SendMail() for strategies

June 1st, 2010, 09:41 PM

dsraider

Okay, as far as defining a variable is concerned, this works:

Code

                            
Variables

private Trade     lastTrade;

The rest is weird. I changed lastTrade to lastTrade.ProfitPoints in SendMail() and it's brought my strat to a hault. Anyone know why?

Thanks,
Dave

You need to check for null/existance before using lastTrade, you can do this with something like Performance.AllTrades.Count > 0.

Mike

June 2nd, 2010, 06:05 AM

Hi Mike,

That's what makes it even stranger because I have the following in place:

Code

                            
protected override void OnBarUpdate()



// Check to make sure there is at least one trade in the collection 

if (Performance.RealtimeTrades.Count > 0) 

{     

    // Get the last completed real-time trade (at index 0) 

    Trade lastTrade = Performance.AllTrades[Performance.AllTrades.Count - 1];

                                

                                

    if (lastTrade != null) 

    Print("The last trade profit is " + lastTrade.ProfitPoints); 

}

To add to it, Print works perfectly as my output window currently reads "The last trade's profit is 2.5". Eventually, I want to add an "if' statement so if lastTrade >= 0, it will add a "+" to the string but I can't get it working at all.

Thanks for your reply,
Dave

June 2nd, 2010, 07:04 AM

dsraider, have you tried this:

Code

                            
Print("The last trade profit is " + (lastTrade.ProfitPoints >= 0 ? "+" + lastTrade.ProfitPoints : lastTrade.ProfitPoints))

June 2nd, 2010, 08:11 AM

Hi Greg,

Thanks for that but it gave me the following error message:

Type of conditional expression cannot be determined because there is no implicit conversion between 'string' and 'double'

Dave

June 2nd, 2010, 08:40 AM

I can't check it now but try something along these lines:

Code

                            
Print("The last trade profit is " + (lastTrade.ProfitPoints >= 0 ? "+" + Convert.ToString(lastTrade.ProfitPoints) : Convert.ToString(lastTrade.ProfitPoints)))

June 2nd, 2010, 09:09 AM

Greg,

You're a genius! It's worked like a charm in Print. Thank you! Can I do that in SendMail as well? I just don't get why changing

Code

                            
SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Stop Filled " + order.AvgFillPrice + ": " + lastTrade, "");

to

Code

                            
SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Stop Filled " + order.AvgFillPrice + ": " + lastTrade.ProfitPoints, "");

not only doesn't work but prevents my strat from trading.

Thanks again!

Dave

June 2nd, 2010, 09:30 AM

Check if you haven't missed any curly brackets in your code:

Code

                            
if (Performance.RealtimeTrades.Count > 0)  

{      

    // Get the last completed real-time trade (at index 0)  

    Trade lastTrade = Performance.AllTrades[Performance.AllTrades.Count - 1]; 

                                 

                                 

    if (lastTrade != null) 

    { 

        Print("The last trade profit is " + (lastTrade.ProfitPoints >= 0 ? "+" + Convert.ToString(lastTrade.ProfitPoints) : Convert.ToString(lastTrade.ProfitPoints)))  

        SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Stop Filled " + order.AvgFillPrice + ": " + lastTrade.ProfitPoints, "");  

    }

}

If all brackets are in place try converting to string... just guessing here

June 2nd, 2010, 10:23 AM

Hi Greg,

I'm worried that I might have an issue with what's below as I have both my target and stop emailing me when filled so I will try using if(lastTrade != null) ---> SendMail() in both parts when I get home.

Thanks, Greg. I really appreciate your help with this.

Dave

P.S. As of now, my brackets are okay. I've checked. And checked again. And again

June 3rd, 2010, 07:25 AM

Well, I tried throwing:

Code

                            
SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Stop Filled " + order.AvgFillPrice + ": " + lastTrade.ProfitPoints, "");

into

Code

                            
if (stopLossTokens.Contains(order.Token))

            {

                // Check order for terminal state

                if (order.OrderState == OrderState.Filled)

                {

                    // Print out information about the order

                    Print(order.ToString());

                    SendMail("", "[email protected]", Instrument.MasterInstrument.Name + " Cross2050 Stop Filled " + order.AvgFillPrice + ": " + lastTrade.ProfitPoints, "");

                    

                if (order.OrderState == OrderState.Cancelled || order.OrderState == OrderState.Filled || order.OrderState == OrderState.Rejected)    

                    // Remove from collection

                    {

                    stopLossTokens.Remove(order.Token);

                        entryOrder1 = null;

                        entryOrder2 = null;

                    }

                    

                }

                // Print out the current stop loss price

                else

                    Print("The order name " + order.Name + " stop price is currently " + order.StopPrice);

            }

but came up with the same issue. It just brings my strat to a hault. No trades are taken and the output window freezes. WEIRD!

Dave

June 3rd, 2010, 08:19 AM

Dave,

You didn't check if lastTrade contains any value before using it. You should check it every time you ask for its value.

Greg

SendMail() for strategies

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SendMail() for strategies