Class StrategyHelper

Namespace

StockSharp.Algo.Strategies

Assembly

StockSharp.Algo.dll

Extension class for Strategy.

public static class StrategyHelper

Inheritance

object

StrategyHelper

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Methods

BuyAtLimit(Strategy, decimal, decimal?)

To create the initialized order object for buy.

[Obsolete("Use Strategy.BuyLimit method.")]
public static Order BuyAtLimit(this Strategy strategy, decimal price, decimal? volume = null)

Parameters

strategy Strategy

Strategy.

price decimal

Price.

volume decimal?

The volume. If null value is passed, then Volume value is used.

Returns

Order

The initialized order object.

Remarks

The order is not registered, only the object is created.

BuyAtMarket(Strategy, decimal?)

To create initialized object of buy order at market price.

[Obsolete("Use Strategy.BuyMarket method.")]
public static Order BuyAtMarket(this Strategy strategy, decimal? volume = null)

Parameters

strategy Strategy

Strategy.

volume decimal?

The volume. If null value is passed, then Volume value is used.

Returns

Order

The initialized order object.

Remarks

The order is not registered, only the object is created.

Cancel(IMarketRule, Order)

To create an action, cancelling the order.

public static IMarketRule Cancel(this IMarketRule rule, Order order)

Parameters

rule IMarketRule

Rule.

order Order

The order to be cancelled.

Returns

IMarketRule

Rule.

ClosePositionByQuoting(Strategy)

To close the open position via quoting.

public static void ClosePositionByQuoting(this Strategy strategy)

Parameters

strategy Strategy

Strategy.

CreateOrder(Strategy, Sides, decimal, decimal?)

To create the initialized order object.

public static Order CreateOrder(this Strategy strategy, Sides side, decimal price, decimal? volume = null)

Parameters

strategy Strategy

Strategy.

side Sides

Order side.

price decimal

The price. If null value is passed, the order is registered at market price.

volume decimal?

The volume. If null value is passed, then Volume value is used.

Returns

Order

The initialized order object.

Remarks

The order is not registered, only the object is created.

GetChart(Strategy)

To get the IChart associated with the passed strategy.

public static IChart GetChart(this Strategy strategy)

Parameters

strategy Strategy

Strategy.

Returns

IChart

Chart.

GetIsEmulation(Strategy)

To get the strategy start-up mode (paper trading or real).

[Obsolete("Use Strategy.IsBacktesting property.")]
public static bool GetIsEmulation(this Strategy strategy)

Parameters

strategy Strategy

Strategy.

Returns

bool

If the paper trading mode is used - true, otherwise - false.

GetOptionDesk(Strategy)

To get the IOptionDesk.

public static IOptionDesk GetOptionDesk(this Strategy strategy)

Parameters

strategy Strategy

Strategy.

Returns

IOptionDesk

IOptionDesk.

GetOptionPositionChart(Strategy)

To get the IOptionPositionChart associated with the passed strategy.

public static IOptionPositionChart GetOptionPositionChart(this Strategy strategy)

Parameters

strategy Strategy

Strategy.

Returns

IOptionPositionChart

Chart.

GetPortfolio(Strategy)

Get Portfolio or throw InvalidOperationException if not present.

public static Portfolio GetPortfolio(this Strategy strategy)

Parameters

strategy Strategy

Returns

Portfolio

Portfolio

GetSecurity(Strategy)

Get Security or throw InvalidOperationException if not present.

public static Security GetSecurity(this Strategy strategy)

Parameters

strategy Strategy

Returns

Security

Security

GetSecurityValue<T>(Strategy, Level1Fields)

To get market data value for the strategy instrument.

public static T GetSecurityValue<T>(this Strategy strategy, Level1Fields field)

Parameters

strategy Strategy

Strategy.

field Level1Fields

Market-data field.

Returns

T

The field value. If no data, the null will be returned.

Type Parameters

T

The type of the market data field value.

IsFormedAndOnline(Strategy)

IsFormed and IsOnline.

public static bool IsFormedAndOnline(this Strategy strategy)

Parameters

strategy Strategy

Strategy

Returns

bool

Check result.

IsFormedAndOnlineAndAllowTrading(Strategy, StrategyTradingModes)

IsFormedAndOnline(Strategy) and TradingMode.

public static bool IsFormedAndOnlineAndAllowTrading(this Strategy strategy, StrategyTradingModes required = StrategyTradingModes.Full)

Parameters

strategy Strategy

Strategy

required StrategyTradingModes

Required action.

Returns

bool

Check result.

