Class TimeFrameStrategy

The timeframe based trade strategy.

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

Constructors

TimeFrameStrategy(TimeSpan)

Initialize TimeFrameStrategy.

Declaration
protected TimeFrameStrategy(TimeSpan timeFrame)
Parameters
Type Name Description
TimeSpan timeFrame

The strategy timeframe.

Properties

Interval

The strategy start-up interval. By default, it equals to TimeFrame.

Declaration
public TimeSpan Interval { get; set; }
Property Value
Type Description
TimeSpan

TimeFrame

The strategy timeframe.

Declaration
public TimeSpan TimeFrame { get; set; }
Property Value
Type Description
TimeSpan

Methods

OnProcess()

The implementation of the trade algorithm.

Declaration
protected abstract ProcessResults OnProcess()
Returns
Type Description
ProcessResults

The result of trade algorithm one iteration operation.

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

Implements

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

Extension Methods