 Posted 3/6/2008 07:02:40
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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
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Posted 3/10/2008 12:47:04
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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.
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Posted 3/11/2008 09:08:38
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| 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
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Posted 3/12/2008 18:16:31
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| 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
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Posted 3/13/2008 08:10:06
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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
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Posted 3/13/2008 09:59:10
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| 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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