private bool IsInNegativeArea(int index, Position position, LossStrategy strategy)
{
if (strategy == LossStrategy.FULL_CANDLE)
{
if (position.TradeType == TradeType.Buy)
{
return(Robot.MarketSeries.High[index] < position.EntryPrice);
}
return(Robot.MarketSeries.Low[index] > position.EntryPrice);
}
if (strategy == LossStrategy.CANDLE_BODY)
{
if (position.TradeType == TradeType.Buy)
{
return(Robot.MarketSeries.Open[index] < position.EntryPrice && Robot.MarketSeries.Close[index] < position.EntryPrice);
}
return(Robot.MarketSeries.Open[index] > position.EntryPrice && Robot.MarketSeries.Close[index] > position.EntryPrice);
}
return(false);
}
private void ApplyNegativeProfitStrategy(Position position, LossStrategy strategy)
{
if (Params.CandlesInNegativeArea > 0)
{
int negativeBarsCount = 0;
for (int i = positionStartIndex(position) + 1; i < lastBarIndex() - 1; i++) // check only for finished bars
{
if (IsInNegativeArea(i, position, strategy))
{
negativeBarsCount++;
}
}
Func <Position, double> negativeBreakOffset = p => (p.EntryPrice - p.StopLoss.Value) * Params.NegativeBreakEvenOffset;
if (position.TradeType == TradeType.Sell)
{
negativeBreakOffset = p => (p.StopLoss.Value - p.EntryPrice) * -Params.NegativeBreakEvenOffset;
}
if (negativeBarsCount == Params.CandlesInNegativeArea)
{
logger.Info(String.Format("Moving Profit to Breakeven as {0}% of original Stop Loss. Reason: {1} candle(s) in negative area", Params.NegativeBreakEvenOffset, negativeBarsCount));
Robot.Print("Moving Profit to Breakeven as {0}% of original Stop Loss. Reason: {1} candle(s) in negative area", Params.NegativeBreakEvenOffset, negativeBarsCount);
double newPrice = position.EntryPrice - negativeBreakOffset(position);
TradeResult result = Robot.ModifyPosition(position, position.StopLoss, newPrice);
if (result.IsSuccessful)
{
Robot.Print(result.Error);
negativeBePositions.Add(position);
}
else
{
Robot.Print(result.Error.ToString());
}
}
}
}
