/// <summary>
/// Create a trade with automatic SL and TP levels set.
/// SL/TP levels are set based on the current account balance (even if 'idx' != 0)</summary>
/// <param name="instr">The instrument to be traded</param>
/// <param name="tt">Whether to buy or sell</param>
/// <param name="label">Optional. An identifying name for the trade</param>
/// <param name="ep">Optional. The price at which the trade was entered. (default is current ask/bid price)</param>
/// <param name="sl">Optional. The stop loss (absolute) to use instead of automatically finding one</param>
/// <param name="tp">Optional. The take profit (absolute) to use instead of automatically finding one</param>
/// <param name="risk">Optional. Scaling factor for the amount to risk. (default is 1.0)</param>
/// <param name="comment">Optional. A comment/tag associated with the trade</param>
/// <param name="idx">Optional. The instrument index of when the trade was created. (default is the current time)</param>
public Trade(Instrument instr, TradeType tt, string label = null, QuoteCurrency?ep = null, QuoteCurrency?sl = null, QuoteCurrency?tp = null, double?risk = null, string comment = null, Idx?idx = null, EResult result = EResult.Unknown)
: this(instr, tt, label, 0, null, null, 0, comment : comment, idx : idx, result : result)
{
try
{
var bot = instr.Bot;
var sign = tt.Sign();
Idx index = idx ?? 0;
bot.Debugging.Trace("Creating Trade (Index = {0})".Fmt(TradeIndex));
// If the index == 0, add the fractional index amount
if (index == 0)
{
var ticks_elapsed = bot.UtcNow.Ticks - instr.Latest.Timestamp;
var ticks_per_candle = instr.TimeFrame.ToTicks();
EntryIndex += Maths.Clamp((double)ticks_elapsed / ticks_per_candle, 0.0, 1.0);
ExitIndex = EntryIndex;
}
// Set the trade entry price
EP = ep ?? (index == 0
? (QuoteCurrency)instr.CurrentPrice(sign) // Use the latest price
: (QuoteCurrency)instr[index].Open + (sign > 0 ? instr.Symbol.Spread : 0)); // Use the open price of the candle at 'index'
// Choose a risk scaler
risk = risk ?? 1.0;
// Find the account currency value of the available risk
var balance_to_risk = bot.Broker.BalanceToRisk * risk.Value;
if (balance_to_risk == 0)
{
throw new Exception("Insufficient available risk. Current Risk: {0}%, Maximum Risk: {1}%".Fmt(100 * bot.Broker.TotalRiskFrac, 100.0 * bot.Settings.MaxRiskFrac));
}
// Require the SL to be at least 2 * the median candle size
var volatility = instr.Symbol.QuoteToAcct(2 * instr.MCS * instr.Symbol.VolumeMin);
if (balance_to_risk < volatility)
{
throw new Exception("Insufficient available risk. Volatility: {0}, Balance To Risk: {1}".Fmt(volatility, balance_to_risk));
}
// Get the instrument to recommend trade exit conditions
var exit = instr.ChooseTradeExit(tt, EP, idx: index, risk: risk);
TP = tp != null ? tp.Value : exit.TP;
SL = sl != null ? sl.Value : exit.SL;
Volume = sl != null?instr.Bot.Broker.ChooseVolume(instr, sl.Value / risk.Value) : exit.Volume;
}
catch (Exception ex)
{
Error = ex;
}
}