Dear developers, I have a problem when I try to use StopLossTakeProfitStrategy. I'm using HistoryEmu...

2022-01-21T05:10:34Z

Dear developers,

I have a problem when I try to use StopLossTakeProfitStrategy. I'm using HistoryEmulationConnector with my Binance downloaded History Candles.

The code is as per below:

Configurations for Security, Portfolio and Connector is as per below:


            _security = new Security
            {
                Id = "BTCUSDT_PERPETUAL@BNB",
                Code = "BTCUSDT",
                PriceStep = 0.01m,
                Board = ExchangeBoard.Binance,
                VolumeStep = 0.01M
            };

            //.................initialize portfolio...................
            _portfolio = new Portfolio { Name = "test account", BeginValue = 1000 };
            var storageRegistry = new StorageRegistry
            {
                DefaultDrive = new LocalMarketDataDrive(_pathHistory),
            };

            //.................initialize connector...................
            _connector = new HistoryEmulationConnector(new[] { _security }, new[] { _portfolio })
            {
                HistoryMessageAdapter =
                {
                    StorageRegistry = storageRegistry,
                    StorageFormat = StorageFormats.Binary,
                    StartDate = DatePickerBegin.SelectedDate.Value.ChangeKind(DateTimeKind.Utc),
                    StopDate = DatePickerEnd.SelectedDate.Value.ChangeKind(DateTimeKind.Utc),
                },
                LogLevel = LogLevels.Info,
            };

The code with which I try to Buy and Set SL and TP is as per below:


                        var order = this.BuyAtMarket(0.01M);
                        order.WhenNewTrade(Connector).Do(NewOrderTrade).Until(() => order.State == OrderStates.Done).Apply(this);
                        ChildStrategies.ToList().ForEach(child => child.Stop());
                        RegisterOrder(order);

And here is the method in which I specified StopLoss and TakeProfit:


        private void NewOrderTrade(StockSharp.BusinessEntities.MyTrade mytrade)
        {
            var takeProfit = new TakeProfitStrategy(mytrade, 20)
            {
                WaitAllTrades = true,
            };
            var stopLoss = new StopLossStrategy(mytrade, 20)
            {
                WaitAllTrades = true,
            };

            var protectiveStrategies = new TakeProfitStopLossStrategy(takeProfit, stopLoss)
            {
                WaitAllTrades = true,
            };
            ChildStrategies.Add(protectiveStrategies);
        }

The problem is when I start the strategy there are buy and sell orders but non of StopLoss or TakeProfit executes.

And for more information, I attached the Log info after execution.

StopLossTakeProfitStrategy for Binance

Dear developers, I have a problem when I try to use StopLossTakeProfitStrategy. I'm using HistoryEmu...