Class ProtectiveProcessor

Namespace

StockSharp.Algo.Strategies.Protective

Assembly

StockSharp.Algo.dll

Protective strategy processor.

public class ProtectiveProcessor

Inheritance

object

ProtectiveProcessor

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

ProtectiveProcessor(Sides, decimal, bool, bool, Unit, bool, Unit, TimeSpan, DateTimeOffset, ILogReceiver)

Initialize ProtectiveProcessor.

public ProtectiveProcessor(Sides protectiveSide, decimal protectivePrice, bool isUpTrend, bool isTrailing, Unit protectiveLevel, bool useMarketOrders, Unit priceOffset, TimeSpan timeout, DateTimeOffset startedTime, ILogReceiver logs)

Parameters

protectiveSide Sides

Protected position side.

protectivePrice decimal

Protected position price.

isUpTrend bool

To track price increase or falling.

isTrailing bool

Trailing mode.

protectiveLevel Unit

The protective level. If the Type type is equal to Limit, then the given price is specified. Otherwise, the shift value from the protected trade Ticks is specified.

useMarketOrders bool

Whether to use Market for protection.

priceOffset Unit

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).

timeout TimeSpan

Time limit. If protection has not worked by this time, the position will be closed on the market.

startedTime DateTimeOffset

The time when the protective strategy was started.

logs ILogReceiver

The log source.

Methods

GetActivationPrice(decimal?, DateTimeOffset)

The absolute value of the price when the one is reached the protective strategy is activated.

public decimal? GetActivationPrice(decimal? currentPrice, DateTimeOffset currentTime)

Parameters

currentPrice decimal?

The current price of the security. If the price is equal to null, then the activation is not required.

currentTime DateTimeOffset

The current time.

Returns

decimal?

If the price is equal to null then the activation is not required.