Strategy

Strategy

public Strategy()

strategy = Strategy()

Initializes a new instance of the Strategy.

AggregationInterval

public TimeSpan AggregationInterval { get; set; }

value = strategy.AggregationInterval
strategy.AggregationInterval = value

Time interval for aggregation. Orders/trades within the same interval are grouped together. Default is 1 hour. Set to Zero to disable time-based grouping.

CancelOrdersWhenStopping

public bool CancelOrdersWhenStopping { get; set; }

value = strategy.CancelOrdersWhenStopping
strategy.CancelOrdersWhenStopping = value

To cancel active orders at stop. Is On by default.

ChildStrategies

public INotifyList<Strategy> ChildStrategies { get; }

value = strategy.ChildStrategies

Subsidiary trade strategies.

CommentMode

public StrategyCommentModes CommentMode { get; set; }

value = strategy.CommentMode
strategy.CommentMode = value

Set Comment by Name or Id.

Commission

public decimal? Commission { get; private set; }

value = strategy.Commission
strategy.Commission = value

Total commission.

Connector

public virtual Connector Connector { get; set; }

value = strategy.Connector
strategy.Connector = value

Connection to the trading system.

CurrentTime

public override DateTime CurrentTime { get; }

value = strategy.CurrentTime

Current time.

DisposeOnStop

public bool DisposeOnStop { get; set; }

value = strategy.DisposeOnStop
strategy.DisposeOnStop = value

Automatically to clear resources, used by the strategy, when it stops (state ProcessState becomes equal to Stopped).

Environment

public SettingsStorage Environment { get; }

value = strategy.Environment

Strategy environment parameters.

ErrorState

public LogLevels ErrorState { get; private set; }

value = strategy.ErrorState
strategy.ErrorState = value

The state of an error.

HideSecurityAndPortfolioParameters

public static bool HideSecurityAndPortfolioParameters { get; set; }

value = Strategy.HideSecurityAndPortfolioParameters
Strategy.HideSecurityAndPortfolioParameters = value

Make Security and Portfolio as non-browsable.

HistoryCalculated

protected virtual TimeSpan? HistoryCalculated { get; }

value = strategy.HistoryCalculated

Calculated from code version of HistorySize.

HistorySize

public TimeSpan? HistorySize { get; set; }

value = strategy.HistorySize
strategy.HistorySize = value

History to initialize the strategy on Live trading.

Id

public override Guid Id { get; set; }

value = strategy.Id
strategy.Id = value

Strategy ID.

Indicators

public INotifyList<IIndicator> Indicators { get; }

value = strategy.Indicators

All indicators used in strategy. Uses in default implementation of IsFormed.

IndicatorSource

public Level1Fields? IndicatorSource { get; set; }

value = strategy.IndicatorSource
strategy.IndicatorSource = value

Default source for indicators when Source is not set.

IsBacktesting

public bool IsBacktesting { get; }

value = strategy.IsBacktesting

Determines Connector is HistoryEmulationConnector.

IsFormed

public virtual bool IsFormed { get; }

value = strategy.IsFormed

Strategy fully formed.

IsOnline

public bool IsOnline { get; private set; }

value = strategy.IsOnline
strategy.IsOnline = value

True means that strategy is started and all of its subscriptions are in online state.

IsRulesSuspended

public bool IsRulesSuspended { get; }

value = strategy.IsRulesSuspended

Is rules execution suspended.

KeepStatistics

public bool KeepStatistics { get; set; }

value = strategy.KeepStatistics
strategy.KeepStatistics = value

Keep trading statistics (orders, trades, profit etc.) after restart.

LastError

public Exception LastError { get; private set; }

value = strategy.LastError
strategy.LastError = value

The last error that caused the strategy to stop.

Latency

public TimeSpan? Latency { get; private set; }

value = strategy.Latency
strategy.Latency = value

Total latency.

LogLevel

public override LogLevels LogLevel { get; set; }

value = strategy.LogLevel
strategy.LogLevel = value

The level to perform this rule logging.

MaxOrdersBeforeAggregation

public int MaxOrdersBeforeAggregation { get; set; }

value = strategy.MaxOrdersBeforeAggregation
strategy.MaxOrdersBeforeAggregation = value

Maximum number of orders before automatic aggregation is triggered. Default is 10000. Set to 0 to disable automatic aggregation.

MaxTradesBeforeAggregation

public int MaxTradesBeforeAggregation { get; set; }

value = strategy.MaxTradesBeforeAggregation
strategy.MaxTradesBeforeAggregation = value

Maximum number of trades before automatic aggregation is triggered. Default is 10000. Set to 0 to disable automatic aggregation.

MyTrades

public IEnumerable<MyTrade> MyTrades { get; }

value = strategy.MyTrades

Trades, matched during the strategy operation.

Name

public override string Name { get; set; }

value = strategy.Name
strategy.Name = value

Strategy name.

NameGenerator

public StrategyNameGenerator NameGenerator { get; }

value = strategy.NameGenerator

The generator of strategy name.

