public override void OnEnterTrade(TransactionPairBinary comboTrade, LogicalFill fill, LogicalOrder filledOrder) { lastSize = Math.Abs(comboTrade.CurrentPosition); nextIncreaseLots = 50; bestIndifferenceLine[0] = CalcIndifferencePrice(comboTrade); fills.AddFirst(new LocalFill(fill)); maxExcursionLine[0] = fill.Price; sequentialIncreaseCount = 0; lastMarketAsk = MarketAsk; lastMarketBid = MarketBid; ResetRubberBand(); maxEquity = Performance.Equity.CurrentEquity; maxDrawDown = 0D; drawDown = 0D; SetupBidAsk(fill.Price); LogFills("OnEnterTrade"); }
public override void OnEnterTrade(TransactionPairBinary comboTrade, LogicalFill fill, LogicalOrder filledOrder) { lastSize = Math.Abs(comboTrade.CurrentPosition); fills.AddFirst(new LocalFill(fill)); SetupBidAsk(fill.Price); }