public void SendOrderToMarketMANUALCLOSE(Trade trade)
{
double price = trade.BuyorSell == Trade.BuySell.Buy ? HiSat.LivePrice.Offer : HiSat.LivePrice.Bid;
ExcelLink.xlTradeOrder o = new xlTradeOrder()
{
BS = trade.BuyorSell,
Price = price,
Volume = trade.TradeVolume,
Contract = WebSettings.General.OTS_INST,
};
try
{
e.Connect();
e.WriteOrder(o);
e.Disconnect();
OrderSendEvent oe = new OrderSendEvent();
oe.Success = true;
oe.Trade = trade;
onOrderSend(this, oe);
e.StartCheckWhenOrderCompletedTimer(10000);
}
catch (Exception ex)
{
OrderSendEvent oe = new OrderSendEvent();
oe.Success = false;
oe.Trade = trade;
onOrderSend(this, oe);
}
}
public void SendOrderToMarketGenetic(Trade trade)
{
if (trade.BuyorSell != Trade.BuySell.None)
{
double price = WebSettings.TradeApproach.AdjustPriceToStrategy(trade, HiSat.LivePrice.Bid, HiSat.LivePrice.Offer);
trade.TradedPrice = price;
ExcelLink.xlTradeOrder o = new xlTradeOrder()
{
BS = trade.BuyorSell,
Price = price,
Volume = trade.TradeVolume,
Contract = trade.InstrumentName,
};
e.Connect();
e.WriteOrder(o);
e.Disconnect();
OrderSendEvent oe = new OrderSendEvent();
oe.Success = true;
oe.Trade = trade;
onOrderSend(this, oe);
e.StartCheckWhenOrderCompletedTimer(10000);
}
}
public Trade GetCloseTrade()
{
Trade nT = new Trade();
nT = LastTrade;
nT.TimeStamp = DateTime.UtcNow.AddHours(2);
nT.IndicatorNotes = "MANUAL CLOSE";
nT.ForeColor = Color.Orange;
nT.BackColor = Color.Black;
nT.TradeVolume = WebSettings.General.VOL;
if (LastTrade.Reason == Trade.Trigger.OpenLong)
{
nT.Reason = Trade.Trigger.CloseLong;
nT.BuyorSell = Trade.BuySell.Sell;
}
if (LastTrade.Reason == Trade.Trigger.OpenShort)
{
nT.Reason = Trade.Trigger.CloseShort;
nT.BuyorSell = Trade.BuySell.Buy;
}
return nT;
}
static public void InsertTradeLog(Trade TradeObject)
{
try
{
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString;
TradeLog l = new TradeLog
{
Time = TradeObject.TimeStamp,
BuySell = TradeObject.BuyorSell.ToString(),
Reason = TradeObject.Reason.ToString(),
Notes = TradeObject.IndicatorNotes.ToString(),
Price = (int)TradeObject.TradedPrice,
Volume = TradeObject.TradeVolume,
ForeColor = TradeObject.ForeColor.ToKnownColor().ToString(),
BackColor = TradeObject.BackColor.ToKnownColor().ToString()
};
dc.TradeLogs.InsertOnSubmit(l);
dc.SubmitChanges();
}
catch (Exception ex)
{
Debug.WriteLine("Cannot write Log");
Debug.WriteLine(ex.Message);
}
}
public static void LoadPrice()
{
var path = @"D:\ohlcPL.csv";
int tradecount = 0;
using (StreamReader sr = new StreamReader(path))
{
while (sr.Peek() >= 0)
{
var s = sr.ReadLine().Split(',');
var d = DateTime.Parse(s[0]);
var t = DateTime.Parse(s[1]);
var stamp = new DateTime(d.Year, d.Month, d.Day, t.Hour, t.Minute, 00);
var trade = new Trade()
{
TimeStamp = stamp,
OHLC = new Price(stamp, double.Parse(s[3]), double.Parse(s[4]), double.Parse(s[5]), double.Parse(s[6]), "Test"),
TradeVolume = int.Parse(s[7]),
TradeTrigger = GetTrigger(s[2]),
};
if (trade.TradeTrigger == Trade.Trigger.CloseLong || trade.TradeTrigger == Trade.Trigger.CloseShort)
{
trade.Position = false;
_position = false;
trade.Notes = tradecount.ToString();
}
if (trade.TradeTrigger == Trade.Trigger.OpenLong || trade.TradeTrigger == Trade.Trigger.OpenShort)
{
