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Reflection

Posted By billb 9 Years Ago
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Posted Thursday March 06 2008
This system shows how you can use reflection to override the position manager / broker connection. This allows you to fill orders manually at whatever price you like. You can open and close a position on the same bar.You should be very careful when using these methods. As this system demonstrates, it is possible to "cheat". This system does it by buying at the open price and selling at the close price, but only if the close is greater than the open.Since this system accesses internal methods and fields of the position manager class, it may not work in future releases of RightEdge. Also, the trades created using this method will not show up in the system statistics until the next bar.

The system can be downloaded by clicking here

Posted Monday March 10 2008
Hello Bill

We are currently working on migrating our big trading system to RE 1.2.

For our system we were using Reflection.

I have downloaded the reflection system from the above link but i can't compile it under 1.2
Is there a reflection system available that works with 1.2?

Thank you

Markus


P.S. it seems that under the above link you have an older version of Reflection to download. It is dated 4/20/07.
This can't be the new one.

Edited: Monday March 10 2008 by mseeli
Posted Tuesday March 11 2008
We don't have a reflection system for 1.2 yet.  I think we are done with making major changes, so I should be able to work on this soon.

Thanks,
Daniel

Posted Wednesday March 12 2008
Attached is a version of the reflection system which works with RightEdge 1.2.  The way it works has changed somewhat, but I think it is easier to use overall.  Instead of creating a pending position and then filling the order on that position, you just do it in one step with CreatePosition.

Thanks,
Daniel


Attachments
Reflection1.2.cs (463 views, 5.00 KB)
Posted Thursday March 13 2008
Hello Daniel

I've Downloaded the Reflection System. I can compile it but when I try to run it I get an exception during the StartUp()

The Exception happens here:

Type posType = typeof(Position);
piPositionData = posType.GetProperty("Data", BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.Instance);
if (piPositionData == null)
{
   throw new RightEdgeError("Error reflecting Position.Data");
}

Any idea what this could mean?
Markus Seeli
Posted Thursday March 13 2008
Oops, it's an obfuscation issue.  For now, replace "Data" with "x6b73aa01aa019d3a".  In the next build we release you will need to change it back to "Data".

Thanks,
Daniel



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