Trading algorithms

The S# library contains, as well as the system modules, already implemented small trading algorithms to simplify the coding of complex strategies working in the 24x7 format.

• Slippage - the slippage monitoring in algorithms.
• Profit-loss - the profit-loss monitoring in algorithms.
• Position - the position monitoring in algorithms.
• Latency - the monitoring of orders registration latency in algorithms.
• Base algorithms - base algorithms, on which abovementioned trading algorithms are based.
• Order book: sparse and grouped - order book changing to sparse and, vice versa, the grouping by price levels.
• Equity curve - the equity curve calculation by the profit-loss.