public ATRTrade(bool sim, int _lotDigits, string _logFileName, double _newHHLL, double _ATR, int _lengthIn1MBarsOfWaitingPeriod, double _percentageOfATRForMaxRisk, double _percentageOfATRForMaxVolatility,
double _minProfitTarget, int _rangeBufferInMicroPips, double _rangeRestriction, double _tenDayRange, Session referenceSession, double _maxBalanceRisk, MqlApi mql4) : base(sim, _lotDigits, _logFileName, mql4)
{
this.newHHLL = _newHHLL;
this.atr = _ATR;
this.lengthIn1MBarsOfWaitingPeriod = _lengthIn1MBarsOfWaitingPeriod;
this.percentageOfATRForMaxRisk = _percentageOfATRForMaxRisk;
this.percentageOfATRForMaxVolatility = _percentageOfATRForMaxVolatility;
this.minProfitTarget = _minProfitTarget;
this.rangeBufferInMicroPips = _rangeBufferInMicroPips;
this.rangeRestriction = _rangeRestriction;
this.rangeHigh = 0;
this.rangeLow = 0;
this.rangePips = 0;
this.newHHLL = _newHHLL;
this.tenDayRange = _tenDayRange;
this.referenceSession = referenceSession;
this.currentDailyRange = mql4.iHigh(null, MqlApi.PERIOD_D1, 0) - mql4.iLow(null, MqlApi.PERIOD_D1, 0);
this.maxBalanceRisk = _maxBalanceRisk;
}
//This will only work for FXCM properly. Or any broker with exactly 5 trading days.
public static Session getCurrentSession(int aLengthOfSundaySession, int aHHLL_Threshold, int lookBackSessions, ATR_Type atrType, MqlApi mql4)
{
//TODO Change Session length determination logic
int aLengthOfSundaySessionInHours = TimeSpan.FromSeconds(aLengthOfSundaySession).Hours;
System.DateTime weekStartTime = mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_H1, detectWeekStartShift(mql4));
System.DateTime currentTime = mql4.TimeCurrent();
//System.DateTime startOfCurrentSession = mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0);
System.DayOfWeek weekday = currentTime.DayOfWeek;
int weekEndDelay;
if (weekendOverlap(weekday, lookBackSessions)) weekEndDelay = 2;
else weekEndDelay = 0;
//if daily bar is still in the old session - return. Waii until it updates.
if ((currentSession != null) && (currentSession.getID() != 1) && (currentTime.DayOfWeek == mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0).DayOfWeek))
{
return currentSession;
}
switch (currentTime.DayOfWeek)
{
case DayOfWeek.Monday:
{
if ((currentSession == null) || (currentSession.getID() != 1))
{
System.DateTime dailyBarStart = mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0);
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(1, "MONDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0) - TimeSpan.FromDays(lookBackSessions+weekEndDelay), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
case DayOfWeek.Tuesday:
{
if ((currentSession == null) || (currentSession.getID() != 2))
{
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(2, "TUESDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 1) - TimeSpan.FromDays(lookBackSessions + weekEndDelay-1), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
case DayOfWeek.Wednesday:
{
if ((currentSession == null) || (currentSession.getID() != 3))
{
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(3, "WEDNESDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 1) - TimeSpan.FromDays(lookBackSessions + weekEndDelay-1), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
case DayOfWeek.Thursday:
{
if ((currentSession == null) || (currentSession.getID() != 4))
{
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(4, "THURSDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 1) - TimeSpan.FromDays(lookBackSessions + weekEndDelay-1), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
case DayOfWeek.Friday:
{
if ((currentSession == null) || (currentSession.getID() != 5))
{
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(5, "FRIDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 1) - TimeSpan.FromDays(lookBackSessions + weekEndDelay-1), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
default:
{
if ((currentSession == null) || (currentSession.getID() != -1))
{
currentSession = new Session(-1, "UNKNOWN", new DateTime(), new DateTime(), new DateTime(), false, 0, atrType, mql4);
}
break;
}
}
return currentSession;
}