RiskSlippageRule
StockSharp.Algo.Risk
Risk-rule, tracking slippage size.
Inherits: RiskRule
Properties
Slippage
public decimal Slippage { get; set; }
value = riskSlippageRule.Slippage
riskSlippageRule.Slippage = value
Slippage size.
Methods
Load
public override void Load(SettingsStorage storage)
riskSlippageRule.Load(storage)
Load settings.
- storage
- Settings storage.
ProcessMessage
public override bool ProcessMessage(Message message)
result = riskSlippageRule.ProcessMessage(message)
To process the trade message.
- message
- The trade message.
Returns: , if the rule is activated, otherwise, .
Save
public override void Save(SettingsStorage storage)
riskSlippageRule.Save(storage)
Save settings.
- storage
- Settings storage.