trade.Position = true;
_position = true;
tradecount++;
trade.Notes = tradecount.ToString();
}
if (trade.TradeTrigger == Trade.Trigger.None)
{
trade.Position = _position;
trade.Notes = tradecount.ToString();
}
Trades.Add(trade);
}
}
var T = Trades.Last();
Console.WriteLine(Trades.Count + " prices imported");
Console.WriteLine("Last trade : " + T.TimeStamp + "\nOpen - " + T.OHLC.Open + "\nHigh - " + T.OHLC.High + "\nLow - " + T.OHLC.Low + "\nClose - " + T.OHLC.Close + "\nVol - " + T.TradeVolume + "\nTrigger - " + T.TradeTrigger);
Console.WriteLine("\n");
}
private AlsiUtils.Trade BuildTrade(RuleModelCalc.CalcDataObject.FinalTrigger t)
{
////Test
//t.Trade.TradeTrigger_Open = objTrade.TriggerOpen.ReverseLong;
//t.Trade.TradeTrigger_Close = objTrade.TriggerClose.CloseShort;
var vol = 0;
var T = new AlsiUtils.Trade();
T.BackColor = Color.Black;
T.InstrumentName = WebSettings.General.OTS_INST;
T.BuyorSell = GetBS(t.Trade, out vol);
T.TradeVolume = vol;
return(T);
}
//public static bool PositionManuallyClosed;
public static bool CanCloseTrade(Trade NewTrade)
{
if (!WebSettings.General.MANUAL_CLOSE_TRIGGER) return true;
else
{
if (NewTrade.Reason == Trade.Trigger.CloseLong || NewTrade.Reason == Trade.Trigger.CloseShort)
return false;
if (NewTrade.Reason == Trade.Trigger.OpenLong || NewTrade.Reason == Trade.Trigger.OpenShort)
{
WebSettings.General.MANUAL_CLOSE_TRIGGER = false;
return true;
}
}
return false;
}
public void SendOrderToMarket(Trade trade)
{
if (trade.BuyorSell != Trade.BuySell.None)
{
double price = WebSettings.TradeApproach.AdjustPriceToStrategy(trade, HiSat.LivePrice.Bid, HiSat.LivePrice.Offer);
ExcelLink.xlTradeOrder o = new xlTradeOrder()
{
BS = trade.BuyorSell,
Price = price,
Volume = trade.TradeVolume,
Contract = trade.InstrumentName,
};
try
{
if (ManualTrade.CanCloseTrade(trade))
{
WebUpdate.SetManualTradeTrigger(false);
e.Connect();
e.WriteOrder(o);
e.Disconnect();
OrderSendEvent oe = new OrderSendEvent();
oe.Success = true;
oe.Trade = trade;
onOrderSend(this, oe);
e.StartCheckWhenOrderCompletedTimer(10000);
}
}
catch (Exception ex)
{
OrderSendEvent oe = new OrderSendEvent();
oe.Success = false;
oe.Trade = trade;
onOrderSend(this, oe);
}
}
}
private void SendTEST()
{
bool Matched = true;
var t = new AlsiUtils.Trade()
{
TimeStamp = DateTime.Now,
BuyorSell = Trade.BuySell.Buy,
InstrumentName = "Test",
TradedPrice = 34465,
TradeVolume = 1,
};
var o = new AlsiWebService.xlTradeOrder();
if (t.BuyorSell == Trade.BuySell.Buy)
{
o.BS = AlsiWebService.BuySell.Buy;
}
if (t.BuyorSell == Trade.BuySell.Sell)
{
o.BS = AlsiWebService.BuySell.Sell;
}
o.Timestamp = t.TimeStamp;
o.Volume = t.TradeVolume;
o.Price = t.TradedPrice;
o.Contract = t.InstrumentName;
o.Status = Matched ? AlsiWebService.orderStatus.Completed : AlsiWebService.orderStatus.Ready;
service.InsertNewOrder(o);
var s = new AlsiWebService.AlsiNotifyService();
s.InsertNewOrder(o);
if (t.Reason == Trade.Trigger.CloseLong || t.Reason == Trade.Trigger.CloseLong)
{
WebSettings.General.MANUAL_CLOSE_TRIGGER = true;
}
}
public static void SendSms(Trade trade, SmsMsg Msg, bool AdminEmail)
{
_Msg = Msg;
_SMSTrade = trade;
_Admin = AdminEmail;
BW = new BackgroundWorker();
BW.DoWork += new DoWorkEventHandler(BW_DoWork);
BW.RunWorkerAsync();
