public void Play(Chart chart)
{
var highLastDay = chart.GetLastDayQuotations(DateTime.Now).Where(w => w.IsInEuropeTimeFrame())?.DefaultIfEmpty().Max(m => m?.High ?? 0) ?? 0;
var lowLastDay = chart.GetLastDayQuotations(DateTime.Now).Where(x => x.IsInEuropeTimeFrame())?.DefaultIfEmpty().Min(m => m?.Low ?? 0) ?? 0;
var lastQuotation = chart.GetLastQuotation();
if (!TodayPlayedSymbol() && Account.GetOpenTransaction(chart.Symbol) != null)
{
if (lastQuotation.Close > (highLastDay + Instrument.Spread * Math.Pow(10, 0 - Instrument.Precision)))
{
var volumen = Instrument.ComputeVolumeToBuyByMaxPrice(MaxPriceOneTransaction, Instrument.Valuation.BidPrice);
var openPriceToPrecision = lastQuotation.Close * Math.Pow(10, Instrument.Precision);
var closePriceToPrecision = highLastDay * Math.Pow(10, Instrument.Precision);
var takeProfit = Math.Abs(closePriceToPrecision - openPriceToPrecision) / 10d;
var stopLoss = takeProfit;
if (ComputeProcentOfProfit(Instrument, volumen, MaxPriceOneTransaction, takeProfit) >= 2)
{
Account.AddTransaction(1, Instrument, lastQuotation.Close, stopLoss, takeProfit, volumen, TypeTransaction.Sell, lastQuotation.Time, typeof(InsideBarStrategy).Name);
}
}
else if (lastQuotation.Close + Instrument.Spread * Math.Pow(10, 0 - Instrument.Precision) < lowLastDay)
{
var volumen = Instrument.ComputeVolumeToBuyByMaxPrice(MaxPriceOneTransaction, Instrument.Valuation.BidPrice);
var openPriceToPrecision = lastQuotation.Close * Math.Pow(10, Instrument.Precision);
var closePriceToPrecision = lowLastDay * Math.Pow(10, Instrument.Precision);
var takeProfit = Math.Abs(closePriceToPrecision - openPriceToPrecision) / 10d;
var stopLoss = takeProfit;
if (ComputeProcentOfProfit(Instrument, volumen, MaxPriceOneTransaction, takeProfit) >= 2)
{
Account.AddTransaction(1, Instrument, lastQuotation.Close, stopLoss, takeProfit, volumen, TypeTransaction.Buy, lastQuotation.Time, typeof(InsideBarStrategy).Name);
}
}
}
}
public void Should_return_0dot02_volumen_can_buy_when_have_1500_pln_on_index_DE30()
{
var symbol = "DE30";
var categoryName = CategoryName.Index;
var contractSize = 25;
var bidPrice = 12265.3;
var askPrice = 12267.8;
var currency = "EUR";
var laverage = 5;
var precision = 1;
var spread = 1;
var valuation = new Valuation(bidPrice, askPrice);
var instrument = new Instrument(symbol, categoryName, currency, valuation, new TimeSpan(02, 00, 00));
instrument.SetContractSize(contractSize);
instrument.SetLeverage(laverage);
instrument.SetPrecision(precision);
instrument.SetSpread(spread);
var volumeToBuy = instrument.ComputeVolumeToBuyByMaxPrice(1500, instrument.Valuation.BidPrice);
Assert.Equal(0.02M, volumeToBuy);
}
private decimal GetVolumen(TypeTransaction typeTransaction)
{
if (typeTransaction.Equals(TypeTransaction.Buy))
{
return(Instrument.ComputeVolumeToBuyByMaxPrice(MaxPriceOneTransaction, Instrument.Valuation.AskPrice));
}
if (typeTransaction.Equals(TypeTransaction.Sell))
{
return(Instrument.ComputeVolumeToBuyByMaxPrice(MaxPriceOneTransaction, Instrument.Valuation.BidPrice));
}
return(0);
}
public Task Play(string info, string interval)
{
var volume = (decimal)Instrument.ComputeVolumeToBuyByMaxPrice(1000, Instrument.Valuation.BidPrice);
var transaction = Account.GetOpenTransaction(Instrument.Symbol);
if (info == "MOCNE KUP")
{
if (transaction != null)
{
if (transaction.TypeTransaction.Equals(TypeTransaction.Sell))
{
Account.CloseTransaction(transaction.OrderId, Instrument.Valuation.AskPrice, DateTime.Now);
}
}
if (interval == "60")
{
Account.AddTransaction(1, Instrument, Instrument.Valuation.AskPrice, null, null, volume, TypeTransaction.Buy, DateTime.Now, typeof(TechnicalAnalysisStrategy).Name);
}
}
else if (info == "MOCNE SPRZEDAJ")
{
if (transaction != null)
{
if (transaction.TypeTransaction.Equals(TypeTransaction.Buy))
{
Account.CloseTransaction(transaction.OrderId, Instrument.Valuation.AskPrice, DateTime.Now);
}
}
if (interval == "60")
{
Account.AddTransaction(1, Instrument, Instrument.Valuation.BidPrice, null, null, volume, TypeTransaction.Sell, DateTime.Now, typeof(TechnicalAnalysisStrategy).Name);
}
}
else
{
if (transaction != null)
{
if (transaction.TypeTransaction == TypeTransaction.Buy)
{
Account.CloseTransaction(transaction.OrderId, Instrument.Valuation.AskPrice, DateTime.Now);
}
if (transaction.TypeTransaction == TypeTransaction.Sell)
{
Account.CloseTransaction(transaction.OrderId, Instrument.Valuation.BidPrice, DateTime.Now);
}
}
}
return(Task.CompletedTask);
}
public void Play(Chart chart)
{
var lastQuotation = chart.GetLastQuotation();
var transaction = Account.GetOpenTransaction(Instrument.Symbol);
if (transaction != null)
{
if (transaction.DateOpen.Date < lastQuotation.Time.Date)
{
Account.CloseTransaction(transaction.OrderId, lastQuotation.Close, lastQuotation.Time);
}
}
if (Account.GetOpenTransaction(Instrument.Symbol) == null)
{
var volumen = Instrument.ComputeVolumeToBuyByMaxPrice(MaxPriceOneTransaction, lastQuotation.Close);
Account.AddTransaction(0, Instrument, lastQuotation.Close, null, null, volumen, TypeTransaction.Buy, lastQuotation.Time, typeof(BuyOnEndDayStrategy).Name);
}
}
public void Play(Chart chart)
{
var lastQuotation = chart.GetLastQuotation();
CloseTransaction(lastQuotation);
chart.SetInsideBar(lastQuotation.Time);
if (chart.HasInsideBar() && Account.GetOpenTransaction(chart.Symbol) != null)
{
if (!TodayPlayedSymbol())
{
if (BreakingDownChart(lastQuotation, chart))
{
var volumen = Instrument.ComputeVolumeToBuyByMaxPrice(MaxPriceOneTransaction, lastQuotation.Close);
Account.AddTransaction(1, Instrument, lastQuotation.Close, null, null, volumen, TypeTransaction.Sell, lastQuotation.Time, typeof(InsideBarStrategy).Name);
}
else if (BreakingOutChart(lastQuotation, chart))
{
var volumen = Instrument.ComputeVolumeToBuyByMaxPrice(MaxPriceOneTransaction, lastQuotation.Close);
Account.AddTransaction(1, Instrument, lastQuotation.Close, null, null, volumen, TypeTransaction.Buy, lastQuotation.Time, typeof(InsideBarStrategy).Name);
}
}
}
}