Bracket in Points X3

Trade Management Strategy

#region Namespaces
using System;
using System.IO;
using System.Linq;
#endregion 

namespace ScriptCode 
{
	/// <summary>
	/// Trade Management Strategy scripts have multiple use-cases such as implementing position entry strategies,
	/// implementing position exit strategies and implementing advanced order management systems, among others.
	/// </summary>
    public partial class MyTradeManagementStrategy : TradeManagementStrategyScriptBase // NEVER CHANGE THE CLASS NAME
    {
        #region Variables
        // The quantities of the SL/TP orders.
		private double[] _quantities;
		// The stop loss offsets in points from the current price.
		private double[] _stopLossOffsets;
		// The profit target offsets in points from the current price.
		private double[] _profitTargetOffsets;
        #endregion

        #region OnInitialize
        /// <summary>
        /// This function is used for accepting the script parameters and for initializing the script prior to all other function calls.
        /// </summary>
        /// --------------------------------------------------------------------------------------------------
        /// PLEASE USE THE SCRIPT WIZARD (CTRL+W) TO ADD, EDIT AND REMOVE THE SCRIPT PARAMETERS
        /// --------------------------------------------------------------------------------------------------
        /// YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION.
        /// ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION.
        /// THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS.

        /// REQUIRED ATTRIBUTES:
        /// (1) name: The exact parameter name.
        /// (2) type: The type of data to collect from the user: 
        /// Set to "Integer" when the data type is 'int'
        /// Set to "IntegerArray" when the data type is 'int[]'
        /// Set to "DateTime" when the data type is 'long'  
        /// Set to "DateTimeArray" when the data type is 'long[]'  
        /// Set to "Boolean" when the data type is 'bool'
        /// Set to "BooleanArray" when the data type is 'bool[]'
        /// Set to "Double" when the data type is 'double'
        /// Set to "DoubleArray" when the data type is 'double[]'
        /// Set to "String" when the data type is 'string'
        /// Set to "StringArray" when the data type is 'string[]'

        /// OPTIONAL ATTRIBUTES:
        /// (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double, String or an API Type. 
        /// (4) min: The minimum parameter value is only valid when the type is Integer or Double.
        /// (5) max: The maximum parameter value is only valid when the type is Integer or Double.

        /// EXAMPLE: <param name="" type="" default="" min="" max="">Enter the parameter description here.</param>
        /// --------------------------------------------------------------------------------------------------
		/// <param name="quantity1" type="Double" default="0">The quantity of the 1st SL/TP orders</param>		
		/// <param name="stopLossOffset1" type="Double" default="0">The 1st stop loss offset in percent from the current price (set to zero to not set a stop loss)</param>		
		/// <param name="profitTargetOffset1" type="Double" default="0">The 1st profit target offset in percent from the current price (set to zero to not set a profit target)</param>		
		/// <param name="quantity2" type="Double" default="0">The quantity of the 2nd SL/TP orders</param>		
		/// <param name="stopLossOffset2" type="Double" default="0">The 2nd stop loss offset in percent from the current price (set to zero to not set a stop loss)</param>		
		/// <param name="profitTargetOffset2" type="Double" default="0">The 2nd profit target offset in percent from the current price (set to zero to not set a profit target)</param>		
		/// <param name="quantity3" type="Double" default="0">The quantity of the 2nd SL/TP orders</param>		
		/// <param name="stopLossOffset3" type="Double" default="0">The 3rd stop loss offset in percent from the current price (set to zero to not set a stop loss)</param>		
		/// <param name="profitTargetOffset3" type="Double" default="0">The 3rd profit target offset in percent from the current price (set to zero to not set a profit target)</param>                
		public void OnInitialize(
			 double quantity1,
			 double stopLossOffset1,
			 double profitTargetOffset1,
			 double quantity2,
			 double stopLossOffset2,
			 double profitTargetOffset2,
			 double quantity3,
			 double stopLossOffset3,
			 double profitTargetOffset3) 
        {
            // Create for holding the quantities.
			_quantities = new double[3];
			// Set the first quantity.
			_quantities[0] = quantity1;
			// Set the second quantity.
			_quantities[1] = quantity2;
			// Set the third quantity.
			_quantities[2] = quantity3;

			// Create for holding the offsets.
			_stopLossOffsets = new double[3];
			// Set stop loss 1.
			_stopLossOffsets[0] = stopLossOffset1;
			// Set stop loss 2.
			_stopLossOffsets[1] = stopLossOffset2;
			// Set stop loss 3.
			_stopLossOffsets[2] = stopLossOffset3;

			// Create for holding the offsets.
			_profitTargetOffsets = new double[3];
			// Set take profit 1.
			_profitTargetOffsets[0] = profitTargetOffset1;
			// Set take profit 2.
			_profitTargetOffsets[1] = profitTargetOffset2;
			// Set take profit 3.
			_profitTargetOffsets[2] = profitTargetOffset3;
        }
        #endregion

