private void OnNewOrderTrades(IEnumerable <MyTrade> trades)
{
// для каждой сделки добавляем защитную пару стратегии
/*
* var protectiveStrategies = trades.Select(t =>
* {
* // выставляет стоп-лосс в deflevel пунктов
* var stopLoss = new StopLossStrategy(t, deflevel);
* stopLoss.IsTrailing = true;
* return stopLoss;
* });
*
* //ChildStrategies.AddRange(protectiveStrategies);
* foreach (var st in protectiveStrategies)
* ChildStrategies.Add(st);
* */
StopLossStrategy stopLoss = new StopLossStrategy(trades.ToArray <MyTrade>()[0], 40);
stopLoss.IsTrailing = true;
stopLoss.WhenError().Do(() => { this.AddInfoLog("ololo"); });
stopLoss.WhenNewMyTrades().Do(() => { this.AddInfoLog("ololo111"); });
ChildStrategies.Add(stopLoss);
}
private void ProtectMyNewTrades(IEnumerable<MyTrade> trades)
{
foreach (MyTrade trade in trades)
{
var takeProfit = new TakeProfitStrategy(trade, this.TakeProfitUnit) { UseQuoting = this.UseQuoting, IsTrailing = true, BestPriceOffset = this.BestPriceOffset, PriceOffset = 1 };
var stopLoss = new StopLossStrategy(trade, this.StopLossUnit) { UseQuoting = this.UseQuoting, IsTrailing = true, BestPriceOffset = this.BestPriceOffset, PriceOffset = 1 };
var takeProfitStopLoss = new TakeProfitStopLossStrategy(takeProfit, stopLoss);
ChildStrategies.Add(takeProfitStopLoss);
//var stopLoss = new StopLossCandleStrategy(this.CandleSeries, trade, this.StopLossUnit);
//ChildStrategies.Add(stopLoss);
this.AddInfoLog("Hurrah, we have new trade (#{0}) and I've protected it.", trade.Trade.Id);
};
}