A trading strategy
The following tables list the members exposed by Strategy.
Protected Constructors
Public Fields
| Name | Description | |
|---|---|---|
|
Cash | Simulation initial cash allocation |
|
StartDate | Simulation start date |
|
StopDate | Simulation stop date |
Public Properties
| Name | Description | |
|---|---|---|
|
Bar | Gets last bar for strategy instrument |
|
Bars | Gets default bar series for strategy instrument |
|
Chart | Gets a reference to strategy chart settings |
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ExecutionProvider | Gets strategy execution provider name |
|
HasPosition | Checks if there is an open position for strategy instrument |
|
Instrument | Gets strategy instrument |
|
Instruments | Gets a list of strategy instruments |
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MarketDataProvider | Gets strategy market data provider name |
|
Mode | Strategy Mode |
|
OrderBook | Gets a reference to order book for strategy instrument |
|
Orders | Gets a list of strategy orders |
|
Portfolio | Gets strategy portfolio |
|
Position | Gets strategy position |
|
Quote | Gets last quote for strategy instrument |
|
Quotes | Gets quote series for strategy instrument |
|
Trade | Gets last trade for strategy instrument |
|
Trades | Gets trade series for strategy instrument |
Public Methods
| Name | Description | |
|---|---|---|
|
AddTimer | |
|
Buy | Overloaded. Sends buy market order |
|
BuyLimit | Overloaded. Sends buy limit order |
|
BuyLimitOrder | Overloaded. Creates buy limit order |
|
BuyOrder | Overloaded. Creates buy market order |
|
BuyStop | Overloaded. Sends buy stop order |
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BuyStopLimit | Overloaded. Sends buy stop limit order |
|
BuyStopLimitOrder | Overloaded. Creates buy stop limit order |
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BuyStopOrder | Overloaded. Creates buy stop order |
|
ClosePosition | Close opened position |
|
Draw | Overloaded. Draws indicator on the strategy chart |
|
GetBars | Overloaded. Returns bar series with specified bar type and bar size |
|
GetHistoricalBars | Overloaded. Returns historical bar series with default size and type |
|
GetHistoricalQuotes | Returns historical quote series |
|
GetHistoricalTrades | Returns historical trade series |
|
LimitOrder | Overloaded. Creates limit order |
|
MarketOrder | Overloaded. Creates market order |
|
OnBar | Called when a new bar event occurs |
|
OnBarOpen | Called when a new bar open event occurs |
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OnBarSlice | Called when a new barslice event occurs |
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OnError | Called when a provider error occurs |
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OnNewOrder | Called when new order event occurs |
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OnOrderBookChanged | Called when an order book changed event occurs |
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OnOrderCancelled | Called when order cancelled event occurs |
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OnOrderDone | Called when order done event occurs |
|
OnOrderFilled | Called when order filled event occurs |
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OnOrderPartiallyFilled | Called when order partial filled event occurs |
|
OnOrderRejected | Called when order rejected event occurs |
|
OnOrderStatusChanged | Called when order status changed event occurs |
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OnPositionChanged | Called when position changed event occurs |
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OnPositionClosed | Called when position closed event occurs |
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OnPositionOpened | Called when position opened event occurs |
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OnPositionValueChanged | Called when position value changed event occurs |
|
OnQuote | Called when a new quote event occurs |
|
OnStopExecuted | Called when a stop is executed |
|
OnStrategyStart | Called on strategy start event |
|
OnStrategyStop | Called on strategy stop event |
|
OnTimer | |
|
OnTrade | Called when a new trade event occurs |
|
RemoveTimer | |
|
Scan | Overloaded. Adds a column to Market Scanner window that shows the last bar price using specific barData |
|
Sell | Overloaded. Sends sell market order |
|
SellLimit | Overloaded. Sends sell limit order |
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SellLimitOrder | Overloaded. Creates sell limit order |
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SellOrder | Overloaded. Creates sell market order |
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SellStop | Overloaded. Sends sell stop order |
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SellStopLimit | Overloaded. Sends sell stop limit order |
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SellStopLimitOrder | Overloaded. Creates sell stop limit order |
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SellStopOrder | Overloaded. Creates sell stop order |
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SendLimitOrder | Overloaded. Creates and sends limit order |
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SendMarketOrder | Overloaded. Creates and sends market order |
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SendStopLimitOrder | Overloaded. Creates and sends stop limit order |
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SendStopOrder | Overloaded. Creates and sends stop order |
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SetStop | Overloaded. Sets new time stop on the specified position with specified parameters |
|
StopLimitOrder | Overloaded. Creates stop limit order |
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StopOrder | Overloaded. Creates stop order |
|
StopStrategy | Stops the strategy |