Class AutoProtectiveStrategy
The strategy of the automatic position protection.
Implements
Inherited Members
Namespace: StockSharp.Algo.Strategies.Protective
Assembly: StockSharp.Algo.Strategies.dll
Syntax
public class AutoProtectiveStrategy : Strategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ICandleManager, ICandleSource<Candle>, IDisposable, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTaskRemarks
New trades come in strategy via ProcessNewMyTrade(MyTrade). They are automatically protected by TakeProfitStopLossStrategy. Also, AutoProtectiveStrategy turns over stops in case of position flipping.
Constructors
AutoProtectiveStrategy()
Initializes a new instance of the AutoProtectiveStrategy.
Declaration
public AutoProtectiveStrategy()Properties
IsTrailingStopLoss
Whether to use a trailing technique for StopLossStrategy. The default is off.
Declaration
public bool IsTrailingStopLoss { get; set; }Property Value
| Type | Description |
|---|---|
| Boolean |
IsTrailingTakeProfit
Whether to use a trailing technique for TakeProfitStrategy. The default is off.
Declaration
public bool IsTrailingTakeProfit { get; set; }Property Value
| Type | Description |
|---|---|
| Boolean |
Item[Security]
To get or set the initial position for the instrument.
Declaration
public Decimal this[Security security] { get; set; }Parameters
| Type | Name | Description |
|---|---|---|
| Security | security | Security. |
Property Value
| Type | Description |
|---|---|
| Decimal | Position. |
MyTradesStrategy
The strategy which new trades are automatically passed to ProcessNewMyTrade(MyTrade).
Declaration
public Strategy MyTradesStrategy { get; set; }Property Value
| Type | Description |
|---|---|
| Strategy |
StopLossLevel
The protective level for the stop loss. The default level is 0, which means the disabled.
Declaration
public Unit StopLossLevel { get; set; }Property Value
| Type | Description |
|---|---|
| Unit |
StopLossTimeOut
Time limit for StopLossStrategy. If protection has not worked by this time, the position will be closed on the market. The default is off.
Declaration
public TimeSpan StopLossTimeOut { get; set; }Property Value
| Type | Description |
|---|---|
| TimeSpan |
TakeProfitLevel
The protective level for the take profit. The default level is 0, which means the disabled.
Declaration
public Unit TakeProfitLevel { get; set; }Property Value
| Type | Description |
|---|---|
| Unit |
TakeProfitTimeOut
Time limit for TakeProfitStrategy. If protection has not worked by this time, the position will be closed on the market. The default is off.
Declaration
public TimeSpan TakeProfitTimeOut { get; set; }Property Value
| Type | Description |
|---|---|
| TimeSpan |
UseMarketOrders
Whether to use market orders.
Declaration
public bool UseMarketOrders { get; set; }Property Value
| Type | Description |
|---|---|
| Boolean |
Methods
OnStarted()
The method is called when the Start() method has been called and the ProcessState state has been taken the Started value.
Declaration
protected override void OnStarted()Overrides
ProcessNewMyTrade(MyTrade)
To process trade to correct the protective strategies volume.
Declaration
public void ProcessNewMyTrade(MyTrade trade)Parameters
| Type | Name | Description |
|---|---|---|
| MyTrade | trade | Trade. |
Protect(MyTrade, Decimal)
Protect position.
Declaration
protected virtual Strategy Protect(MyTrade trade, Decimal volume)Parameters
| Type | Name | Description |
|---|---|---|
| MyTrade | trade | The protected trade. |
| Decimal | volume | Volume to be protected is specified by the value. |
Returns
| Type | Description |
|---|---|
| Strategy | Protective strategy. |
Protect(Decimal)
To protect the position that has been updated via Item[Security].
Declaration
protected virtual IProtectiveStrategy Protect(Decimal position)Parameters
| Type | Name | Description |
|---|---|---|
| Decimal | position | Position. |
Returns
| Type | Description |
|---|---|
| IProtectiveStrategy | The protective strategy. If null will be returned then the position protection is ignored. |
Sort(IEnumerable<IGrouping<Tuple<Sides, Decimal>, IProtectiveStrategy>>)
To sort protective strategies to define the worst and the best ones by market prices (when position is partially closed the worst ones are cancelled firstly).
Declaration
protected virtual IEnumerable<IGrouping<Tuple<Sides, Decimal>, IProtectiveStrategy>> Sort(IEnumerable<IGrouping<Tuple<Sides, Decimal>, IProtectiveStrategy>> strategies)Parameters
| Type | Name | Description |
|---|---|---|
| IEnumerable<IGrouping<Tuple<Sides, Decimal>, IProtectiveStrategy>> | strategies | Protective strategies in unsorted order. |
Returns
| Type | Description |
|---|---|
| IEnumerable<IGrouping<Tuple<Sides, Decimal>, IProtectiveStrategy>> | Protective strategies in sorted order. |