internal void PendingOrderFilled(PendingOrderFilledEventArgs result)
{
//add routine for Trap model, close all pending orders when first order is activated/filled
if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.Trap && result.Position.Label == TMLabel + "-I" + (1).ToString("#000") + PositionSessionNumber)
{
foreach (var to in tmBot.PendingOrders)
{
tmBot.CancelPendingOrderAsync(to);
}
}
if (result.Position.Label == TMLabel + GetPositionIndexNumber(0) + PositionSessionNumber)
{
Statistics.SetMaxBounce(tmBot.Positions.Count, tmBot.Time);
LastTradeType = result.Position.TradeType;
TunnelStatus = enTunnelStatus.Pending;
LastVolume = result.Position.VolumeInUnits * tmBot.config.LotMultiplier;
tmBot.PlaceStopOrderAsync((result.Position.TradeType == TradeType.Buy ? TradeType.Sell : TradeType.Buy),
tmBot.config.SessionDates.Enabled ? GetSymbolName(ParsedSessionDates.First()) : tmBot.Symbol.Name,
result.Position.VolumeInUnits * tmBot.config.LotMultiplier,
(result.Position.TradeType == TradeType.Buy ? TunnelFloor : TunnelCeiling),
TMLabel + GetPositionIndexNumber() + PositionSessionNumber, AnotherOrderPlaced);
}
TunnelChartObjects.DrawDirection(tmBot, Direction);
//no IF, executes every pending order filled
UpdateTargetLines(result.Position.EntryPrice);
}
internal void Initialize()
{
TunnelStatus = enTunnelStatus.Inactive;
LastVolume = tmBot.LotToVolume(tmBot.config.StartingLotSize);
if (tmBot.config != null)
{
if (!tmBot.config.SessionDates.Enabled) // if SessionDates is not enabled
{
TunnelStatus = enTunnelStatus.Pending;
if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.AlwaysBuy || (tmBot.config.OpenCycleMethod == enOpenCycleMethod.RememberLastProfitable && LastTradeType == TradeType.Buy))
{
tmBot.ExecuteMarketOrderAsync(cAlgo.API.TradeType.Buy, tmBot.Symbol.Name, LastVolume, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, InitialPositionOpened);
}
else if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.AlwaysSell || (tmBot.config.OpenCycleMethod == enOpenCycleMethod.RememberLastProfitable && LastTradeType == TradeType.Sell))
{
tmBot.ExecuteMarketOrderAsync(cAlgo.API.TradeType.Sell, tmBot.Symbol.Name, LastVolume, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, InitialPositionOpened);
}
else if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.Trap && tmBot.Positions.Count == 0)
{
var HalfHeight = Math.Abs(tmBot.config.TunnelHeight / 2);
TunnelCeiling = tmBot.ShiftPrice(tmBot.Symbol.Ask, HalfHeight);
tmBot.Print("Tunnel Ceiling set at {0}", TunnelCeiling.ToString());
TunnelFloor = tmBot.ShiftPrice(tmBot.Symbol.Bid, -HalfHeight);
tmBot.Print("Tunnel Floor set at {0}", TunnelFloor.ToString());
TunnelCenter = tmBot.ShiftPrice(TunnelFloor, (int)Math.Ceiling((double)(tmBot.config.TunnelHeight / 2)));
tmBot.Print("Tunnel Center set at {0}", TunnelCenter.ToString());
TunnelChartObjects.DrawMainLines(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter);
TunnelChartObjects.DrawMainLinesHistory(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter, TMLabel + PositionSessionNumber);
TunnelChartObjects.DrawDirection(tmBot, Direction);
tmBot.PlaceStopOrderAsync(TradeType.Buy, tmBot.Symbol.Name, LastVolume, TunnelCeiling, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, TrapStarted);
tmBot.PlaceStopOrderAsync(TradeType.Sell, tmBot.Symbol.Name, LastVolume, TunnelFloor, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, TrapStarted);
}
else
{
tmBot.Print("Open Cycle Method: '{0}' is not implemented", tmBot.config.OpenCycleMethod.ToString());
}
}
else
{
ParsedSessionDates = GetParsedSessionDates();
if (ParsedSessionDates.Count > 0)
{
tmBot.Print("Session Dates found {0} records. The next is at: {1:dd MMM yyyy HH:mm:ss}.", ParsedSessionDates.Count, ParsedSessionDates.First().ActualDate);
}
else
{
tmBot.Print("No more Session Dates.");
}
}
}
else
{
throw new InvalidOperationException("Configuration is not properly loaded.");
}
}
internal Tunnel(TunnelMartingaleBot robot)
{
//Ask is always higher than Bid, Buy is always take the Ask while Sell is always take the Bid.
