GetFills ()
method
Returns array with all Fills items, created today.
Syntax
public Fill[] GetFills ()
Return
Fill[]
array with all Fill objects created for today.
Example
The following example shows how to create the array from the Fill objects. The array will contain all trades made for today.
using System;
using System.Collections;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using PTLRuntime.NETScript;
namespace FillsExample
{
public class FillsExample : NETStrategy
{
string maxLossId;
double maxLoss;
NewOrderRequest request; //creation of the request for sending trade order.
public override void OnQuote()
{
request = new NewOrderRequest //initialization of the request for sending trade order.
{
Instrument = Instruments.Current,
Account = Accounts.Current,
Side = Operation.Buy,
Type = OrdersType.Market,
Price = Instruments.Current.LastQuote.Ask,
Amount = 10,
TimeInForce=TimeInForce.GTC,
MarketRange = 1000,
};
string OrdId = Orders.Send(request); //sends trading order.
Position pos = Positions.GetPositionById(OrdId);
if(pos == null) Print("Position does not exist");
else pos.Close(); //the position closing
Print("Today total profit/loss : " + TodayNetPL());
}
public double TodayNetPL()
{
double todayPL = 0;
Fill[] allFills = Fills.GetFills();//Creates the array with trades made for today.
//Summarizes the profit of all trades made for today.
foreach(Fill fill in allFills)
{
todayPL+=fill.Profit;
//determines of the most unprofitable trade
if(maxLoss>fill.Profit)
{
maxLossId = fill.Id;
maxLoss = fill.Profit;
}
}
return todayPL;
}
public override void Complete()
{
//knowing the trade ID with the worst result we can deduce its parameters
Fill worseTrade = Fills.GetFillById(maxLossId);
Print(
"\nParameters of trade with max loss :"+
"\nID :\t"+ worseTrade.Id +
"\nLoss :\t" + worseTrade.Profit+
"\nTime :\t" + worseTrade.Time+
"\nAmount :\t" + worseTrade.Amount
);
}
}
}
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