// логика
void _tab_PositionOpeningFailEvent(Position position)
{
if (!string.IsNullOrWhiteSpace(position.Comment))
{
return;
}
if (position.OpenVolume != 0)
{
return;
}
if (StartProgram == StartProgram.IsTester)
{
return;
}
if (position.OpenOrders.Count > 1 ||
position.Comment == "Second")
{
return;
}
List <Position> openPos = _tab.PositionsOpenAll;
if (openPos != null && openPos.Count > 1 ||
openPos != null && openPos.Count == 1 &&
openPos[0].Direction == position.Direction)
{
return;
}
_tab.BuyAtStopCancel();
_tab.SellAtStopCancel();
if (position.Direction == Side.Buy)
{
decimal price = _tab.PriceBestBid + SlipageOpenSecond * _tab.Securiti.PriceStep;
Position pos = _tab.BuyAtLimit(position.OpenOrders[0].Volume, price);
pos.Comment = "Second";
}
else if (position.Direction == Side.Sell)
{
decimal price = _tab.PriceBestAsk - SlipageOpenSecond * _tab.Securiti.PriceStep;
Position pos = _tab.SellAtLimit(position.OpenOrders[0].Volume, price);
pos.Comment = "Second";
}
}
/// <summary>
/// logic open position
/// логика открытия первой позиции и дополнительного входа
/// </summary>
private void LogicOpenPosition(List <Candle> candles)
{
List <Position> openPositions = _tab.PositionsOpenAll;
if (openPositions == null || openPositions.Count == 0)
{
_tab.BuyAtStopCancel();
_tab.SellAtStopCancel();
// long
if (Regime.ValueString != "OnlyShort")
{
decimal priceEnter = _lastPcUp;
_tab.BuyAtStop(VolumeFix1.ValueDecimal,
priceEnter + Slippage.ValueInt * _tab.Securiti.PriceStep,
priceEnter, StopActivateType.HigherOrEqual);
}
// Short
if (Regime.ValueString != "OnlyLong")
{
decimal priceEnter = _lastPcDown;
_tab.SellAtStop(VolumeFix1.ValueDecimal,
priceEnter - Slippage.ValueInt * _tab.Securiti.PriceStep,
priceEnter, StopActivateType.LowerOrEqyal);
}
return;
}
if (openPositions.Count == 1)
{
_tab.BuyAtStopCancel();
_tab.SellAtStopCancel();
if (openPositions[0].Direction == Side.Buy)
{
decimal priceEnter = _lastPcUp + (_lastAtr * KofAtr.ValueDecimal);
_tab.BuyAtStop(VolumeFix2.ValueDecimal,
priceEnter + Slippage.ValueInt * _tab.Securiti.PriceStep,
priceEnter, StopActivateType.HigherOrEqual);
}
else
{
decimal priceEnter = _lastPcDown - (_lastAtr * KofAtr.ValueDecimal);
_tab.SellAtStop(VolumeFix2.ValueDecimal,
priceEnter - Slippage.ValueInt * _tab.Securiti.PriceStep,
priceEnter, StopActivateType.LowerOrEqyal);
}
}
}
/// <summary>
/// logic open position
/// логика открытия первой позиции и дополнительного входа
/// </summary>
private void LogicOpenPosition(List <Candle> candles)
{
_tab.SellAtStopCancel();
_tab.BuyAtStopCancel();
if (_LastCandleTime != candles[candles.Count - 1].TimeStart)
{
_LastCandleTime = candles[candles.Count - 1].TimeStart;
}
else
{
return;
}
List <Position> openPositions = _tab.PositionsOpenAll;
if (openPositions == null || openPositions.Count == 0)
{
// long
if (Regime.ValueString != "OnlyShort")
{
if (FastMA.Values[FastMA.Values.Count - 1] > SlowMA.Values[SlowMA.Values.Count - 1]
)
{
decimal priceEnter = _lastPcUp + (_lastAtr * KofAtr);
// priceEnter = GetLastFractail(Fractail.ValuesUp);
//_tab.BuyAtStop(VolumeFix1.ValueDecimal, priceEnter + Slipage.ValueDecimal, priceEnter, StopActivateType.HigherOrEqual);
_tab.BuyAtStop(GetVolume(Side.Buy), priceEnter + Slipage.ValueDecimal, priceEnter, StopActivateType.HigherOrEqual);
}
}
// Short
if (Regime.ValueString != "OnlyLong")
{
if (FastMA.Values[FastMA.Values.Count - 1] < SlowMA.Values[SlowMA.Values.Count - 1]
)
{
decimal priceEnter = _lastPcDown - (_lastAtr * KofAtr);
// priceEnter = GetLastFractail(Fractail.ValuesDown);
//_tab.SellAtStop(VolumeFix1.ValueDecimal, priceEnter - Slipage.ValueDecimal, priceEnter, StopActivateType.LowerOrEqyal);
_tab.SellAtStop(GetVolume(Side.Sell), priceEnter - Slipage.ValueDecimal, priceEnter, StopActivateType.LowerOrEqyal);
}
}
return;
}
}