tmBot = robot;
LastTradeType = new Random().Next(1, 2) == 1 ? TradeType.Buy : TradeType.Sell;
SessionNumber = 0;
Statistics = new TunnelStatistics();
TunnelChartObjects = new TunnelChartObjects();
Initialize();
}
internal void TickCheck()
{
if (TunnelStatus == enTunnelStatus.Running || TunnelStatus == enTunnelStatus.PendingOrders)
{
//when it's a trap, and out of the validity period
if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.Trap && tmPositions.Count() == 0 && tmBot.config.Trap.Validity != TimeSpan.Zero && tmBot.TimeInUtc >= CurrentSessionDate.ActualStartDate.Add(tmBot.config.Trap.Validity).ToUniversalTime())
{
tmBot.Print("Validity period is over now at: {0:dd MMM yyyy HH:mm:ss}, closing all and repeating stuff.", CurrentSessionDate.ActualStartDate.Add(tmBot.config.Trap.Validity));
EndTunnel();
}
//when using SmartBucket
if (TunnelStatus == enTunnelStatus.Running && UsesAnySmartBucket && IsSmartBucketInCycle && JustPassedCenterTunnel)
{
RetreatTunnel();
}
if (TunnelStatus == enTunnelStatus.Running && OnTarget)
{
EndTunnel();
}
}
else if (TunnelStatus == enTunnelStatus.Inactive)
{
if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.Trap && ((UseSessionDates && IsWithinCurrentSessionTime) || (!UseSessionDates && IsTrapTime)))
{
TunnelStatus = enTunnelStatus.PendingActivation;
SessionNumber += 1;
//executing for Trap method
var HalfHeight = Math.Abs(TunnelHeight / 2);
TunnelCeiling = tmBot.ShiftPriceInPips(tmBot.Symbol.Ask, HalfHeight);
tmBot.Print("Tunnel Ceiling set at {0}", TunnelCeiling.ToString());
TunnelFloor = tmBot.ShiftPriceInPips(tmBot.Symbol.Bid, -HalfHeight);
tmBot.Print("Tunnel Floor set at {0}", TunnelFloor.ToString());
TunnelCenter = TunnelCeiling.FindCenterAgainst(TunnelFloor, tmBot.Symbol.Digits);
tmBot.Print("Tunnel Center set at {0}", TunnelCenter.ToString());
TunnelChartObjects.DrawMainLines(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter);
TunnelChartObjects.DrawMainLinesHistory(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter, TMLabel + PositionSessionNumber);
TunnelChartObjects.DrawDirection(tmBot, Direction);
LastVolume = tmBot.LotToVolume(StartingLotSize);
tmBot.PlaceStopOrderAsync(TradeType.Buy, tmBot.Symbol.Name, LastVolume, TunnelCeiling, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, TrapStarted);
tmBot.PlaceStopOrderAsync(TradeType.Sell, tmBot.Symbol.Name, LastVolume, TunnelFloor, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, TrapStarted);
}
else if (UseSessionDates && IsWithinCurrentSessionTime && tmBot.config.OpenCycleMethod != enOpenCycleMethod.Trap)
{
TunnelStatus = enTunnelStatus.PendingActivation;
SessionNumber += 1;
LastVolume = tmBot.LotToVolume(StartingLotSize);
tmBot.ExecuteMarketOrderAsync(CurrentSessionDate.SessionTradeType, GetSymbolName(CurrentSessionDate), LastVolume, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, InitialPositionOpened);
}
}
}
internal TunnelMartingaleEngine(TunnelMartingaleBot robot)
{
//Ask is always higher than Bid, Buy is always take the Ask while Sell is always take the Bid.
tmBot = robot;
LastTradeType = new Random().Next(1, 2) == 1 ? TradeType.Buy : TradeType.Sell;
SessionNumber = 0;
Statistics = new TunnelStatistics();
TunnelChartObjects = new TunnelChartObjects();
rsi = tmBot.Indicators.RelativeStrengthIndex(tmBot.Bars.ClosePrices, tmBot.RSIPeriods);
bb = tmBot.Indicators.BollingerBands(tmBot.Bars.ClosePrices, tmBot.BBPeriods, 2, tmBot.BBMAType);
if (tmBot.config.InitialBucket.IsPositive())
{
NetLossBucket = !tmBot.config.InitialBucket.IsNegative() ? -tmBot.config.InitialBucket : tmBot.config.InitialBucket;
tmBot.Print("Initial bucket set at {0:#,##0.00}", NetLossBucket);
}
Initialize();
}
internal void UpdateTargetLines(double EntryPrice)
{
double breakEvenPrice =
LastTradeType == TradeType.Buy ?
