private bool AlreadyOpenedBreakDownPosition(double value)
{
//if(OpenedOrders.Count > 0 && OpenedOrders.Last().CurrentValue > OpenedOrders.Last().StopLoss)
// return true;
foreach (DelayedPositionInfo info in DelayedPositions)
{
if (info.Mark == "RW" && Math.Abs(info.Price - value) / value < 0.005)
{
return(true);
}
}
foreach (OpenPositionInfo info in OpenedOrders)
{
if (info.Mark != "RW")
{
continue;
}
SRValue res = SRIndicator.FindSupportByTime(info.CandlestickTime);
if (res != null && info.Type == OrderType.Buy && SRIndicator.BelongsSameSupportLevel(res))
{
return(true);
}
}
return(false);
}
protected bool AlreadyOpenedPingPongPosition()
{
if (OpenedOrders.Count > 0 && OpenedOrders.Last().CurrentValue > OpenedOrders.Last().StopLoss)
{
return(true);
}
CombinedStrategyDataItem last = (CombinedStrategyDataItem)StrategyData.Last();
foreach (OpenPositionInfo info in OpenedOrders)
{
if (info.Mark != "PP")
{
continue;
}
SRValue res = SRIndicator2.FindSupportByTime(info.CandlestickTime);
if (res != null && info.Type == OrderType.Buy && (SRIndicator2.BelongsSameSupportLevel(res) || last.Index - info.DataItemIndex < 5))
{
return(true);
}
}
return(false);
}
protected virtual void ProcessTickerCore()
{
if (Ticker.CandleStickData.Count < StrategyStartItemsCount) /// need back data for simulation
{
return;
}
if (Ticker.OrderBook.IsDirty || Ticker.OrderBook.Asks.Count == 0)
{
return;
}
CombinedStrategyDataItem item = (CombinedStrategyDataItem)StrategyData.Last();
if (!string.IsNullOrEmpty(item.Mark)) // processed
{
return;
}
if (SRIndicator.Resistance.Count == 0 || SRIndicator.Support.Count == 0 ||
SRIndicator2.Resistance.Count == 0 || SRIndicator2.Support.Count == 0)
{
return;
}
SRValue lr = SRIndicator.Resistance.Last();
SRValue ls = SRIndicator.Support.Last();
//double spread = lr.Value - ls.Value;
double lastAsk = Ticker.OrderBook.Asks[0].Value;
double spreadFromResistance = lastAsk - SRIndicator2.Resistance.Last().Value; //(lastAsk - lr.Value);
double spreadFromSupport = (ls.Value - lastAsk);
//item.BreakPercent = spreadFromResistance / item.SRSpread * 100;
item.SpreadBaseResistance = spreadFromResistance;
item.SRSpread = (SRIndicator2.Resistance.Last().Value - SRIndicator.Support.Last().Value) / SRIndicator2.Support.Last().Value * 100;
if (BreakUpSettings.Enable && spreadFromResistance > BreakUpSettings.MinBreakValue && spreadFromResistance < BreakUpSettings.MaxBreakValue) // to high
{
if (!AlreadyOpenedBreakUpPosition())
{
OpenBreakUpPosition(lastAsk);
}
//EnableTrailingForPingPong();
}
else if (BreakDownSettings.Enable && spreadFromSupport > BreakDownSettings.MinSupportBreakValue) // to low
{
double probableBottom = GetProbableBottom(lastAsk);
double openValue = 0;
if (probableBottom != 0)
{
openValue = probableBottom + (ls.Value - probableBottom) * 0.1; // 10% addition
}
if (openValue == 0 || openValue >= lastAsk)
{
probableBottom = 0;
openValue = lastAsk;
}
if (!AlreadyOpenedBreakDownPosition(openValue))
{
OpenBreakDownPosition(openValue, ls.Value, probableBottom != 0);
}
}
else
{
SRValue lr2 = SRIndicator2.Resistance.Last();
SRValue ls2 = SRIndicator2.Support.Last();
double spread2 = lr2.Value - ls2.Value;
double pc = (lastAsk - ls2.Value) / spread2;
if (PingPongSettings.Enable &&
item.SRSpread > PingPongSettings.MinimalPriceRangeInPc &&
pc > 0 && pc < 0.1 && ls.Length > PingPongSettings.SupportLevelLength) // minimal spread
{
if (!AlreadyOpenedPingPongPosition())
{
OpenPingPongPosition(lastAsk, lr2.Value, ls2.Value);
}
}
}
ProcessDelayedPositions();
ProcessLongPositions();
item.Earned = Earned;
return;
}