OrderBookSources

public virtual IEnumerable<IOrderBookSource> OrderBookSources { get; }

value = strategy.OrderBookSources

All possible IOrderBookMessage sources that can be received via OrderBookDrawing.

OrderLookup

public Subscription OrderLookup { get; }

value = strategy.OrderLookup

Get global subscription on Order lookup. Can be .

Orders

public IEnumerable<Order> Orders { get; }

value = strategy.Orders

Orders, registered within the strategy framework.

OrdersKeepTime

public TimeSpan OrdersKeepTime { get; set; }

value = strategy.OrdersKeepTime
strategy.OrdersKeepTime = value

The time for storing Orders in memory. By default it equals to 2 days. If value is set in Zero, orders will not be deleted.

Parameters

public StrategyParameterDictionary Parameters { get; }

value = strategy.Parameters

Strategy parameters.

PnL

public decimal PnL { get; }

value = strategy.PnL

The aggregate value of profit-loss without accounting commission Commission.

PnLManager

public IPnLManager PnLManager { get; set; }

value = strategy.PnLManager
strategy.PnLManager = value

The profit-loss manager.

Portfolio

public Portfolio Portfolio { get; set; }

value = strategy.Portfolio
strategy.Portfolio = value

Portfolio.

PortfolioLookup

public Subscription PortfolioLookup { get; }

value = strategy.PortfolioLookup

Get global subscription on Portfolio lookup. Can be .

PortfolioProvider

public IPortfolioProvider PortfolioProvider { get; set; }

value = strategy.PortfolioProvider
strategy.PortfolioProvider = value

IPortfolioProvider

Position

public decimal Position { get; set; }

value = strategy.Position
strategy.Position = value

The position aggregate value.

Positions

public IEnumerable<Position> Positions { get; }

value = strategy.Positions

Get all positions.

ProcessState

public virtual ProcessStates ProcessState { get; private set; }

value = strategy.ProcessState
strategy.ProcessState = value

The operation state.

ReportSource

public ReportSource ReportSource { get; }

value = strategy.ReportSource

Report data source with aggregation support.

RiskFreeRate

public decimal RiskFreeRate { get; set; }

value = strategy.RiskFreeRate
strategy.RiskFreeRate = value

Annual risk-free rate (e.g., 0.03 = 3%).

RiskManager

public IRiskManager RiskManager { get; set; }

value = strategy.RiskManager
strategy.RiskManager = value

The risks control manager.

RiskRules

public IEnumerable<IRiskRule> RiskRules { get; set; }

value = strategy.RiskRules
strategy.RiskRules = value

The risk rules.

Rules

public IMarketRuleList Rules { get; }

value = strategy.Rules

Registered rules.

Security

public Security Security { get; set; }

value = strategy.Security
strategy.Security = value

Security.

Slippage

public decimal? Slippage { get; private set; }

value = strategy.Slippage
strategy.Slippage = value

Total slippage.

StartedTime

public DateTime StartedTime { get; private set; }

value = strategy.StartedTime
strategy.StartedTime = value

Strategy start time.

StatisticManager

public IStatisticManager StatisticManager { get; protected set; }

value = strategy.StatisticManager
strategy.StatisticManager = value

The statistics manager.

StockSharp#Reporting#IReportSource#Commission

StockSharp#Reporting#IReportSource#Latency

StockSharp#Reporting#IReportSource#Name

StockSharp#Reporting#IReportSource#Orders

StockSharp#Reporting#IReportSource#OwnTrades

StockSharp#Reporting#IReportSource#Parameters

StockSharp#Reporting#IReportSource#PnL

StockSharp#Reporting#IReportSource#Position

StockSharp#Reporting#IReportSource#Positions

StockSharp#Reporting#IReportSource#Slippage

StockSharp#Reporting#IReportSource#StatisticParameters

StockSharp#Reporting#IReportSource#TotalWorkingTime

TargetAlgoFactory

public Func<Sides, decimal, IPositionModifyAlgo> TargetAlgoFactory { get; set; }

value = strategy.TargetAlgoFactory
strategy.TargetAlgoFactory = value

Factory to create position modify algorithms for TargetPositionManager. Default creates MarketOrderAlgo.

TargetPositionManager

public PositionTargetManager TargetPositionManager { get; }

value = strategy.TargetPositionManager

Target position manager.

TotalWorkingTime

public TimeSpan TotalWorkingTime { get; private set; }

value = strategy.TotalWorkingTime
strategy.TotalWorkingTime = value

The total time of strategy operation less time periods, when strategy was stopped.

TradingMode

public StrategyTradingModes TradingMode { get; set; }

value = strategy.TradingMode
strategy.TradingMode = value

Allow trading.

UnrealizedPnLInterval

public TimeSpan UnrealizedPnLInterval { get; set; }

value = strategy.UnrealizedPnLInterval
strategy.UnrealizedPnLInterval = value

The interval for unrealized profit recalculation. The default value is 1 minute.

UnsubscribeOnStop

public bool UnsubscribeOnStop { get; set; }

value = strategy.UnsubscribeOnStop
strategy.UnsubscribeOnStop = value

Unsubscribe all active subscription while strategy become stopping.

