/// <summary>
/// Calculate Trade Risk/Reward Ratio and Position Sizing
/// </summary>
/// <returns></returns>
public a1RiskReward_v2 a1RiskReward_v2(Data.IDataSeries input, int fixedShares, FXLotsType lotsType, double userAcctRisk, double userAcctSize, double userDollarRisk)
{
if (cachea1RiskReward_v2 != null)
for (int idx = 0; idx < cachea1RiskReward_v2.Length; idx++)
if (cachea1RiskReward_v2[idx].FixedShares == fixedShares && cachea1RiskReward_v2[idx].LotsType == lotsType && Math.Abs(cachea1RiskReward_v2[idx].UserAcctRisk - userAcctRisk) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserAcctSize - userAcctSize) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserDollarRisk - userDollarRisk) <= double.Epsilon && cachea1RiskReward_v2[idx].EqualsInput(input))
return cachea1RiskReward_v2[idx];
lock (checka1RiskReward_v2)
{
checka1RiskReward_v2.FixedShares = fixedShares;
fixedShares = checka1RiskReward_v2.FixedShares;
checka1RiskReward_v2.LotsType = lotsType;
lotsType = checka1RiskReward_v2.LotsType;
checka1RiskReward_v2.UserAcctRisk = userAcctRisk;
userAcctRisk = checka1RiskReward_v2.UserAcctRisk;
checka1RiskReward_v2.UserAcctSize = userAcctSize;
userAcctSize = checka1RiskReward_v2.UserAcctSize;
checka1RiskReward_v2.UserDollarRisk = userDollarRisk;
userDollarRisk = checka1RiskReward_v2.UserDollarRisk;
if (cachea1RiskReward_v2 != null)
for (int idx = 0; idx < cachea1RiskReward_v2.Length; idx++)
if (cachea1RiskReward_v2[idx].FixedShares == fixedShares && cachea1RiskReward_v2[idx].LotsType == lotsType && Math.Abs(cachea1RiskReward_v2[idx].UserAcctRisk - userAcctRisk) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserAcctSize - userAcctSize) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserDollarRisk - userDollarRisk) <= double.Epsilon && cachea1RiskReward_v2[idx].EqualsInput(input))
return cachea1RiskReward_v2[idx];
a1RiskReward_v2 indicator = new a1RiskReward_v2();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.FixedShares = fixedShares;
indicator.LotsType = lotsType;
indicator.UserAcctRisk = userAcctRisk;
indicator.UserAcctSize = userAcctSize;
indicator.UserDollarRisk = userDollarRisk;
Indicators.Add(indicator);
indicator.SetUp();
a1RiskReward_v2[] tmp = new a1RiskReward_v2[cachea1RiskReward_v2 == null ? 1 : cachea1RiskReward_v2.Length + 1];
if (cachea1RiskReward_v2 != null)
cachea1RiskReward_v2.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cachea1RiskReward_v2 = tmp;
return indicator;
}
}
/// <summary>
/// Calculate Trade Risk/Reward Ratio and Position Sizing
/// </summary>
/// <returns></returns>
public a1RiskReward_v2 a1RiskReward_v2(Data.IDataSeries input, int fixedShares, FXLotsType lotsType, double userAcctRisk, double userAcctSize, double userDollarRisk)
{
if (cachea1RiskReward_v2 != null)
{
for (int idx = 0; idx < cachea1RiskReward_v2.Length; idx++)
{
if (cachea1RiskReward_v2[idx].FixedShares == fixedShares && cachea1RiskReward_v2[idx].LotsType == lotsType && Math.Abs(cachea1RiskReward_v2[idx].UserAcctRisk - userAcctRisk) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserAcctSize - userAcctSize) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserDollarRisk - userDollarRisk) <= double.Epsilon && cachea1RiskReward_v2[idx].EqualsInput(input))
{
return(cachea1RiskReward_v2[idx]);
}
}
}
lock (checka1RiskReward_v2)
{
checka1RiskReward_v2.FixedShares = fixedShares;
fixedShares = checka1RiskReward_v2.FixedShares;
checka1RiskReward_v2.LotsType = lotsType;
lotsType = checka1RiskReward_v2.LotsType;
checka1RiskReward_v2.UserAcctRisk = userAcctRisk;
userAcctRisk = checka1RiskReward_v2.UserAcctRisk;
checka1RiskReward_v2.UserAcctSize = userAcctSize;
userAcctSize = checka1RiskReward_v2.UserAcctSize;
checka1RiskReward_v2.UserDollarRisk = userDollarRisk;
userDollarRisk = checka1RiskReward_v2.UserDollarRisk;
if (cachea1RiskReward_v2 != null)
{
for (int idx = 0; idx < cachea1RiskReward_v2.Length; idx++)
{
if (cachea1RiskReward_v2[idx].FixedShares == fixedShares && cachea1RiskReward_v2[idx].LotsType == lotsType && Math.Abs(cachea1RiskReward_v2[idx].UserAcctRisk - userAcctRisk) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserAcctSize - userAcctSize) <= double.Epsilon && Math.Abs(cachea1RiskReward_v2[idx].UserDollarRisk - userDollarRisk) <= double.Epsilon && cachea1RiskReward_v2[idx].EqualsInput(input))
{
return(cachea1RiskReward_v2[idx]);
}
}
}
a1RiskReward_v2 indicator = new a1RiskReward_v2();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
indicator.Input = input;
indicator.FixedShares = fixedShares;
indicator.LotsType = lotsType;
indicator.UserAcctRisk = userAcctRisk;
indicator.UserAcctSize = userAcctSize;
indicator.UserDollarRisk = userDollarRisk;
Indicators.Add(indicator);
indicator.SetUp();
a1RiskReward_v2[] tmp = new a1RiskReward_v2[cachea1RiskReward_v2 == null ? 1 : cachea1RiskReward_v2.Length + 1];
if (cachea1RiskReward_v2 != null)
{
cachea1RiskReward_v2.CopyTo(tmp, 0);
}
tmp[tmp.Length - 1] = indicator;
cachea1RiskReward_v2 = tmp;
return(indicator);
}
}