public void EventHandler_1_type2(object[] param)
{
if (MinValueOpen_1.Count == divergenceOpen + 1)
{
MinValueOpen_1.RemoveAt(0);
}
if (MaxValueOpen_1.Count == divergenceOpen + 1)
{
MaxValueOpen_1.RemoveAt(0);
}
if (param[0].ToString() == "Min")
{
lastvalue = LastZigZagValue.MIN;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MinValueOpen_1.Count != 0)
{
if (openpos == OpenPosition.SHORT)
{
if (can_expand)
{
if (Temp_value.GapValue > MinValueOpen_1.Last().GapValue&& Temp_value.price > MinValueOpen_1.Last().price)
{
expand_position_short = true;
}
else
{
expand_position_short = false;
}
}
}
if (openpos == OpenPosition.NONE)
{
FunTradeWorker.DivergenceCheck(false, MinValueOpen_1, Temp_value, ref divergence_min_open, ref openshort, logger, name, time, LoggNeeded, true);
}
}
MinValueOpen_1.Add(Temp_value);
MinValueClose_1.Add(Temp_value);
if (divergenceOpen == 0)
{
if (openpos == OpenPosition.NONE)
{
openshort = true;
OpenShort = Temp_value;
}
if (openpos == OpenPosition.SHORT)
{
expand_position_short = true;
}
}
else
if (divergence_min_open == divergenceOpen)
{
openshort = true;
OpenShort = MinValueOpen_1.Last();
CrashShort = MinValueOpen_1[0];
string message = String.Format("{0} Решение открытия позиции Шорт. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_min_open = 0;
}
}
if (param[0].ToString() == "Max")
{
lastvalue = LastZigZagValue.MAX;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MaxValueOpen_1.Count != 0)
{
if (openpos == OpenPosition.LONG)
{
if (can_expand)
{
if (Temp_value.GapValue < MaxValueOpen_1.Last().GapValue&& Temp_value.price < MaxValueOpen_1.Last().price)
{
expand_position_long = true;
}
else
{
expand_position_long = false;
}
}
}
if (openpos == OpenPosition.NONE)
{
FunTradeWorker.DivergenceCheck(true, MaxValueOpen_1, Temp_value, ref divergence_max_open, ref openlong, logger, name, time, LoggNeeded, true);
}
}
MaxValueOpen_1.Add(Temp_value);
if (divergenceOpen == 0)
{
if (openpos == OpenPosition.NONE)
{
OpenLong = Temp_value;
openlong = true;
}
if (openpos == OpenPosition.LONG)
{
expand_position_short = true;
}
}
else
if (divergence_max_open == divergenceOpen)
{
openlong = true;
OpenLong = MaxValueOpen_1.Last();
CrashLong = MaxValueOpen_1[0];
string message = String.Format("{0} Решение открытия позиции Лонг. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_max_open = 0;
}
}
}
void EventHelper_2_type2(object[] param, ref List <ProbaStruct> MinValueClose, ref List <ProbaStruct> MaxValueClose)
{
if (MinValueClose.Count == divergenceClose + 1)
{
MinValueClose.RemoveAt(0);
}
if (MaxValueClose.Count == divergenceClose + 1)
{
MaxValueClose.RemoveAt(0);
}
if (param[0].ToString() == "Min")
{
lastvalue = LastZigZagValue.MIN;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MinValueClose.Count != 0)
{
if (openpos == OpenPosition.LONG)
{
FunTradeWorker.DivergenceCheck(false, MinValueClose, Temp_value, ref divergence_min_close, ref closelong, logger, name, time, LoggNeeded, false);
}
}
MinValueClose.Add(Temp_value);
if (divergenceClose == 0)
{
if (OpenPosition.LONG == openpos)
{
CloseLong = Temp_value;
closelong = true;
}
}
else
if (divergence_min_close == divergenceClose)
{
closelong = true;
CloseLong = MinValueClose.Last();
string message = String.Format("{0} Решение закрыть позиции Лонг. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_min_close = 0;
}
}
if (param[0].ToString() == "Max")
{
lastvalue = LastZigZagValue.MAX;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MaxValueClose.Count != 0)
{
if (openpos == OpenPosition.SHORT)
{
FunTradeWorker.DivergenceCheck(true, MaxValueClose, Temp_value, ref divergence_max_close, ref closeshort, logger, name, time, LoggNeeded, false);
}
}
MaxValueClose.Add(Temp_value);
if (divergenceClose == 0)
{
if (openpos == OpenPosition.SHORT)
{
CloseShort = Temp_value;
closelong = true;
}
}
else
if (divergence_max_close == divergenceClose)
{
closeshort = true;
CloseShort = MaxValueClose.Last();
string message = String.Format("{0} Решение закрыть позиции Шорт. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_max_close = 0;
}
}
}
void EventHelper(object[] param, List <ProbaStruct> MinValueOpen, List <ProbaStruct> MinValueClose, List <ProbaStruct> MaxValueOpen, List <ProbaStruct> MaxValueClose)
{
if (MinValueOpen.Count == divergenceOpen + 1)
