StrategyHelper — StockSharp Documentation

Cancel

public static IMarketRule Cancel(IMarketRule rule, Order order)

result = StrategyHelper.Cancel(rule, order)

To create an action, cancelling the order.

rule: Rule.
order: The order to be cancelled.

Returns: Rule.

ExecAsync

public static ValueTask<ValueTuple<bool, Exception>> ExecAsync(Strategy strategy, Func<CancellationToken, ValueTask> extra, CancellationToken cancellationToken)

result = StrategyHelper.ExecAsync(strategy, extra, cancellationToken)

Execute strategy.

strategy: Strategy.
extra: Extra action.
cancellationToken: CancellationToken.

Returns: ValueTask.

Register

public static IMarketRule Register(IMarketRule rule, Order order)

result = StrategyHelper.Register(rule, order)

To create an action, registering the order.

rule: Rule.
order: The order to be registered.

Returns: Rule.

ReRegister

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

result = StrategyHelper.ReRegister(rule, oldOrder, newOrder)

To create an action, re-registering the order.

rule: Rule.
oldOrder: The order to be re-registered.
newOrder: Information about new order.

Returns: Rule.

WhenError

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

result = StrategyHelper.WhenError(strategy, processChildStrategyErrors)

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

strategy: The strategy, based on which error will be expected.
processChildStrategyErrors: Process the child strategies errors.

Returns: Rule.

WhenNewMyTrade

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

result = StrategyHelper.WhenNewMyTrade(strategy)

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

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

Returns: Rule.

WhenOrderRegistered

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

result = StrategyHelper.WhenOrderRegistered(strategy)

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

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

Returns: Rule.

WhenPnLChanged

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

result = StrategyHelper.WhenPnLChanged(strategy)

To create a rule for event of profit change.

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

Returns: Rule.

WhenPnLLess

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

result = StrategyHelper.WhenPnLLess(strategy, value)

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

strategy: The strategy, based on which the profit change will be traced.
value: The level. If the Type type equals to Absolute, specified price is set. Otherwise, shift value is specified.

Returns: Rule.

WhenPnLMore

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

result = StrategyHelper.WhenPnLMore(strategy, value)

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

strategy: The strategy, based on which the profit change will be traced.
value: The level. If the Type type equals to Absolute, specified price is set. Otherwise, shift value is specified.

Returns: Rule.

WhenPositionChanged

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

result = StrategyHelper.WhenPositionChanged(strategy)

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

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

Returns: Rule.

WhenPositionLess

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

result = StrategyHelper.WhenPositionLess(strategy, value)

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

strategy: The strategy, based on which position change will be traced.
value: The level. If the Type type equals to Absolute, specified price is set. Otherwise, shift value is specified.

Returns: Rule.

WhenPositionMore

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

result = StrategyHelper.WhenPositionMore(strategy, value)

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

strategy: The strategy, based on which position change will be traced.
value: The level. If the Type type equals to Absolute, specified price is set. Otherwise, shift value is specified.

Returns: Rule.

WhenStarted

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

result = StrategyHelper.WhenStarted(strategy)

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

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

Returns: Rule.

WhenStopped

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

result = StrategyHelper.WhenStopped(strategy)

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

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

Returns: Rule.

WhenStopping

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

result = StrategyHelper.WhenStopping(strategy)

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

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

Returns: Rule.

WhenWarning

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

result = StrategyHelper.WhenWarning(strategy)

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

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

Returns: Rule.