Volume

public virtual decimal Volume { get; set; }

value = strategy.Volume
strategy.Volume = value

Operational volume.

WaitAllTrades

public bool WaitAllTrades { get; set; }

value = strategy.WaitAllTrades
strategy.WaitAllTrades = value

Stop strategy only after getting all trades by registered orders.

WaitRulesOnStop

public bool WaitRulesOnStop { get; set; }

value = strategy.WaitRulesOnStop
strategy.WaitRulesOnStop = value

Wait Rules to finish before strategy become into Stopped state.

WorkingTime

public WorkingTime WorkingTime { get; set; }

value = strategy.WorkingTime
strategy.WorkingTime = value

The time boundary, within which candles for give series shall be translated.

Alert

protected void Alert(AlertNotifications type, string message)

strategy.Alert(type, message)

Send alert notification with strategy name as caption.

type

Alert type.

message

Alert text.

Alert

protected void Alert(AlertNotifications type, string caption, string message)

strategy.Alert(type, caption, message)

Send alert notification.

type

Alert type.

caption

Signal header.

message

Alert text.

AlertLog

protected void AlertLog(string message)

strategy.AlertLog(message)

Send log alert notification.

message

Alert text.

AlertPopup

protected void AlertPopup(string message)

strategy.AlertPopup(message)

Send popup alert notification.

message

Alert text.

AlertSound

protected void AlertSound(string message)

strategy.AlertSound(message)

Send sound alert notification.

message

Alert text.

ApplyCommand

public virtual void ApplyCommand(CommandMessage cmdMsg)

strategy.ApplyCommand(cmdMsg)

Apply incoming command.

cmdMsg

The message contains information about command to change state.

BuyLimit

public Order BuyLimit(decimal price, decimal? volume, Security security)

result = strategy.BuyLimit(price, volume, security)

To create the initialized order object for buy.

price

Price.

volume

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

security

The security. If value is passed, then Security value is used.

Returns: The initialized order object.

BuyMarket

public Order BuyMarket(decimal? volume, Security security)

result = strategy.BuyMarket(volume, security)

To create initialized object of buy order at market price.

volume

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

security

The security. If value is passed, then Security value is used.

Returns: The initialized order object.

CanAttach

protected virtual bool CanAttach(Order order)

result = strategy.CanAttach(order)

Determines the specified order can be owned by the strategy.

order

Order.

Returns: Check result.

CancelActiveOrders

public void CancelActiveOrders(bool? isStopOrder, Portfolio portfolio, Sides? direction, ExchangeBoard board, Security security, SecurityTypes? securityType, long? transactionId)

strategy.CancelActiveOrders(isStopOrder, portfolio, direction, board, security, securityType, transactionId)

To cancel all active orders (to stop and regular).

isStopOrder

, if cancel only a stop orders, - if regular orders, - both.

portfolio

Portfolio. If the value is equal to , then the portfolio does not match the orders cancel filter.

direction

Order side. If the value is , the direction does not use.

board

Trading board. If the value is equal to , then the board does not match the orders cancel filter.

security

Instrument. If the value is equal to , then the instrument does not match the orders cancel filter.

securityType

Security type. If the value is , the type does not use.

transactionId

Order cancellation transaction id.

CancelOrder

public void CancelOrder(Order order)

strategy.CancelOrder(order)

Cancel the order.

order

The order which should be canceled.

CancelTargetPosition

public void CancelTargetPosition(Security security, Portfolio portfolio)

strategy.CancelTargetPosition(security, portfolio)

Cancel target position for specified security and portfolio.

security

Security.

portfolio

Portfolio.

CancelTargetPosition

public void CancelTargetPosition()

strategy.CancelTargetPosition()

Cancel target position for the strategy's Security and Portfolio.

CanTrade

protected virtual bool CanTrade(Security security, Portfolio portfolio, Sides side, decimal volume, string noTradeReason)

result = strategy.CanTrade(security, portfolio, side, volume, noTradeReason)

Check if can trade with order information.

security

Security to trade.

portfolio

Portfolio to trade.

side

Order side.

volume

Order volume.

noTradeReason

Reason why trading is not allowed.

Returns: True if trading is allowed.

Clone

public virtual Strategy Clone()

result = strategy.Clone()

Creates a deep copy of a DataSeries

ClosePosition

public Order ClosePosition(Security security, Portfolio portfolio)

result = strategy.ClosePosition(security, portfolio)

To close open position by market (to register the order of the type Market).

security

Security. If not passed the value from Security will be obtain.

portfolio

Portfolio. If not passed the value from Portfolio will be obtain.

Returns: The initialized order object.

CopyTo

protected virtual void CopyTo(Strategy copy)

strategy.CopyTo(copy)

Copy settings into .

copy

Strategy

CreateChartArea

protected IChartArea CreateChartArea()

result = strategy.CreateChartArea()

Create chart area.

Returns: IChartArea

CreateClone

protected virtual Strategy CreateClone()

result = strategy.CreateClone()

Create clone object (non-initialized).

