static void AddPositionVolumeAssist(ref LastPosition last_pos, double gap, double price, List <Position> Position,
object locker, ModelsAT.BrokerMT tradeTerminal, ArbitrageTradeWF.OrderType order_type,
ILogger logger, DateTime time, string name, bool LoggNeeded)
{
last_pos.gap = gap;
last_pos.price = price;
int ind = Position.Last().index;
lock (locker)
{
tradeTerminal.OpenOrder(order_type, ind);
}
Position.Add(new Processors.Position()
{
index = ind, value = price
});
if (LoggNeeded)
{
logger.LogEvent(time, name + " Увеличиваем объем позиции " + ind + " req price : " + price);
}
}
public static void AddPositionVolume_Old(bool LongShort, ref LastPosition last_pos, double gap, double price, List <Position> Position,
ref bool expand_position, object locker, ModelsAT.BrokerMT tradeTerminal, ILogger logger,
DateTime time, string name, bool LoggNeeded)
{
if (expand_position)
{
if (!LongShort)
{
if (gap > last_pos.gap && price > last_pos.price)
{
AddPositionVolumeAssist(ref last_pos, gap, price, Position, locker, tradeTerminal, ArbitrageTradeWF.OrderType.MKT_Sell, logger, time, name, LoggNeeded);
expand_position = false;
}
}
else
{
if (gap < last_pos.gap && price < last_pos.price)
{
AddPositionVolumeAssist(ref last_pos, gap, price, Position, locker, tradeTerminal, ArbitrageTradeWF.OrderType.MKT_Buy, logger, time, name, LoggNeeded);
expand_position = false;
}
}
}
}
public override bool Initialize(List <IProcessorInput> inputs, string parameters, ILogger logger)
{
ClosePositionStopTrade += Stop;
if (Models.InputItemInteractivBrokerModel.IB == null)
{
return(false);
}
this.logger = logger;
ParametersParser parser = CreateParser(parameters);
zigzagid_1 = parser.GetInt("ZigZag_ID1");
if (zigzagid_1 < 0 || zigzagid_1 > Model.Project.Outputs.Count)
{
return(false);
}
zigzagid_2 = parser.GetInt("ZigZag_ID2");
if (zigzagid_2 < 0 || zigzagid_2 > Model.Project.Outputs.Count)
{
return(false);
}
zigzagid_2_2 = parser.GetInt("ZigZag_ID2_2");
gappos = parser.GetInt("Gap");
if (gappos < 0 || gappos > Model.Project.Outputs.Count)
{
return(false);
}
int t_t = parser.GetInt("type");
switch (t_t)
{
case (0):
trader_type = TradeType.STANDART;
break;
case (1):
trader_type = TradeType.IN_OUT;
break;
default:
trader_type = TradeType.ONE_IN_TWO_OUT;
break;
}
//Gap = Model.Project.Proccesors[gappos];
//Gap.ProcessorAction += PositionHandler;
//ZigZag = Model.Project.Proccesors[zigzagid];
//ZigZag.ProcessorAction += EventHandler;
divergenceOpen = parser.GetInt("DivergenceOpen");
divergenceClose = parser.GetInt("DivergenceClose");
convergen_counter = parser.GetInt("Convergence");
if (divergenceOpen < 0 || divergenceClose < 0 || convergen_counter < 0)
{
return(false);
}
MinValueOpen_1 = new List <ProbaStruct>();
MaxValueOpen_1 = new List <ProbaStruct>();
MinValueClose_1 = new List <ProbaStruct>();
MaxValueClose_1 = new List <ProbaStruct>();
MinValueOpen_2 = new List <ProbaStruct>();
MaxValueOpen_2 = new List <ProbaStruct>();
MinValueClose_2 = new List <ProbaStruct>();
MaxValueClose_2 = new List <ProbaStruct>();
MinValueOpen_2_2 = new List <ProbaStruct>();
MaxValueOpen_2_2 = new List <ProbaStruct>();
MinValueClose_2_2 = new List <ProbaStruct>();
MaxValueClose_2_2 = new List <ProbaStruct>();
PositionShort = new List <Position>();
PositionLong = new List <Position>();
name = parser.GetString("Name");
ratio = parser.GetDouble("Ratio");
profit_to_close = parser.GetInt("TakeProfit") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
lose_to_close = parser.GetInt("StopLoss") * Math.Pow(10, -Model.Project.Outputs[gappos].Digits);
ratio_exp = parser.GetDouble("Ratio_O");
tradeTerminal = new ModelsAT.BrokerMT(parser.GetInt("tradeTerminalID"));
tradeTerminal.setBrokerParam("Name", parser.GetString("ServerName"));
tradeTerminal.SetServer();
if (parser.GetInt("IsReal") == 1)
{
tradeTerminal.isReal = true;
}
else
{
tradeTerminal.isReal = false;
}
if (parser.GetInt("Logg") == 1)
{
LoggNeeded = true;
}
else
{
LoggNeeded = false;
}
if (parser.GetInt("Expand") == 1)
{
can_expand = true;
}
else
{
can_expand = false;
}
divergence_max_open = 0;
divergence_min_open = 0;
divergence_max_close = 0;
divergence_min_close = 0;
openlong = false;
openshort = false;
closelong = false;
expand_position_short = false;
expand_position_long = false;
closeshort = false;
lastvalue = LastZigZagValue.NONE;
all_profit = 0;
openpos = OpenPosition.NONE;
convergen_min = 0;
convergen_max = 0;
ConvergenMin = new ProbaStruct();
ConvergenMax = new ProbaStruct();
last_pos = new LastPosition();
Model.OutputsInitializeEnd += InitializeHandler;
Model.LoadSimulation += LoadSec;
return(true);
}