Imports System

Imports System.Drawing

Imports System.Collections.Generic

Imports RightEdge.Common

Imports RightEdge.Indicators



Public Class SystemMainGrid

    Inherits SystemBase

    Public Overrides Sub Startup()

        ' Perform initialization or set system wide options here

		AddHandler PositionManager.OrderFilled, AddressOf OrderFilled

		

    End Sub



    Public Overrides Sub NewSymbolBar(ByVal symbol As Symbol, ByVal bar As BarData)

        ' This line of code runs the actions you have set up in in the Project Form

        Dim posOrder As PositionOrder

        Dim i As Integer

        Dim pipSpace As Double = symbol.SymbolInformation.TickSize * SystemParameters.Item("Space")

        Dim dblSpread As Double = System.Math.Abs(bar.Ask - bar.Bid)

		Dim intStpes As Integer = 3



		

        If bar.PriceDateTime.Hour = 0 And bar.PriceDateTime.Minute = 0 And Not bar.PriceDateTime.DayOfWeek = DayOfWeek.Saturday And Not bar.PriceDateTime.DayOfWeek = DayOfWeek.Sunday Then

            'we have the start of our trading session so reset the grid.



            'first make sure our open order are clsoed.

           PositionManager.CloseAllPositions(symbol)





            For i = 1 To intStpes



                posOrder = New PositionOrder()

                posOrder.OrderSymbol = symbol

                posOrder.OrderType = OrderType.Stop

                posOrder.PositionType = PositionType.Long

                posOrder.NumShares = 1000

                posOrder.LimitPrice = (pipSpace * i) + bar.Open + dblSpread ' i have tried with a set price as well.

                posOrder.BarsValid = -1



                PositionManager.OpenPosition(posOrder)



		'now open the short orders

		posOrder = New PositionOrder()

                posOrder.OrderSymbol = symbol

                posOrder.OrderType = OrderType.Stop

                posOrder.PositionType = PositionType.Short

                posOrder.NumShares = 1000

                posOrder.LimitPrice = (pipSpace * i) - bar.Open - dblSpread

                posOrder.BarsValid = 96 ' 1 day on 15 min bars



                'PositionManager.OpenPosition(posOrder)

				

				

            Next



        End If





        Actions.RunActions(symbol)

    End Sub



	Private Sub OrderFilled(ByVal sender As Object, ByVal e As RightEdge.Common.OrderFilledEventArgs) ' (ByVal trade As Trade, ByVal pos As Position, ByVal state As Position.State)



        If e.PositionState = Position.State.Closed Then

            Exit Sub

        End If

        'Dim sl As Double

        Dim tp As Double = e.Position.Symbol.SymbolInformation.TickSize * SystemParameters.Item("TP") 



        If e.Trade.TransactionType = BrokerTransactionType.Interest Then Exit Sub



        'Set the TP and SL levels with the pip value

        If e.Trade.TransactionType = BrokerTransactionType.Buy Then

            'sl = e.Position.CurStats.EntryPrice.AccountPrice - (SystemParameters.Item("ATRSL") * ATR)

            tp = e.Position.CurStats.EntryPrice.AccountPrice + tp

            'PositionManager.SetStopLoss(e.Position.PosID, sl, False)

            PositionManager.SetProfitTarget(e.Position.PosID, tp, False)

        ElseIf e.Trade.TransactionType = BrokerTransactionType.Short Then

           ' sl = e.Position.CurStats.EntryPrice.AccountPrice + (SystemParameters.Item("ATRSL") * ATR)

            tp = e.Position.CurStats.EntryPrice.AccountPrice - tp

            'update the sl and tp levels

            'PositionManager.SetStopLoss(e.Position.PosID, sl, False)

            PositionManager.SetProfitTarget(e.Position.PosID, tp, False)

        End If



    End Sub



    Private Sub MSG(ByVal text As String)

        SystemData.Output.Add(OutputSeverityLevel.Informational, text)

    End Sub



End Class

//Stop Market order
PositionOrder Order = new PositionOrder();
//defaults
Order.BarCountExit = 0;//no timed exit
Order.ProfitTarget = double.NaN;//this is a % tgt
Order.StopLoss = double.NaN; 
Order.TrailingStop = double.NaN; 
//details 
Order.OrderSymbol = symbol;
Order.PositionType = PositionType.Long;//or PositionType.Short
Order.NumShares = 1000;//or whatever size
Order.OrderType = OrderType.Stop;
Order.StopPrice = 2.00 + 0.02; //Whatever the trigger price is
Order.LimitPrice = Limit - 0.03;//Don't care since this becomes Market order
Order.Description = Comment;
Order.BarsValid = -1; //indefinite 
 
 
//Limit order
PositionOrder Order = new PositionOrder();
//defaults
Order.BarCountExit = 0;//no timed exit
Order.ProfitTarget = double.NaN;//this is a % tgt
Order.StopLoss = double.NaN; 
Order.TrailingStop = double.NaN; 
//details 
Order.OrderSymbol = symbol;
Order.PositionType = PositionType.Long;//or PositionType.Short
Order.NumShares = 1000;//or whatever size
Order.OrderType = OrderType.Limit;
Order.StopPrice = 2.00 + 0.02; //Don't care since Limit order
Order.LimitPrice = 2.00 + 0.02;//buy for 2.02 or BETTER
Order.Description = Comment;
Order.BarsValid = -1; //indefinite 
 
 
//Stop Limit order -Will work in next release
PositionOrder Order = new PositionOrder();
//defaults
Order.BarCountExit = 0;//no timed exit
Order.ProfitTarget = double.NaN;//this is a % tgt
Order.StopLoss = double.NaN; 
Order.TrailingStop = double.NaN; 
//details 
Order.OrderSymbol = symbol;
Order.PositionType = PositionType.Long;//or PositionType.Short
Order.NumShares = 1000;//or whatever size
Order.OrderType = OrderType.StopLimit;
Order.StopPrice = 2.00 + 0.02; //Trigger Price
Order.LimitPrice = 2.00 + 0.03;//Once Triggered, buy for 2.03 or BETTER
Order.Description = Comment;
Order.BarsValid = -1; //indefinite 

If you are using TWS and are going to short, you'll need to download the new TWS beta plugin in the Plugins thread. Use at own risk.

thx

FYI, this should be improved significantly in RightEdge 1.2.  From your system you shouldn't need to use the TradeOrderAndOrder class at all.  The new Order class will have the information you need.  And when you submit an order on a position it will return the Order object.

Daniel