public MultyExtremumStrategy(int stopLoss, int pegTopSize, int minExtremumStep)
{
this.minExtremumStep = minExtremumStep;
extremumsFinder = new ExtremumsFinder(pegTopSize);
stopLossManager = new StopLossManager(stopLoss, 0.15);
}
//Report closing position trade
override protected void Execute(Position position)
{
if (BotState.IsThisBotId(position.Label))
{
BotState.ClosedPositionsCount++;
Reporter.ReportTrade(position, StopLossManager.GetStopLossStatus());
}
}
//After CLose time set hard stop losses at last position entry price with Buffer
override protected bool ExcuteRuleLogic()
{
if (BotState.IsAfterCloseTime)
{
StopLossManager.SetSLWithBufferForAllPositions(BotState.LastPositionEntryPrice);
ExecuteOnceOnly();
return(true);
}
return(false);
}
//If BreakEven SL is active set breakeven SL + Buffer
override protected void Execute(Position position)
{
if (BotState.IsThisBotId(position.Label))
{
if (StopLossManager.IsBreakEvenStopLossActive)
{
StopLossManager.SetBreakEvenSLForAllPositions(BotState.LastProfitPositionEntryPrice, true);
}
}
}
public MonotoneExtremumsStrategy(int monotoneCount, int baseStopLoss, int invertCount, double breakevenPercent,
TimeSpan?lastTradeTime = null, double breakevenInitializerPercent = 1)
{
this.monotoneCount = monotoneCount;
this.invertCount = invertCount;
this.lastTradeTime = lastTradeTime ?? new TimeSpan(23, 59, 59);
finder = new ExtremumsFinder(0);
stopLossManager = new StopLossManager(baseStopLoss, breakevenPercent, breakevenInitializerPercent);
}
//If BreakEven SL is Active then set BreakEven Stop Losses for all orders if the current price is past the entry point of the Last position to close with profit
override protected bool ExcuteRuleLogic()
{
if (BotState.OrdersPlaced && BotState.PositionsRemainOpen())
{
if (StopLossManager.IsBreakEvenStopLossActive)
{
StopLossManager.SetBreakEvenSLForAllPositions(BotState.LastProfitPositionEntryPrice, true);
return(true);
}
}
return(false);
}
//If after reduce risk time then set hard stop losses to Last Profit Positions Entry Price with buffer
override protected bool ExcuteRuleLogic()
{
if (BotState.IsAfterReducedRiskTime)
{
if (BotState.OrdersPlaced && BotState.PositionsRemainOpen())
{
//If Hard SL has not been set yet
if (BotState.LastProfitPositionClosePrice > 0)
{
StopLossManager.SetSLWithBufferForAllPositions(BotState.LastProfitPositionClosePrice);
return(true);
}
}
}
return(false);
}
// If it is after CloseTime and remaining pending orders have not been closed then close all pending orders
override protected bool ExcuteRuleLogic()
{
if (BotState.OrdersPlaced && BotState.PositionsRemainOpen())
{
//Calculate spike retrace factor
SpikeManager.CalculateRetraceFactor();
if (SpikeManager.IsRetraceGreaterThanLevel3())
{
if (BotState.LastProfitPositionClosePrice > 0)
{
StopLossManager.SetSLWithBufferForAllPositions(BotState.LastProfitPositionClosePrice);
return(true);
}
}
}
return(false);
}
// If it is after CloseTime and remaining pending orders have not been closed then close all pending orders
override protected bool ExcuteRuleLogic()
{
if (BotState.OrdersPlaced && BotState.PositionsRemainOpen())
{
//Calculate spike retrace factor
SpikeManager.CalculateRetraceFactor();
if (SpikeManager.IsRetraceGreaterThanLevel3())
{
if (BotState.LastProfitPositionClosePrice > 0)
{
StopLossManager.ReduceHardSLBufferBy50Percent();
ExecuteOnceOnly();
return(true);
}
}
}
return(false);
}
//If Spike retrace is greater than Level 1 but less than Level 2 set SL to last profit position entry price plus buffer
override protected bool ExcuteRuleLogic()
{
if (BotState.OrdersPlaced && BotState.PositionsRemainOpen())
{
//Calculate spike retrace factor
SpikeManager.CalculateRetraceFactor();
//Set hard stop losses and activate Trail if Spike has retraced between than retraceLevel1 and retraceLevel2
if (SpikeManager.IsRetraceBetweenLevel1AndLevel2())
{
//If Hard SL has not been set yet
if (BotState.LastProfitPositionEntryPrice > 0)
{
StopLossManager.SetSLWithBufferForAllPositions(BotState.LastProfitPositionEntryPrice);
return(true);
}
}
}
return(false);
}
public StopLossTests()
{
bus = new FakeMessageBus();
stopLossManager = new StopLossManager(bus);
}
public void SetUp()
{
bus = new FakeMessageBus();
stopLossManager = new StopLossManager(bus);
}
public CorrectedExtremumStrategy(int baseStopLoss, int pegTopSize, double breakevenPercent, int trailingStopSize, int maxDistFromOpen = int.MaxValue)
{
extremumsFinder = new ExtremumsFinder(pegTopSize);
stopLossManager = new StopLossManager(baseStopLoss, trailingStopSize, breakevenPercent);
this.maxDistFromOpen = maxDistFromOpen;
}
public void SetUp()
{
bus = new FakeMessageBus();
stopLossManager = new StopLossManager(bus);
}
