23.01.2022
0
2
140
100

Merhaba,

Bu strateji VİOP ve kripto vadelilerde, açığa satış yapılabilmesi için örnektir.

2 Hareketli ortalamanın kesişmesini baz alır.

Pozisyon sıfır iken, tek emir gönderip, sonraki emirleri 2 katı olarak gönderir.



using System;
using System.Collections.Generic;
using System.Linq;
using Matriks.Data.Symbol;
using Matriks.Engines;
using Matriks.Indicators;
using Matriks.Symbols;
using Matriks.Trader.Core;
using Matriks.Trader.Core.Fields;
using Matriks.Lean.Algotrader.AlgoBase;
using Matriks.Lean.Algotrader.Models;
using Matriks.Lean.Algotrader.Trading;

namespace Matriks.Lean.Algotrader
{
	public class SablonAcigaSatisVadeli : MatriksAlgo
	{
		[SymbolParameter("FGARAN")]
		public string Symbol;

		[Parameter(SymbolPeriod.Min5)]
		public SymbolPeriod SymbolPeriod;

		[Parameter(1)]
		public decimal BuyOrderQuantity;

		[Parameter(1)]
		public decimal SellOrderQuantity;

		[Parameter(5)]
		public int MovPeriod;

		[Parameter(22)]
		public int MovPeriod2;

		MOV mov;
		MOV mov2;

		public override void OnDataUpdate(BarDataEventArgs barData)
		{
			if (CrossAbove(mov, mov2))
			{
				FX_Alis();
			}

			if (CrossBelow(mov, mov2))
			{
				FX_Satis();
			}
		}

		public override void OnInit()
		{
			AddSymbol(Symbol, SymbolPeriod);
			mov = MOVIndicator(Symbol, SymbolPeriod, OHLCType.Close, MovPeriod, MovMethod.Exponential);
			mov2 = MOVIndicator(Symbol, SymbolPeriod, OHLCType.Close, MovPeriod2, MovMethod.Exponential);

			// Gerekli			
			WorkWithPermanentSignal(true);

			if (AcigaSatisYapilsin)
			{
				SendOrderSequential(true, Side.All);
				SendOrderSequentialForShort(true, Side.All);
			}else
			{
				SendOrderSequential(true, Side.Buy);
			}
			// #Gerekli
		}

		[Parameter(false)]
		public bool AcigaSatisYapilsin;

		[Parameter(false)]
		public bool AksamSeansiniDahilEt;

		List<string> orderIDList = new List<string>();

		public void FX_Alis()
		{
			string _orderID = string.Empty; ;
			decimal _quantity = 0;

			if (LastOrderSide.Obj != Side.Buy)
			{
				if (LastOrderSide.Obj == Side.All || !AcigaSatisYapilsin)
				{
					_orderID = SendMarketOrder(Symbol, BuyOrderQuantity, OrderSide.Buy, includeAfterSession:AksamSeansiniDahilEt);
					_quantity = BuyOrderQuantity;
				}else
				{
					if (LastOrderSideForShort.Obj == Side.All)
					{
						_orderID = SendMarketOrder(Symbol, BuyOrderQuantity, OrderSide.Buy, includeAfterSession:AksamSeansiniDahilEt);
						_quantity = BuyOrderQuantity;
					}else
					{
						_orderID = SendMarketOrder(Symbol, BuyOrderQuantity * 2, OrderSide.Buy, includeAfterSession:AksamSeansiniDahilEt);
						_quantity = BuyOrderQuantity * 2;
					}
				}

				if (_orderID != string.Empty && _quantity != 0)
				{
					orderIDList.Add(_orderID);
					Debug("Alış emri gönderildi.[ " + _quantity + " adet ]");
					LastOrderSide.Obj = Side.Buy;
					LastOrderSideForShort.Obj = Side.Buy;
				}
			}
		}

		public void FX_Satis()
		{
			string _orderID = string.Empty; ;
			decimal _quantity = 0;

			if (LastOrderSide.Obj != Side.Sell)
			{
				if (LastOrderSide.Obj == Side.All || !AcigaSatisYapilsin)
				{
					_orderID = SendMarketOrder(Symbol, SellOrderQuantity, OrderSide.Sell, includeAfterSession:AksamSeansiniDahilEt);
					_quantity = SellOrderQuantity;
				}else
				{
					if (LastOrderSideForShort.Obj == Side.All)
					{
						_orderID = SendMarketOrder(Symbol, SellOrderQuantity, OrderSide.Sell, includeAfterSession:AksamSeansiniDahilEt);
						_quantity = SellOrderQuantity;

					}else
					{
						_orderID = SendMarketOrder(Symbol, SellOrderQuantity * 2, OrderSide.Sell, includeAfterSession:AksamSeansiniDahilEt);
						_quantity = SellOrderQuantity * 2;
					}
				}


				if (_orderID != string.Empty && _quantity != 0)
				{
					orderIDList.Add(_orderID);
					Debug("Satış emri gönderildi.[ " + _quantity + " adet ]");
					LastOrderSide.Obj = Side.Sell;
					LastOrderSideForShort.Obj = Side.Sell;
				}
			}
		}

		public override void OnOrderUpdate(IOrder order)
		{
			if (order.OrdStatus.Obj == OrdStatus.Filled)
			{
				if (!orderIDList.Contains(order.CliOrdID) && AcigaSatisYapilsin)
				{
					LastOrderSideForShort.Obj = Side.All;
					Debug("Sentetik emir tetiklendi");
				}
			}
		}
		// #Gerekli
	}
}


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