Inheritance diagram for ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >:

Collaboration diagram for ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >:

Public Member Functions
void	SetSettings (TSettings settings)

new TSettings	GetSettings ()

bool IEnumerable< string > Errors	IsValidSettings (TSettings settings, decimal? expectedPositionVolume=null, decimal? expectedPositionPrice=null)

Public Member Functions inherited from ATAS.Strategies.ATM.ATMStrategy< TStrategy >
Task	RetryAsync ()

Task	CancelAsync ()

Task	ResetOrdersAsync ()

Task	CancelOrdersAsync (IEnumerable< Order > orders)

bool	IsStopLoss (Order order)

bool	IsTakeProfit (Order order)

IATMStrategy	Clone (bool cloneOrders=true)

void	SetSettings (IStopProfitSettings settings)

IStopProfitSettings	GetSettings ()

bool IEnumerable< string > Errors	IsValidSettings (IStopProfitSettings settings, decimal? expectedPositionVolume=null, decimal? expectedPositionPrice=null)

Public Member Functions inherited from ATAS.Strategies.Strategy
void	Start ()

void	Stop ()

async Task	StartAsync ()
	Starts the strategy, allowing it to execute its trading logic.

async Task	WatchAsync ()

async Task	StartFromWatchAsync ()

async Task	StopAsync ()
	Stops the strategy, terminating its execution and releasing any resources.

async void	OpenOrder (Order order, bool isAutomated=true)
	�� .

async Task	OpenOrderAsync (Order order, bool isAutomated=true)
	�� .

async void	ModifyOrder (Order order, Order neworder, bool isAutomated=true)
	�� .

async Task	ModifyOrderAsync (Order order, Order neworder, bool isAutomated=true)
	�� .

async void	CancelOrder (Order order, bool isAutomated=true)
	�� .

async Task	CancelOrderAsync (Order order, bool isAutomated=true)
	�� .

Task	StartAsync ()
	Starts the strategy, allowing it to execute its trading logic.

Task	StopAsync ()
	Stops the strategy, terminating its execution and releasing any resources.

Public Member Functions inherited from ATAS.Strategies.ATM.IATMStrategy
Task	WatchAsync ()

Task	StartFromWatchAsync ()

Task	RetryAsync ()

Task	CancelAsync ()

Task	ResetOrdersAsync ()

bool	IsStopLoss (Order order)

bool	IsTakeProfit (Order order)

Task	OpenOrderAsync (Order order, bool isAutomated=true)

Task	ModifyOrderAsync (Order order, Order newOrder, bool isAutomated=true)

Task	CancelOrderAsync (Order order, bool isAutomated=true)

Task	CancelOrdersAsync (IEnumerable< Order > orders)

IATMStrategy	Clone (bool cloneOrders=true)

void	SetSettings (IStopProfitSettings settings)

IStopProfitSettings	GetSettings ()

bool IEnumerable< string > Errors	IsValidSettings (IStopProfitSettings settings, decimal? expectedPositionVolume=null, decimal? expectedPositionPrice=null)

void	SetSettings (TSettings settings)

new TSettings	GetSettings ()

bool IEnumerable< string > Errors	IsValidSettings (TSettings settings, decimal? expectedPositionVolume=null, decimal? expectedPositionPrice=null)

Public Attributes
bool	IsValid

Public Attributes inherited from ATAS.Strategies.ATM.ATMStrategy< TStrategy >
bool	IsValid

Public Attributes inherited from ATAS.Strategies.ATM.IATMStrategy
bool	IsValid

Public Attributes inherited from ATAS.Strategies.ATM.IStopProfitStrategy< TSettings >
bool	IsValid

Protected Member Functions
async Task	ProcessAfterDelay (TimeSpan? delay=null)

void	Process (bool isPositionChanged=false, bool isOrdersChanged=false, bool isSettingsChanged=false)

decimal	GetPriceValue (decimal price, PriceUnit value, decimal sign)

bool	IsEquals (Order first, Order second, bool isStop, bool comparePrices)

Order	TryAttachOrder (string type, Order order, StrategyOrderId orderId, string prefix)

Order	CreateStopOrder (OrderDirections direction, decimal sl, decimal volume, string prefix)

