Пример #1
0
        public static double CalculateRisk(double p_PriceLine, double p_StopLossLine, double p_Percentage, AdditionalData p_AdditionalData, CrossCurrencyData p_CrossCurrencyData)
        {
            if (p_AdditionalData == null)
                return 0;

            int l_risk = (int)(p_AdditionalData.AccountBalance * p_Percentage / 100);
            int l_volumeOnRisk = 0;

            if (p_AdditionalData.SymbolCurrency.EndsWith(p_AdditionalData.AccountCurrency))
            {
                l_volumeOnRisk = (int)(l_risk / (Math.Abs(p_StopLossLine - p_PriceLine)));
            }
            else if (p_AdditionalData.SymbolCurrency.StartsWith(p_AdditionalData.AccountCurrency))
            {
                l_volumeOnRisk = (int)(l_risk / (Math.Abs(p_StopLossLine - p_PriceLine)) * p_PriceLine);
            }
            else
            {
                if (p_CrossCurrencyData == null)
                {
                    //throw new Exception("No cross currency data provided");
                    return 0;
                }
                if (p_CrossCurrencyData.CurrencyPair.StartsWith(p_AdditionalData.AccountCurrency))
                {
                    l_volumeOnRisk = (int)(l_risk * p_CrossCurrencyData.Ask / (Math.Abs(p_StopLossLine - p_PriceLine)));
                }
                else
                {
                    l_volumeOnRisk = (int)(l_risk / p_CrossCurrencyData.Ask / (Math.Abs(p_StopLossLine - p_PriceLine)));
                }
            }

            l_volumeOnRisk = (int)(l_volumeOnRisk / 1000) * 1000;
            return l_volumeOnRisk;
        }
 private AdditionalData GetAddData()
 {
     AdditionalData l_Result = new AdditionalData();
     l_Result.AccountBalance = Account.Balance;
     l_Result.AccountCurrency = Account.Currency;
     l_Result.SymbolPipSize = Symbol.PipSize;
     l_Result.SymbolPointSize = Symbol.PointSize;
     l_Result.SymbolCurrency = Symbol.Code;
     l_Result.Ask = Symbol.Ask;
     l_Result.Bid = Symbol.Bid;
     return l_Result;
 }
Пример #3
0
 public void SendAdditionalData(AdditionalData p_Data)
 {
     DashboardInstance.SendAdditionalData(p_Data);
 }
        private void SetPlotModel()
        {
            if (oxyMainPlot.Model != null)
                oxyMainPlot.Model = null;
            PlotModel l_PlotModel = new PlotModel("Remote CTrader chart");
            l_PlotModel.PlotAreaBorderColor = OxyColor.FromRgb(0, 0, 0);

            CandleStickSeries l_CandleSticks = new CandleStickSeries();
            l_CandleSticks.DataFieldClose = "Close";
            l_CandleSticks.DataFieldOpen = "Open";
            l_CandleSticks.DataFieldHigh = "Max";
            l_CandleSticks.DataFieldLow = "Min";
            l_CandleSticks.DataFieldX = "Time";

            l_CandleSticks.CandleWidth = 5;

            l_CandleSticks.Background = OxyColor.FromRgb(0, 0, 0);

            if (m_SelectedRobot > 0)
            {
                m_MarketData = m_PipeProxy.GetMarketDataByLength(m_SelectedRobot, 100);
                m_AdditionalData = m_PipeProxy.GetAdditionalData(m_SelectedRobot);
            }
            l_CandleSticks.ItemsSource = m_MarketData;
            l_PlotModel.Series.Add(l_CandleSticks);

            #region Bottom Axis setup
            DateTimeAxis l_BottomAxis = new DateTimeAxis();
            l_BottomAxis.StringFormat = "yy-MM-dd hh:mm";
            l_BottomAxis.IntervalType = DateTimeIntervalType.Auto;
            l_BottomAxis.FontSize = 8;
            l_PlotModel.Axes.Add(l_BottomAxis);
            l_BottomAxis.AxisChanged += l_BottomAxis_AxisChanged;
            #endregion

            #region Side Axis setup
            LinearAxis l_SideAxis = new LinearAxis();
            l_PlotModel.Axes.Add(l_SideAxis);
            l_SideAxis.AxisChanged += l_SideAxis_AxisChanged;
            #endregion

            #region Initialize top line
            m_TopLine = new LineAnnotation();
            m_TopLine.Color = OxyColor.FromRgb(125, 230, 125);
            m_TopLine.LineStyle = LineStyle.Solid;
            m_TopLine.StrokeThickness = 3;
            m_TopLine.Type = LineAnnotationType.Horizontal;
            m_TopLine.Selectable = true;
            m_TopLine.TextColor = m_TopLine.Color;
            m_TopLine.Y = m_MarketData.Last().Close;
            m_TopLine.Text = m_TopLine.Y.ToString("N4");

            l_PlotModel.Annotations.Add(m_TopLine);
            #endregion

            #region Initialize bottom line
            m_BottomLine = new LineAnnotation();
            m_BottomLine.Color = OxyColor.FromRgb(230, 125, 125);
            m_BottomLine.LineStyle = LineStyle.Solid;
            m_BottomLine.StrokeThickness = 3;
            m_BottomLine.Type = LineAnnotationType.Horizontal;
            m_BottomLine.Selectable = true;
            m_BottomLine.Y = m_MarketData.Last().Close;
            m_BottomLine.TextColor = m_BottomLine.Color;
            m_BottomLine.Text = m_BottomLine.Y.ToString("N4");
            l_PlotModel.Annotations.Add(m_BottomLine);
            #endregion

            #region Initialize pending order line
            m_PendingLine = new LineAnnotation();
            m_PendingLine.Color = OxyColor.FromRgb(125, 125, 230);
            m_PendingLine.LineStyle = LineStyle.Solid;
            m_PendingLine.StrokeThickness = 3;
            m_PendingLine.Type = LineAnnotationType.Horizontal;
            m_PendingLine.Selectable = true;
            m_PendingLine.Y = m_MarketData.Last().Close;
            m_PendingLine.TextColor = m_PendingLine.Color;
            m_PendingLine.Text = m_PendingLine.Y.ToString("N4");
            if(chbPEnabled.IsEnabled)
                l_PlotModel.Annotations.Add(m_PendingLine);
            #endregion

            oxyMainPlot.Model = l_PlotModel;
            l_PlotModel.Updated += l_PlotModel_Updated;
        }
 public void SendAdditionalData(AdditionalData p_Data)
 {
     m_AdditionalData = p_Data;
 }