void performLong()
{
if (_status.longLots > 0)
{
_rmLong.Update(_price);
if (_rmLong.Warning(0.3m))
{
_longLock = true;
appendSignal(Actions.CloseLong, 1);
}
}
if ((!_longLock) && (_status.longLots == 0))
{
if (_price > _basePrice * (1 + Bar))
{
appendSignal(Actions.OpenLong, 1);
_rmLong = new FloatingMonitor(Direction.Long, _price);
}
}
}
void performShort()
{
if (_status.shortLots > 0)
{
_rmShort.Update(_price);
if (_rmShort.Warning(0.3m))
{
_shortLock = true;
appendSignal(Actions.CloseShort, 1);
}
}
if ((!_shortLock) && (_status.shortLots == 0))
{
if (_price < _basePrice * (1 - Bar))
{
appendSignal(Actions.OpenShort, 1);
_rmShort = new FloatingMonitor(Direction.Short, _price);
}
}
}
void analyse()
{
decimal range = _basePrice * 0.15m / 100;
decimal ratio = _rq.GetTotalVol(_time.AddSeconds(-60), _time) / (_baseVol / 14400 * 60m);
if (ratio > 3m)
{
if (_status.longLots == 0)
{
if (_price > _basePrice)
{
if (tend(range, 3m) == Direction.Long)
{
if (checkPos(Direction.Long, ratio))
{
appendSignal(Actions.OpenLong, 1);
_rmLong = new FloatingMonitor(Direction.Long, _price);
}
}
}
}
if (_status.shortLots == 0)
{
if (_price < _basePrice)
{
if (tend(range, 3m) == Direction.Short)
{
if (checkPos(Direction.Short, ratio))
{
appendSignal(Actions.OpenShort, 1);
_rmShort = new FloatingMonitor(Direction.Short, _price);
}
}
}
}
}
}