Remove Levels from List Object

July 24th, 2009, 11:30 AM

I need some help, Here is a slimmed down version of what I am trying to do:

Code

// In Variables Section
List<double>listLongOrderLevels = new List<double>();
//end Variable Section

//In OnBarUpdate
//Conditions to find price
listLongOrderLevels.Add(prc)
 
//Logic to Find Nearest price level
privatedouble FindNearestLongLevel () 
{
//Compare current price with levels in List object, Return Closest price
}
//Ready to place Order
x = FindNearestLongLevel();
EnterLongLimit(x);

Now i need to remove the levels from the list object only after the order is filled. I will have to override the OnExecution method.

Code

protectedoverridevoid OnExecution(IExecution execution)
{
listLongOrderLevels.Remove(execution.Price);
}

There is where the problem comes, it removes the level if a stop or target is also on it

So here is what I want to do, each level in the list object is executed only once, then removed AFTER filled. Also I want only one order at a time, due to margin limits. Can someone please help me?

roonius · July 24th, 2009, 11:55 AM

Laserdan

I need some help, Here is a slimmed down version of what I am trying to do:

There is where the problem comes, it removes the level if a stop or target is also on it

So here is what I want to do, each level in the list object is executed only once, then removed AFTER filled. Also I want only one order at a time, due to margin limits. Can someone please help me?

You would need to introduce IOrder:
Something like this:

Code

// In Variables Section
List<double>listLongOrderLevels = new List<double>();
IOrder entryorder;
//end Variable Section

//In OnBarUpdate
//Conditions to find price
listLongOrderLevels.Add(prc)
 
//Logic to Find Nearest price level
privatedouble FindNearestLongLevel () 
{
//Compare current price with levels in List object, Return Closest price
}
//Ready to place Order
x = FindNearestLongLevel();
entryorder = EnterLongLimit(x);


protectedoverridevoid OnExecution(IExecution execution)
{
if (entryorder != null && execution.Order.Token == entryOrder.Token)
 listLongOrderLevels.Remove(execution.Price);
}

July 24th, 2009, 12:14 PM

Thanks, I will see where it takes me...I knew it was something like that.

July 24th, 2009, 12:32 PM

Once again, thanks roonius..wrks like a charm. Now on to the next phase...

Remove Levels from List Object

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Remove Levels from List Object