        #region OnBarUpdate
		/// <summary>
		/// This function is called after each new bar belonging to the symbol that triggered the trade management strategy. 
		/// It can be used to evaluate the symbol and its new bar in order to submit, modify or cancel orders.
		/// </summary>
		/// <param name="symbolIndex" type="Integer">The index of the symbol in the symbol table</param>
		/// <param name="dataSeries" type="Integer">The number indicating the data series from which the symbol was updated.
		/// 0 for the main data series which streams tick data, 1 for the second data series which streams minute bars that are updated on bar update.</param>
		/// <param name="completedBars" type="Integer">The number of completed bars for the specified symbol since the last call to OnBarUpdate.
		/// Always 1 unless the bar type can generate multiple completed bars from a single tick/minute/day update (depending on the underlying bar source).</param>
		public override void OnBarUpdate(
			int symbolIndex,
			int dataSeries,
			int completedBars) {
            
        }
        #endregion

        #region OnEntryOrder
        /// <summary>
        /// This function is called once for the entry order that triggered the script. 
        /// It's called before the order is submitted and can be used for setting attached orders or OCA groups.
        /// </summary>
        /// <param name="symbolIndex" type="Integer">The symbol index of the order that triggered the script</param>
        /// <param name="orderIndex" type="Integer">The order index that triggered the script</param>
        public override void OnEntryOrder(
            int symbolIndex,
            int orderIndex)
        {
            // Create a unique group ID for the OCA group.
			long groupID = DateTime.UtcNow.Ticks;
			// Iterate over the stop / loss offsets.
			for (int i = 0; i < _stopLossOffsets.Length; i++) {
				// Modify the group ID so that each SL and TP have a unique group.
				groupID++;
				// The stop loss order index.
				int stopLossOrderIndex = 0;
				// The take profit order index.
				int takeProfitOrderIndex = 0;
				// Check whether the order is a long order.
				if (OrderActionType(orderIndex) == C_ActionType.BUY || OrderActionType(orderIndex) == C_ActionType.BUY_TO_COVER) {

					// Check whether a stop loss has been set.
					if (_stopLossOffsets[i] != 0) {
						// Set a stop loss for the order
						stopLossOrderIndex = BrokerStop(C_ActionType.SELL, _quantities[i], C_TIF.GTC, OrderExpectedPrice(orderIndex) - _stopLossOffsets[i], "Stop Loss");
						// Set the stop loss as part of an OCA group.
						BrokerSetOCA(stopLossOrderIndex, "GROUP" + groupID, C_OCA_Type.CANCEL);
						// Register the stop loss order.
						TradeManagementRegisterOrder(stopLossOrderIndex);
					}

					// Check whether a profit target has been set.
					if (_profitTargetOffsets[i] != 0) {
						// Set a profit target for the order
						takeProfitOrderIndex = BrokerLimit(C_ActionType.SELL, _quantities[i], C_TIF.GTC, OrderExpectedPrice(orderIndex) + _profitTargetOffsets[i], "Take Profit");
						// Set the take profit as part of an OCA group.
						BrokerSetOCA(takeProfitOrderIndex, "GROUP" + groupID, C_OCA_Type.CANCEL);
						// Register the profit target order.
						TradeManagementRegisterOrder(takeProfitOrderIndex);
					}
				}
				else {

					// Check whether a stop loss has been set.
					if (_stopLossOffsets[i] != 0) {
						// Set a stop loss for the order
						stopLossOrderIndex = BrokerStop(C_ActionType.BUY, _quantities[i], C_TIF.GTC, OrderExpectedPrice(orderIndex) + _stopLossOffsets[i], "Stop Loss");
						// Set the stop loss as part of an OCA group.
						BrokerSetOCA(stopLossOrderIndex, "GROUP" + groupID, C_OCA_Type.CANCEL);
						// Register the stop loss order.
						TradeManagementRegisterOrder(stopLossOrderIndex);
					}

					// Check whether a profit target has been set.
					if (_profitTargetOffsets[i] != 0) {
						// Set a profit target for the order
						takeProfitOrderIndex = BrokerLimit(C_ActionType.BUY, _quantities[i], C_TIF.GTC, OrderExpectedPrice(orderIndex) - _profitTargetOffsets[i], "Take Profit");
						// Set the take profit as part of an OCA group.
						BrokerSetOCA(takeProfitOrderIndex, "GROUP" + groupID, C_OCA_Type.CANCEL);
						// Register the profit target order.
						TradeManagementRegisterOrder(takeProfitOrderIndex);
					}
				}
			}
        }
        #endregion

        #region OnShutdown
        /// <summary>
        /// This function is called when the script is shutdown.
        /// </summary>
        public override void OnShutdown()
        {
            // OnShutdown Content
        }
        #endregion
    }
}