BaseProtectiveBehaviour

StockSharp.Algo.Strategies.Protective

Base implementation of IProtectiveBehaviour.

Inherits: BaseLogReceiver

Implements: IProtectiveBehaviour, ILogSource, IDisposable

Constructors

protected BaseProtectiveBehaviour(Unit takeValue, Unit stopValue, bool isStopTrailing, TimeSpan takeTimeout, TimeSpan stopTimeout, bool useMarketOrders)

baseProtectiveBehaviour = BaseProtectiveBehaviour(takeValue, stopValue, isStopTrailing, takeTimeout, stopTimeout, useMarketOrders)

Initializes a new instance of the BaseProtectiveBehaviour.

takeValue: Take offset.
stopValue: Stop offset.
isStopTrailing: Whether to use a trailing technique.
takeTimeout: Time limit. If protection has not worked by this time, the position will be closed on the market.
stopTimeout: Time limit. If protection has not worked by this time, the position will be closed on the market.
useMarketOrders: Whether to use market orders.

Properties

IsStopTrailing

protected bool IsStopTrailing { get; }

value = baseProtectiveBehaviour.IsStopTrailing

Whether to use a trailing technique.

Position

public abstract decimal Position { get; }

value = baseProtectiveBehaviour.Position

Current position value.

StopTimeout

protected TimeSpan StopTimeout { get; }

value = baseProtectiveBehaviour.StopTimeout

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

StopValue

protected Unit StopValue { get; }

value = baseProtectiveBehaviour.StopValue

Stop offset.

TakeTimeout

protected TimeSpan TakeTimeout { get; }

value = baseProtectiveBehaviour.TakeTimeout

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

TakeValue

protected Unit TakeValue { get; }

value = baseProtectiveBehaviour.TakeValue

Take offset.

UseMarketOrders

protected bool UseMarketOrders { get; }

value = baseProtectiveBehaviour.UseMarketOrders

Whether to use market orders.

Methods

TryActivate

public abstract ValueTuple<bool, Sides, decimal, decimal, OrderCondition>? TryActivate(decimal price, DateTime time)

result = baseProtectiveBehaviour.TryActivate(price, time)

Try activate protection.

price: Current price.
time: Current time.

Returns: Registration order info.

Update

public abstract ValueTuple<bool, Sides, decimal, decimal, OrderCondition>? Update(decimal price, decimal value, DateTime time)

result = baseProtectiveBehaviour.Update(price, value, time)

Update position difference.

price: Position difference price.
value: Position difference value.
time: Current time.

Returns: Registration order info.