tmBot.Positions.FindNetBreakEvenPrice(EntryPrice, tmBot.ShiftPrice(EntryPrice, tmBot.config.TunnelHeight), tmBot.Symbol.Digits) :
tmBot.Positions.FindNetBreakEvenPrice(EntryPrice, tmBot.ShiftPrice(EntryPrice, -tmBot.config.TunnelHeight), tmBot.Symbol.Digits);
tmBot.Print("Break Even Price is at: {0}", breakEvenPrice);
BreakEven = breakEvenPrice;
TunnelChartObjects.DrawBreakEvenPrice(tmBot, BreakEven);
double targetPrice =
LastTradeType == TradeType.Buy ?
tmBot.Positions.FindTargetPrice(EntryPrice, tmBot.ShiftPrice(EntryPrice, tmBot.config.TunnelHeight), tmBot.Symbol.Digits, WhatIfProfit()) :
tmBot.Positions.FindTargetPrice(EntryPrice, tmBot.ShiftPrice(EntryPrice, -tmBot.config.TunnelHeight), tmBot.Symbol.Digits, WhatIfProfit());
tmBot.Print("Target Price is at: {0}", targetPrice);
TunnelChartObjects.DrawTargetPrice(tmBot, targetPrice);
}
private void InitialPositionOpened(TradeResult result)
{
if (result.IsSuccessful)
{
if ((tmBot.config.SessionDates.Enabled && ParsedSessionDates.First().SessionTradeType == TradeType.Buy) || tmBot.config.OpenCycleMethod == enOpenCycleMethod.AlwaysBuy || (tmBot.config.OpenCycleMethod == enOpenCycleMethod.RememberLastProfitable && LastTradeType == TradeType.Buy))
{
TunnelCeiling = result.Position.EntryPrice;
tmBot.Print("Tunnel Ceiling set at {0}", TunnelCeiling.ToString());
TunnelFloor = tmBot.ShiftPrice(TunnelCeiling, (int)tmBot.config.TunnelHeight * -1);
tmBot.Print("Tunnel Floor set at {0}", TunnelFloor.ToString());
TunnelCenter = tmBot.ShiftPrice(TunnelFloor, (int)Math.Ceiling((double)(tmBot.config.TunnelHeight / 2)));
tmBot.Print("Tunnel Center set at {0}", TunnelCenter.ToString());
TunnelChartObjects.DrawMainLines(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter);
TunnelChartObjects.DrawDirection(tmBot, Direction);
LastVolume = result.Position.VolumeInUnits * tmBot.config.LotMultiplier;
tmBot.PlaceStopOrderAsync(TradeType.Sell, tmBot.config.SessionDates.Enabled ? GetSymbolName(ParsedSessionDates.First()) : tmBot.Symbol.Name, LastVolume, TunnelFloor, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, AnotherOrderPlaced);
}
else if ((tmBot.config.SessionDates.Enabled && ParsedSessionDates.First().SessionTradeType == TradeType.Sell) || tmBot.config.OpenCycleMethod == enOpenCycleMethod.AlwaysSell || (tmBot.config.OpenCycleMethod == enOpenCycleMethod.RememberLastProfitable && LastTradeType == TradeType.Sell))
{
TunnelFloor = result.Position.EntryPrice;
tmBot.Print("Tunnel Floor set at {0}", TunnelFloor.ToString());
TunnelCeiling = tmBot.ShiftPrice(TunnelFloor, (int)tmBot.config.TunnelHeight);
tmBot.Print("Tunnel Ceiling set at {0}", TunnelCeiling.ToString());
TunnelCenter = tmBot.ShiftPrice(TunnelFloor, (int)Math.Ceiling((double)(tmBot.config.TunnelHeight / 2)));
tmBot.Print("Tunnel Center set at {0}", TunnelCenter.ToString());
TunnelChartObjects.DrawMainLines(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter);
TunnelChartObjects.DrawDirection(tmBot, Direction);
LastVolume = result.Position.VolumeInUnits * tmBot.config.LotMultiplier;
tmBot.PlaceStopOrderAsync(TradeType.Buy, tmBot.config.SessionDates.Enabled ? GetSymbolName(ParsedSessionDates.First()) : tmBot.Symbol.Name, LastVolume, TunnelCeiling, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, AnotherOrderPlaced);
