Symbol Exposure free

by 2bnnp in category Other at 30/04/2019
Description

Shows: total gain/dd, todays gain/dd, amount at risk, locked profits (SL in Profit), floating pnl, net short/long(0.02 long + 0.02 short = net no position, good when hedging).

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Formula / Source Code
Language: C#
Trading Platform: cAlgocTrader
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ExposureInfo : Indicator
    {
        protected override void Initialize()
        {

        }

        public override void Calculate(int index)
        {

            double gain = 0;
            double gainToday = 0;
            double totalGain = 0;
            double totalGainToday = 0;
            double exposurePips = 0;
            double exposureEuro = 0;
            double netProfit = 0;
            double balanceExposure = 0;
            double profitExposure = 0;
            double netVolume = 0;
            double netPips = 0;

            foreach (var p in History)
            {
                gain += p.NetProfit;
                if (p.ClosingTime.DayOfYear == Time.DayOfYear)
                {
                    gainToday += p.NetProfit;
                }
            }
            foreach (var p in Positions)
            {
                if (this.Symbol.Code == p.SymbolCode && p.TradeType == TradeType.Buy)
                {
                    exposurePips += Math.Round((p.StopLoss.Value - p.EntryPrice) / Symbol.PipSize, 1);
                    netProfit += p.NetProfit;
                    netPips += p.Pips;
                    exposureEuro = Math.Round(exposurePips * (Symbol.PipValue * 100000) * p.Quantity, 2);
                    balanceExposure = Math.Round(exposureEuro / (Account.Balance - exposureEuro) * 100, 2);
                    profitExposure = Math.Round(netProfit / (Account.Balance - netProfit) * 100, 2);
                    netVolume += p.Quantity;
                }
                if (this.Symbol.Code == p.SymbolCode && p.TradeType == TradeType.Sell)
                {
                    exposurePips += Math.Round((p.EntryPrice - p.StopLoss.Value) / Symbol.PipSize, 1);
                    netProfit += p.NetProfit;
                    netPips += p.Pips;
                    exposureEuro = Math.Round(exposurePips * (Symbol.PipValue * 100000) * p.Quantity, 2);
                    balanceExposure = Math.Round(exposureEuro / (Account.Balance - exposureEuro) * 100, 2);
                    profitExposure = Math.Round(netProfit / (Account.Balance - netProfit) * 100, 2);
                    netVolume -= p.Quantity;
                }
            }

            if (exposurePips > 0)
            {
                string s = string.Format("\n\nLocked Profit: {0} pips / {1} {2} / {3}%", exposurePips, exposureEuro, Account.Currency, balanceExposure);
                ChartObjects.DrawText("Exposure", s, StaticPosition.TopLeft, Colors.Lime);
            }
            else if (exposurePips < 0)
            {
                string s = string.Format("\n\nCurrent Risk: {0} pips / {1} {2} / {3}%", exposurePips, exposureEuro, Account.Currency, balanceExposure);
                ChartObjects.DrawText("Exposure", s, StaticPosition.TopLeft, Colors.Red);
            }
            else
            {
                ChartObjects.DrawText("Exposure", "\n\nN/A", StaticPosition.TopLeft, Colors.Yellow);
            }

            if (netProfit > 0)
            {
                string s = string.Format("\n\n\nNet Profit: {0} pips / {1} {2} / {3}%", netPips, netProfit, Account.Currency, profitExposure);
                ChartObjects.DrawText("Profit", s, StaticPosition.TopLeft, Colors.Lime);
            }
            else if (netProfit < 0)
            {
                string s = string.Format("\n\n\nNet Loss: {0} pips / {1} {2} / {3}%", netPips, netProfit, Account.Currency, profitExposure);
                ChartObjects.DrawText("Profit", s, StaticPosition.TopLeft, Colors.Red);
            }
            else
            {
                ChartObjects.DrawText("Profit", "\n\n\nN/A", StaticPosition.TopLeft, Colors.Yellow);
            }

            if (netVolume > 0)
            {
                string s = string.Format("\n\n\n\nNet Volume: {0}", Math.Round(netVolume, 3));
                ChartObjects.DrawText("NetVolume", s, StaticPosition.TopLeft, Colors.Lime);
            }
            else if (netVolume < 0)
            {
                string s = string.Format("\n\n\n\nNet Volume: {0}", Math.Round(netVolume, 3));
                ChartObjects.DrawText("NetVolume", s, StaticPosition.TopLeft, Colors.Red);
            }
            else
            {
                ChartObjects.DrawText("NetVolume", "\n\n\n\nN/A", StaticPosition.TopLeft, Colors.Yellow);
            }

            totalGain = Math.Round((gain / (Account.Balance - gain)) * 100, 3);
            if (gainToday != 0)
            {
                totalGainToday = Math.Round((gainToday / (Account.Balance - gainToday)) * 100, 3);
            }

            string text = string.Format("Total gain: {0,0}% \nToday gain: {1,0}%", Math.Round(totalGain, 2), Math.Round(totalGainToday, 2));
            ChartObjects.DrawText("Account Text", text, StaticPosition.TopLeft, Colors.White);
        }
    }
}
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