示例#1
0
 /// <summary>
 /// Create Short Order and Stop.
 /// </summary>
 private void DoEnterShort()
 {
     _orderentershort = SubmitOrder(new StrategyOrderParameters {
         Direction = OrderDirection.Sell, Type = OrderType.Market, Quantity = GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), SignalName = this.GetType().Name + " " + PositionType.Short + "_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), Instrument = this.Instrument, TimeFrame = this.TimeFrame
     });
     SetUpStopLoss(_orderentershort.Name, CalculationMode.Price, Bars[0].Close * 1.05, false);
     SetUpProfitTarget(_orderentershort.Name, CalculationMode.Price, Bars[0].Close / 1.11);
 }
 /// <summary>
 /// Create Long Order and Stop.
 /// </summary>
 private void DoEnterLong()
 {
     _orderenterlong = EnterLong(GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), this.GetType().Name + " " + PositionType.Long + "_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), this.Instrument, this.TimeFrame);
     //SetStopLoss(_orderenterlong.Name, CalculationMode.Price, this._orb_indicator.RangeLow, false);
     //SetStopLoss(_orderenterlong.Name, CalculationMode.Price, Bars[0].Close * 0.95, false);
     //SetStopLoss(_orderenterlong.Name, CalculationMode.Price, this._orb_indicator.RangeLow, false);
     //SetProfitTarget(_orderenterlong.Name, CalculationMode.Price, this._orb_indicator.TargetLong);
 }
示例#3
0
        private void DoEnterShort()
        {
            _orderentershort = SubmitOrder(new StrategyOrderParameters {
                Direction = OrderDirection.Sell, Type = OrderType.Market, Quantity = GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager,
                                                                                                                                    this.Root.Core.PreferenceManager,
                                                                                                                                    this.Instrument, Bars[0].Close), SignalName =
                    "PopGun_Short_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), Instrument =
                    this.Instrument, TimeFrame = this.TimeFrame
            });
            if (UseStopLoss)
            {
                SetUpStopLoss(_orderentershort.Name, CalculationMode.Price, this._popgun_indicator.PopGunTriggerLong, false);
            }

            if (UseTrailingStop)
            {
                SetUpTrailStop(_orderenterlong.Name, CalculationMode.Ticks, 10, false);
            }
            //SetUpProfitTarget(_orderentershort.Name, CalculationMode.Price, <<<<TARGET>>>>);
        }
示例#4
0
        /// <summary>
        /// Create Short Order and Stop.
        /// </summary>
        private void DoEnterShort()
        {
            if (this._orderentershort == null)
            {
                string entryreason = "ORB_Short_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString();
                _orderentershort = SubmitOrder(new StrategyOrderParameters {
                    Direction = OrderDirection.Sell, Type = OrderType.Market, Quantity = GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), SignalName = entryreason, Instrument = this.Instrument, TimeFrame = this.TimeFrame
                });
                if (this.UseStopLoss)
                {
                    SetUpStopLoss(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.RangeHigh, false);
                }
                if (this.UseProfitTarget)
                {
                    SetUpProfitTarget(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.TargetShort);
                }

                if (this.StatisticBacktesting)
                {
                    _statisticshort = new Statistic(this, PositionType.Short);
                    this._statisticshort.SetEntry(entryreason, _orderentershort.Quantity, Bars[0].Close, Bars[0].Time, OrderType.Market);
                }
            }
        }
 /// <summary>
 /// Create Short Order and Stop.
 /// </summary>
 private void DoEnterShort()
 {
     _orderentershort = EnterShort(GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), "ORB_Short_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), this.Instrument, this.TimeFrame);
     SetStopLoss(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.RangeHigh, false);
     SetProfitTarget(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.TargetShort);
 }
示例#6
0
 /// <summary>
 /// Create SHORT order.
 /// </summary>
 private void DoEnterShort()
 {
     if (_orderentershort == null)
     {
         _orderentershort = SubmitOrder(new StrategyOrderParameters {
             Direction = OrderDirection.Sell, Type = OrderType.Market, Quantity = GlobalUtilities.AdjustPositionToRiskManagement(this.Root.Core.AccountManager, this.Root.Core.PreferenceManager, this.Instrument, Bars[0].Close), SignalName = this.DisplayName + "_" + OrderDirection.Sell + "_" + this.Instrument.Symbol + "_" + Bars[0].Time.Ticks.ToString(), Instrument = this.Instrument, TimeFrame = this.TimeFrame
         });
         //SetUpStopLoss(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.RangeHigh, false);
         //SetUpProfitTarget(_orderentershort.Name, CalculationMode.Price, this._orb_indicator.TargetShort);
     }
 }