MC- 交易并设置止损

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);
                }
            }
        }
    }
}

 

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