Why an Order Was or Was Not Executed [SOLVED]

orad · Postby **orad** » 29 Dec 2014

Can someone please translate the PowerLanguage code in this wiki page Why an Order Was or Was Not Executed to C#?

I don't understand why...

Code: Select all

Condition1 = close > close[1];

when 'true' means 'order to buy is generated'.

Thanks!

JoshM · Postby **JoshM** » 29 Dec 2014

I don't understand why...
Code: Select all
Condition1 = close > close[1];
when 'true' means 'order to buy is generated'.

Because that sloppy PowerLanguage code is like this (redundant lines removed for brevity):

Code: Select all


Condition1 = close > close[1];



If Condition1 = true then begin

      Buy next bar at close limit;

end;

So the entry condition for the `buy next bar at close limit` order happens when `Condition1` is true. And that variable is true when the current close is greater than the previous close (`close > close[1]`). So, one can say:

Code: Select all
Condition1 = close > close[1];
when 'true' means 'order to buy is generated'

..because when `Condition1` would be false, the limit order would not be submitted.

In my opinion, that Wiki page is not helpful because the reasons why or why not a trade was executed are highly dependent on your strategy.

That being said, if you want a similar example for C#:

Code: Select all


using System;

using System.Drawing;

using System.Linq;

using PowerLanguage.Function;

using ATCenterProxy.interop;

using PowerLanguage.TradeManager;



namespace PowerLanguage.Strategy

{

    public class Snippet_Strategy : SignalObject

    {

        public Snippet_Strategy(object _ctx) : base(_ctx) { }



        private IOrderMarket enterLong, exitLong;



        protected override void StartCalc()

        {

            Output.Clear();

        }



        protected override void Create()

        {

            enterLong = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Buy));

            exitLong = OrderCreator.MarketNextBar(new SOrderParameters(Contracts.UserSpecified, EOrderAction.Sell));

        }



        protected override void CalcBar()

        {

            bool longCondition = Bars.Close[0] > Bars.Close[1];

            bool shortCondition = Bars.Close[0] < Bars.Close[1];



            if (longCondition == true)

            {

                enterLong.Send(1);

            }

            else if (shortCondition == true)

            {

                exitLong.Send(1);

            }



            // Debug to the PowerLanguage .NET Editor Output Window

            Output.WriteLine("{0} - #{1} | MP: {2}, MP at broker: {3}, longCondition = {4}, shortCondition = {5}",

                Bars.Time[0].ToString("d-M-yy HH:mm:ss"),

                Bars.CurrentBar,

                StrategyInfo.MarketPosition,

                StrategyInfo.MarketPositionAtBroker,

                longCondition,

                shortCondition

                );

        }

    }

}

Which gives as output:

Code: Select all


29-12-14 10:11:00 - #369 | MP: 1, MP at broker: 0, longCondition = True, shortCondition = False

29-12-14 10:16:00 - #370 | MP: 2, MP at broker: 0, longCondition = False, shortCondition = True

29-12-14 10:21:00 - #371 | MP: 0, MP at broker: 0, longCondition = True, shortCondition = False

29-12-14 10:26:00 - #372 | MP: 1, MP at broker: 0, longCondition = True, shortCondition = False

29-12-14 10:31:00 - #373 | MP: 2, MP at broker: 0, longCondition = False, shortCondition = True

29-12-14 10:36:00 - #374 | MP: 0, MP at broker: 0, longCondition = True, shortCondition = False

29-12-14 10:41:00 - #375 | MP: 1, MP at broker: 0, longCondition = True, shortCondition = False

29-12-14 10:46:00 - #376 | MP: 2, MP at broker: 0, longCondition = False, shortCondition = True

(Can a moderator move this topic to the general MC .NET forum? Thanks.)

orad · Postby **orad** » 15 Jan 2015

Thanks JoshM, I was confused because the confirmation of 'order to buy is generated' was printed before the Buy order was sent. I think your equivalent C# code should be included in the wiki. Thanks again for your great answer.

Why an Order Was or Was Not Executed [SOLVED]

Why an Order Was or Was Not Executed

Re: Why an Order Was or Was Not Executed [SOLVED]

Re: Why an Order Was or Was Not Executed