private void Strateg_PositionOpen(Position position)
{
_tab.SellAtStopCancel();
_tab.BuyAtStopCancel();
decimal profit = Math.Abs((_lastPcUp - _lastPcDown)) * 1;
List <Position> openPositions = _tab.PositionsOpenAll;
for (int i = 0; openPositions != null && i < openPositions.Count; i++)
{
if (openPositions[i].Direction == Side.Buy)
{
_tab.SellAtStopCancel();
_tab.CloseAtStop(openPositions[i], _lastPcDown, _lastPcDown - Slipage.ValueDecimal);
_tab.CloseAtProfit(openPositions[i], openPositions[i].EntryPrice + profit + Slipage.ValueDecimal, openPositions[i].EntryPrice + profit);
}
else
{
_tab.BuyAtStopCancel();
_tab.CloseAtStop(openPositions[i], _lastPcUp, _lastPcUp + Slipage.ValueDecimal);
_tab.CloseAtProfit(openPositions[i], openPositions[i].EntryPrice - profit - Slipage.ValueDecimal, openPositions[i].EntryPrice - profit);
}
}
}
private void Strateg_PositionOpen(Position position)
{
List <Position> openPositions = _tab.PositionsOpenAll;
for (int i = 0; openPositions != null && i < openPositions.Count; i++)
{
if (openPositions[i].Direction == Side.Buy)
{
_tab.SellAtStopCancel();
// _tab.CloseAtStop(openPositions[i], _tab.CandlesAll[_tab.CandlesAll.Count-1].Low, _tab.CandlesAll[_tab.CandlesAll.Count - 1].Low - Slipage.ValueDecimal);
// _tab.CloseAtProfit(openPositions[i], openPositions[i].EntryPrice+_lastAtr*0.5m, openPositions[i].EntryPrice + _lastAtr * 0.5m - Slipage.ValueDecimal);
}
else
{
_tab.BuyAtStopCancel();
// _tab.CloseAtStop(openPositions[i], _tab.CandlesAll[_tab.CandlesAll.Count - 1].High, _tab.CandlesAll[_tab.CandlesAll.Count - 1].High + Slipage.ValueDecimal);
// _tab.CloseAtProfit(openPositions[i], openPositions[i].EntryPrice - _lastAtr * 0.5m, openPositions[i].EntryPrice + _lastAtr * 0.5m + Slipage.ValueDecimal);
}
}
}
private void LogicOpenPosition(List <Candle> candles)
{
decimal lastMa = _sma.DataSeries[0].Values[_sma.DataSeries[0].Values.Count - 1];
decimal lastPrice = candles[candles.Count - 1].Close;
if (lastMa == 0)
{
return;
}
decimal maxToCandleSeries = _channel.DataSeries[0].Values[_channel.DataSeries[0].Values.Count - 1];
decimal minToCandleSeries = _channel.DataSeries[1].Values[_channel.DataSeries[1].Values.Count - 1];
List <Position> positions = _tab.PositionsOpenAll;
if (lastPrice >= lastMa && Regime.ValueString != "OnlyShort")
{
if (positions != null && positions.Count != 0 &&
positions[0].Direction == Side.Buy)
{
if (positions.Count >= MaximumPosition.ValueInt)
{
return;
}
decimal lastIntro = positions[positions.Count - 1].EntryPrice;
if (lastIntro + lastIntro * (PersentDopSell.ValueDecimal / 100) < lastPrice)
{
if (positions.Count >= MaximumPosition.ValueInt)
{
return;
}
_tab.BuyAtLimit(Volume.ValueDecimal, lastPrice + (Slippage.ValueInt * _tab.Securiti.PriceStep));
}
}
else if (positions == null || positions.Count == 0)
{
_tab.SellAtStopCancel();
_tab.BuyAtStopCancel();
_tab.BuyAtStop(Volume.ValueDecimal, maxToCandleSeries + (Slippage.ValueInt * _tab.Securiti.PriceStep), maxToCandleSeries, StopActivateType.HigherOrEqual);
}
}
if (lastPrice <= lastMa && Regime.ValueString != "OnlyLong")
{
if (positions != null && positions.Count != 0 &&
positions[0].Direction == Side.Sell)
{
if (positions.Count >= MaximumPosition.ValueInt)
{
return;
}
decimal lastIntro = positions[positions.Count - 1].EntryPrice;
if (lastIntro - lastIntro * (PersentDopSell.ValueDecimal / 100) > lastPrice)
{
_tab.SellAtLimit(Volume.ValueDecimal, lastPrice - (Slippage.ValueInt * _tab.Securiti.PriceStep));
}
}
else if (positions == null || positions.Count == 0)
{
if (positions != null && positions.Count >= MaximumPosition.ValueInt)
{
return;
}
_tab.SellAtStopCancel();
_tab.BuyAtStopCancel();
_tab.SellAtStop(Volume.ValueDecimal, minToCandleSeries - (Slippage.ValueInt * _tab.Securiti.PriceStep), minToCandleSeries, StopActivateType.LowerOrEqyal);
}
}
}