Returns: Strategy

CreateOrder

public Order CreateOrder(Sides side, decimal price, decimal? volume)

result = strategy.CreateOrder(side, price, volume)

To create the initialized order object.

side

Order side.

price

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

volume

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

Returns: The initialized order object.

CreateTimer

protected ITimerHandler CreateTimer(TimeSpan interval, Action callback)

result = strategy.CreateTimer(interval, callback)

Create a timer that executes callback at specified intervals.

interval

Timer interval.

callback

Callback to execute.

Returns: ITimerHandler

DisposeManaged

protected override void DisposeManaged()

strategy.DisposeManaged()

Release resources.

DrawCandles

protected IChartCandleElement DrawCandles(IChartArea area, Subscription subscription)

result = strategy.DrawCandles(area, subscription)

Draw candles on chart.

area

IChartArea

subscription

Subscription

Returns: IChartCandleElement

DrawCandles``1

protected IChartCandleElement DrawCandles<T>(IChartArea area, ISubscriptionHandler<T> subscription)

result = strategy.DrawCandles(area, subscription)

Draw candles on chart.

area

IChartArea

subscription

SubscriptionHandler

Returns: IChartCandleElement

DrawIndicator

protected IChartIndicatorElement DrawIndicator(IChartArea area, IIndicator indicator, Color? color, Color? additionalColor)

result = strategy.DrawIndicator(area, indicator, color, additionalColor)

Draw indicator on chart.

area

IChartArea

indicator

IIndicator

color

Color

additionalColor

AdditionalColor

Returns: IChartIndicatorElement

DrawOrderBook

public void DrawOrderBook(Subscription subscription, IOrderBookSource source, IOrderBookMessage book)

strategy.DrawOrderBook(subscription, source, book)

Draw IOrderBookMessage.

subscription

Subscription

source

IOrderBookSource

book

IOrderBookMessage

DrawOrderBookOrder

public void DrawOrderBookOrder(Subscription subscription, IOrderBookSource source, Order order)

strategy.DrawOrderBookOrder(subscription, source, order)

Draw order book order.

subscription

Subscription

source

IOrderBookSource

order

Order.

DrawOrderBookOrderFail

public void DrawOrderBookOrderFail(Subscription subscription, IOrderBookSource source, OrderFail fail)

strategy.DrawOrderBookOrderFail(subscription, source, fail)

Draw order book order fail.

subscription

Subscription

source

IOrderBookSource

fail

Order fail.

DrawOrders

protected IChartOrderElement DrawOrders(IChartArea area)

result = strategy.DrawOrders(area)

Draw orders on chart.

area

IChartArea

Returns: IChartOrderElement

DrawOwnTrades

protected IChartTradeElement DrawOwnTrades(IChartArea area)

result = strategy.DrawOwnTrades(area)

Draw trades on chart.

area

IChartArea

Returns: IChartTradeElement

EditOrder

public void EditOrder(Order order, Order changes)

strategy.EditOrder(order, changes)

Edit the order.

order

Order.

changes

Order changes.

EnsureOrderMetadata

private void EnsureOrderMetadata(Order order, DateTime fallbackTime)

strategy.EnsureOrderMetadata(order, fallbackTime)

Ensures the order has metadata required by strategy surfaces.

order

Order.

fallbackTime

Fallback time.

GetAlertService

public IAlertNotificationService GetAlertService()

result = strategy.GetAlertService()

To get the IAlertNotificationService associated with the passed strategy.

Returns: Alert notification service.

GetChart

public IChart GetChart()

result = strategy.GetChart()

To get the IChart associated with the passed strategy.

Returns: Chart.

GetOptionDesk

public IOptionDesk GetOptionDesk()

result = strategy.GetOptionDesk()

To get the IOptionDesk.

Returns: IOptionDesk.

GetOptionPositionChart

public IOptionPositionChart GetOptionPositionChart()

result = strategy.GetOptionPositionChart()

To get the IOptionPositionChart associated with the passed strategy.

Returns: Chart.

GetParameters

public virtual IStrategyParam[] GetParameters()

result = strategy.GetParameters()

Get parameters.

Returns: Parameters.

GetPortfolio

public Portfolio GetPortfolio()

result = strategy.GetPortfolio()

Get Portfolio or throw InvalidOperationException if not present.

Returns: Portfolio

GetPositionValue

public decimal? GetPositionValue(Security security, Portfolio portfolio)

result = strategy.GetPositionValue(security, portfolio)

Get position.

security

Security.

portfolio

Portfolio.

Returns: Position.

GetSecurity

public Security GetSecurity()

result = strategy.GetSecurity()

Get Security or throw InvalidOperationException if not present.

Returns: Security

GetSecurityValue``1

public T GetSecurityValue<T>(Level1Fields field)

result = strategy.GetSecurityValue(field)

To get market data value for the strategy instrument.

field

Market-data field.

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

GetStatValue``2

protected TValue GetStatValue<TParam, TValue>(TValue fallback)

result = strategy.GetStatValue(fallback)

Get the value of a statistic parameter by its type.

fallback

Fallback value if the parameter is not found.

Returns: The parameter value or .

