protected void checkExitOrderCompleted(Series <DateTime, MarketDataElement> series)
{
if (!execution.isPositionOnSignalOnClose())
{
return;
}
immediatePnLAfterPositionClose = 0;
int index = execution.getIndexClosedAppOrder();
log.Info("[Strategy] : Exit Strategy Executed!!!");
if (index == 1)
{
log.Info("Executed Rule = " + execution.PendingOrder1.TriggerRule);
log.Info("Executed Rule Remark = " + execution.PendingOrder1.Remark);
}
else
{
log.Info("Executed Rule = " + execution.PendingOrder2.TriggerRule);
log.Info("Executed Rule Remark = " + execution.PendingOrder2.Remark);
}
log.Info("******************************************************************");
lastExecutePrice = execution.getFilledPrice();
lastSignalPrice = execution.getSignalPriceForExecution();
execution.completePendingSignal();
stgHelper.cancelPendingTrades();
execution.flushCompletSignal();
if (execution.CurrentMarketPosition == 0)
{
immediatePnLAfterPositionClose = execution.PnL;
execution.PnL = 0;
}
immediateOrderExit = true;
}
public void test_CompletePendingSignal()
{
ISignalContext context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_1Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(2, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell1Contract_1Complete(), "Sell Order");
context.completePendingSignal();
Assert.AreEqual(0, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_10Contract_10Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(11, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = -1;
context.setPendingSignal1(AppConstant.SELL_SIGNAL, 22000, createOrder_Sell10Contract_10Complete(), "Sell Order");
context.completePendingSignal();
Assert.AreEqual(-11, context.CurrentMarketPosition);
context = new SignalContext();
context.CurrentMarketPosition = 1;
context.setPendingSignal1(AppConstant.BUY_SIGNAL, 20000, createOrder_Buy1Contract_0Complete(), "Buy Order");
context.completePendingSignal();
Assert.AreEqual(1, context.CurrentMarketPosition);
}
private void checkExitOrderCompleted(Series <DateTime, MarketDataElement> series)
{
if (!execution.isPositionOnSignalOnClose())
{
return;
}
int index = execution.getIndexClosedAppOrder();
log.Info("[Strategy] : Exit Strategy Executed!!!");
if (index == 1)
{
log.Info("Take Profit Executed!!!");
}
else
{
log.Info("Cutloss Executed!!!");
}
log.Info("******************************************************************");
lastExecutePrice = execution.getFilledPrice();
lastSignalPrice = execution.getSignalPriceForExecution();
execution.completePendingSignal();
stgHelper.cancelPendingTrades();
execution.flushCompletSignal();
}