Order	CreateTakeOrder (OrderDirections direction, decimal tp, decimal volume, string prefix)

async Task< bool >	TryCancelStopOrTake (string type, Order order, string message, string prefix, bool retryOnError)

async Task< Order >	TryProcessStopOrTake (string type, Order oldOrder, OrderDirections direction, PriceUnit? currentValue, int positionSign, decimal volume, string prefix, bool isPositionChanged)

async Task< bool >	TryCancelSecondOrder (string type, Order order, string prefix)

void	ResetCustomStopAndTakePrices ()

void	ResetWatchState ()

virtual void	OnProcessOrder (Order order)

abstract Task	OnCancelAll (bool retryOnError)

abstract Task< bool >	OnCancelSecondOrder (Order order)

abstract Task	OnProcess (ChangesInfo info)

abstract void	OnResetCustomStopAndTakePrices ()

abstract void	OnResetStopTakeOrderId ()

abstract void	DisableStopAndTake ()

abstract void	OnAttachStopAndTakeOrdersFailed ()

abstract bool	SetStopOrTakeCustomPrice (Order currentStopOrTake, Order newOrder)

abstract bool	SetStopOrTakeCancelledManually (Order order, string type)

abstract void	OnSetSettings (TSettings settings)

abstract TSettings	OnGetSettings ()

abstract ICollection< string >	OnIsValidSettings (TSettings settings, decimal positionVolume, decimal positionPrice, decimal currentPrice)

override async Task	OnStarted ()
	Called when the strategy is started from StrategyStates.Stopped state.

override async Task	OnStartedFromWatch ()
	Called when the strategy is started from StrategyStates.Watch state.

override async Task	OnStopping ()
	Called when the strategy is stopping.

override Task	OnRetry ()

override async Task	OnCancel ()

override Task	OnResetOrders ()

override void	OnCurrentPositionChanged ()
	Called when the volume of the current position changes.

override async Task	OnModifyOrder (Order order, Order newOrder, bool isAutomated)
	Called when an existing order is modified.

override async Task	OnCancelOrder (Order order, bool isAutomated)
	Called when an order is canceled.

override async Task	OnCancelOrdersAsync (IEnumerable< Order > orders)

override void	OnNewOrder (Order order)
	Called when a new order is added.

override void	OnOrderChanged (Order order)
	Called when an existing order is changed.

override void	OnSetStopProfitSettings (IStopProfitSettings settings)

override IStopProfitSettings	OnGetStopProfitSettings ()

	override (bool IsValid, IEnumerable< string > Errors) OnIsValidStopProfitSettings(IStopProfitSettings settings

Protected Member Functions inherited from ATAS.Strategies.ATM.ATMStrategy< TStrategy >
virtual Task	OnRetry ()

virtual Task	OnCancel ()

virtual Task	OnResetOrders ()

virtual TStrategy	CreateNew ()

virtual void	CommitChanges (TStrategy model, bool cloneOrders)

abstract Task	OnCancelOrdersAsync (IEnumerable< Order > orders)

abstract bool	IsStopOrder (Order order)

abstract bool	IsTakeOrder (Order order)

abstract void	OnSetStopProfitSettings (IStopProfitSettings settings)

abstract IStopProfitSettings	OnGetStopProfitSettings ()

abstract bool IEnumerable< string > Errors	OnIsValidStopProfitSettings (IStopProfitSettings settings, decimal? positionVolume, decimal? positionPrice)

void	RaiseSettingsChanged ()

void	ThrowIfNotStarted ()

override bool	CanUpdateCurrentPosition (Position position)
	Checks if the current position can be updated with the specified position.

override void	LogParameters ()
	Log current parameters.

Protected Member Functions inherited from ATAS.Strategies.Strategy
	Strategy ()

void	SetState (StrategyStates state)
	Set strategy state.

void	SetErrorState (StrategyErrorTypes type, string[] errorDescriptions)
	Set StrategyStates.Error state.

void	ResetErrorState ()
	Reset error state.

void	RaisePropertyChanged (string propertyName)
	Raises the PropertyChanged event with the specified property name.

void	RaiseShowNotification (string message, string title=null, bool isError=false)
	Raises the ShowNotification event with the specified message, title, and error flag.

bool	SetProperty< TValue > (ref TValue storage, TValue newValue, string propertyName, Action< TValue, TValue > onChanged=null)
	Sets the property with the specified name to the new value and raises the PropertyChanged event if the value has changed.

string	GetOCOGroup ()
	Generates a unique OCO (One-Cancels-the-Other) group identifier based on the current timestamp.

bool	CanProcess (Order order)
	Checks if the specified order can be processed by this strategy.