GetTargetPosition

public decimal? GetTargetPosition(Security security, Portfolio portfolio)

result = strategy.GetTargetPosition(security, portfolio)

Get target position for specified security and portfolio.

security

Security.

portfolio

Portfolio.

Returns: Target position, or null if not set.

GetTargetPosition

public decimal? GetTargetPosition()

result = strategy.GetTargetPosition()

Get target position for the strategy's Security and Portfolio.

Returns: Target position, or null if not set.

GetWorkingPortfolios

public virtual IEnumerable<Portfolio> GetWorkingPortfolios()

result = strategy.GetWorkingPortfolios()

Get all portfolios required for strategy.

Returns: Portfolios.

GetWorkingSecurities

public virtual IEnumerable<ValueTuple<Security, DataType>> GetWorkingSecurities()

result = strategy.GetWorkingSecurities()

Get all securities required for strategy.

Returns: Securities.

InitStartValues

protected void InitStartValues()

strategy.InitStartValues()

Init.

IsFormedAndOnline

public bool IsFormedAndOnline()

result = strategy.IsFormedAndOnline()

IsFormed and IsOnline.

Returns: Check result.

IsFormedAndOnlineAndAllowTrading

public bool IsFormedAndOnlineAndAllowTrading(StrategyTradingModes required)

result = strategy.IsFormedAndOnlineAndAllowTrading(required)

IsFormedAndOnline and TradingMode.

required

Required action.

Returns: Check result.

IsOrderEditable

public bool? IsOrderEditable(Order order)

result = strategy.IsOrderEditable(order)

Determines the specified order can be edited by Order).

order

Order.

Returns: if the order is editable, order cannot be changed, means no information.

IsOrderReplaceable

public bool? IsOrderReplaceable(Order order)

result = strategy.IsOrderReplaceable(order)

Determines the specified order can be replaced by Order).

order

Order.

Returns: if the order is replaceable, order cannot be replaced, means no information.

Load

public override void Load(SettingsStorage storage)

strategy.Load(storage)

Load settings.

storage

Settings storage.

LookupByIdAsync

public ValueTask<Security> LookupByIdAsync(SecurityId id, CancellationToken cancellationToken)

result = strategy.LookupByIdAsync(id, cancellationToken)

To get the instrument by the identifier.

id

Security ID.

cancellationToken

CancellationToken

Returns: The got instrument. If there is no instrument by given criteria, is returned.

OnError

protected virtual void OnError(Strategy strategy, Exception error)

strategy.OnError(strategy, error)

Processing of error, occurred as result of strategy operation.

strategy

Strategy.

error

Error.

OnOrderReceived

protected virtual void OnOrderReceived(Order order)

strategy.OnOrderReceived(order)

Order received.

order

Order

OnOrderRegistered

protected virtual void OnOrderRegistered(Order order)

strategy.OnOrderRegistered(order)

To call the event OrderRegistered.

order

Order.

OnOrderRegisterFailed

protected virtual void OnOrderRegisterFailed(OrderFail fail, bool calcRisk)

strategy.OnOrderRegisterFailed(fail, calcRisk)

The method, called at strategy order registration error.

fail

Error registering order.

calcRisk

Invoke risk manager.

OnOrderRegistering

protected virtual void OnOrderRegistering(Order order)

strategy.OnOrderRegistering(order)

To call the event OrderRegistering.

order

Order.

OnOrderReRegistering

protected virtual void OnOrderReRegistering(Order oldOrder, Order newOrder)

strategy.OnOrderReRegistering(oldOrder, newOrder)

To call the event OrderReRegistering.

oldOrder

Cancelling order.

newOrder

New order to register.

OnOwnTradeReceived

protected virtual void OnOwnTradeReceived(MyTrade trade)

strategy.OnOwnTradeReceived(trade)

Own trade received.

trade

MyTrade

OnPositionReceived

protected virtual void OnPositionReceived(Position position)

strategy.OnPositionReceived(position)

Position received.

position

Position

OnReseted

protected virtual void OnReseted()

strategy.OnReseted()

It is called from the Reset method.

OnStarted

protected virtual void OnStarted(DateTimeOffset time)

strategy.OnStarted(time)

The method is called when the Start method has been called and the ProcessState state has been taken the Started value.

OnStarted

protected virtual void OnStarted()

strategy.OnStarted()

The method is called when the Start method has been called and the ProcessState state has been taken the Started value.

OnStarted2

protected virtual void OnStarted2(DateTime time)

strategy.OnStarted2(time)

The method is called when the Start method has been called and the ProcessState state has been taken the Started value.

OnStopped

protected virtual void OnStopped()

strategy.OnStopped()

The method is called when the ProcessState process state has been taken the Stopped value.

OnStopping

protected virtual void OnStopping()

strategy.OnStopping()

The method is called when the ProcessState process state has been taken the Stopping value.

Param``1

public StrategyParam<T> Param<T>(string id, T initialValue)

result = strategy.Param(id, initialValue)

Initializes a new instance of the StrategyParam.

id

Parameter identifier.

initialValue

The initial value.

Returns: The strategy parameter.

Prepare

public void Prepare()

strategy.Prepare()

Prepare data for report generation. Call this before accessing any data to ensure all values are up-to-date.

