public void setIExitHandling(IExitHandling ieh)
{
iexithandling = ieh;
if (ieh == null)
{
iehdata = null;
return;
}
try {
byte[] mem = new byte[32768];
MemoryStream memstr = new MemoryStream(mem, true);
ibKastl.Helper.BinaryFormatterHelper.Write(iexithandling, memstr);
//Zweistein.NinjaTraderLog.Process("setIExitHandling:", iexithandling.ToString(), NinjaTrader.Cbi.LogLevel.Warning, NinjaTrader.Cbi.LogCategories.Strategy);
byte[] used = new byte[(int)memstr.Position];
byte[] res = memstr.ToArray();
for (int i = 0; i < (int)memstr.Position; i++)
{
used[i] = res[i];
}
iehdata = Convert.ToBase64String(used, Base64FormattingOptions.None);
}
catch (Exception e) {
Zweistein.NinjaTraderLog.Process("setIExitHandling:", e.Message, NinjaTrader.Cbi.LogLevel.Warning, NinjaTrader.Cbi.LogCategories.Strategy);
if (strategybase.TraceOrders)
{
strategybase.Print(e.Message + " " + e.Source);
}
}
}
public void setStrategyBase(NinjaTrader.NinjaScript.StrategyBase s)
{
strategybase = s;
SetBaseCurrency(s.Account.Denomination);
if (!string.IsNullOrEmpty(iehdata))
{
try
{
BinaryFormatter bf = new BinaryFormatter();
MemoryStream memstr = new MemoryStream(Convert.FromBase64String(iehdata), true);
iexithandling = ibKastl.Helper.BinaryFormatterHelper.Read <IExitHandling>(memstr, Assembly.GetExecutingAssembly());
Zweistein.NinjaTraderLog.Process("SingleSpread.setStrategyBase:", iexithandling.ToString(), NinjaTrader.Cbi.LogLevel.Warning, NinjaTrader.Cbi.LogCategories.Strategy);
}
catch (Exception e) {
Zweistein.NinjaTraderLog.Process("SingleSpread.setStrategyBase:", e.Message, NinjaTrader.Cbi.LogLevel.Warning, NinjaTrader.Cbi.LogCategories.Strategy);
if (strategybase.TraceOrders)
{
strategybase.Print(e.Message + " SOURCE:" + e.Source);
}
}
}
string tmp = "iexithandling=";
if (iexithandling == null)
{
Zweistein.NinjaTraderLog.Process("SingleSpread.setStrategyBase:", "iexithandling==null", NinjaTrader.Cbi.LogLevel.Warning, NinjaTrader.Cbi.LogCategories.Strategy);
tmp += "null";
}
else
{
tmp += iexithandling.ToString();
}
if (strategybase.TraceOrders)
{
strategybase.Print(tmp);
}
entry[0].setStrategyBase(s);
entry[1].setStrategyBase(s);
exit[0].setStrategyBase(s);
exit[1].setStrategyBase(s);
}
public static void StrategyHandleClickedButton(StrategyBase strategy, ClickhandlerArgs cha, Queue <SingleSpread> spreads, string strratio, LegEntryType leg1entrytype, LegEntryType leg2entrytype, object ieh)
{
int _units = cha.Units;
// bool b= mut.WaitOne(new TimeSpan(0,0,3));
// if (b == false) throw new TimeoutException("clickcustomhandler mutex timeout");
switch (cha.ClickedButton)
{
case ClickedButton.Close:
lock (spreads){
foreach (SingleSpread spread in spreads)
{
spread.Exit(LegExitType.Market, LegExitType.Market);
}
}
break;
case ClickedButton.Reverse:
lock (spreads){
foreach (SingleSpread s in spreads)
{
s.Reverse();
}
}
break;
case ClickedButton.GoLong:
lock (spreads){
foreach (SingleSpread s in spreads)
{
if (s.MarketPosition != MarketPosition.Long)
{
Zweistein.NinjaTraderLog.Process("GoLong: already Short", "", LogLevel.Error, LogCategories.User);
if (strategy.TraceOrders)
{
strategy.Print("GoLong: already Short");
}
return;
}
}
//strategy.Account.Currency
SingleSpread spread = new SingleSpread(MarketPosition.Long, _units, strratio, strategy);
spread.Entry(leg1entrytype, leg2entrytype);
IExitHandling eh = ieh as IExitHandling;
spread.setIExitHandling(eh);
if (cha.Guid != null)
{
spread.Guid = cha.Guid;
}
spreads.Enqueue(spread);
}
break;
case ClickedButton.GoShort:
lock (spreads){
foreach (SingleSpread s in spreads)
{
if (s.MarketPosition != MarketPosition.Short)
{
Zweistein.NinjaTraderLog.Process("GoShort: already Long", "", LogLevel.Error, LogCategories.User);
if (strategy.TraceOrders)
{
strategy.Print("GoShort: already Long");
}
return;
}
}
SingleSpread spread = new SingleSpread(MarketPosition.Short, _units, strratio, strategy);
spread.Entry(leg1entrytype, leg2entrytype);
IExitHandling eh = ieh as IExitHandling;
spread.setIExitHandling(eh);
if (cha.Guid != null)
{
spread.Guid = cha.Guid;
}
spreads.Enqueue(spread);
}
break;
}
}