ICollection< MyTrade >	FilterMyTrades (IEnumerable< MyTrade > trades)
	Filters and returns the collection of MyTrade that belong to the current portfolio and security and have occurred after the latest trade time.

void	UpdateCurrentPosition ()
	Update thr CurrentPosition and AveragePrice values.

virtual Task	OnStarted ()
	Called when the strategy is started from StrategyStates.Stopped state.

virtual Task	OnStartedFromWatch ()
	Called when the strategy is started from StrategyStates.Watch state.

virtual Task	OnStopping ()
	Called when the strategy is stopping.

virtual Task	OnStopped ()
	Called when the strategy is stopped.

virtual Task	OnOpenOrder (Order order, bool isAutomated)
	Called when a new order is opened.

virtual Task	OnModifyOrder (Order order, Order newOrder, bool isAutomated)
	Called when an existing order is modified.

virtual Task	OnCancelOrder (Order order, bool isAutomated)
	Called when an order is canceled.

virtual void	OnMarketDepth (IEnumerable< MarketDepth > depths)
	Called when market depth data is received.

virtual void	OnBestBidAsk (MarketDepth depth)
	Called when the best bid or ask market depth data is received.

virtual void	OnNewTrade (Trade trade)
	Called when a new trade occurs.

virtual void	OnNewPortfolio (Portfolio portfolio)
	Called when a new portfolio is added.

virtual void	OnNewPosition (Position position)
	Called when a new position is added.

virtual void	OnPositionChanged (Position position)
	Called when an existing position is changed.

virtual void	OnPnLChanged (int ticks)
	Called when the profit and loss (PnL) changes.

virtual void	OnNewOrder (Order order)
	Called when a new order is added.

virtual void	OnOrderChanged (Order order)
	Called when an existing order is changed.

virtual void	OnOrderRegisterFailed (Order order, string message)
	Called when an order registration fails.

virtual void	OnOrderCancelFailed (Order order, string message)
	Called when an order cancellation fails.

virtual void	OnOrderModifyFailed (Order order, Order newOrder, string message)
	Called when an order modification fails.

virtual void	OnNewMyTrade (MyTrade myTrade)
	Called when a new trade is added to the collection of MyTrade.

virtual void	OnCurrentPositionChanged ()
	Called when the volume of the current position changes.

virtual void	OnUpdateStrategyState ()
	Called when the strategy state needs to be updated.

virtual bool	CanProcess ()
	Checks if the strategy can process operations in the current state.

virtual bool	CanUpdateCurrentPosition (Position position)
	Checks if the current position can be updated with the specified position.

virtual void	LogParameters ()
	Log current parameters.

Properties
abstract bool	IsStopOrderAttached `[get]`

abstract bool	IsTakeOrderAttached `[get]`

TimeSpan	ProcessTimeout `[get, set]`

TimeSpan	AttachOrdersPeriod = TimeSpan.FromSeconds(30) `[get]`

TimeSpan	RetryPeriodOnConnectionError = TimeSpan.FromSeconds(2) `[get]`

TimeSpan	RetryPeriodOnOrderError = TimeSpan.FromMilliseconds(500) `[get]`

TimeSpan	RetryPeriod = TimeSpan.FromMilliseconds(200) `[get]`

Properties inherited from ATAS.Strategies.ATM.ATMStrategy< TStrategy >
abstract bool	HasActiveOrders `[get]`

IStrategyMarketDataProvider	MarketDataProvider `[get, set]`

TimeInForce	TimeInForce `[get, set]`

Properties inherited from ATAS.Strategies.Strategy
Security	Security `[get, set]`
	Gets or sets the security associated with the strategy.

Portfolio	Portfolio `[get, set]`
	Gets or sets the portfolio associated with the strategy.

TPlusLimits?	TPlusLimit `[get, set]`
	Gets or sets the T+ limits for the strategy.

IDataFeedConnector	Connector `[get, set]`
	Gets or sets the data feed connector for the strategy.

IEnumerable< MyTrade >	MyTrades `[get]`

IEnumerable< Order >	Orders `[get]`

Position	Position `[get, set]`

decimal	CurrentPosition `[get]`
	Gets the current position volume of the strategy.

decimal	AveragePrice `[get]`
	Gets the average price of the strategy's trades.

int	OpenTicksPnL `[get]`

decimal	OpenPnL `[get]`
	Gets the open profit and loss of the strategy.

decimal	ClosedPnL `[get]`
	Gets the closed profit and loss of the strategy.