ProcessOrder

private void ProcessOrder(Order order, bool isChanging)

strategy.ProcessOrder(order, isChanging)

To add the order to the strategy.

order

Order.

isChanging

The order came from the change event.

RaiseLog

protected override void RaiseLog(LogMessage message)

strategy.RaiseLog(message)

RaiseParametersChanged

public void RaiseParametersChanged(string name)

strategy.RaiseParametersChanged(name)

To call events ParametersChanged and PropertyChanged.

name

Parameter name.

RaiseProcessStateChanged

protected void RaiseProcessStateChanged(Strategy strategy)

strategy.RaiseProcessStateChanged(strategy)

To call the event ProcessStateChanged.

strategy

Strategy.

RaiseReseted

private void RaiseReseted()

strategy.RaiseReseted()

To call the event Reseted.

RegisterOrder

public void RegisterOrder(Order order)

strategy.RegisterOrder(order)

Register new order.

order

Registration details.

ReRegisterOrder

public void ReRegisterOrder(Order oldOrder, Order newOrder)

strategy.ReRegisterOrder(oldOrder, newOrder)

Reregister the order.

oldOrder

Cancelling order.

newOrder

New order to register.

Reset

public void Reset()

strategy.Reset()

To re-initialize the trade algorithm. It is called after initialization of the strategy object and loading stored parameters.

SafeGetConnector

public IConnector SafeGetConnector()

result = strategy.SafeGetConnector()

To get the strategy getting Connector. If it is not initialized, the exception will be discarded.

Returns: Connector.

Save

public void Save(SettingsStorage storage, bool saveStatistics, bool saveSystemParameters)

strategy.Save(storage, saveStatistics, saveSystemParameters)

Save settings.

storage

SettingsStorage

saveStatistics

KeepStatistics

saveSystemParameters

Save system parameters.

Save

public override void Save(SettingsStorage storage)

strategy.Save(storage)

Save settings.

storage

Settings storage.

SellLimit

public Order SellLimit(decimal price, decimal? volume, Security security)

result = strategy.SellLimit(price, volume, security)

To create the initialized order object for sell.

price

Price.

volume

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

security

The security. If value is passed, then Security value is used.

Returns: The initialized order object.

SellMarket

public Order SellMarket(decimal? volume, Security security)

result = strategy.SellMarket(volume, security)

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

volume

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

security

The security. If value is passed, then Security value is used.

Returns: The initialized order object.

SetAlertService

public void SetAlertService(IAlertNotificationService service)

strategy.SetAlertService(service)

To set a IAlertNotificationService for the strategy.

service

Alert notification service.

SetChart

public void SetChart(IChart chart)

strategy.SetChart(chart)

To set a IChart for the strategy.

chart

Chart.

SetOptionDesk

public void SetOptionDesk(IOptionDesk desk)

strategy.SetOptionDesk(desk)

To set the IOptionDesk.

desk

IOptionDesk.

SetOptionPositionChart

public void SetOptionPositionChart(IOptionPositionChart chart)

strategy.SetOptionPositionChart(chart)

To set a IChart for the strategy.

chart

Chart.

SetPositionValue

public void SetPositionValue(Security security, Portfolio portfolio, decimal value, DateTime time)

strategy.SetPositionValue(security, portfolio, value, time)

Set position.

security

Security.

portfolio

Portfolio.

value

Position.

time

Timestamp to assign into LocalTime and ServerTime if position is created anew.

SetTargetPosition

public void SetTargetPosition(decimal target)

strategy.SetTargetPosition(target)

Set target position for the strategy's Security and Portfolio.

target

Target position value.

SetTargetPosition

public void SetTargetPosition(Security security, Portfolio portfolio, decimal target)

strategy.SetTargetPosition(security, portfolio, target)

Set target position for specified security and portfolio.

security

Security.

portfolio

Portfolio.

target

Target position value.

Start

public virtual void Start()

strategy.Start()

To start the trade algorithm.

StartProtection

protected void StartProtection(Unit takeProfit, Unit stopLoss, bool isStopTrailing, TimeSpan? takeTimeout, TimeSpan? stopTimeout, bool useMarketOrders, bool isLocalStop)

strategy.StartProtection(takeProfit, stopLoss, isStopTrailing, takeTimeout, stopTimeout, useMarketOrders, isLocalStop)

Start position protection.

takeProfit

Take offset.

stopLoss

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.

isLocalStop

Force local stop processing regardless of adapter capabilities.

StartTimer

protected ITimerHandler StartTimer(TimeSpan interval, Action callback)

result = strategy.StartTimer(interval, callback)

Create a timer that executes callback at specified intervals and starts it immediately.

interval

Timer interval.

callback

Callback to execute.

Returns: ITimerHandler

Stop

public virtual void Stop()

strategy.Stop()

To stop the trade algorithm.

Stop

public void Stop(Exception error)

strategy.Stop(error)

To stop the trade algorithm by error reason.

error

Error.

Subscribe

public void Subscribe(Subscription subscription)

strategy.Subscribe(subscription)

Subscribe.

subscription

Subscription.

