prepare all materials for implementing new test strategy ...
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@@ -3015,6 +3015,22 @@ class XC121SMCTradeHandler : public XCBaseAlert
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}
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}
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//
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// Check Spread ...
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double spread = GetSpread(signal.symbol);
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double maxAllowedSpread = MaxAllowedSpread();
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if (maxAllowedSpread > 0)
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{
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//
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result = spread <= maxAllowedSpread;
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if (!result)
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{
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//
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state = X_SIGNAL_EXECUTION_FAILED_SPREAD;
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return result;
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}
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}
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//
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return result;
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}
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