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));
}