SubscribeCandles

protected ISubscriptionHandler<ICandleMessage> SubscribeCandles(Subscription subscription)

result = strategy.SubscribeCandles(subscription)

Subscribe to candles.

subscription

Subscription

Returns: SubscriptionHandler

SubscribeCandles

protected ISubscriptionHandler<ICandleMessage> SubscribeCandles(DataType dt, bool isFinishedOnly, Security security)

result = strategy.SubscribeCandles(dt, isFinishedOnly, security)

Subscribe to candles.

dt

DataType

isFinishedOnly

IsFinishedOnly

security

Security. If security is not passed, then Security value is used.

Returns: SubscriptionHandler

SubscribeCandles

protected ISubscriptionHandler<ICandleMessage> SubscribeCandles(TimeSpan tf, bool isFinishedOnly, Security security)

result = strategy.SubscribeCandles(tf, isFinishedOnly, security)

Subscribe to candles.

tf

Time-frame.

isFinishedOnly

IsFinishedOnly

security

Security. If security is not passed, then Security value is used.

Returns: SubscriptionHandler

SubscribeLevel1

protected ISubscriptionHandler<Level1ChangeMessage> SubscribeLevel1(Subscription subscription)

result = strategy.SubscribeLevel1(subscription)

Subscribe to Level1.

subscription

Subscription

Returns: SubscriptionHandler

SubscribeLevel1

protected ISubscriptionHandler<Level1ChangeMessage> SubscribeLevel1(Security security)

result = strategy.SubscribeLevel1(security)

Subscribe to Level1.

security

Security. If security is not passed, then Security value is used.

Returns: SubscriptionHandler

SubscribeOrderBook

protected ISubscriptionHandler<IOrderBookMessage> SubscribeOrderBook(Subscription subscription)

result = strategy.SubscribeOrderBook(subscription)

Subscribe to MarketDepth.

subscription

Subscription

Returns: SubscriptionHandler

SubscribeOrderBook

protected ISubscriptionHandler<IOrderBookMessage> SubscribeOrderBook(Security security)

result = strategy.SubscribeOrderBook(security)

Subscribe to MarketDepth.

security

Security. If security is not passed, then Security value is used.

Returns: SubscriptionHandler

SubscribeTicks

protected ISubscriptionHandler<ITickTradeMessage> SubscribeTicks(Subscription subscription)

result = strategy.SubscribeTicks(subscription)

Subscribe to Ticks.

subscription

Subscription

Returns: SubscriptionHandler

SubscribeTicks

protected ISubscriptionHandler<ITickTradeMessage> SubscribeTicks(Security security)

result = strategy.SubscribeTicks(security)

Subscribe to Ticks.

security

Security. If security is not passed, then Security value is used.

Returns: SubscriptionHandler

ToReportValue

protected virtual object ToReportValue(object value)

result = strategy.ToReportValue(value)

To convert parameter value to report value.

value

The parameter value.

Returns: The report value.

TryAddMyTrade

public bool TryAddMyTrade(MyTrade trade)

result = strategy.TryAddMyTrade(trade)

Try add own trade.

trade

MyTrade

Returns: Operation result.

UnSubscribe

public void UnSubscribe(Subscription subscription)

strategy.UnSubscribe(subscription)

Unsubscribe.

subscription

Subscription.

BoardReceived

public event Action<Subscription, ExchangeBoard> BoardReceived

strategy.BoardReceived += handler

ExchangeBoard received.

CandleReceived

public event Action<Subscription, ICandleMessage> CandleReceived

strategy.CandleReceived += handler

ICandleMessage received.

CommissionChanged

public event Action CommissionChanged

strategy.CommissionChanged += handler

Commission change event.

ConnectorChanged

public event Action ConnectorChanged

strategy.ConnectorChanged += handler

The event of strategy connection change.

CurrentTimeChanged

public event Action<TimeSpan> CurrentTimeChanged

strategy.CurrentTimeChanged += handler

Server time changed CurrentTime. It passed the time difference since the last call of the event. The first time the event passes the value Zero.

DataTypeReceived

public event Action<Subscription, DataType> DataTypeReceived

strategy.DataTypeReceived += handler

DataType received.

Error

public event Action<Strategy, Exception> Error

strategy.Error += handler

The event of error occurrence in the strategy.

IsOnlineChanged

public event Action<Strategy> IsOnlineChanged

strategy.IsOnlineChanged += handler

The event of strategy online state change.

LatencyChanged

public event Action LatencyChanged

strategy.LatencyChanged += handler

Latency change event.

Level1Received

public event Action<Subscription, Level1ChangeMessage> Level1Received

strategy.Level1Received += handler

Level1ChangeMessage received.

NewMyTrade

public event Action<MyTrade> NewMyTrade

strategy.NewMyTrade += handler

Own trade received.

NewsReceived

public event Action<Subscription, News> NewsReceived

strategy.NewsReceived += handler

News received.

OrderBookDrawing

public event Action<Subscription, IOrderBookSource, IOrderBookMessage> OrderBookDrawing

strategy.OrderBookDrawing += handler

IOrderBookMessage).