}
Statistics.SetMaxBounce(tmBot.Positions.Count + 1, tmBot.Time);
}
else
{
tmBot.Print("FAILED: Order failed to place at InitialPositionOpened, reason: '" + (result.Error.HasValue ? result.Error.Value.ToString() : "no valid error") + "'.");
}
}
internal void EndTunnel()
{
if (TunnelStatus == enTunnelStatus.Running)
{
foreach (var tp in tmBot.Positions.OrderByDescending(x => x.NetProfit))
{
tmBot.ClosePosition(tp);
}
foreach (var to in tmBot.PendingOrders)
{
tmBot.CancelPendingOrder(to);
}
TunnelChartObjects.RemoveAll(tmBot);
}
NetLossBucket = 0;
LastVolume = tmBot.LotToVolume(tmBot.config.StartingLotSize);
if (TunnelStatus != enTunnelStatus.Inactive)
{
TunnelStatus = enTunnelStatus.Inactive;
}
}
internal void PendingOrderFilled(PendingOrderFilledEventArgs result)
{
if (result.Position.Label.StartsWith(TMLabel + TMLabelSeparator))
{
//add routine for Trap model, close all pending orders when first order is activated/filled
if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.Trap && result.Position.Label == TMLabel + TMLabelSeparator + "I" + (1).ToString("#000") + PositionSessionNumber)
{
TunnelStatus = enTunnelStatus.PendingActivation;
foreach (var to in tmBot.PendingOrders)
{
tmBot.CancelPendingOrderAsync(to);
}
}
if (result.Position.Label == TMLabel + GetPositionIndexNumber(0) + PositionSessionNumber) //check whether this order filled is the last position, if yes then...
{
Statistics.SetMaxBounce(tmPositions.Count(), tmBot.Time);
LastTradeType = result.Position.TradeType;
TunnelStatus = enTunnelStatus.PendingActivation;
LastVolume = tmBot.Symbol.NormalizeVolumeInUnits(result.Position.VolumeInUnits * tmBot.config.LotMultiplier);
tmBot.Print("LastVolume: {0:#,##0}, Previous Trade: {1}", LastVolume, LastTradeType.ToString());
tmBot.PlaceStopOrderAsync(result.Position.TradeType == TradeType.Buy ? TradeType.Sell : TradeType.Buy,
tmBot.config.SessionDates.Enabled ? GetSymbolName(CurrentSessionDate) : tmBot.Symbol.Name,
LastVolume,
(result.Position.TradeType == TradeType.Buy ? TunnelFloor : TunnelCeiling),
TMLabel + GetPositionIndexNumber() + PositionSessionNumber, AnotherOrderPlaced);
}
TunnelChartObjects.DrawDirection(tmBot, Direction);
//no IF, executes every pending order filled
UpdateTargetLines(result.Position.EntryPrice);
}
}
internal void TickCheck()
{
//this is when Session Dates is enabled
if (tmBot.config.SessionDates.Enabled && ParsedSessionDates != null && TunnelStatus == enTunnelStatus.Inactive)
{
if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.Trap) //for Trap
{
if (ParsedSessionDates.Count > 0 && tmBot.TimeInUtc >= ParsedSessionDates.First().ActualDate.ToUniversalTime() && tmBot.TimeInUtc <= ParsedSessionDates.First().ActualDate.ToUniversalTime().Add(tmBot.config.SessionDates.Interval))
{
TunnelStatus = enTunnelStatus.Pending;
SessionNumber += 1;
//executing for Trap method
var HalfHeight = Math.Abs(tmBot.config.TunnelHeight / 2);
TunnelCeiling = tmBot.ShiftPrice(tmBot.Symbol.Ask, HalfHeight);
tmBot.Print("Tunnel Ceiling set at {0}", TunnelCeiling.ToString());
TunnelFloor = tmBot.ShiftPrice(tmBot.Symbol.Bid, -HalfHeight);
tmBot.Print("Tunnel Floor set at {0}", TunnelFloor.ToString());
TunnelCenter = tmBot.ShiftPrice(TunnelFloor, (int)Math.Ceiling((double)(tmBot.config.TunnelHeight / 2)));
