public static decimal GetGBPPerPip(
this IBrokersCandlesService candleService,
IMarketDetailsService marketsService,
IBroker broker, string market, decimal lotSize,
DateTime date, bool updateCandles)
{
var marketDetails = marketsService.GetMarketDetails(broker.Name, market);
decimal price = 0M;
// If market contains GBP, then use the market for the price
if (market.Contains("GBP"))
{
price = (decimal)candleService.GetLastClosedCandle(market, broker, Timeframe.D1, date, updateCandles).Value.OpenBid;
if (market.StartsWith("GBP"))
{
price = 1M / price;
}
}
else
{
// Try to get GBP candle, if it exists
var marketForPrice = !market.Contains("/") ? $"GBP/{marketDetails.Currency}" : $"GBP/{market.Split('/')[1]}";
if (!marketsService.HasMarketDetails(broker.Name, marketForPrice))
{
marketForPrice = $"{marketForPrice.Split('/')[1]}/{marketForPrice.Split('/')[0]}";
}
if (marketForPrice == "GBP/GBP")
{
price = 1M;
}
else
{
// Get candle price, if it exists
if (marketsService.HasMarketDetails(broker.Name, marketForPrice))
{
price = (decimal)candleService.GetLastClosedCandle(marketForPrice, broker, Timeframe.D1, date, updateCandles).Value.OpenBid;
}
else
{
// Otherwise, try to get the USD candle and convert back to GBP
// Try to get $ candle and convert to £
var usdCandle = candleService.GetLastClosedCandle($"USD/{market.Split('/')[1]}", broker, Timeframe.D1, date, updateCandles);
var gbpUSDCandle = candleService.GetLastClosedCandle("GBP/USD", broker, Timeframe.D1, date, updateCandles);
price = (decimal)gbpUSDCandle.Value.OpenBid / (decimal)usdCandle.Value.OpenBid;
}
}
if (marketForPrice.StartsWith("GBP"))
{
price = 1M / price;
}
}
return(lotSize * (decimal)marketDetails.ContractMultiplier * (decimal)marketDetails.PointSize * price);
}
public static decimal GetTradeProfit(this Trade trade, DateTime dateTimeUTC, Timeframe candlesTimeframe,
IBrokersCandlesService candlesService, MarketDetails marketDetails, IBroker broker, bool updateCandles)
{
if (trade.EntryPrice == null || trade.EntryDateTime == null)
{
return(0M);
}
if (trade.CloseDateTime != null && trade.CloseDateTime.Value <= dateTimeUTC)
{
return(trade.Profit ?? 0M);
}
if (trade.EntryDateTime >= dateTimeUTC)
{
return(0M);
}
var latestCandle = candlesService.GetLastClosedCandle(
trade.Market, broker, candlesTimeframe, dateTimeUTC, updateCandles);
if (latestCandle != null && trade.PricePerPip != null)
{
var closePriceToUse = trade.TradeDirection == TradeDirection.Long
? (decimal)latestCandle.Value.CloseBid
: (decimal)latestCandle.Value.CloseAsk;
var profitPips = PipsHelper.GetPriceInPips(trade.TradeDirection == TradeDirection.Long ? closePriceToUse - trade.EntryPrice.Value : trade.EntryPrice.Value - closePriceToUse, marketDetails);
var totalRunningTime = (DateTime.UtcNow - trade.EntryDateTime.Value).TotalDays;
var runningTime = (trade.EntryDateTime.Value - dateTimeUTC).TotalDays;
var tradeProfit = trade.PricePerPip.Value * profitPips +
(!totalRunningTime.Equals(0.0) && trade.Rollover != null
? trade.Rollover.Value * (decimal)(runningTime / totalRunningTime)
: 0M);
return(tradeProfit);
}
return(0M);
}
private void UpdateChartData(List <Trade> trades)
{
var series = new XyDataSeries <DateTime, double>();
Task.Run(() =>
{
var xvalues = new List <DateTime>();
var yvalues = new List <double>();
var startedTrades = trades.Where(t => t.EntryDateTime != null && !t.Ignore).ToList();
if (startedTrades.Count > 0)
{
var earliest = startedTrades.OrderBy(t => t.EntryDateTime).First().EntryDateTime.Value.Date;
var latest = DateTime.UtcNow;
var broker = _brokerService.GetBroker("FXCM");
for (var date = earliest; date <= latest; date = date.AddDays(1))
{
var balance = 10000M;
var currentTrades = trades.Where(t => t.EntryDateTime <= date).ToList();
foreach (var t in currentTrades)
{
if (date >= t.CloseDateTime)
{
balance += (decimal)t.Profit.Value;
}
else
{
var risk = t.RiskAmount.Value;
var candle =
_brokersCandlesService.GetLastClosedCandle(t.Market, _brokerService.GetBroker(t.Broker), Timeframe.D1, date,
false);
var price = (decimal)(t.TradeDirection == TradeDirection.Long
? candle.Value.CloseBid
: candle.Value.CloseAsk);
/*var stopDist = t.InitialStop.Value - t.EntryPrice;
* var profit = (((decimal)price - t.EntryPrice.Value) / stopDist) * risk;*/
var profit = price * t.EntryQuantity.Value - t.EntryPrice.Value * t.EntryQuantity.Value; //TODO Add commission
balance += (decimal)profit;
}
}
xvalues.Add(date);
yvalues.Add((double)balance);
}
series.Append(xvalues, yvalues);
}
_dispatcher.Invoke(() =>
{
var renderableSeries = new FastLineRenderableSeries
{
DataSeries = series,
StrokeThickness = 2
};
SeriesList.Add(renderableSeries);
});
});
}