}
private void LoadTradeLog(bool todayOnly, bool onlyTrades, int periods)
{
AlsiDBDataContext dc = new AlsiDBDataContext();
liveTradeListView.Items.Clear();
IQueryable<AlsiUtils.TradeLog> tl = null;
int count = dc.TradeLogs.Count();
if (periods > count) return;
if (todayOnly)
{
if (onlyTrades)
{
tl = from x in dc.TradeLogs
where x.Time == DateTime.Now.Date
where x.BuySell != "None"
select x;
}
else
{
tl = from x in dc.TradeLogs
where x.Time == DateTime.Now.Date
select x;
}
}
else
{
if (onlyTrades)
{
tl = (from x in dc.TradeLogs
select x).Skip(count - periods);
tl = tl.Where(z => z.BuySell != "None");
}
else
{
tl = (from x in dc.TradeLogs
select x).Skip(count - periods);
}
}
liveTradeListView.BeginUpdate();
Cursor = Cursors.WaitCursor;
foreach (var v in tl)
{
Trade t = new Trade()
{
TimeStamp = v.Time,
TradeVolume = (int)v.Volume,
BuyorSell = Trade.BuySellFromString(v.BuySell),
IndicatorNotes = v.Notes,
CurrentPrice = (double)v.Price,
ForeColor = Color.FromName(v.ForeColor),
BackColor = Color.FromName(v.BackColor),
Reason = GetTradeReasonFromString(v.Reason),
};
UpdateTradeLog(t, false);
}
liveTradeListView.EndUpdate();
Cursor = Cursors.Default;
}
private Trade SetTradeLogColor(Trade t)
{
switch (t.Reason)
{
case Trade.Trigger.None:
t.ForeColor = Color.DarkGray;
t.BackColor = Color.White;
break;
case Trade.Trigger.OpenLong:
t.ForeColor = Color.Green;
t.BackColor = Color.White;
break;
case Trade.Trigger.CloseLong:
t.ForeColor = Color.Green;
t.BackColor = Color.WhiteSmoke;
break;
case Trade.Trigger.OpenShort:
t.ForeColor = Color.Red;
t.BackColor = Color.White;
break;
case Trade.Trigger.CloseShort:
t.ForeColor = Color.Red;
t.BackColor = Color.WhiteSmoke;
break;
}
return t;
}
private void UpdateTradeLog(Trade t, bool WritetoDB)
{
string time = WritetoDB ? DateTime.UtcNow.AddHours(2).ToString() : t.TimeStamp.ToString();
ListViewItem lvi = new ListViewItem(time);
lvi.SubItems.Add(t.BuyorSell.ToString());
lvi.SubItems.Add(t.Reason.ToString());
lvi.SubItems.Add(t.CurrentPrice.ToString());
lvi.SubItems.Add(t.TradeVolume.ToString());
lvi.SubItems.Add(t.IndicatorNotes.ToString());
lvi.ForeColor = t.ForeColor;
lvi.BackColor = t.BackColor;
liveTradeListView.Items.Add(lvi);
if (WritetoDB) DataBase.InsertTradeLog(t);
var Bid = AlsiTrade_Backend.HiSat.LivePrice.Bid;
var Offer = AlsiTrade_Backend.HiSat.LivePrice.Offer;
var Last = AlsiTrade_Backend.HiSat.LivePrice.Last;
}
private AlsiUtils.Trade BuildTrade(RuleModelCalc.CalcDataObject.FinalTrigger t)
{
////Test
//t.Trade.TradeTrigger_Open = objTrade.TriggerOpen.ReverseLong;
//t.Trade.TradeTrigger_Close = objTrade.TriggerClose.CloseShort;
var vol = 0;
var T = new AlsiUtils.Trade();
T.BackColor = Color.Black;
T.InstrumentName = WebSettings.General.OTS_INST;
T.BuyorSell = GetBS(t.Trade, out vol);
T.TradeVolume = vol;
return T;
}
private static bool CheckDbCount(AlsiWebDataContext dc, Trade trade)
{
int c = dc.WebTradeLogs.Count();
if (c > 0)
{
//var last = dc.WebTradeLogs.Skip(c - 10).Take(10);
}
else
{//create new if db is empty
WebTradeLog wtl = new WebTradeLog()
{
Time = trade.TimeStamp,
BuySell = trade.BuyorSell.ToString(),
Price = (int)trade.TradedPrice,
Reason = trade.Reason.ToString(),
Volume = trade.TradeVolume,
PriceMatched = (int)trade.TradedPrice,
