protected override void Initialize() { CalculateOnBarClose = false; TraceOrders = true; // marcar como false em produção EntriesPerDirection = 300; CalculateOnBarClose = true; ClearOutputWindow(); } protected override void OnBarUpdate() { if (!Historical) { Print("Position:"+Positions[0].Quantity+" Position:"+Positions[0].MarketPosition.ToString()+ " Close:"+Close[0]); if (Entra==null) { price1=Close[0]+(TickSize*1); price2=Close[0]+(TickSize*9); Print("E EnL: "+price1); Print("S ExL: "+price2); Entra = EnterLongStopLimit(0, true, 99999, price1, price1, "EnL"); } if (Sai == null && Entra.OrderState == OrderState.Filled) { Sai = ExitLongLimit(price2, "ExL", "EnL"); } } } protected override void OnOrderUpdate(IOrder order) { Print("OnOrderUpdate:"+order.ToString()); }
Position:0 Position:Flat Close:1.17
E EnL: 1.1701
S ExL: 1.1709
3/21/2016 10:00:04 PM Entered internal PlaceOrder() method at 3/21/2016 10:00:04 PM: BarsInProgress=0 Action=Buy OrderType=StopLimit Quantity=99,999 LimitPrice=1.1701 StopPrice=1.1701 SignalName='EnL' FromEntrySignal=''
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PendingSubmit Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=Accepted Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
Position:0 Position:Flat Close:1.17
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=Working Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=10007 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=20007 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=30013 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=40017 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=50020 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=60027 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=70034 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=80039 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=PartFilled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=90047 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7f952b191100411c9da82cf76743c c74/Sim101' Name='EnL' State=Filled Instrument='$AUDUSD' Action=Buy Limit price=1.1701 Stop price=1.1701 Quantity=99,999 Type=StopLimit Tif=Gtc OverFill=False Oco='' Filled=99999 Fill price=1.1701 Token='7f952b191100411c9da82cf76743cc74' Gtd='1/1/0001 12:00:00 AM'
Position:99999 Position:Long Close:1.1701
3/21/2016 10:00:06 PM Entered internal PlaceOrder() method at 3/21/2016 10:00:06 PM: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=0 LimitPrice=1.1709 StopPrice=0 SignalName='ExL' FromEntrySignal='EnL'
OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=PendingSubmit Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=Accepted Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=Working Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
Position:99999 Position:Long Close:1.1701
3/21/2016 10:00:07 PM Cancelled expired order: BarsInProgress=0: Order='7a30b9f0e0bd486aab2fab375d34d7d4/Sim101' Name='ExL' State=Working Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Strategy='MV01' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='12/1/2099 12:00:00 AM'
OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=PendingCancel Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
OnOrderUpdate:Order='7a30b9f0e0bd486aab2fab375d34d 7d4/Sim101' Name='ExL' State=Cancelled Instrument='$AUDUSD' Action=Sell Limit price=1.1709 Stop price=0 Quantity=99,999 Type=Limit Tif=Gtc OverFill=False Oco='' Filled=0 Fill price=0 Token='7a30b9f0e0bd486aab2fab375d34d7d4' Gtd='1/1/0001 12:00:00 AM'
Position:99999 Position:Long Close:1.1701
Position:99999 Position:Long Close:1.1701
Position:99999 Position:Long Close:1.1701
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