public void OnNewShortExit(Instrument instrument, int Size, string sComment)
{
marketOrder = MarketOrder(instrument, Side.Buy, Size);
//marketOrder = MarketOrder( Side.Buy, intSize );
marketOrder.Text = sComment;
marketOrder.Send();
// Console.WriteLine( instrument.Symbol + " " + sComment );
}
private void SendOrder(Quote quote, SingleOrder order)
{
order.ExecutionReport += new ExecutionReportEventHandler(order_ExecutionReport);
order.StatusChanged += new EventHandler(order_StatusChanged);
OutStandingOrdersExist = true;
ordersSubmitted.Add(order.ClOrdID, order);
order.Send();
//Console.WriteLine( "{0} {1} sent", order.ClOrdID, order.Text );
}
public virtual SingleOrder Execute(Signal signal)
{
SingleOrder singleOrder = new SingleOrder();
singleOrder.Instrument = signal.Instrument;
singleOrder.Strategy = signal.Strategy.Name;
singleOrder.StrategyComponent = ((object)signal.Sender).ToString();
singleOrder.StrategyFill = signal.StrategyFill;
singleOrder.StrategyPrice = signal.StrategyPrice;
singleOrder.ForceMarketOrder = signal.QvSj2cjRxv;
if (signal.Fuwj5CvMiW)
{
singleOrder.FillOnBarMode = (int)signal.R2djQy947W;
}
switch (signal.Side)
{
case SignalSide.Buy:
singleOrder.Side = Side.Buy;
break;
case SignalSide.BuyCover:
singleOrder.Side = Side.Buy;
break;
case SignalSide.Sell:
singleOrder.Side = Side.Sell;
break;
case SignalSide.SellShort:
singleOrder.Side = Side.SellShort;
break;
default:
throw new NotSupportedException();
}
switch (signal.Type)
{
case SignalType.Market:
singleOrder.OrdType = OrdType.Market;
break;
case SignalType.Limit:
singleOrder.OrdType = OrdType.Limit;
singleOrder.Price = signal.LimitPrice;
break;
case SignalType.Stop:
singleOrder.OrdType = OrdType.Stop;
singleOrder.StopPx = signal.StopPrice;
break;
case SignalType.StopLimit:
singleOrder.OrdType = OrdType.StopLimit;
singleOrder.StopPx = signal.StopPrice;
singleOrder.Price = signal.LimitPrice;
break;
case SignalType.TrailingStop:
singleOrder.OrdType = OrdType.TrailingStop;
singleOrder.TrailingAmt = signal.StopPrice;
break;
default:
throw new NotSupportedException();
}
singleOrder.OrderQty = signal.Qty;
singleOrder.TimeInForce = signal.TimeInForce;
singleOrder.Text = signal.Text;
this.MetaStrategyBase.cWMWqoTObJ((StrategyBase)signal.Strategy, singleOrder);
singleOrder.Send();
return(singleOrder);
}
public virtual SingleOrder Execute(Signal signal)
{
SingleOrder singleOrder = new SingleOrder();
singleOrder.Instrument = signal.Instrument;
singleOrder.Strategy = signal.Strategy.Name;
singleOrder.StrategyComponent = signal.Sender.ToString();
singleOrder.StrategyFill = signal.StrategyFill;
singleOrder.StrategyPrice = signal.StrategyPrice;
singleOrder.ForceMarketOrder = signal.ForceMarketOrder;
if (signal.ForceFillOnBarMode)
{
singleOrder.FillOnBarMode = (int)signal.FillOnBarMode;
}
switch (signal.Side)
{
case SignalSide.Buy:
singleOrder.Side = Side.Buy;
break;
case SignalSide.BuyCover:
singleOrder.Side = Side.Buy;
break;
case SignalSide.Sell:
singleOrder.Side = Side.Sell;
break;
case SignalSide.SellShort:
singleOrder.Side = Side.SellShort;
break;
default:
throw new NotSupportedException();
}
switch (signal.Type)
{
case SignalType.Market:
singleOrder.OrdType = OrdType.Market;
break;
case SignalType.Limit:
singleOrder.OrdType = OrdType.Limit;
singleOrder.Price = signal.LimitPrice;
break;
case SignalType.Stop:
singleOrder.OrdType = OrdType.Stop;
singleOrder.StopPx = signal.StopPrice;
break;
case SignalType.StopLimit:
singleOrder.OrdType = OrdType.StopLimit;
singleOrder.StopPx = signal.StopPrice;
singleOrder.Price = signal.LimitPrice;
break;
case SignalType.TrailingStop:
singleOrder.OrdType = OrdType.TrailingStop;
singleOrder.StopPx = signal.StopPrice;
break;
default:
throw new NotSupportedException();
}
singleOrder.OrderQty = signal.Qty;
singleOrder.TimeInForce = signal.TimeInForce;
singleOrder.Text = signal.Text;
base.MetaStrategyBase.RegisterOrder(signal.Strategy, singleOrder);
singleOrder.Send();
return singleOrder;
}
