Working with positions

All script positions are accessed through the ISecurity.Positions property.

For each position, a signal name is assigned. Only one line item with the same name can be active at a time.

For example, if you created a position "LE" and did not close it, then you cannot create a second position with the same name.

Position opening

To open positions, use the methods sec.Positions.BuyXXX (...) for buying and sec.Positions.SellXXX (...) for selling.

Buy:

sec.Positions.BuyAtMarket(i + 1, 2, "LE"); // Buy two market contracts at the next bar.
sec.Positions.BuyAtPrice(i + 1, 2, 65000, "LE"); // Set a limit order for the purchase of two contracts on the next bar at a price of 65,000.
sec.Positions.BuyIfGreater(i + 1, 2, 65000, "LE"); // Place a conditional order to buy two contracts on the next bar if the price is above 65,000.
sec.Positions.BuyIfLess(i + 1, 2, 65000, "LE"); // Place a conditional order to buy two contracts on the next bar if the price is below 65,000.

Sell:

sec.Positions.SellAtMarket(i + 1, 2, "LE"); // Sell two market contracts at the next bar.
sec.Positions.SellAtPrice(i + 1, 2, 65000, "LE"); // Set a limit order for the sale of two contracts at the next bar at a price of 65,000.
sec.Positions.SellIfGreater(i + 1, 2, 65000, "LE"); // Place a conditional order to sell two contracts at the next bar if the price is 65,000.
sec.Positions.SellIfLess(i + 1, 2, 65000, "LE"); // Place a conditional order to sell two contracts on the next bar if the price is below 65,000

Getting position

A commonly used method to get the position of GetLastActiveForSignal (...), example:

var pos = sec.Positions.GetLastActiveForSignal("LE", i); // Get the last active position with the name "LE" for bar number i.

The method searches for an active position with the name "LE" and returns it; if there are no positions, the method will return null.

There are also other methods for getting positions, they are all written like this: sec.Positions.GetXXX (...).

Position change

To change the position size, use the pos.ChangeAtXXX (...) methods, and the size of the new position is transferred.

For example, to increase a long position by 2 market contracts, you need to write pos.ChangeAtMarket (i + 1, pos.Shares + 2, "LX"); Here pos.Shares shows the current number of position contracts, and when we pass pos.Shares + 2, this means that we need to increase the position by 2 contracts.

If you pass a negative value, for example -3, then the position will turn into a short one with three contracts.

Examples:

pos.ChangeAtMarket(i + 1, pos.Shares + 1, "LX"); // Increase the position size by 1 lot on the next bar.
pos.ChangeAtPrice(i + 1, pos.AverageEntryPrice - 100, pos.Shares + 1, "LX"); // Increase the position size by 1 lot with a limit order at the price (average position price - 100).
pos.ChangeAtProfit(i + 1, pos.AverageEntryPrice + 100, pos.Shares + 1, "LX"); // Increase the position size by 1 lot at take profit at the price (average position price + 100).
pos.ChangeAtStop(i + 1, pos.AverageEntryPrice - 100, pos.Shares + 1, "LX"); // Increase the position size by 1 lot at stop loss, at a price (average position price - 100).

Closing position

To close a position, use the pos.CloseAtXXX (...) methods.

Examples:

pos.CloseAtMarket(i + 1, "LX"); // Close the market position on the next bar.
pos.CloseAtPrice(i + 1, longPos.EntryPrice + 100, "LX"); // Set a limit order to close a position at a price (entry price + 100).
pos.CloseAtProfit(i + 1, longPos.EntryPrice + 100, "LX"); // Set take profit to close a position at a price (entry price + 100).
pos.CloseAtStop(i + 1, longPos.EntryPrice - 100, "LX"); // Set a stop loss to close the position at the price (entry price - 100).

It is important to note that methods that close a position by condition (CloseAtPrice, CloseAtProfit, CloseAtStop) must be set on each bar until the position closes, otherwise TSLab will remove the closing order on the exchange.

For example, we’ll write a script that will buy after a growing candle in the market and set a stop of 200 points and a take of 400 points:

using TSLab.Script;
using TSLab.Script.Handlers;

namespace MyLib
{
    public class ExampleBuy : IExternalScript
    {
        public void Execute(IContext ctx, ISecurity sec)
        {
            for (int i = 0; i < ctx.BarsCount; i++)
            {
                var signalBuy = sec.Bars[i].Close > sec.Bars[i].Open; // define a growing candle
                var longPos = sec.Positions.GetLastActiveForSignal("LE", i); // get active position

                if (longPos == null)
                {
                    // if there is no position, then check the signal
                    if (signalBuy)
                    {
                        // if there is a buy signal, then buy by market
                        sec.Positions.BuyAtMarket(i + 1, 1, "LE");
                    }
                }
                else
                {
                    // if there is a position, then we put a stop loss and take profit
                    longPos.CloseAtStop(i + 1, longPos.EntryPrice - 200, "LXS");
                    longPos.CloseAtProfit(i + 1, longPos.EntryPrice + 400, "LXP");
                }
            }
        }
    }
}