protected virtual OpenPositionInfo OpenShortPosition(Ticker ticker, string mark, double value, double amount, bool allowTrailing, bool checkForMinValue, double trailingStopLossPc, double minProfitPc)
{
double spent = ticker.SpentInBaseCurrency(value, amount);
if (1.05 * spent > GetMaxAllowedShortDeposit())
{
return(null);
}
if (checkForMinValue && spent < MinDepositForOpenPosition)
{
return(null);
}
TradingResult res = MarketSell(ticker, value, amount);
if (res == null)
{
return(null);
}
OpenPositionInfo info = new OpenPositionInfo()
{
Ticker = ticker,
DataItemIndex = StrategyData.Count - 1,
Time = DataProvider.CurrentTime,
Type = OrderType.Sell,
Spent = spent + CalcFee(res.Total),
AllowTrailing = allowTrailing,
StopLossPercent = trailingStopLossPc,
OpenValue = res.Value,
OpenAmount = res.Amount,
Amount = res.Amount,
Mark = mark,
AllowHistory = (DataProvider is SimulationStrategyDataProvider),
Total = res.Total,
MinProfitPercent = minProfitPc,
CloseValue = value * (1 + minProfitPc * 0.01),
};
info.UpdateCurrentValue(DataProvider.CurrentTime, res.Value);
OpenedOrders.Add(info);
OrdersHistory.Add(info);
OnOpenShortPosition(info);
UpdateMaxAllowedShortDeposit(-info.Spent);
IOpenedPositionsProvider provider = (IOpenedPositionsProvider)StrategyData.Last();
provider.OpenedPositions.Add(info);
provider.AddMark(mark);
Save();
return(info);
}
protected virtual OpenPositionInfo OpenLongPosition(string mark, double value, double amount, bool allowTrailing, bool checkForMinValue, double trailingStopLossPc, double minProfitPc)
{
if (1.05 * value * amount > MaxAllowedDeposit)
{
return(null);
}
if (checkForMinValue && value * amount < MinDepositForOpenPosition)
{
return(null);
}
TradingResult res = MarketBuy(value, amount);
if (res == null)
{
return(null);
}
OpenPositionInfo info = new OpenPositionInfo()
{
DataItemIndex = StrategyData.Count - 1,
Time = DataProvider.CurrentTime,
Type = OrderType.Buy,
Spent = res.Total + CalcFee(res.Total),
AllowTrailing = allowTrailing,
StopLossPercent = trailingStopLossPc,
OpenValue = res.Value,
OpenAmount = res.Amount,
Amount = res.Amount,
Mark = mark,
AllowHistory = (DataProvider is SimulationStrategyDataProvider),
Total = res.Total,
MinProfitPercent = minProfitPc,
CloseValue = value * (1 + minProfitPc * 0.01),
};
info.UpdateCurrentValue(DataProvider.CurrentTime, res.Value);
OpenedOrders.Add(info);
OrdersHistory.Add(info);
OnOpenLongPosition(info);
MaxAllowedDeposit -= info.Spent;
IOpenedPositionsProvider provider = (CombinedStrategyDataItem)StrategyData.Last();
provider.OpenedPositions.Add(info);
provider.AddMark(mark);
Save();
return(info);
}