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;
}
public CrossCurrencyData GetCrossCurrencyData()
{
StreamReader l_FileReader = null;
string l_SubSymbol = Symbol.Code.Substring(3);
CrossCurrencyData l_Result = new CrossCurrencyData();
if (File.Exists(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\CAlgo\\" + Account.Currency + l_SubSymbol + ".txt"))
{
l_FileReader = File.OpenText(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\CAlgo\\" + Account.Currency + l_SubSymbol + ".txt");
l_Result.CurrencyPair = Account.Currency + l_SubSymbol;
}
else if (File.Exists(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\CAlgo\\" + l_SubSymbol + Account.Currency + ".txt"))
{
l_FileReader = File.OpenText(Environment.GetFolderPath(Environment.SpecialFolder.MyDocuments) + "\\CAlgo\\" + l_SubSymbol + Account.Currency + ".txt");
l_Result.CurrencyPair = l_SubSymbol + Account.Currency;
}
else
{
return null;
}
string l_DataString = l_FileReader.ReadLine();
l_FileReader.Close();
string[] l_DataArray = l_DataString.Split(';');
l_Result.Ask = double.Parse(l_DataArray[0]);
l_Result.Bid = double.Parse(l_DataArray[1]);
l_Result.PipSize = double.Parse(l_DataArray[2]);
l_Result.PointSize = double.Parse(l_DataArray[3]);
return l_Result;
}
