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StockSharp.Algo.Risk Namespace

Risk management calculation.

Classes
  ClassDescription
Public classRiskCommissionRule
Risk-rule, tracking commission size.
Public classRiskManager
The risks control manager.
Public classRiskMessageAdapter
The message adapter, automatically controlling risk rules.
Public classRiskOrderFreqRule
Risk-rule, tracking orders placing frequency.
Public classRiskOrderPriceRule
Risk-rule, tracking order price.
Public classRiskOrderVolumeRule
Risk-rule, tracking order volume.
Public classRiskPnLRule
Risk-rule, tracking profit-loss.
Public classRiskPositionSizeRule
Risk-rule, tracking position size.
Public classRiskPositionTimeRule
Risk-rule, tracking position lifetime.
Public classRiskRule
Base risk-rule.
Public classRiskSlippageRule
Risk-rule, tracking slippage size.
Public classRiskTradeFreqRule
Risk-rule, tracking orders execution frequency.
Public classRiskTradePriceRule
Risk-rule, tracking trade price.
Public classRiskTradeVolumeRule
Risk-rule, tracking trade volume.
Interfaces
  InterfaceDescription
Public interfaceIRiskManager
The interface, describing risks control manager.
Public interfaceIRiskRule
The interface, describing risk-rule.
Enumerations
  EnumerationDescription
Public enumerationRiskActions
Types of actions.