bool TighteningStops::stop(const std::string & symbol, double changeFromOpen, double changeFromBest, double bestPrice, double percentBest)
{
double atr = getATR(symbol, 20);
if(atr < .04)
{
atr = .04;
}
if((changeFromOpen > (4.0 * atr) && (bestPrice - changeFromBest)/bestPrice < .9) ||
(changeFromOpen > (3.0 * atr) && (bestPrice - changeFromBest)/bestPrice < .7) ||
(changeFromOpen > (2.0 * atr) && (bestPrice - changeFromBest)/bestPrice < .4))
{
if((changeFromOpen > (4.0 * atr) && (bestPrice - changeFromBest)/bestPrice < .9))
{
reason_ = "4 ATR rule!";
}
else if((changeFromOpen > (3.0 * atr) && (bestPrice - changeFromBest)/bestPrice < .7))
{
reason_ = "3 ATR rule!";
}
else if((changeFromOpen > (2.0 * atr) && (bestPrice - changeFromBest)/bestPrice < .4))
{
reason_ = "2 ATR rule!";
}
return true;
}
return false;
}
bool scard_power_on(ISO7816_SC* pScard) {
if (!getATR(pScard)) // Try to get ATR
return false;
parseATR(pScard); // Parse ATR ang replace the Historical bytes if needed
if(!pps_exchange(pScard)) // PPS exchange to default settings if no error
return false;
pScard->State = scs_Idle; // Switch card state
return true;
}
int TurtlePositionSizing::calculateSize(const std::string & symbol, const double price)
{
long quantity = 0;
double startBP = AccountManager::instance()->getStartBuyingPower();
double BP = AccountManager::instance()->getBP();
double ATR = getATR(symbol, 20);
if(ATR > 0.0)
{
quantity = (long)((0.01 * startBP)/(ATR * price));
if(quantity * price > BP)
{
quantity = 0;
}
}
return quantity;
}