{
MinValueOpen.RemoveAt(0);
}
if (MinValueClose.Count == divergenceClose + 1)
{
MinValueClose.RemoveAt(0);
}
if (MaxValueOpen.Count == divergenceOpen + 1)
{
MaxValueOpen.RemoveAt(0);
}
if (MaxValueClose.Count == divergenceClose + 1)
{
MaxValueClose.RemoveAt(0);
}
if (param[0].ToString() == "Min")
{
lastvalue = LastZigZagValue.MIN;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MinValueOpen.Count != 0)
{
if (openpos == OpenPosition.SHORT)
{
if (can_expand)
{
if (Temp_value.GapValue > MinValueOpen.Last().GapValue&& Temp_value.price > MinValueOpen.Last().price)
{
expand_position_short = true;
}
else
{
expand_position_short = false;
}
}
}
FunTradeWorker.CorvergenceCheck(MinValueOpen, MaxValueOpen, Temp_value, gapValue, price, time,
ref ConvergenMin, ref convergen_min, Model.Project.Outputs[gappos].Value,
ratio, ref PositionShort, locker, tradeTerminal, ref openpos, logger, name, LoggNeeded);
if (openpos == OpenPosition.NONE)
{
FunTradeWorker.DivergenceCheck(false, MinValueOpen, Temp_value, ref divergence_min_open, ref openshort, logger, name, time, LoggNeeded, true);
}
}
if (MinValueClose.Count != 0)
{
if (openpos == OpenPosition.LONG)
{
FunTradeWorker.DivergenceCheck(false, MinValueClose, Temp_value, ref divergence_min_close, ref closelong, logger, name, time, LoggNeeded, false);
}
}
MinValueOpen.Add(Temp_value);
MinValueClose.Add(Temp_value);
if (divergenceOpen == 0)
{
if (openpos == OpenPosition.NONE)
{
openshort = true;
OpenShort = Temp_value;
}
if (openpos == OpenPosition.SHORT)
{
expand_position_short = true;
}
}
else
if (divergence_min_open == divergenceOpen)
{
openshort = true;
OpenShort = MinValueOpen.Last();
CrashShort = MinValueOpen[0];
string message = String.Format("{0} Решение открытия позиции Шорт. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_min_open = 0;
}
if (divergenceClose == 0)
{
if (openpos == OpenPosition.LONG)
{
CloseLong = Temp_value;
closelong = true;
}
}
else
if (divergence_min_close == divergenceClose)
{
closelong = true;
CloseLong = MinValueClose.Last();
string message = String.Format("{0} Решение закрыть позиции Лонг. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_min_close = 0;
}
}
if (param[0].ToString() == "Max")
{
lastvalue = LastZigZagValue.MAX;
double gapValue = (double)param[1];
double price = (double)param[2];
DateTime time = (DateTime)param[3];
ProbaStruct Temp_value = new ProbaStruct()
{
GapValue = gapValue, price = price, time = time
};
if (MaxValueOpen.Count != 0)
{
if (openpos == OpenPosition.LONG)
{
if (can_expand)
{
if (Temp_value.GapValue < MaxValueOpen.Last().GapValue&& Temp_value.price < MaxValueOpen.Last().price)
{
expand_position_long = true;
}
else
{
expand_position_long = false;
}
}
}
FunTradeWorker.CorvergenceCheck(MaxValueOpen, MinValueOpen, Temp_value, gapValue, price, time, ref ConvergenMax, ref convergen_max,
Model.Project.Outputs[gappos].Value, ratio, ref PositionLong, locker, tradeTerminal, ref openpos, logger, name, LoggNeeded);
if (openpos == OpenPosition.NONE)
{
FunTradeWorker.DivergenceCheck(true, MaxValueOpen, Temp_value, ref divergence_max_open, ref openlong, logger, name, time, LoggNeeded, true);
}
}
if (MaxValueClose.Count != 0)
{
if (openpos == OpenPosition.SHORT)
{
FunTradeWorker.DivergenceCheck(true, MaxValueClose, Temp_value, ref divergence_max_close, ref closeshort, logger, name, time, LoggNeeded, false);
}
}
MaxValueOpen.Add(Temp_value);
MaxValueClose.Add(Temp_value);
if (divergenceOpen == 0)
{
if (openpos == OpenPosition.NONE)
{
openlong = true;
OpenLong = Temp_value;
}
if (openpos == OpenPosition.LONG)
{
expand_position_short = true;
}
}
else
if (divergence_max_open == divergenceOpen)
{
openlong = true;
OpenLong = MaxValueOpen.Last();
CrashLong = MaxValueOpen[0];
string message = String.Format("{0} Решение открытия позиции Лонг. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_max_open = 0;
}
if (divergenceClose == 0)
{
if (openpos == OpenPosition.SHORT)
{
CloseShort = Temp_value;
closelong = true;
}
}
else
if (divergence_max_close == divergenceClose)
{
closeshort = true;
CloseShort = MaxValueClose.Last();
string message = String.Format("{0} Решение закрыть позиции Шорт. Ждем локальную дивергенцию... ", name);
//if (LoggNeeded)
// logger.LogEvent(Temp_value.time, message);
divergence_max_close = 0;
}
}
}
