public Trade CreateMarketEntry(string broker, decimal entryPrice, DateTime entryTime,
TradeDirection direction, decimal amount, string market, string baseAsset,
decimal?stop, decimal?limit,
Timeframe?timeframe = null, string strategies = null, string comments = null, bool alert = false,
CalculateOptions calculateOptions = CalculateOptions.Default,
TradeUpdateMode updateMode = TradeUpdateMode.Default)
{
var trade = new Trade {
Broker = broker, CalculateOptions = calculateOptions
};
if (stop != null)
{
trade.AddStopPrice(entryTime, stop.Value);
}
if (limit != null)
{
trade.AddLimitPrice(entryTime, limit.Value);
}
trade.Market = market;
trade.BaseAsset = baseAsset;
trade.TradeDirection = direction;
trade.EntryPrice = entryPrice;
trade.EntryDateTime = entryTime;
trade.EntryQuantity = amount;
trade.Timeframe = timeframe;
trade.Alert = alert;
trade.Comments = comments;
trade.Strategies = strategies;
trade.UpdateMode = updateMode;
return(trade);
}
public Trade CreateOrder(string broker, decimal entryOrder, Candle latestCandle,
TradeDirection direction, decimal amount, string market, string baseAsset, DateTime?orderExpireTime,
decimal?stop, decimal?limit, CalculateOptions calculateOptions = CalculateOptions.Default)
{
var orderDateTime = latestCandle.CloseTime();
var trade = new Trade {
CalculateOptions = calculateOptions
};
trade.SetOrder(orderDateTime, entryOrder, market, direction, amount, orderExpireTime);
if (stop != null)
{
trade.AddStopPrice(orderDateTime, stop.Value);
}
if (limit != null)
{
trade.AddLimitPrice(orderDateTime, limit.Value);
}
trade.Broker = broker;
trade.BaseAsset = baseAsset;
if (direction == TradeDirection.Long)
{
trade.OrderType = (float)entryOrder <= latestCandle.CloseAsk ? OrderType.LimitEntry : OrderType.StopEntry;
}
else
{
trade.OrderType = (float)entryOrder <= latestCandle.CloseBid ? OrderType.StopEntry : OrderType.LimitEntry;
}
return(trade);
}
public static void TrailIndicatorValues(Trade trade, Candle candle, IndicatorValues indicatorValues)
{
if (trade.EntryDateTime == null || trade.EntryPrice == null || !indicatorValues.HasValue || trade.InitialStop == null)
{
return;
}
// Get current
var currentIndicatorValue = (decimal)indicatorValues.Value;
// Get value at the time of the trade
var index = indicatorValues.Values.BinarySearchGetItem(i => indicatorValues.Values[i].TimeTicks, 0, trade.EntryDateTime.Value.Ticks, BinarySearchMethod.PrevLowerValueOrValue);
if (index == -1)
{
return;
}
var initialIndicator = indicatorValues[index];
if (initialIndicator == null)
{
return;
}
var initialIndicatorValue = initialIndicator.Value;
var stopDist = Math.Abs((decimal)initialIndicatorValue - trade.InitialStop.Value);
var newStop = trade.TradeDirection == TradeDirection.Long
? currentIndicatorValue - stopDist
: currentIndicatorValue + stopDist;
if (trade.StopPrice != newStop)
{
if (trade.TradeDirection == TradeDirection.Long && newStop > trade.StopPrice)
{
trade.AddStopPrice(candle.CloseTime(), newStop);
}
else if (trade.TradeDirection == TradeDirection.Short && newStop < trade.StopPrice)
{
trade.AddStopPrice(candle.CloseTime(), newStop);
}
}
}
public static void ClearStop(this Trade trade, Candle lastCandle)
{
if (trade.CloseDateTime != null)
{
MessageBox.Show("Trade is now closed");
return;
}
if (trade.EntryPrice != null)
{
MessageBox.Show("Trade is now open so cannot clear stop");
return;
}
if (trade.StopPrices.Count > 0)
{
var date = lastCandle.CloseTime();
trade.AddStopPrice(date, null);
}
}
public static void SetTradeStop(this Trade trade, Candle lastCandle, double price)
{
if (trade.CloseDateTime != null)
{
MessageBox.Show("Trade is now closed");
return;
}
if (trade.TradeDirection == TradeDirection.Long && ((trade.OrderPrice == null && price > lastCandle.CloseBid) || (trade.OrderPrice != null && trade.EntryPrice == null && (decimal)price > trade.OrderPrice.Value)))
{
MessageBox.Show("Invalid stop", "Invalid value", MessageBoxButton.OK);
return;
}
if (trade.TradeDirection == TradeDirection.Short && ((trade.OrderPrice == null && price < lastCandle.CloseAsk) || (trade.OrderPrice != null && trade.EntryPrice == null && (decimal)price < trade.OrderPrice.Value)))
{
MessageBox.Show("Invalid stop", "Invalid value", MessageBoxButton.OK);
return;
}
var date = lastCandle.CloseTime();
trade.AddStopPrice(date, (decimal)price);
}
