Close all positions with profitable takeprofit

daemon
09 Dec 2013, 17:34

something like this:

        double sum;

        protected override void OnTick()
        {
            sum = 0;

            foreach (var position in Positions)
            {
                sum += position.NetProfit;
            }

            if (sum > 0)
            {
                foreach (var position in Positions)
                {
                    ClosePosition(position);
                }
            }
        }

hichem
09 Dec 2013, 17:37

RE:

sum += position.NetProfit;

should be

sum += position.NetProfit + position.Commisions + positions.Swap ;

daemon said:

something like this:

        double sum;

        protected override void OnTick()
        {
            sum = 0;

            foreach (var position in Positions)
            {
                sum += position.NetProfit;
            }

            if (sum > 0)
            {
                foreach (var position in Positions)
                {
                    ClosePosition(position);
                }
            }
        }

 

daemon
09 Dec 2013, 18:04

thanks :)

daemon
09 Dec 2013, 18:06

Wait, Shouldn't it be:

sum += position.NetProfit - position.Commisions - positions.Swap;

Cerunnos
09 Dec 2013, 18:56

Shouldn't be:

sum += position.NetProfit - position.Swap

or

sum += position.GrossProfit - position.Commissions - position.Swap


Or not?

daemon
10 Dec 2013, 09:29

RE:

it should be the way hichem said. Commisions and swap are negative.

Cerunnos said:

Shouldn't be:

sum += position.NetProfit - position.Swap

or

sum += position.GrossProfit - position.Commissions - position.Swap


Or not?

 

Cerunnos
10 Dec 2013, 09:58

But I'm the opinion that position.Netprofit includes already commissions...

atrader
10 Dec 2013, 10:15

RE:

It includes commissions one way.

Cerunnos said:

But I'm the opinion that position.Netprofit includes already commissions...

nirin
10 Dec 2013, 10:16

Hi,

But the robot doesnt contain any close position, only GetAveragePrice(TradeType.Buy or Sell) +- TakeProfit * Symbol.PointSize;

Is it possible?

Thanks!

Cerunnos
10 Dec 2013, 10:57

RE: RE:

atrader said:

It includes commissions one way.

Cerunnos said:

But I'm the opinion that position.Netprofit includes already commissions...

 

Thanks :-)

jeex
10 Dec 2013, 11:22

RE: RE: RE:

Cerunnos said:

atrader said:

It includes commissions one way.

Cerunnos said:

But I'm the opinion that position.Netprofit includes already commissions...

 

Thanks :-)

Yes, you must double the commission to calculate total costs of the trade.

Spotware
10 Jan 2014, 12:12

RE: RE:

hichem said:

sum += position.NetProfit;

should be

sum += position.NetProfit + position.Commisions + positions.Swap ;

daemon said:

something like this:

        double sum;

        protected override void OnTick()
        {
            sum = 0;

            foreach (var position in Positions)
            {
                sum += position.NetProfit;
            }

            if (sum > 0)
            {
                foreach (var position in Positions)
                {
                    ClosePosition(position);
                }
            }
        }

UPDATE:

The NetProfit property of a Position type variable has been updated to include closing commissions. 

Until now the NetProfit property of a Position type variable included commissions one way, that is only the commissions charged upon creating an order. Now, they will include the commissions that will be charged when the position is closed as well.
So, if you had any cBots calculating net profit and subtracted the closing commissions you will need to modify the code otherwise commissions will be subtracted twice.