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The S# library contains a mechanism of multithreaded trading strategies writing described by the Strategy class. The advantages of this approach are as follows:

  1. The ability to use the event model, to handle in parallel tens (hundreds, depending on the computer performance and the complexity of the algorithm) instruments with different parameters: time frames, volumes, etc. For more details see the Creating strategies section.
  2. The ability to use the iteration model. If you want a simple strategy implementation, that not critical to the execution speed. For more details see Iteration model.
  3. Automatic metric of orders and trades. The ability to obtain the calculated values of Slippage, Profit-lossPosition and Latency
  4. Commission calculating when trading.
  5. Complex strategies creating using the Child strategies approach.
  6. The market orders emulation (where it not supported) through the Quoting strategy.
  7. Built-in strategies connecting, such as Take-profit and Stop-loss.
  8. The export to Excel or Xml files of reports about strategy operation statistics. For more details see in the Reports section.
  9. The isolation of the trading logic from the system that allows to transfer strategy in a compiled code between computers.
  10. Flexible Logging.
  11. Monitoring of work by using the graphical window.
  12. The simulation on historical (backtesting), real-time (without actual registration orders - “paper trading”) and completely random data.
  13. The settings saving to a file for the work recovery after the algorithm reboot, as well as loading of previous operations.