Matched = false,
};
dc.WebTradeLogs.InsertOnSubmit(wtl);
dc.SubmitChanges();
return false;
}
return true;
}
public CompletedTrade()
{
OpenTrade = new Trade();
CloseTrade = new Trade();
}
void e_onMatch(object sender, OrderMatchEventArgs e)
{
var et = e.LastOrder;
Trade t = new Trade()
{
TimeStamp = e.Matched ? e.LastOrder.TimeStamp : DateTime.UtcNow.AddHours(2),
TradedPrice = et.Price,
TradeVolume = et.Volume,
BuyorSell = et.BS,
InstrumentName = et.Contract,
xlRef = et.Reference,
xlMatched = e.Matched,
};
OrderMatchEvent ome = new OrderMatchEvent();
ome.Success = true;
ome.Trade = t;
onOrderMatch(this, ome);
}
static public List<Trade> GetTradeLogFromDatabase(int numberofLogs)
{
List<Trade> logdata = new List<Trade>();
try
{
AlsiDBDataContext dc = new AlsiDBDataContext();
dc.Connection.ConnectionString = AlsiUtils.Data_Objects.GlobalObjects.CustomConnectionString;
var count = (from p in dc.TradeLogs
select (p.Time)).Count();
var result = (from q in dc.TradeLogs
orderby q.Time ascending
select new { q.Time, q.BuySell, q.Reason, q.Price, q.Volume, q.ForeColor, q.BackColor })
.Skip(count - numberofLogs)
.Take(numberofLogs);
foreach (var v in result)
{
Trade l = new Trade();
l.TimeStamp = (DateTime)v.Time;
// l.BuyorSell = v.BuySell;
// l.TradeReason = v.Reason;
l.TradedPrice = (double)v.Price;
l.TradeVolume = (int)v.Volume;
l.ForeColor = Color.FromName(v.ForeColor);
l.BackColor = Color.FromName(v.BackColor);
logdata.Add(l);
}
return logdata;
}
catch (Exception ex)
{
return logdata;
}
}
public static void SendOrder(Trade t, bool Matched)
{
var o = new AlsiWebService.xlTradeOrder();
if (t.BuyorSell == Trade.BuySell.Buy) o.BS = AlsiWebService.BuySell.Buy;
if (t.BuyorSell == Trade.BuySell.Sell) o.BS = AlsiWebService.BuySell.Sell;
o.Timestamp = t.TimeStamp;
o.Volume = t.TradeVolume;
o.Price = t.TradedPrice;
o.Contract = t.InstrumentName;
o.Status = Matched ? AlsiWebService.orderStatus.Completed : AlsiWebService.orderStatus.Ready;
service.InsertNewOrder(o);
var s = new AlsiWebService.AlsiNotifyService();
s.InsertNewOrder(o);
if (t.Reason == Trade.Trigger.CloseLong || t.Reason == Trade.Trigger.CloseLong) WebSettings.General.MANUAL_CLOSE_TRIGGER = true;
}
public static double AdjustPriceToStrategy(Trade trade,double bid,double offer)
{
double last = trade.CurrentPrice;
double spread = WebSettings.TradeApproach.Spread;
if (trade.BuyorSell == Trade.BuySell.Buy)
{
if (Mode == TradeMode.Hit) return offer;
if (Mode == TradeMode.Aggressive) return last + spread;
if (Mode == TradeMode.BestBidOffer) return bid + 1;
if (Mode == TradeMode.BestAgressive) return bid + spread;
}
if (trade.BuyorSell == Trade.BuySell.Sell)
{
if (Mode == TradeMode.Hit) return bid;
if (Mode == TradeMode.Aggressive) return last - spread;
if (Mode == TradeMode.BestBidOffer) return offer- 1;
if (Mode == TradeMode.BestAgressive) return offer - spread;
}
return last;
}
//Step 5
private void GetTrades()
{
TradeList = new List<Trade>();
var Count = SSPOP.Count;
for (int x = 1; x < Count; x++)
{
if (SSPOP[x].Position && !SSPOP[x - 1].Position && SSPOP[x].Trigger != SS_Price.TradeTrigger.CloseEndOfDay)
{
var Opentrade = SSPOP[x];
for (int q = x + 1; q < Count; q++)
{
if (SSPOP[q].Position && SSPOP[q].Trigger != SS_Price.TradeTrigger.None
