private float CalculateBrickSize()
{
if (lastPrices.Length < AutosizePeriod)
{
return(pointCost * brickSize);
}
if (VolatilityType == RencoVolatilityType.азмах)
{
return((lastPrices.Max(c => c.high) - lastPrices.Min(c => c.low)) * AutosizeScale);
}
//if (VolatilityType == RencoVolatilityType.ATR)
return(lastPrices.Average(p => p.high - p.low) * AutosizeScale);
}
private void OpenDeal(float price, int dealSide)
{
var dealVolumeDepo = CalculateVolume(ticker);
if (dealVolumeDepo == 0)
{
return;
}
// Посчитать stopLoss и takeProfit
stopLoss = StopLossPoints == 0
? dealSide > 0 ? extremumQueue.Min(q => q.a) : extremumQueue.Max(q => q.a)
: price - dealSide * DalSpot.Instance.GetAbsValue(ticker, (float)StopLossPoints);
takeProfit = TakeProfitPoints == 0
? extremumQueue.First.a
: price + dealSide * DalSpot.Instance.GetAbsValue(ticker, (float)TakeProfitPoints);
// очистить очередь экстремумов
extremumQueue.Clear();
// открыть сделку
robotContext.SendNewOrderRequest(
protectedContext.MakeProtectedContext(),
RequestUniqueId.Next(),
new MarketOrder
{
AccountID = robotContext.AccountInfo.ID,
Magic = Magic,
Symbol = ticker,
Volume = dealVolumeDepo,
Side = dealSide,
StopLoss = stopLoss,
TakeProfit = takeProfit * TakeRange / 100,
ExpertComment = "DoubleTopRobot"
},
OrderType.Market, 0, 0);
}