private void OpenPosition(TradeType tradeType, double stopLossInPips, double takeProfitInPips, double volumeInUnits)
{
if (volumeInUnits == 0)
{
return;
}
if (Template.MaxStopLossPips > 0)
{
#if cAlgo
// TODO: only print if not backtesting
if (!IsBacktesting)
{
Print($"[sl] MaxStopLossPips {Template.MaxStopLossPips}. Reducing from {stopLossInPips}.");
}
#endif
stopLossInPips = double.IsNaN(stopLossInPips) ? Template.MaxStopLossPips : Math.Min(Template.MaxStopLossPips, stopLossInPips);
#if cAlgo
if (!IsBacktesting)
{
Print($" -- confirm: {stopLossInPips}.");
}
#endif
}
//if (tradeType == TradeType.Sell) { stopLossInPips = -stopLossInPips; }
TradeResult result = null;
if (Modes.HasFlag(BotMode.Live) || Modes.HasFlag(BotMode.Demo) || IsBacktesting)
{
result = ExecuteMarketOrder(tradeType, Symbol, volumeInUnits, Label, stopLossInPips, takeProfitInPips);
}
if (!IsBacktesting)
{
var accountPosition = result?.Position;
if (accountPosition != null || Modes.HasFlag(BotMode.Paper) || Modes.HasFlag(BotMode.Scanner))
{
var botPosition = new BotPosition(accountPosition, this, this.Symbol, tradeType, stopLossInPips, takeProfitInPips, volumeInUnits);
if (accountPosition != null)
{
BotPositionDict.Add(accountPosition, botPosition);
}
OnNewPosition(botPosition);
}
}
}
protected void OnNewPosition(BotPosition p)
{
//var trailers = new List<IOnBar>();
/*
* p.onBars.Add(new StopLossTrailer(p)
* {
* //EndValue = 0.85,
* EndValue = 0.5,
* ValueUnit = Unit.Profit,
* Key = new RangedNumber(15, Unit.Bars),
* Function = DoubleFunctions.Linear
* });*/
//var closePointsTSL = new StopLossTrailerConfig
//{
// Input = new RangedNumber(1, Unit.ClosePoints, 0.2),
// StopLossLocation = new RangedNumber(0.85, Unit.NearChannel, 0.5),
// Function = DoubleFunctions.Linear
//};
//p.onBars.Add(new StopLossTrailer(p, closePointsTSL));
}
public StopLossTrailer(BotPosition position, StopLossTrailerConfig config)
{
this.position = position;
this.config = config;
}
public override void updateBotPosition(BotPosition enc, BotPosition imu, Ice.Current current)
{
CurrentPosition = enc;
Console.WriteLine("BotPosition: x = {0}, y = {1}, theta = {2}",
imu.x, imu.y, imu.theta);
}