OrderBookDrawingOrder

public event Action<Subscription, IOrderBookSource, Order> OrderBookDrawingOrder

strategy.OrderBookDrawingOrder += handler

Order).

OrderBookDrawingOrderFail

public event Action<Subscription, IOrderBookSource, OrderFail> OrderBookDrawingOrderFail

strategy.OrderBookDrawingOrderFail += handler

OrderFail).

OrderBookReceived

public event Action<Subscription, IOrderBookMessage> OrderBookReceived

strategy.OrderBookReceived += handler

IOrderBookMessage received.

OrderCancelFailed

public event Action<OrderFail> OrderCancelFailed

strategy.OrderCancelFailed += handler

Order cancellation error event.

OrderCancelFailReceived

public event Action<Subscription, OrderFail> OrderCancelFailReceived

strategy.OrderCancelFailReceived += handler

OrderFail cancellation event.

OrderCanceling

public event Action<Order> OrderCanceling

strategy.OrderCanceling += handler

The event of sending order for cancelling.

OrderChanged

public event Action<Order> OrderChanged

strategy.OrderChanged += handler

Order changed (cancelled, matched).

OrderEdited

public event Action<long, Order> OrderEdited

strategy.OrderEdited += handler

Order) success result event.

OrderEditFailed

public event Action<long, OrderFail> OrderEditFailed

strategy.OrderEditFailed += handler

Order) error result event.

OrderEditFailReceived

public event Action<Subscription, OrderFail> OrderEditFailReceived

strategy.OrderEditFailReceived += handler

OrderFail edition event.

OrderLogReceived

public event Action<Subscription, IOrderLogMessage> OrderLogReceived

strategy.OrderLogReceived += handler

IOrderLogMessage received.

OrderReceived

public event Action<Subscription, Order> OrderReceived

strategy.OrderReceived += handler

Order received.

OrderRegistered

public event Action<Order> OrderRegistered

strategy.OrderRegistered += handler

The event of order successful registration.

OrderRegisterFailed

public event Action<OrderFail> OrderRegisterFailed

strategy.OrderRegisterFailed += handler

Order registration error event.

OrderRegisterFailReceived

public event Action<Subscription, OrderFail> OrderRegisterFailReceived

strategy.OrderRegisterFailReceived += handler

OrderFail registration event.

OrderRegistering

public event Action<Order> OrderRegistering

strategy.OrderRegistering += handler

The event of sending order for registration.

OrderReRegistering

public event Action<Order, Order> OrderReRegistering

strategy.OrderReRegistering += handler

The event of sending order for re-registration.

OwnTradeReceived

public event Action<Subscription, MyTrade> OwnTradeReceived

strategy.OwnTradeReceived += handler

MyTrade received.

ParametersChanged

public event Action ParametersChanged

strategy.ParametersChanged += handler

Parameters change event.

PnLChanged

public event Action PnLChanged

strategy.PnLChanged += handler

PnL change event.

PnLReceived

public event Action<Subscription> PnLReceived

strategy.PnLReceived += handler

PnL change event.

PnLReceived2

public event Action<Subscription, Portfolio, DateTime, decimal, decimal?, decimal?> PnLReceived2

strategy.PnLReceived2 += handler

PnL change event.

PortfolioReceived

public event Action<Subscription, Portfolio> PortfolioReceived

strategy.PortfolioReceived += handler

Portfolio received.

PositionChanged

public event Action PositionChanged

strategy.PositionChanged += handler

Position change event.

PositionReceived

public event Action<Subscription, Position> PositionReceived

strategy.PositionReceived += handler

Position received.

ProcessStateChanged

public event Action<Strategy> ProcessStateChanged

strategy.ProcessStateChanged += handler

ProcessState change event.

PropertyChanged

public event PropertyChangedEventHandler PropertyChanged

strategy.PropertyChanged += handler

The diagram element properties value change event.

Reseted

public event Action Reseted

strategy.Reseted += handler

The event of the strategy re-initialization.

SecurityReceived

public event Action<Subscription, Security> SecurityReceived

strategy.SecurityReceived += handler

Security received.

SlippageChanged

public event Action SlippageChanged

strategy.SlippageChanged += handler

Slippage change event.

SubscriptionFailed

public event Action<Subscription, Exception, bool> SubscriptionFailed

strategy.SubscriptionFailed += handler

Subscription is failed.

SubscriptionOnline

public event Action<Subscription> SubscriptionOnline

strategy.SubscriptionOnline += handler

Subscription is online.

SubscriptionReceived

public event Action<Subscription, object> SubscriptionReceived

strategy.SubscriptionReceived += handler

Value received.

SubscriptionStarted

public event Action<Subscription> SubscriptionStarted

strategy.SubscriptionStarted += handler

Subscription is started.

SubscriptionStopped

public event Action<Subscription, Exception> SubscriptionStopped

strategy.SubscriptionStopped += handler

Subscription is stopped.

TickTradeReceived

public event Action<Subscription, ITickTradeMessage> TickTradeReceived

strategy.TickTradeReceived += handler

ITickTradeMessage received.