Rules for Tick Trades

Overview

SimpleTradeRulesStrategy is a strategy that demonstrates the use of combined rules for analyzing trade prices in StockSharp. It subscribes to trades and creates a rule that triggers under certain price conditions.

Main Components

// Main components
public class SimpleTradeRulesStrategy : Strategy
{
}

OnStarted Method

Called when the strategy starts:

• Creates a subscription to ticks
• Creates a combined rule for analyzing trade prices

// OnStarted method
protected override void OnStarted(DateTimeOffset time)
{
    var sub = new Subscription(DataType.Ticks, Security);

    sub.WhenTickTradeReceived(this).Do(t =>
    {
        sub
            .WhenLastTradePriceMore(this, t.Price + 2)
            .Or(sub.WhenLastTradePriceLess(this, t.Price - 2))
            .Do(t =>
            {
                LogInfo($"The rule WhenLastTradePriceMore Or WhenLastTradePriceLess tick={t}");
            })
            .Apply(this);
    })
    .Once() // call this rule only once
    .Apply(this);

    // Sending request for subscribe to market data.
    Subscribe(sub);

    base.OnStarted(time);
}

Logic

• When the first tick is received, a combined rule is created
• It is based on the price of the received tick: creates a rule that triggers when the price changes by +/- 2
• The rule triggers when the price of the last trade becomes more than current + 2 or less than current - 2
• When the rule triggers, information about the tick is added to the log
• The outer rule triggers only once (Once())

Features

• Demonstrates creating combined rules using Or()
• Uses WhenLastTradePriceMore and WhenLastTradePriceLess for price analysis
• Shows an example of logging information about trades using the LogInfo method
• Illustrates the use of Once() to limit rule triggering
• Passes the tick parameter to the event handler (unlike the example in the documentation)