Class ProtectiveStrategy

The base strategy of the position protection.

Inheritance
Object
BaseLogSource
BaseLogReceiver
Strategy
QuotingStrategy
ProtectiveStrategy
StopLossStrategy
TakeProfitStrategy
Inherited Members
Namespace: StockSharp.Algo.Strategies.Protective
Assembly: StockSharp.Algo.Strategies.dll
Syntax
public abstract class ProtectiveStrategy : QuotingStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ILogSource, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ICandleManager, ICandleSource<Candle>, IDisposable, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask, IProtectiveStrategy

Constructors

ProtectiveStrategy(Sides, Decimal, Decimal, Unit, Boolean)

Initialize ProtectiveStrategy.

Declaration
protected ProtectiveStrategy(Sides protectiveSide, Decimal protectivePrice, Decimal protectiveVolume, Unit protectiveLevel, bool isUpTrend)
Parameters
Type Name Description
Sides protectiveSide

Protected position side.
Decimal protectivePrice

Protected position price.
Decimal protectiveVolume

The protected position volume.
Unit protectiveLevel

The protective level. If the Type type is equal to Limit, then the given price is specified. Otherwise, the shift value from protectivePrice is specified.
Boolean isUpTrend

To track price increase or falling.

Properties

ActivationPrice

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

Declaration
public virtual Nullable<Decimal> ActivationPrice { get; }
Property Value
Type Description
Nullable<Decimal>
Remarks

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

BestPriceOffset

The shift from the best price, on which the quoted order can be changed.

Declaration
public Unit BestPriceOffset { get; set; }
Property Value
Type Description
Unit

ClosePositionPrice

The market price of position closing. If there is no information about the current price, then the null will be returned.

Declaration
protected virtual Nullable<Decimal> ClosePositionPrice { get; }
Property Value
Type Description
Nullable<Decimal>

IsActivated

Whether the protective strategy is activated.

Declaration
public bool IsActivated { get; }
Property Value
Type Description
Boolean

IsTrailing

Whether to use a trailing technique. For the TakeProfitStrategy with profit increasing the level of profit taking is automatically increased. For the StopLossStrategy with profit increasing the level of loss protection is automatically increased. The default is disabled.

Declaration
public bool IsTrailing { get; set; }
Property Value
Type Description
Boolean

PriceOffset

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).

Declaration
public Unit PriceOffset { get; set; }
Property Value
Type Description
Unit

ProtectiveLevel

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 Trade is specified.

Declaration
public Unit ProtectiveLevel { get; set; }
Property Value
Type Description
Unit

ProtectivePrice

Protected position price.

Declaration
public Decimal ProtectivePrice { get; }
Property Value
Type Description
Decimal

ProtectiveSide

Protected position side.

Declaration
public Sides ProtectiveSide { get; }
Property Value
Type Description
Sides

ProtectiveVolume

Protected volume.

Declaration
public Decimal ProtectiveVolume { get; set; }
Property Value
Type Description
Decimal

QuotingVolume

Total quoting volume.

Declaration
public override Decimal QuotingVolume { set; }
Property Value
Type Description
Decimal
Overrides

UseMarketOrders

Whether to use Market for protection. By default, orders Limit are used.

Declaration
public bool UseMarketOrders { get; set; }
Property Value
Type Description
Boolean

UseQuoting

Whether to quote the registered order by the market price. The default mode is disabled.

Declaration
public bool UseQuoting { get; set; }
Property Value
Type Description
Boolean

Methods

CreateQuoting()

To create a quoting strategy for the protective order (its fulfilment is guaranteed).

Declaration
protected virtual QuotingStrategy CreateQuoting()
Returns
Type Description
QuotingStrategy

The strategy of quoting.

GetNotificationRules()

To get a list of rules on which the quoting will respond.

Declaration
protected override IEnumerable<IMarketRule> GetNotificationRules()
Returns
Type Description
IEnumerable<IMarketRule>

Rule list.
Overrides

NeedQuoting(Nullable<Decimal>, Nullable<Decimal>, Decimal)

Should the order be quoted.

Declaration
protected override Nullable<Decimal> NeedQuoting(Nullable<Decimal> currentPrice, Nullable<Decimal> currentVolume, Decimal newVolume)
Parameters
Type Name Description
Nullable<Decimal> currentPrice

The current price. If the value is equal to null then the order is not registered yet.
Nullable<Decimal> currentVolume

The current volume. If the value is equal to null then the order is not registered yet.
Decimal newVolume

New volume.
Returns
Type Description
Nullable<Decimal>

The price at which the order will be registered. If the value is equal to null then the quoting is not required.
Overrides

OnReseted()

It is called from the Reset() method.

Declaration
protected override void OnReseted()
Overrides

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

ProcessQuoting()

To initiate the quoting.

Declaration
protected override void ProcessQuoting()
Overrides

ProcessTimeOut()

The TimeOut occurrence event handler.

Declaration
protected override void ProcessTimeOut()
Overrides

RegisterQuotingOrder(Order)

To register the quoted order.

Declaration
protected override void RegisterQuotingOrder(Order order)
Parameters
Type Name Description
Order order

The quoted order.
Overrides

Events

Activated

The protective strategy activation event.

Declaration
public event Action Activated
Event Type
Type Description
Action

ProtectiveVolumeChanged

The protected volume change event.

Declaration
public event Action ProtectiveVolumeChanged
Event Type
Type Description
Action

Implements

Ecng.Serialization.IPersistable
Ecng.ComponentModel.INotifyPropertyChangedEx
Ecng.Common.ICloneable<>

Extension Methods