internal double ProfitInPosition(TransactionPairBinary binary, double price)
{
if (binary.Completed)
{
price = binary.ExitPrice;
}
return(profitLossCalculation.CalculateProfit(binary.Direction, binary.EntryPrice, price));
}
public void ExitComboTrade(LogicalFill fill)
{
TransactionPairBinary comboTrade = comboTradesBinary.Tail;
comboTrade.Exit(fill.Price, fill.Time, fill.PostedTime, model.Chart.ChartBars.BarCount, fill.OrderId, fill.OrderSerialNumber);
comboTradesBinary.Tail = comboTrade;
double pnl = profitLoss.CalculateProfit(comboTrade.Direction, comboTrade.EntryPrice, comboTrade.ExitPrice);
pnl = Math.Round(pnl, 2);
Equity.OnChangeClosedEquity(pnl);
if (trace)
{
log.Trace("Exit Trade: " + comboTrade);
}
if (tradeDebug && !model.QuietMode)
{
tradeLog.Debug(model.Name + "," + Equity.ClosedEquity + "," + pnl + "," + comboTrade);
}
if (model is Strategy)
{
Strategy strategy = (Strategy)model;
LogicalOrder filledOrder;
if (!strategy.TryGetOrderById(fill.OrderId, out filledOrder))
{
throw new ApplicationException("A fill for order id: " + fill.OrderId + " was incorrectly routed to: " + strategy.Name);
}
strategy.OnExitTrade(fill, filledOrder);
}
if (model is Portfolio)
{
var portfolio = (Portfolio)model;
portfolio.OnExitTrade();
}
}
private double CalcProfitLoss(TransactionPairBinary binary)
{
double result;
if (profitLoss2Calculation == null)
{
result = profitLossCalculation.CalculateProfit(binary.Direction, binary.EntryPrice, binary.ExitPrice);
}
else
{
double profitLoss;
double costs;
profitLoss2Calculation.CalculateProfit(binary, out profitLoss, out costs);
result = profitLoss - costs;
}
return(result.Round());
}