Uzavření N tržních příkazů

Po otevření více pozic tento snippet uzavře N příkazů („Nb Order“) od zadaného MagicNumber

Máte například 5 pozic s Magic Number: 1004, 1003, 1002, 1001, 1000.

Zadáte Magic number: 1004

Zadáte Nb Order: 5

Snippet uzavře těchto 5 pozic.

Zde je kód

package SQ.Blocks.Order.Close;
import SQ.Functions.OrderFunctions;
import SQ.Internal.ActionBlock;
import com.strategyquant.lib.*;
import com.strategyquant.datalib.*;
import com.strategyquant.tradinglib.*;
// Modified in France by Emmanuel Evrard for the StrategyQuantX Community :)
@BuildingBlock(returnType = ReturnTypes.Action)
@Help("Close N positions that fit the criteria")
@SortOrder(500)																			// In AlgoWizard, this is a dropbox position (400 or 500 or 600 etc.) of this function in the menu of "Add New Condition", you may have to adjust it depending on the function already installed on the same dropbox. 
@IgnoreInBuilder
@NotSupportedFor(engines="EL")
public class CloseNPositions extends ActionBlock 
{
    @Parameter(defaultValue="Current", category="Order identification", showIfDefault=false, allowAny=true)
    public String Symbol;
    @Parameter(defaultValue="0", category="Order identification", showIfDefault=false)
    @Editor(type=Editors.Selection, values="Long=1,Short=-1,Any=0")
    public int Direction;
    @Parameter(defaultValue="MagicNumber", category="Order identification", showIfDefault=false)
    @Help("Magic number that can identify the order.")
    @Editor(type=Editors.SelectionVariablesWithAny)
    public int MagicNumber;
    @Parameter(defaultValue="Number Of Order", category="Order identification", showIfDefault=false)
    @Help("Number Of Order is used to set the quantity of order, Their MagicNumbers are successives to the above MagicNumber")
    @Editor(type=Editors.SelectionVariables)
    public int NbOrder;
    @Parameter(defaultValue="", category="Order identification", showIfDefault=false)
    @Help("Comment can be also used to identify the order. In case of Comment, order matches if the order comments contains the text specified here.")
    public String Comment;
    //------------------------------------------------------------------------
    //------------------------------------------------------------------------
    //------------------------------------------------------------------------
    public CloseNPositions() 
    {
    }
    //------------------------------------------------------------------------
    @Override
    public void OnAction() throws TradingException 
    {
        int total = Strategy.Trader.getOpenOrdersCount(false);
        if (NbOrder >= 1)
        {
            int MagicNumber1 = MagicNumber;
            for(int i1 = 0; i1 < NbOrder; i1++) 
            {
                MagicNumber = MagicNumber1 - i1 ;
                for(int i=total-1; i>=0; i--) 
                {
                    ILiveOrder order = Strategy.Trader.getOpenOrder(i, false);
                    if(OrderFunctions.identify(order, Strategy, Symbol, Direction, MagicNumber, Comment)) 
                    {
                        order.setExitIndex((byte) -1);
                        order.Close(OrderCloseTypes.ExitSignal);
                    }			
                }
            }
        }
    }
}