MarketDepth	BestBid `[get]`

MarketDepth	BestAsk `[get]`

StrategyStates	State `[get, protected set]`
	Gets the current state of the strategy.

StrategyStateDescription	StateDescription `[get]`

string	Name `[get, set]`
	Gets or sets the name of the strategy.

Properties inherited from ATAS.Strategies.IStrategy
string	Name `[get, set]`
	Gets or sets the name of the strategy.

StrategyStates	State `[get]`
	Gets the current state of the strategy.

decimal	CurrentPosition `[get]`
	Gets the current position volume of the strategy.

decimal	AveragePrice `[get]`
	Gets the average price of the strategy's trades.

decimal	OpenPnL `[get]`
	Gets the open profit and loss of the strategy.

decimal	ClosedPnL `[get]`
	Gets the closed profit and loss of the strategy.

Security	Security `[get, set]`
	Gets or sets the security associated with the strategy.

Portfolio	Portfolio `[get, set]`
	Gets or sets the portfolio associated with the strategy.

TPlusLimits?	TPlusLimit `[get, set]`
	Gets or sets the T+ limits for the strategy.

IDataFeedConnector	Connector `[get, set]`
	Gets or sets the data feed connector for the strategy.

Properties inherited from ATAS.Strategies.ATM.IATMStrategy
bool	HasActiveOrders `[get]`

IStrategyMarketDataProvider	MarketDataProvider `[get, set]`

Additional Inherited Members
Protected Attributes inherited from ATAS.Strategies.ATM.ATMStrategy< TStrategy >
abstract bool	IsValid

Events inherited from ATAS.Strategies.ATM.ATMStrategy< TStrategy >
EventHandler< EventArgs >	SettingsChanged

Events inherited from ATAS.Strategies.Strategy
PropertyChangedEventHandler	PropertyChanged

EventHandler< StrategyStateChangedEventArgs >	StateChanged

EventHandler< StrategyNotificationEventArgs >	ShowNotification

Events inherited from ATAS.Strategies.IStrategy
EventHandler< StrategyStateChangedEventArgs >	StateChanged
	Occurs when the state of the strategy changes.

EventHandler< StrategyNotificationEventArgs >	ShowNotification
	Occurs when the strategy needs to show a notification or alert.

Events inherited from ATAS.Strategies.ATM.IATMStrategy
EventHandler< EventArgs >	SettingsChanged

Member Function Documentation

◆ CreateStopOrder()

Order ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.CreateStopOrder	(	OrderDirections	direction,
		decimal	sl,
		decimal	volume,
		string	prefix
	)

protected

◆ CreateTakeOrder()

Order ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.CreateTakeOrder	(	OrderDirections	direction,
		decimal	tp,
		decimal	volume,
		string	prefix
	)

protected

◆ DisableStopAndTake()

abstract void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.DisableStopAndTake ( )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ GetPriceValue()

decimal ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.GetPriceValue	(	decimal	price,
		PriceUnit	value,
		decimal	sign
	)

protected

◆ GetSettings()

new TSettings ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.GetSettings ( )

Implements ATAS.Strategies.ATM.IATMStrategy.

◆ IsEquals()

bool ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.IsEquals	(	Order	first,
		Order	second,
		bool	isStop,
		bool	comparePrices
	)

protected

◆ IsValidSettings()

bool IEnumerable< string > Errors ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.IsValidSettings	(	TSettings	settings,
		decimal?	expectedPositionVolume = `null`,
		decimal?	expectedPositionPrice = `null`
	)

Implements ATAS.Strategies.ATM.IStopProfitStrategy< TSettings >.

◆ OnAttachStopAndTakeOrdersFailed()

abstract void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnAttachStopAndTakeOrdersFailed ( )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ OnCancel()

override async Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnCancel ( )

protectedvirtual

Reimplemented from ATAS.Strategies.ATM.ATMStrategy< TStrategy >.

◆ OnCancelAll()

abstract Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnCancelAll ( bool retryOnError )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ OnCancelOrder()

override async Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnCancelOrder	(	Order	order,
		bool	isAutomated
	)

protectedvirtual

Called when an order is canceled.

