The new positions were opened by Method as follows. It just called a submitOrder Method.
private void Block_OpenPosition( double OrderSN, double Amounts, double OpenPrice, double SLPrice, double Command, Instrument instrument, Date time, int inx)
{
//String offerside = Utility_GetInstrumentName( instrument);
@SuppressWarnings("unused")
IOrder order;
OrderCommand orderCMD = null;
double ratio = instrument.getPipValue();
int ratio1 = ( int)( 1 / ratio);
double FloatOpenPrice = OpenPrice / this.m_jnaMarketDepth[ inx].P_PriceRatio;
double FixedOpenPrice = Math.floor( OpenPrice / this.m_jnaMarketDepth[ inx].P_PriceRatio * ratio1) / ratio1;
double FixedSLPrice = Math.floor( SLPrice / this.m_jnaMarketDepth[ inx].P_PriceRatio * ratio1) / ratio1;
Amounts = Math.floor( Amounts);
double edgePrice = 0;
if ( Command > 0){
orderCMD = IEngine.OrderCommand.BUYLIMIT;
edgePrice = m_jnaMarketDepth[ inx].AskMax / this.m_jnaMarketDepth[ inx].P_PriceRatio;
if ( FixedOpenPrice < FloatOpenPrice)
FixedOpenPrice += ratio;
}
else{
orderCMD = IEngine.OrderCommand.SELLLIMIT;
edgePrice = m_jnaMarketDepth[ inx].BidMin / this.m_jnaMarketDepth[ inx].P_PriceRatio;
if ( FixedOpenPrice > FloatOpenPrice)
FixedOpenPrice -= ratio;
}
String instrName = Utility_GetInstrumentName( instrument);
String OrderLabel = instrName + "_" + String.format( "%.0f", OrderSN);
try{
long startTime = System.nanoTime();
order = m_Engine.submitOrder(
//offerside + String.valueOf( m_CurOrderNum), // label
OrderLabel, // label
instrument, // instrument
orderCMD,
Amounts * 1.0e-6, // amount
FixedOpenPrice, // price
0, // slippage
FixedSLPrice,
0, // takeprofitprice
time.getTime() + TimeUnit.SECONDS.toMillis( 60)
);
long stopTime = System.nanoTime();
this.m_LogPrintWriter.println( gDateFormatYMDHMS.format( time) + ";TraderLogic;OpenPosition;Order Parameters;" + OrderLabel +
String.format( " Command % .0f", Command) + " Equity-" + m_History.getEquity() + String.format( " Amount-%.0f", Amounts) +
String.format( " OpenPrice-%.5f", FixedOpenPrice) + String.format( " EdgePrice-%.5f", edgePrice) +
String.format( " SLPrice-%.4f", FixedSLPrice) + String.format( " with %d us", ( stopTime - startTime) / 1000));
}
catch( JFException e){
this.m_LogPrintWriter.println( gDateFormatYMDHMS.format( time) + ";TraderLogic;MakeAnOrderByFreeMargin;submitOrder() JFException;" + e.getMessage());
}
//this.m_LogPrintWriter.flush();
}
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