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Fix bug in initial stop limit adjustment where it is possible for a stop limit to be adjusted downwards.

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Sean
2025-02-11 19:17:54 -05:00
parent 5cfde21d81
commit 61ab01db83
1 changed files with 3 additions and 3 deletions
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6
MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
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@@ -1323,9 +1323,9 @@ namespace MarketData.Generator.CMTrend
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("The calculated trailing stop for {0} of {1} would be higher than the Low/Close of {2}.",position.Symbol,Utility.FormatCurrency(trailingStop),Utility.FormatCurrency(currentPrice.Low)));
return;
}
if(Numerics.Round(trailingStop).Equals(Numerics.Round(position.TrailingStopLimit)))
if(Numerics.Round(trailingStop) <= (Numerics.Round(position.TrailingStopLimit)))
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("The calculated trailing stop for {0} of {1} would be the same as the existing stop limit of {2}.",position.Symbol,Utility.FormatCurrency(trailingStop),Utility.FormatCurrency(position.TrailingStopLimit)));
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("The calculated trailing stop for {0} of {1} would be less than or equal to the existing stop limit of {2}.",position.Symbol,Utility.FormatCurrency(trailingStop),Utility.FormatCurrency(position.TrailingStopLimit)));
return;
}
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("****************************** A D J U S T S T O P L I M I T ************************"));
@@ -1366,7 +1366,7 @@ namespace MarketData.Generator.CMTrend
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("The calculated trailing stop for {0} of {1} would be higher than the Low/Close of {2}.",position.Symbol,Utility.FormatCurrency(trailingStop),Utility.FormatCurrency(currentPrice.Low)));
return;
}
if(Numerics.Round(position.TrailingStopLimit)<Numerics.Round(trailingStop)) // round the stop limits to fractionals don't look like differences
if(Numerics.Round(position.TrailingStopLimit) < Numerics.Round(trailingStop)) // round the stop limits to fractionals don't look like differences
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("****************************** A D J U S T S T O P L I M I T ************************"));
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Adjusting StopLimit after {0} days for {1} from {2} to {3}. Purchase Price: {4} Current Price:{5} Spread:{6} Shares:{7}",daysHeld,position.Symbol,Utility.FormatCurrency(position.TrailingStopLimit),Utility.FormatCurrency(trailingStop),Utility.FormatCurrency(position.PurchasePrice),Utility.FormatCurrency(currentPrice.Close),Utility.FormatPercent((currentPrice.Close-trailingStop)/trailingStop),Utility.FormatNumber(position.Shares,2)));