tmBot.Print("Tunnel Center set at {0}", TunnelCenter.ToString());
TunnelChartObjects.DrawMainLines(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter);
TunnelChartObjects.DrawMainLinesHistory(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter, TMLabel + PositionSessionNumber);
TunnelChartObjects.DrawDirection(tmBot, Direction);
LastVolume = tmBot.LotToVolume(tmBot.config.StartingLotSize);
tmBot.PlaceStopOrderAsync(TradeType.Buy, tmBot.Symbol.Name, LastVolume, TunnelCeiling, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, TrapStarted);
tmBot.PlaceStopOrderAsync(TradeType.Sell, tmBot.Symbol.Name, LastVolume, TunnelFloor, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, TrapStarted);
}
}
else
{
if (ParsedSessionDates.Count > 0 && tmBot.TimeInUtc >= ParsedSessionDates.First().ActualDate.ToUniversalTime() && tmBot.TimeInUtc <= ParsedSessionDates.First().ActualDate.ToUniversalTime().Add(tmBot.config.SessionDates.Interval))
{
TunnelStatus = enTunnelStatus.Pending;
SessionNumber += 1;
LastVolume = tmBot.LotToVolume(tmBot.config.StartingLotSize);
tmBot.ExecuteMarketOrderAsync(ParsedSessionDates.First().SessionTradeType, GetSymbolName(ParsedSessionDates.First()), LastVolume, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, InitialPositionOpened);
}
}
}
if (tmBot.config.RunningCycleMethod == enRunningCycleMethod.NormalSmartBucket && JustPassedCenterTunnel)
{
RetreatTunnel();
}
if (OnTarget)
{
EndTunnel();
Initialize();
/*
* var lastTrans = (GetLatestTransDate() - tmBot.TimeInUtc);
*
* if (lastTrans.TotalDays >= 1 || (lastTrans.TotalDays < 1 && GetLatestTransDate().DayOfWeek != tmBot.TimeInUtc.DayOfWeek)) {
* }
*/
}
}
internal void EndTunnel()
{
if (TunnelStatus != enTunnelStatus.Inactive)
{
//Positions closing
if (tmPositions.Count().IsZero())
{
tmBot.Print("No position to close.");
if (NetLossBucket.IsNegative())
{
tmBot.Print("Net Loss Bucket: {0:#,##0.00} will be brought over to the next session date.", NetLossBucket);
}
}
else
{
var closingPosIDs = new List <int>(); //to feed stuff so that the code below can only execute after all been closed
closingPosIDs.AddRange(PositionsToClose.Select(x => x.Id));
foreach (var tp in PositionsToClose)
{
//tmBot.ClosePositionAsync(tp, AfterEndTunnelPosition);
tmBot.ClosePositionAsync(tp, poscloseResult =>
{
if (poscloseResult.IsSuccessful)
{
closingPosIDs.RemoveAll(x => x == poscloseResult.Position.Id);
ActualProfit += poscloseResult.Position.NetProfit;
tmBot.Print("Temporary Actual Profit: {0:#,##0.00}.", ActualProfit);
if (closingPosIDs.Count.IsZero()) //when there's no more position on the line
{
tmBot.Print("No more positions, Final Actual Profit: {0:#,##0.00}.", ActualProfit);
if (UsesAnySmartBucket)
{
if (IsSmartBucketAcrossCycle && ActualProfit.IsNegative())
{
NetLossBucket = ActualProfit;
tmBot.Print("Net Loss Bucket: {0:#,##0.00} will be brought over to the next session date.", NetLossBucket);
}
else
{
NetLossBucket = 0;
tmBot.Print("Net Loss Bucket resets to zero (0).");
}
}
ActualProfit = 0; //reset the Actual Profit
}
}
});
//tmBot.ClosePosition(tp);
}
}
//Pending Orders closing
if (tmBot.PendingOrders.Count.IsZero())
{
tmBot.Print("No pending order to close.");
//in case no pending orders, things must be reset first.
