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Sean
2025-06-30 13:17:13 -04:00
parent 99fa821f79
commit 332ed89e5a
3 changed files with 125 additions and 48 deletions
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9
MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs
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@@ -105,8 +105,13 @@ namespace MarketData.Generator.MGSHMomentum
MGSHPosition position = activePositions.Where(x => x.Symbol.Equals(symbol) && x.PurchaseDate.Equals(purchaseDate)).FirstOrDefault();
if (null == position)
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Cannot locate position for symbol '{0}' purchased on {1}.", symbol, purchaseDate.ToShortDateString()));
return false;
MGSHPositions hedgePositions = HedgePositions;
position = hedgePositions.Where(x => x.Symbol.Equals(symbol) && x.PurchaseDate.Equals(purchaseDate)).FirstOrDefault();
if(null == position)
{
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Cannot locate position for symbol '{0}' purchased on {1}.", symbol, purchaseDate.ToShortDateString()));
return false;
}
}
if (!position.PurchaseDate.Equals(purchaseDate)) position.PurchaseDate = purchaseDate;
if (!position.TrailingStopLimit.Equals(trailingStop)) position.TrailingStopLimit = trailingStop;