Parameters

order	The order to be canceled.
isAutomated	A flag indicating whether the order was canceled automatically.

Reimplemented from ATAS.Strategies.Strategy.

◆ OnCancelOrdersAsync()

override async Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnCancelOrdersAsync ( IEnumerable< Order > orders )

protectedvirtual

Implements ATAS.Strategies.ATM.ATMStrategy< TStrategy >.

◆ OnCancelSecondOrder()

abstract Task< bool > ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnCancelSecondOrder ( Order order )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ OnCurrentPositionChanged()

override void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnCurrentPositionChanged ( )

protectedvirtual

Called when the volume of the current position changes.

Reimplemented from ATAS.Strategies.Strategy.

◆ OnGetSettings()

abstract TSettings ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnGetSettings ( )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ OnGetStopProfitSettings()

override IStopProfitSettings ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnGetStopProfitSettings ( )

protectedvirtual

Implements ATAS.Strategies.ATM.ATMStrategy< TStrategy >.

◆ OnIsValidSettings()

abstract ICollection< string > ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnIsValidSettings	(	TSettings	settings,
		decimal	positionVolume,
		decimal	positionPrice,
		decimal	currentPrice
	)

protectedpure virtual

◆ OnModifyOrder()

override async Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnModifyOrder	(	Order	order,
		Order	newOrder,
		bool	isAutomated
	)

protectedvirtual

Called when an existing order is modified.

Parameters

order	The original order.
newOrder	The modified order with new parameters.
isAutomated	A flag indicating whether the order was modified automatically.

Reimplemented from ATAS.Strategies.Strategy.

◆ OnNewOrder()

override void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnNewOrder ( Order order )

protectedvirtual

Called when a new order is added.

Parameters

order The newly added order.

Reimplemented from ATAS.Strategies.Strategy.

◆ OnOrderChanged()

override void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnOrderChanged ( Order order )

protectedvirtual

Called when an existing order is changed.

Parameters

order The changed order.

Reimplemented from ATAS.Strategies.Strategy.

◆ OnProcess()

abstract Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnProcess ( ChangesInfo info )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ OnProcessOrder()

virtual void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnProcessOrder ( Order order )

protectedvirtual

Reimplemented in ATAS.Strategies.ATM.StopProfit.

◆ OnResetCustomStopAndTakePrices()

abstract void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnResetCustomStopAndTakePrices ( )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ OnResetOrders()

override Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnResetOrders ( )

protectedvirtual

Reimplemented from ATAS.Strategies.ATM.ATMStrategy< TStrategy >.

◆ OnResetStopTakeOrderId()

abstract void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnResetStopTakeOrderId ( )

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ OnRetry()

override Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnRetry ( )

protectedvirtual

Reimplemented from ATAS.Strategies.ATM.ATMStrategy< TStrategy >.

◆ OnSetSettings()

abstract void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnSetSettings ( TSettings settings )

protectedpure virtual

◆ OnSetStopProfitSettings()

override void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnSetStopProfitSettings ( IStopProfitSettings settings )

protectedvirtual

Implements ATAS.Strategies.ATM.ATMStrategy< TStrategy >.

◆ OnStarted()

override async Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnStarted ( )

protectedvirtual

Called when the strategy is started from StrategyStates.Stopped state.

Reimplemented from ATAS.Strategies.Strategy.

◆ OnStartedFromWatch()

override async Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnStartedFromWatch ( )

protectedvirtual

Called when the strategy is started from StrategyStates.Watch state.

Reimplemented from ATAS.Strategies.Strategy.

◆ OnStopping()

override async Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.OnStopping ( )

protectedvirtual

Called when the strategy is stopping.

Reimplemented from ATAS.Strategies.Strategy.

◆ override()

ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.override	(	bool	IsValid,
		IEnumerable< string >	Errors
	)

protected

◆ Process()

void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.Process	(	bool	isPositionChanged = `false`,
		bool	isOrdersChanged = `false`,
		bool	isSettingsChanged = `false`
	)

protected

◆ ProcessAfterDelay()

async Task ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.ProcessAfterDelay ( TimeSpan? delay = null )

protected

◆ ResetCustomStopAndTakePrices()

void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.ResetCustomStopAndTakePrices ( )

protected

◆ ResetWatchState()

void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.ResetWatchState ( )

protected

◆ SetSettings()

void ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.SetSettings ( TSettings settings )

Implements ATAS.Strategies.ATM.IStopProfitStrategy< TSettings >.

