private MovArgRobotTag GetTrendSide(string symbol)
{
// получить открытые ордера
List <MarketOrder> openedOrders;
GetMarketOrders(out openedOrders);
openedOrders = openedOrders ?? new List <MarketOrder>();
openedOrders = openedOrders.Where(o => o.Symbol == symbol &&
o.ExpertComment == ExpertComment).ToList();
if (openedOrders.Count > 0 && !enterWhileOpened)
{
return(new MovArgRobotTag(0, 0));
}
// получить еще и закрытые ордера - нужно 5 последних
List <MarketOrder> closedOrders;
robotContext.GetOrdersByFilter(robotContext.AccountInfo.ID,
true, new OrderFilterAndSortOrder
{
filterMagic = Magic,
filterTicker = symbol,
takeCount = Math.Max(dealsToChangeTrend, MartingaleChainLength),
filterExpertComment = ExpertComment,
sortByTimeEnter = true,
sortAscending = false
}, out closedOrders);
openedOrders.AddRange(closedOrders ?? new List <MarketOrder>());
if (openedOrders.Count == 0)
{
return(new MovArgRobotTag());
}
openedOrders = openedOrders.OrderByDescending(o => o.TimeEnter).ToList();
var sideLength = 1;
var lastTag = MovArgRobotTag.ParseComment(openedOrders[0].Comment);
for (var i = 1; i < openedOrders.Count; i++)
{
var tag = MovArgRobotTag.ParseComment(openedOrders[i].Comment);
if (tag.Trend != lastTag.Trend)
{
break;
}
sideLength++;
}
var newTrend = sideLength < dealsToChangeTrend ? lastTag.Trend : -lastTag.Trend;
var martinChainNum = (openedOrders[0].IsClosed && openedOrders[0].ResultDepo > 0) ? 1
: lastTag.MartinChainNum + 1;
return(new MovArgRobotTag(newTrend, martinChainNum));
}
private void OpenOrder(int dealSign, string symbol, CandleDataBidAsk lastCandle, MovArgRobotTag orderTag)
{
var volumeMultiplier = (100 + (MartingalePercent * (orderTag.MartinChainNum - 1))) / 100M;
var volume = CalculateVolume(symbol,
base.Leverage == null ? null : base.Leverage * volumeMultiplier,
FixedVolume == null ? null : (int?) (FixedVolume.Value * volumeMultiplier));
if (volume == 0)
{
events.Add(string.Format("{0} {1} отменена - объем равен 0", dealSign > 0 ? "покупка" : "продажа", symbol));
return;
}
var enterPrice = dealSign > 0 ? lastCandle.closeAsk : lastCandle.close;
var point = pointCost[symbol];
var stopLoss = enterPrice - dealSign * (float)point * StopLossPoints;
var takeProfit = enterPrice + dealSign * (float)point * TakeProfitPoints;
var order = new MarketOrder
{
AccountID = robotContext.AccountInfo.ID,
Magic = Magic,
Symbol = symbol,
Volume = volume,
Side = dealSign,
StopLoss = stopLoss,
TakeProfit = takeProfit,
ExpertComment = ExpertComment,
Comment = orderTag.MakeComment()
};
var status = NewOrder(order,
OrderType.Market,
0, 0);
if (status != RequestStatus.OK)
events.Add(string.Format("Ошибка добавления ордера {0} {1}: {2}",
dealSign > 0 ? "BUY" : "SELL", symbol, status));
}
private void OpenOrder(int dealSign, string symbol, CandleDataBidAsk lastCandle, MovArgRobotTag orderTag)
{
var volumeMultiplier = (100 + (MartingalePercent * (orderTag.MartinChainNum - 1))) / 100M;
var volume = CalculateVolume(symbol,
base.Leverage == null ? null : base.Leverage * volumeMultiplier,
FixedVolume == null ? null : (int?)(FixedVolume.Value * volumeMultiplier));
if (volume == 0)
{
events.Add(string.Format("{0} {1} отменена - объем равен 0", dealSign > 0 ? "покупка" : "продажа", symbol));
return;
}
var enterPrice = dealSign > 0 ? lastCandle.closeAsk : lastCandle.close;
var point = pointCost[symbol];
var stopLoss = enterPrice - dealSign * (float)point * StopLossPoints;
var takeProfit = enterPrice + dealSign * (float)point * TakeProfitPoints;
var order = new MarketOrder
{
AccountID = robotContext.AccountInfo.ID,
Magic = Magic,
Symbol = symbol,
Volume = volume,
Side = dealSign,
StopLoss = stopLoss,
TakeProfit = takeProfit,
ExpertComment = ExpertComment,
Comment = orderTag.MakeComment()
};
var status = NewOrder(order,
OrderType.Market,
0, 0);
if (status != RequestStatus.OK)
{
events.Add(string.Format("Ошибка добавления ордера {0} {1}: {2}",
dealSign > 0 ? "BUY" : "SELL", symbol, status));
}
}
