MC- 挂单STOP交易

using  System; using  System.Drawing; using  System.Linq; using  PowerLanguage.Function; using  ATCenterProxy.interop;   namespace  PowerLanguage.Strategy {      public  class  Example_StopLimit : SignalObject      {          private  IOrderMarket buyMarketOrder, sellMarketOrder;          private  IOrderStopLimit sellStopLimitOrder;          private  double  sellStopPrice, sellLimitPrice;            public  Example_StopLimit( object  _ctx) :  base (_ctx) { }            protected  override  void  Create()          {              buyMarketOrder = OrderCreator.MarketNextBar( new  SOrderParameters(                  Contracts.Default,  "EnterLong" , EOrderAction.Buy));                sellMarketOrder = OrderCreator.MarketNextBar( new  SOrderParameters(                  Contracts.Default,  "ExitLong" , EOrderAction.Sell));                sellStopLimitOrder = OrderCreator.StopLimit( new  SOrderParameters(                  Contracts.Default,  "StopLMT" , EOrderAction.Sell));          }            protected  override  void  StartCalc()          {              Output.Clear();  // Clear PowerLanguage Editor output tab          }            protected  override  void  CalcBar()          {              // When flat, enter long on first bar of day              if  ((StrategyInfo.MarketPosition == 0) && (Bars.Time[0].Date != Bars.Time[1].Date))              {                  buyMarketOrder.Send();                    sellStopPrice  = Bars.Low[0] - Bars.Range();                  sellLimitPrice = Bars.Low[0] - (Bars.Range() * 1.5);                    Output.WriteLine( "{0} - Buy order submitted. Sell stop calculated @ {1} with limit {2}" ,                      Bars.Time[0].ToString( "d-M HH:mm:ss" ),                      sellStopPrice,                      sellLimitPrice);              }                // Long order management              if  (StrategyInfo.MarketPosition > 0)              {                  // Submit the stop-limit order as long as there is an open position                  sellStopLimitOrder.Send(sellStopPrice, sellLimitPrice);                    Output.WriteLine( "{0} - Submitting sell stop @ {1} with limit {2}" ,                      Bars.Time[0].ToString( "d-M HH:mm:ss" ),                      sellStopPrice,                      sellLimitPrice);                    // Time stop; exit the position after 15 bars                  double  barsInPosition = Bars.CurrentBar - CurrentPosition.OpenTrades[0].EntryOrder.BarNumber;                  if  (barsInPosition >= 15)                  {                      sellMarketOrder.Send();                        Output.WriteLine( "{0} - Position open for {1} bars, submitting exit long market order" ,                          Bars.Time[0].ToString( "d-M HH:mm:ss" ),                          barsInPosition);                  }              }          }      } }

转载于:https://www.cnblogs.com/aliblogs/p/5493822.html