◆ SetStopOrTakeCancelledManually()

abstract bool ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.SetStopOrTakeCancelledManually	(	Order	order,
		string	type
	)

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ SetStopOrTakeCustomPrice()

abstract bool ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.SetStopOrTakeCustomPrice	(	Order	currentStopOrTake,
		Order	newOrder
	)

protectedpure virtual

Implemented in ATAS.Strategies.ATM.StopProfit.

◆ TryAttachOrder()

Order ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.TryAttachOrder	(	string	type,
		Order	order,
		StrategyOrderId	orderId,
		string	prefix
	)

protected

◆ TryCancelSecondOrder()

async Task< bool > ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.TryCancelSecondOrder	(	string	type,
		Order	order,
		string	prefix
	)

protected

◆ TryCancelStopOrTake()

async Task< bool > ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.TryCancelStopOrTake	(	string	type,
		Order	order,
		string	message,
		string	prefix,
		bool	retryOnError
	)

protected

◆ TryProcessStopOrTake()

async Task< Order > ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.TryProcessStopOrTake	(	string	type,
		Order	oldOrder,
		OrderDirections	direction,
		PriceUnit?	currentValue,
		int	positionSign,
		decimal	volume,
		string	prefix,
		bool	isPositionChanged
	)

protected

Member Data Documentation

◆ IsValid

bool ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.IsValid

Property Documentation

◆ AttachOrdersPeriod

TimeSpan ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.AttachOrdersPeriod = TimeSpan.FromSeconds(30)

get

◆ IsStopOrderAttached

abstract bool ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.IsStopOrderAttached

getprotected

◆ IsTakeOrderAttached

abstract bool ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.IsTakeOrderAttached

getprotected

◆ ProcessTimeout

TimeSpan ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.ProcessTimeout

getset

◆ RetryPeriod

TimeSpan ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.RetryPeriod = TimeSpan.FromMilliseconds(200)

get

◆ RetryPeriodOnConnectionError

TimeSpan ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.RetryPeriodOnConnectionError = TimeSpan.FromSeconds(2)

get

◆ RetryPeriodOnOrderError

TimeSpan ATAS.Strategies.ATM.BaseStopProfitStrategy< TStrategy, TSettings >.RetryPeriodOnOrderError = TimeSpan.FromMilliseconds(500)

get

The documentation for this class was generated from the following file:

BaseStopProfitStrategy.cs

Public Member Functions

Public Attributes

Protected Member Functions

Properties

Additional Inherited Members

Member Function Documentation

◆ CreateStopOrder()

◆ CreateTakeOrder()

◆ DisableStopAndTake()

◆ GetPriceValue()

◆ GetSettings()

◆ IsEquals()

◆ IsValidSettings()

◆ OnAttachStopAndTakeOrdersFailed()

◆ OnCancel()

◆ OnCancelAll()

◆ OnCancelOrder()

◆ OnCancelOrdersAsync()

◆ OnCancelSecondOrder()

◆ OnCurrentPositionChanged()

◆ OnGetSettings()

◆ OnGetStopProfitSettings()

◆ OnIsValidSettings()

◆ OnModifyOrder()

◆ OnNewOrder()

◆ OnOrderChanged()

◆ OnProcess()

◆ OnProcessOrder()

◆ OnResetCustomStopAndTakePrices()

◆ OnResetOrders()

◆ OnResetStopTakeOrderId()

◆ OnRetry()

◆ OnSetSettings()

◆ OnSetStopProfitSettings()

◆ OnStarted()

◆ OnStartedFromWatch()

◆ OnStopping()

◆ override()

◆ Process()

◆ ProcessAfterDelay()

◆ ResetCustomStopAndTakePrices()

◆ ResetWatchState()

◆ SetSettings()

◆ SetStopOrTakeCancelledManually()

◆ SetStopOrTakeCustomPrice()

◆ TryAttachOrder()

◆ TryCancelSecondOrder()

◆ TryCancelStopOrTake()

◆ TryProcessStopOrTake()

Member Data Documentation

◆ IsValid

Property Documentation

◆ AttachOrdersPeriod

◆ IsStopOrderAttached

◆ IsTakeOrderAttached

◆ ProcessTimeout

◆ RetryPeriod

◆ RetryPeriodOnConnectionError

◆ RetryPeriodOnOrderError