OpenPositionByQuoting(Strategy, decimal)

To open the position via quoting.

public static void OpenPositionByQuoting(this Strategy strategy, decimal finishPosition)

Parameters

strategy Strategy

Strategy.

finishPosition decimal

The position value that should be reached. A negative value means the short position.

Protect(MarketRule<Order, MyTrade>, Unit, Unit)

To create the action protecting orders by strategies TakeProfitStrategy and StopLossStrategy.

[Obsolete("Use ProtectiveController class.")]
public static MarketRule<Order, MyTrade> Protect(this MarketRule<Order, MyTrade> rule, Unit takePriceDelta, Unit stopPriceDelta)

Parameters

rule MarketRule<Order, MyTrade>

The rule for new orders.

takePriceDelta Unit

The delta from the price of the protected order, by which the protective take profit order is to be registered.

stopPriceDelta Unit

The delta from the price of the protected order, by which the protective stop loss order is to be registered.

Returns

MarketRule<Order, MyTrade>

Rule.

Protect(MarketRule<Order, MyTrade>, Func<MyTrade, TakeProfitStrategy>, Func<MyTrade, StopLossStrategy>)

To create the action protecting orders by strategies TakeProfitStrategy and StopLossStrategy.

[Obsolete("Use ProtectiveController class.")]
public static MarketRule<Order, MyTrade> Protect(this MarketRule<Order, MyTrade> rule, Func<MyTrade, TakeProfitStrategy> takeProfit, Func<MyTrade, StopLossStrategy> stopLoss)

Parameters

rule MarketRule<Order, MyTrade>

The rule for new orders.

takeProfit Func<MyTrade, TakeProfitStrategy>

The function that creates the strategy TakeProfitStrategy by the order.

stopLoss Func<MyTrade, StopLossStrategy>

The function that creates the strategy StopLossStrategy by the order.

Returns

MarketRule<Order, MyTrade>

Rule.

ReRegister(IMarketRule, Order, Order)

To create an action, re-registering the order.

public static IMarketRule ReRegister(this IMarketRule rule, Order oldOrder, Order newOrder)

Parameters

rule IMarketRule

Rule.

oldOrder Order

The order to be re-registered.

newOrder Order

Information about new order.

Returns

IMarketRule

Rule.

Register(IMarketRule, Order)

To create an action, registering the order.

public static IMarketRule Register(this IMarketRule rule, Order order)

Parameters

rule IMarketRule

Rule.

order Order

The order to be registered.

Returns

IMarketRule

Rule.

SellAtLimit(Strategy, decimal, decimal?)

To create the initialized order object for sell.

[Obsolete("Use Strategy.SellLimit method.")]
public static Order SellAtLimit(this Strategy strategy, decimal price, decimal? volume = null)

Parameters

strategy Strategy

Strategy.

price decimal

Price.

volume decimal?

The volume. If null value is passed, then Volume value is used.

Returns

Order

The initialized order object.

Remarks

The order is not registered, only the object is created.

SellAtMarket(Strategy, decimal?)

To create the initialized order object of sell order at market price.

[Obsolete("Use Strategy.SellMarket method.")]
public static Order SellAtMarket(this Strategy strategy, decimal? volume = null)

Parameters

strategy Strategy

Strategy.

volume decimal?

The volume. If null value is passed, then Volume value is used.

Returns

Order

The initialized order object.

Remarks

The order is not registered, only the object is created.

SetChart(Strategy, IChart)

To set a IChart for the strategy.

public static void SetChart(this Strategy strategy, IChart chart)

Parameters

strategy Strategy

Strategy.

chart IChart

Chart.

SetIsEmulation(Strategy, IOptionDesk)

To set the IOptionDesk.

public static void SetIsEmulation(this Strategy strategy, IOptionDesk desk)

Parameters

strategy Strategy

Strategy.

desk IOptionDesk

IOptionDesk.

SetIsEmulation(Strategy, bool)

To set the strategy start-up mode (paper trading or real).

[Obsolete("Use Strategy.IsBacktesting property.")]
public static void SetIsEmulation(this Strategy strategy, bool isEmulation)

Parameters

strategy Strategy

Strategy.

isEmulation bool

If the paper trading mode is used - true, otherwise - false.

SetOptionPositionChart(Strategy, IOptionPositionChart)

To set a IChart for the strategy.

public static void SetOptionPositionChart(this Strategy strategy, IOptionPositionChart chart)

Parameters

strategy Strategy

Strategy.

chart IOptionPositionChart

Chart.