tmBot.Print("Removing chart objects, set the initial volume back, and set tunnel to inactive, then re-initialize.");
TunnelChartObjects.RemoveAll(tmBot);
LastVolume = tmBot.LotToVolume(StartingLotSize);
if (TunnelStatus != enTunnelStatus.Inactive)
{
TunnelStatus = enTunnelStatus.Inactive;
}
Initialize();
}
else
{
var closingPendOrderIDs = new List <int>(); //to feed stuff so that the code below can only execute after all been closed
closingPendOrderIDs.AddRange(tmBot.PendingOrders.Select(x => x.Id));
foreach (var to in tmBot.PendingOrders)
{
//tmBot.CancelPendingOrderAsync(to, AfterEndTunnelPendingOrder);
tmBot.CancelPendingOrderAsync(to, orderCloseResult =>
{
if (orderCloseResult.IsSuccessful)
{
closingPendOrderIDs.RemoveAll(x => x == orderCloseResult.PendingOrder.Id);
if (closingPendOrderIDs.Count.IsZero()) //when there's no more position on the line
{
tmBot.Print("Removing chart objects, set the initial volume back, and set tunnel to inactive, then re-initialize.");
TunnelChartObjects.RemoveAll(tmBot);
LastVolume = tmBot.LotToVolume(StartingLotSize);
if (TunnelStatus != enTunnelStatus.Inactive)
{
TunnelStatus = enTunnelStatus.Inactive;
}
Initialize();
}
}
});
//tmBot.CancelPendingOrder(to);
}
}
}
}
internal void Initialize()
{
tmBot.Print("»»»»»»»» Initializing...");
TunnelStatus = enTunnelStatus.Inactive;
LastVolume = tmBot.LotToVolume(StartingLotSize);
if (tmBot.config != null)
{
if (!tmBot.config.SessionDates.Enabled) // if SessionDates is not enabled
{
TunnelStatus = enTunnelStatus.PendingActivation;
if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.AlwaysBuy || (tmBot.config.OpenCycleMethod == enOpenCycleMethod.RememberLastProfitable && LastTradeType == TradeType.Buy))
{
tmBot.ExecuteMarketOrderAsync(TradeType.Buy, tmBot.Symbol.Name, LastVolume, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, InitialPositionOpened);
}
else if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.AlwaysSell || (tmBot.config.OpenCycleMethod == enOpenCycleMethod.RememberLastProfitable && LastTradeType == TradeType.Sell))
{
tmBot.ExecuteMarketOrderAsync(TradeType.Sell, tmBot.Symbol.Name, LastVolume, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, InitialPositionOpened);
}
else if (tmBot.config.OpenCycleMethod == enOpenCycleMethod.Trap)
{
if (tmPositions.Count() == 0 && IsTrapTime)
{
int HalfHeight = Math.Abs(TunnelHeight / 2);
TunnelCeiling = tmBot.ShiftPriceInPips(tmBot.Symbol.Ask, HalfHeight);
tmBot.Print("Tunnel Ceiling set at {0}", TunnelCeiling.ToString());
TunnelFloor = tmBot.ShiftPriceInPips(tmBot.Symbol.Bid, -HalfHeight);
tmBot.Print("Tunnel Floor set at {0}", TunnelFloor.ToString());
TunnelCenter = TunnelCeiling.FindCenterAgainst(TunnelFloor, tmBot.Symbol.Digits);
tmBot.Print("Tunnel Center set at {0}", TunnelCenter.ToString());
TunnelChartObjects.DrawMainLines(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter);
TunnelChartObjects.DrawMainLinesHistory(tmBot, TunnelFloor, TunnelCeiling, TunnelCenter, TMLabel + PositionSessionNumber);
TunnelChartObjects.DrawDirection(tmBot, Direction);
tmBot.PlaceStopOrderAsync(TradeType.Buy, tmBot.Symbol.Name, LastVolume, TunnelCeiling, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, TrapStarted);
tmBot.PlaceStopOrderAsync(TradeType.Sell, tmBot.Symbol.Name, LastVolume, TunnelFloor, TMLabel + GetPositionIndexNumber() + PositionSessionNumber, TrapStarted);
}
else
{
tmBot.Print("BollingerBandsDistance: {0}", BollingerBandsDistance);
TunnelStatus = enTunnelStatus.Inactive;
}
}
else
{
tmBot.Print("Open Cycle Method: '{0}' is not implemented", tmBot.config.OpenCycleMethod.ToString());
TunnelStatus = enTunnelStatus.Inactive;
}
}
else
{
// if SessionDates is enabled
ParsedSessionDates = GetParsedSessionDates();
CurrentSessionDate = UseSessionDates ? ParsedSessionDates.First() : null;
if (ParsedSessionDates.Count > 0)
{
tmBot.Print("Session Dates found {0} records. The next is at: {1:dd MMM yyyy HH:mm:ss}.", ParsedSessionDates.Count, CurrentSessionDate.ActualStartDate);
}
else
{
tmBot.Print("No more Session Dates.");
}
}
}
else
{
throw new InvalidOperationException("Configuration is not properly loaded.");
}
}
