public double Execute(IPosition pos, int barNum)
{
if (pos == null)
{
return(0);
}
double stop;
var curProfit = pos.OpenMFE(barNum);
var entryPrice = pos.EntryPrice;
if (UseCalcPrice)
{
var ep1 = entryPrice;
var ep2 = CalcEntryPrice.EntryPrice(pos, barNum);
var diff = (ep1 - ep2) * (pos.IsLong ? 1 : -1);
curProfit += diff;
entryPrice = ep2;
}
if (curProfit > TrailEnable)
{
double shift = curProfit - TrailLoss;
stop = entryPrice + (pos.IsLong ? shift : -shift);
}
else
{
double shift = -StopLoss;
stop = entryPrice + (pos.IsLong ? shift : -shift);
}
return(stop);
}
public double Execute(IPosition pos, int barNum)
{
if (pos == null)
{
return(0);
}
double stop;
var curProfit = pos.OpenMFE(barNum);
var entryPrice = pos.EntryPrice;
if (UseCalcPrice)
{
var ep2 = CalcEntryPrice.EntryPrice(pos, barNum);
var diff = (entryPrice - ep2) * (pos.IsLong ? 1 : -1);
curProfit += diff;
entryPrice = ep2;
}
curProfit *= 100 / entryPrice * pos.Security.Margin;
if (curProfit > TrailEnable)
{
double shift = (curProfit - TrailLoss) / 100;
stop = entryPrice * (1 + (pos.IsLong ? shift : -shift));
}
else
{
double shift = (0 - StopLoss) / 100;
stop = entryPrice * (1 + (pos.IsLong ? shift : -shift));
}
return(stop);
}
public double Execute(IPosition pos, int barNum)
{
if (pos == null)
{
return(0);
}
double stop;
var curProfit = pos.OpenMFE(barNum);
var entryPrice = pos.EntryPrice;
if (UseCalcPrice)
{
var ep2 = CalcEntryPrice.EntryPrice(pos, barNum);
var diff = (entryPrice - ep2) * (pos.IsLong ? 1 : -1);
curProfit += diff;
entryPrice = ep2;
}
curProfit *= 100 / entryPrice * pos.Security.Margin;
if (curProfit > TrailEnable)
{
double shift = (curProfit - TrailLoss) / 100;
stop = entryPrice * (1 + (pos.IsLong ? shift : -shift));
}
else
{
double shift = (0 - StopLoss) / 100;
stop = entryPrice * (1 + (pos.IsLong ? shift : -shift));
}
var lastStop = pos.GetStop(barNum);
// ReSharper disable CompareOfFloatsByEqualityOperator
if (lastStop == 0)
// ReSharper restore CompareOfFloatsByEqualityOperator
{
return(stop);
}
return(pos.IsLong ? Math.Max(stop, lastStop) : Math.Min(stop, lastStop));
}