WhenActivated(ProtectiveStrategy)

To create the rule for the event Activated.

[Obsolete("Use ProtectiveController class.")]
public static IMarketRule WhenActivated(this ProtectiveStrategy strategy)

Parameters

strategy ProtectiveStrategy

The strategy, by which the event will be monitored.

Returns

IMarketRule

Rule.

WhenError(Strategy, bool)

To create a rule for event of strategy error (transition of state ErrorState into Error).

public static MarketRule<Strategy, Exception> WhenError(this Strategy strategy, bool processChildStrategyErrors = false)

Parameters

strategy Strategy

The strategy, based on which error will be expected.

processChildStrategyErrors bool

Process the child strategies errors.

Returns

MarketRule<Strategy, Exception>

Rule.

WhenNewMyTrade(Strategy)

To create a rule for the event of occurrence new strategy trade.

public static MarketRule<Strategy, MyTrade> WhenNewMyTrade(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which trade occurrence will be traced.

Returns

MarketRule<Strategy, MyTrade>

Rule.

WhenOrderChanged(Strategy)

To create a rule for event of change of any strategy order.

public static MarketRule<Strategy, Order> WhenOrderChanged(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which orders change will be traced.

Returns

MarketRule<Strategy, Order>

Rule.

WhenOrderRegistered(Strategy)

To create a rule for event of occurrence of new strategy order.

public static MarketRule<Strategy, Order> WhenOrderRegistered(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which order occurrence will be traced.

Returns

MarketRule<Strategy, Order>

Rule.

WhenPnLChanged(Strategy)

To create a rule for event of profit change.

public static MarketRule<Strategy, decimal> WhenPnLChanged(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which the profit change will be traced.

Returns

MarketRule<Strategy, decimal>

Rule.

WhenPnLLess(Strategy, Unit)

To create a rule for event of profit reduction below the specified level.

public static MarketRule<Strategy, decimal> WhenPnLLess(this Strategy strategy, Unit value)

Parameters

strategy Strategy

The strategy, based on which the profit change will be traced.

value Unit

The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

MarketRule<Strategy, decimal>

Rule.

WhenPnLMore(Strategy, Unit)

To create a rule for event of profit increase above the specified level.

public static MarketRule<Strategy, decimal> WhenPnLMore(this Strategy strategy, Unit value)

Parameters

strategy Strategy

The strategy, based on which the profit change will be traced.

value Unit

The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

MarketRule<Strategy, decimal>

Rule.

WhenPositionChanged(Strategy)

To create a rule for the event of strategy position change.

public static MarketRule<Strategy, decimal> WhenPositionChanged(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which position change will be traced.

Returns

MarketRule<Strategy, decimal>

Rule.

WhenPositionLess(Strategy, Unit)

To create a rule for event of position event reduction below the specified level.

public static MarketRule<Strategy, decimal> WhenPositionLess(this Strategy strategy, Unit value)

Parameters

strategy Strategy

The strategy, based on which position change will be traced.

value Unit

The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

MarketRule<Strategy, decimal>

Rule.

WhenPositionMore(Strategy, Unit)

To create a rule for event of position event increase above the specified level.

public static MarketRule<Strategy, decimal> WhenPositionMore(this Strategy strategy, Unit value)

Parameters

strategy Strategy

The strategy, based on which position change will be traced.

value Unit

The level. If the Type type equals to Limit, specified price is set. Otherwise, shift value is specified.

Returns

MarketRule<Strategy, decimal>

Rule.

WhenStarted(Strategy)

To create a rule for event of start of strategy operation.

public static MarketRule<Strategy, Strategy> WhenStarted(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which the start of strategy operation will be expected.

Returns

MarketRule<Strategy, Strategy>

Rule.

WhenStopped(Strategy)

To create a rule for event full stop of strategy operation.

public static MarketRule<Strategy, Strategy> WhenStopped(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which the full stop will be expected.

Returns

MarketRule<Strategy, Strategy>

Rule.

WhenStopping(Strategy)

To create a rule for event of beginning of the strategy operation stop.

public static MarketRule<Strategy, Strategy> WhenStopping(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which the beginning of stop will be determined.

Returns

MarketRule<Strategy, Strategy>

Rule.

WhenWarning(Strategy)

To create a rule for event of strategy warning (transition of state ErrorState into Warning).

public static MarketRule<Strategy, Strategy> WhenWarning(this Strategy strategy)

Parameters

strategy Strategy

The strategy, based on which the warning will be expected.

Returns

MarketRule<Strategy, Strategy>

Rule.