hour1.Step();
//}
//if ((0 < Hour4.FutureCount) && (Prices.GetHistory(0).Time == Hour4.GetFuture(0).CloseTime))
//{
// Hour4.Step();
//}
//if ((0 < Day1.FutureCount) && (Prices.GetHistory(0).Time == Day1.GetFuture(0).CloseTime))
//{
// Day1.Step();
//}
//if ((0 < Week1.FutureCount) && (Prices.GetHistory(0).Time == Week1.GetFuture(0).CloseTime))
//{
// Week1.Step();
//}
//if ((0 < Month1.FutureCount) && (Prices.GetHistory(0).Time == Month1.GetFuture(0).CloseTime))
//{
// Month1.Step();
//}
}
public void StepSecond()
{
if (Second1.FutureCount == 0)
{
throw new Exception("No future to step to");
}
PriceCandle candle = Second1.GetFuture(0);
// Close orders
List <TradingOrder> ClosingOrders = CheckOrderLimits(OpenOrders, candle);
foreach (TradingOrder closed_order in ClosingOrders)
{
this.OpenOrders.Remove(closed_order.OrderTicket);
this.ClosedOrders.Add(closed_order);
this.Cash += closed_order.Profit;
}
// Compute equity
this.Equity = Cash;
foreach (TradingOrder open_order in OpenOrders.Values)
{
Equity += open_order.ComputeValue(Prices.GetHistory(0));
}
Prices.Step();
Second1.Step();
if ((0 < Minute1.FutureCount) && (Prices.GetHistory(0).Time == Minute1.GetFuture(0).CloseTime))
{
Minute1.Step();
}
else
{
// if it is not the end of a minute the others also do not nee to step
return;
}
if ((0 < Minute15.FutureCount) && (Prices.GetHistory(0).Time == Minute15.GetFuture(0).CloseTime))
{
Minute15.Step();
}
if ((0 < Minute30.FutureCount) && (Prices.GetHistory(0).Time == Minute30.GetFuture(0).CloseTime))
{
Minute30.Step();
}
if ((0 < Hour1.FutureCount) && (Prices.GetHistory(0).Time == Hour1.GetFuture(0).CloseTime))
{
Hour1.Step();
}
if ((0 < Hour4.FutureCount) && (Prices.GetHistory(0).Time == Hour4.GetFuture(0).CloseTime))
{
Hour4.Step();
}
if ((0 < Day1.FutureCount) && (Prices.GetHistory(0).Time == Day1.GetFuture(0).CloseTime))
{
Day1.Step();
}
if ((0 < Week1.FutureCount) && (Prices.GetHistory(0).Time == Week1.GetFuture(0).CloseTime))
{
Week1.Step();
}
if ((0 < Month1.FutureCount) && (Prices.GetHistory(0).Time == Month1.GetFuture(0).CloseTime))
{
Month1.Step();
}
}