|| (!SSPOP[q].Position && SSPOP[q].Trigger == SS_Price.TradeTrigger.CloseLong || !SSPOP[q].Position && SSPOP[q].Trigger == SS_Price.TradeTrigger.CloseShort)
|| (!SSPOP[q].Position && SSPOP[q].Trigger == SS_Price.TradeTrigger.CloseEndOfDay)
)
{
var Closetrade = SSPOP[q];
Trade t = new Trade()
{
OpenTrade = Opentrade,
CloseTrade = Closetrade,
};
TradeList.Add(t);
x = q;
break;
}
}
}
}
}
public static TrailTrade GetTrailTrade(Trade trade)
{
var tl = new TrailTrade();
CopyProperties(tl, trade);
return tl;
}
public TakeProfitTrade(Trade trade)
{
this.BuyorSell = trade.BuyorSell;
this.CurrentDirection = trade.CurrentDirection;
this.CurrentPrice = trade.CurrentPrice;
this.Extention = trade.Extention;
this.IndicatorNotes = trade.IndicatorNotes;
this.InstrumentName = trade.InstrumentName;
this.Notes = trade.Notes;
this.OHLC = trade.OHLC;
this.Position = trade.Position;
this.Reason = trade.Reason;
this.RunningProfit = trade.RunningProfit;
this.TimeStamp = trade.TimeStamp;
this.TotalPL = trade.TotalPL;
this.TotalRunningProfit = trade.TotalRunningProfit;
this.TradedPrice = trade.TradedPrice;
this.TradeVolume = trade.TradeVolume;
}
public static Trade.BuySell GetBuySell(Trade.Trigger trigger)
{
switch (trigger)
{
case Trade.Trigger.CloseLong:
return Trade.BuySell.Sell;
break;
case Trade.Trigger.CloseShort:
return Trade.BuySell.Buy;
break;
case Trade.Trigger.OpenLong:
return Trade.BuySell.Buy;
break;
case Trade.Trigger.OpenShort:
return Trade.BuySell.Sell;
break;
case Trade.Trigger.EndOfDayCloseLong:
return Trade.BuySell.Sell;
break;
case Trade.Trigger.EndOfDayCloseShort:
return Trade.BuySell.Buy;
break;
}
return Trade.BuySell.None;
}
private void SendTEST()
{
bool Matched = true;
var t = new AlsiUtils.Trade()
{
TimeStamp = DateTime.Now,
BuyorSell = Trade.BuySell.Buy,
InstrumentName = "Test",
TradedPrice = 34465,
TradeVolume = 1,
};
var o = new AlsiWebService.xlTradeOrder();
if (t.BuyorSell == Trade.BuySell.Buy) o.BS = AlsiWebService.BuySell.Buy;
if (t.BuyorSell == Trade.BuySell.Sell) o.BS = AlsiWebService.BuySell.Sell;
o.Timestamp = t.TimeStamp;
o.Volume = t.TradeVolume;
o.Price = t.TradedPrice;
o.Contract = t.InstrumentName;
o.Status = Matched ? AlsiWebService.orderStatus.Completed : AlsiWebService.orderStatus.Ready;
service.InsertNewOrder(o);
var s = new AlsiWebService.AlsiNotifyService();
s.InsertNewOrder(o);
if (t.Reason == Trade.Trigger.CloseLong || t.Reason == Trade.Trigger.CloseLong) WebSettings.General.MANUAL_CLOSE_TRIGGER = true;
}
public static void SendOrderToWebDB(Trade trade)
{
var dc = new AlsiWebDataContext();
string bs = "none";
if (trade.BuyorSell == Trade.BuySell.Buy) bs = "Buy";
if (trade.BuyorSell == Trade.BuySell.Sell) bs = "Sell";
if (!CheckDbCount(dc, trade)) return;
if (!trade.xlMatched)
{
WebTradeLog wtl = new WebTradeLog()
{
Time = trade.TimeStamp,
BuySell = trade.BuyorSell.ToString(),
Price = (int)trade.TradedPrice,
Reason = trade.Reason.ToString(),
Volume = trade.TradeVolume,
PriceMatched = 0,
Matched = false,
};
// dc.WebTradeLogs.InsertOnSubmit(wtl);
//dc.SubmitChanges();
}
else
{
int c = dc.WebTradeLogs.Count();
var last = dc.WebTradeLogs.Skip(c - 1).Take(1).Single();
last.Time = trade.TimeStamp;
last.Matched = true;
dc.SubmitChanges();
}
}
