Simulated Playback Trading

mbd888 · (login for full post details)

Hi all,

I'm trying to get this script below to work in MC.net.

Issue I have is when I compile it, it appears to compile fine (no errors), but the strategy doesnt "complete" - ie. I am left with a red esclamation mark.

Any ideas? I've altered names, new strategy, indicator you name it. Same issue!

Unfortunatly the guys over at MC.net forum seem to be long gone!

Cheers
Ben

using System;

using System.Collections.Generic;

using System.Drawing;

using System.Windows.Forms;

namespace PowerLanguage.Strategy

{

[IOGMode(IOGMode.Enabled)]

public class _ChartToolBar_PlaybackTrading_ : SignalObject

{

public _ChartToolBar_PlaybackTrading_(object _ctx) : base(_ctx)

{

}

private ToolStripButton _infoPanel;

private ToolStripLabel _pnlLabel;

private volatile int _trackedMarketPosition;

private bool _isToolbarInitiated;

private IOrderMarket _marketLE;

private IOrderMarket _marketLX;

private IOrderMarket _marketSE;

private IOrderMarket _marketSX;

protected override void Create()

{

_marketLE = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "LE", EOrderAction.Buy));

_marketLX = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "LX", EOrderAction.Sell, OrderExit.Total));

_marketSE = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "SE", EOrderAction.SellShort));

_marketSX = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "SX", EOrderAction.BuyToCover, OrderExit.Total));

}

protected override void StartCalc()

{

RunOnce(ref _isToolbarInitiated, () =>

{

CreateToolStrip();

MessageBox.Show("Playback Trading is enabled. You can now simulate manual trading in Data Playback mode.",

this.Name, MessageBoxButtons.OK, MessageBoxIcon.Information);

});

}

protected override void CalcBar()

{

if (Bars.CurrentBarAbsolute() > ExecInfo.MaxBarsBack &&

Bars.Status == EBarState.Close)

{

SetMarketPosition(_trackedMarketPosition);

}

UpdatePanelInfo();

}

private void CreateToolStrip()

{

ChartToolBar.AccessToolBar(tb =>

{

var lotNumControl = new NumericUpDown

{

Minimum = 1,

Maximum = 100

};

AddItemToToolStrip(tb, new ToolStripControlHost(lotNumControl));

var tsiBuy = new ToolStripButton

{

Text = "Buy Market",

BackColor = Color.DeepSkyBlue,

ToolTipText = "Click to send Buy Market or reduce Short position"

};

tsiBuy.Click += (obj, args) => _trackedMarketPosition += (int)lotNumControl.Value;

AddItemToToolStrip(tb, tsiBuy);

_infoPanel = new ToolStripButton

{

ToolTipText = "Click to Close Position"

};

_infoPanel.Click += (obj, args) => _trackedMarketPosition = 0;

AddItemToToolStrip(tb, _infoPanel);

var tsiSell = new ToolStripButton

{

Text = "Sell Market",

BackColor = Color.LightCoral,

ToolTipText = "Click to send Sell Market or reduce Long position"

};

tsiSell.Click += (obj, args) => _trackedMarketPosition -= (int)lotNumControl.Value;

AddItemToToolStrip(tb, tsiSell);

AddItemToToolStrip(tb, new ToolStripSeparator());

var tsiPnlLabel = new ToolStripLabel

{

Text = "Profit/Loss:",

};

AddItemToToolStrip(tb, tsiPnlLabel);

AddItemToToolStrip(tb, _pnlLabel = new ToolStripLabel());

AddItemToToolStrip(tb, new ToolStripSeparator());

UpdatePanelInfo();

});

}

private void UpdatePanelInfo()

{

var mp = 0; // market position

var opl = 0.0; // open profit and loss

var tpl = 0.0; // total profit and loss

if (_isToolbarInitiated)

{

mp = CurrentPosition.Value;

opl = CurrentPosition.OpenProfit;

tpl = NetProfit + opl;

}

ChartToolBar.AccessToolBarAsync(tb =>

{

_infoPanel.Enabled = (0 != mp);

_infoPanel.Text = GetOpenPnlString(mp, opl);

_infoPanel.BackColor = GetBgColor(opl);

_pnlLabel.Text = tpl.ToString("C");

_pnlLabel.ForeColor = GetColor(tpl);

});

}

private void SetMarketPosition(int targetPosition)

{

IOrderMarket entryOrder;

IOrderMarket exitOrder;

int adjust;

var pos = CurrentPosition.Value;

var count = Math.Abs(targetPosition);

var isLong = targetPosition > 0;

string dirstr;

if (isLong)

{

entryOrder = _marketLE;

exitOrder = _marketLX;

adjust = count - pos;

dirstr = "Long";

}

else

{

entryOrder = _marketSE;

exitOrder = _marketSX;

adjust = count + pos;

dirstr = "Short";

}

if (adjust == 0)

{

//Output.WriteLine("{0}\t Pos: {1}\t Target: {2}\t HOLD", Bars.TimeValue, pos, targetPosition);

}

else if (adjust > 0)

{

if ((isLong && pos < 0) || (!isLong && pos > 0)) adjust = count;

Output.WriteLine("{0}\t Pos: {1}\t Target: {2}\t {3} Entry: {4}", Bars.TimeValue, pos, targetPosition, dirstr, adjust);

dirstr = dirstr[0] + "E" + adjust;

entryOrder.Send(dirstr, adjust);

}

else // adjust < 0

{

adjust = -adjust;

Output.WriteLine("{0}\t Pos: {1}\t Target: {2}\t {3} Exit: {4}", Bars.TimeValue, pos, targetPosition, dirstr, adjust);

dirstr = dirstr[0] + "X" + adjust;

exitOrder.Send(dirstr, adjust);

}

}

protected override void Destroy()

{

if (_isToolbarInitiated)

{

ChartToolBar.AccessToolBar(tb =>

{

var itemsToErase = new List<ToolStripItem>();

foreach (ToolStripItem item in tb.Items)

if (ReferenceEquals(this, item.Tag))

itemsToErase.Add(item);

foreach (var item in itemsToErase)

tb.Items.Remove(item);

});

}

}

#region Helpers

private void RunOnce(ref bool flag, Action action)

{

if (!flag)

{

action();

flag = true;

};

}

private void AddItemToToolStrip(ToolStrip tb, ToolStripItem item)

{

item.Tag = this;

tb.Items.Add(item);

}

private static string GetOpenPnlString(int mp, double opl)

{

var str = (mp > 0) ? mp + " Long"

: (mp < 0) ? -mp + " Short"

: "Flat";

return String.Format("{0} {1}", str, opl.ToString("C"));

}

private static Color GetBgColor(double opl)

{

return opl > 0 ? Color.LawnGreen

: opl < 0 ? Color.OrangeRed

: Color.FromKnownColor(KnownColor.Control);

}

private static Color GetColor(double opl)

{

return opl > 0 ? Color.Green

: opl < 0 ? Color.Red

: Color.FromKnownColor(KnownColor.Control);

}

#endregion

}

}

lizmerrill · (login for full post details)

could you please post the easylanguage eld for this

Simulated Playback Trading

Discussion in EasyLanguage Programming

Simulated Playback Trading

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