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HedgeStrategy Properties

The HedgeStrategy type exposes the following members.

Properties
  NameDescription
Protected propertyBlackScholes
Portfolio model for calculating the values of Greeks by the Black-Scholes formula.
Public propertyCancelOrdersWhenStopping
To cancel active orders at stop. Is On by default.
(Inherited from Strategy.)
Public propertyChildStrategies
Subsidiary trade strategies.
(Inherited from Strategy.)
Public propertyCommentOrders
To add to Comment the name of the strategy Name, registering the order.
(Inherited from Strategy.)
Public propertyCommission
Total commission.
(Inherited from Strategy.)
Public propertyConnector
Connection to the trading system.
(Inherited from Strategy.)
Public propertyCurrentTime
Current time, which will be passed to the Time.
(Inherited from Strategy.)
Public propertyDisposeOnStop
Automatically to clear resources, used by the strategy, when it stops (state ProcessState becomes equal to Stopped) and delete it from the parent strategy through ChildStrategies.
(Inherited from Strategy.)
Public propertyEnvironment
Strategy environment parameters.
(Inherited from Strategy.)
Public propertyErrorCount
The current number of errors.
(Inherited from Strategy.)
Public propertyErrorState
The state of an error.
(Inherited from Strategy.)
Public propertyId
The unique identifier of the source.
(Inherited from Strategy.)
Public propertyIsDisposed (Inherited from Disposable.)
Public propertyIsRoot
Whether the source is the root (even if Parent is not equal to ).
(Inherited from BaseLogSource.)
Public propertyIsRulesSuspended
Is rules execution suspended.
(Inherited from Strategy.)
Public propertyLatency
Total latency.
(Inherited from Strategy.)
Public propertyLogLevel
The logging level. The default is set to Inherit.
(Inherited from Strategy.)
Public propertyMaxErrorCount
The maximal number of errors, which strategy shall receive prior to stop operation.
(Inherited from Strategy.)
Public propertyMyTrades
Trades, matched during the strategy operation.
(Inherited from Strategy.)
Public propertyName
Strategy name.
(Inherited from Strategy.)
Public propertyNameGenerator
The generator of strategy name.
(Inherited from Strategy.)
Public propertyOrderFails
Orders with errors, registered within the strategy.
(Inherited from Strategy.)
Public propertyOrders
Orders, registered within the strategy framework.
(Inherited from Strategy.)
Public propertyOrdersKeepTime
The time for storing Orders and StopOrders orders in memory. By default it equals to 2 days. If value is set in Zero, orders will not be deleted.
(Inherited from Strategy.)
Public propertyParameters
Strategy parameters.
(Inherited from Strategy.)
Public propertyParent
Parent.
(Inherited from BaseLogSource.)
Public propertyPnL
The aggregate value of profit-loss without accounting commission Commission.
(Inherited from Strategy.)
Public propertyPnLManager
The profit-loss manager. It accounts trades of this strategy, as well as of its subsidiary strategies ChildStrategies.
(Inherited from Strategy.)
Public propertyPortfolio
Portfolio.
(Inherited from Strategy.)
Public propertyPosition
The position aggregate value.
(Inherited from Strategy.)
Public propertyPositionManager
The position manager. It accounts trades of this strategy, as well as of its subsidiary strategies ChildStrategies.
(Inherited from Strategy.)
Public propertyPriceOffset
The price shift for the registering order. It determines the amount of shift from the best quote (for the buy it is added to the price, for the sell it is subtracted).
Public propertyProcessState
The operation state.
(Inherited from Strategy.)
Public propertyRiskManager
The risks control manager.
(Inherited from Strategy.)
Public propertyRules
Registered rules.
(Inherited from Strategy.)
Public propertySecurity
Security.
(Inherited from Strategy.)
Public propertySlippage
Total slippage.
(Inherited from Strategy.)
Public propertyStartedTime
Strategy start time.
(Inherited from Strategy.)
Public propertyStatisticManager
The statistics manager.
(Inherited from Strategy.)
Public propertyStopOrders
Stop-orders, registered within the strategy framework.
(Inherited from Strategy.)
Public propertyTotalWorkingTime
The total time of strategy operation less time periods, when strategy was stopped.
(Inherited from Strategy.)
Public propertyUnrealizedPnLInterval
The interval for unrealized profit recalculation. The default value is 1 minute.
(Inherited from Strategy.)
Public propertyUseQuoting
Whether to quote the registered order by the market price. The default mode is disabled.
Public propertyVolume
Operational volume.
(Inherited from Strategy.)
Public propertyWaitAllTrades
Stop strategy only after getting all trades by registered orders.
(Inherited from Strategy.)
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