ATAS.Strategies.ATM.StopProfit Class Reference

Inheritance diagram for ATAS.Strategies.ATM.StopProfit:

Collaboration diagram for ATAS.Strategies.ATM.StopProfit:

Public Member Functions
	StopProfit ()
bool	CanSetCustomStop ()
bool	CanSetCustomTake ()
async Task	SetCustomStopOrTake (PriceUnit? stop, PriceUnit? take)
IStopProfitSettings	GetSettingsWithStopOrTake (PriceUnit? stop, PriceUnit? take)
Public Member Functions inherited from ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >
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.IStopProfitStrategy< SimpleStopProfitSettings >
void	SetSettings (TSettings settings)
new TSettings	GetSettings ()
bool IEnumerable< string > Errors	IsValidSettings (TSettings settings, decimal? expectedPositionVolume=null, decimal? expectedPositionPrice=null)
bool	CanSetCustomStop ()
bool	CanSetCustomTake ()
Task	SetCustomStopOrTake (PriceUnit? stop, PriceUnit? take)
IStopProfitSettings	GetSettingsWithStopOrTake (PriceUnit? stop, PriceUnit? take)
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)
Public Member Functions inherited from ATAS.Strategies.IStrategy
Task	StartAsync ()
	Starts the strategy, allowing it to execute its trading logic.
Task	StopAsync ()
	Stops the strategy, terminating its execution and releasing any resources.

Protected Member Functions
override StopProfit	CreateNew ()
override void	CommitChanges (StopProfit model, bool cloneOrders)
override SimpleStopProfitSettings	OnGetSettings ()
override void	OnSetSettings (SimpleStopProfitSettings settings)
override ICollection< string >	OnIsValidSettings (SimpleStopProfitSettings settings, decimal positionVolume, decimal positionPrice, decimal currentPrice)
override void	OnResetStopTakeOrderId ()
override void	OnResetCustomStopAndTakePrices ()
override void	DisableStopAndTake ()
override void	OnAttachStopAndTakeOrdersFailed ()
override void	OnProcessOrder (Order order)
override async Task	OnCancelAll (bool retryOnError)
override async Task< bool >	OnCancelSecondOrder (Order order)
override bool	SetStopOrTakeCancelledManually (Order order, string type)
override bool	SetStopOrTakeCustomPrice (Order currentStopOrTake, Order newOrder)
override bool	IsStopOrder (Order order)
override bool	IsTakeOrder (Order order)
override async Task	OnProcess (ChangesInfo info)
override void	OnCurrentPositionChanged ()
override void	OnPnLChanged (int ticks)
Protected Member Functions inherited from ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >
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

Properties
override bool	IsStopOrderAttached [get]
override bool	IsTakeOrderAttached [get]
override bool	HasActiveOrders [get]
StopProfitSettings	TakeProfit [get]
StopProfitSettings	StopLoss [get]
PriceUnit?	CurrentStop [get]
PriceUnit?	CurrentTake [get]
StrategyOrderId?	StopOrderId [get]
StrategyOrderId?	TakeOrderId [get]
BreakevenSettings	Breakeven [get, set]
TrailingStopSettings	TrailingStop [get, set]
Properties inherited from ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >
abstract bool	IsStopOrderAttached [get]
abstract bool	IsTakeOrderAttached [get]
TimeSpan	ProcessTimeout [get, set]
TimeSpan	AttachOrdersPeriod [get]
TimeSpan	RetryPeriodOnConnectionError [get]
TimeSpan	RetryPeriodOnOrderError [get]
TimeSpan	RetryPeriod [get]
Properties inherited from ATAS.Strategies.ATM.ISimpleStopProfitStrategy
StopProfitSettings	StopLoss [get]
StopProfitSettings	TakeProfit [get]
TrailingStopSettings	TrailingStop [get]
BreakevenSettings	Breakeven [get]
PriceUnit?	CurrentStop [get]
PriceUnit?	CurrentTake [get]
Properties inherited from ATAS.Strategies.ATM.IATMStrategy
bool	HasActiveOrders [get]
IStrategyMarketDataProvider	MarketDataProvider [get, set]
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.

Additional Inherited Members
Public Attributes inherited from ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >
bool	IsValid
Public Attributes inherited from ATAS.Strategies.ATM.IStopProfitStrategy< SimpleStopProfitSettings >
bool	IsValid
Public Attributes inherited from ATAS.Strategies.ATM.IATMStrategy
bool	IsValid
Events inherited from ATAS.Strategies.ATM.IATMStrategy
EventHandler< EventArgs >	SettingsChanged
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.

Constructor & Destructor Documentation

StopProfit()

ATAS.Strategies.ATM.StopProfit.StopProfit

(

)

Member Function Documentation

CanSetCustomStop()

bool ATAS.Strategies.ATM.StopProfit.CanSetCustomStop

(

)

Implements ATAS.Strategies.ATM.ISupportCustomStopOrTake.

CanSetCustomTake()

bool ATAS.Strategies.ATM.StopProfit.CanSetCustomTake

(

)

Implements ATAS.Strategies.ATM.ISupportCustomStopOrTake.

CommitChanges()

override void ATAS.Strategies.ATM.StopProfit.CommitChanges ( StopProfit  model, bool  cloneOrders  )

protected

CreateNew()

override StopProfit ATAS.Strategies.ATM.StopProfit.CreateNew ( )

protected

DisableStopAndTake()

override void ATAS.Strategies.ATM.StopProfit.DisableStopAndTake ( )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

GetSettingsWithStopOrTake()

IStopProfitSettings ATAS.Strategies.ATM.StopProfit.GetSettingsWithStopOrTake	(	PriceUnit?	stop,
		PriceUnit?	take
	)

Implements ATAS.Strategies.ATM.ISupportCustomStopOrTake.

IsStopOrder()

override bool ATAS.Strategies.ATM.StopProfit.IsStopOrder ( Order  order )

protected

IsTakeOrder()

override bool ATAS.Strategies.ATM.StopProfit.IsTakeOrder ( Order  order )

protected

OnAttachStopAndTakeOrdersFailed()

override void ATAS.Strategies.ATM.StopProfit.OnAttachStopAndTakeOrdersFailed ( )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

OnCancelAll()

override async Task ATAS.Strategies.ATM.StopProfit.OnCancelAll ( bool  retryOnError )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

OnCancelSecondOrder()

override async Task< bool > ATAS.Strategies.ATM.StopProfit.OnCancelSecondOrder ( Order  order )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

OnCurrentPositionChanged()

override void ATAS.Strategies.ATM.StopProfit.OnCurrentPositionChanged ( )

protected

OnGetSettings()

override SimpleStopProfitSettings ATAS.Strategies.ATM.StopProfit.OnGetSettings ( )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

OnIsValidSettings()

override ICollection< string > ATAS.Strategies.ATM.StopProfit.OnIsValidSettings ( SimpleStopProfitSettings  settings, decimal  positionVolume, decimal  positionPrice, decimal  currentPrice  )

protected

OnPnLChanged()

override void ATAS.Strategies.ATM.StopProfit.OnPnLChanged ( int  ticks )

protected

OnProcess()

override async Task ATAS.Strategies.ATM.StopProfit.OnProcess ( ChangesInfo  info )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

OnProcessOrder()

override void ATAS.Strategies.ATM.StopProfit.OnProcessOrder ( Order  order )

protectedvirtual

Reimplemented from ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

OnResetCustomStopAndTakePrices()

override void ATAS.Strategies.ATM.StopProfit.OnResetCustomStopAndTakePrices ( )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

OnResetStopTakeOrderId()

override void ATAS.Strategies.ATM.StopProfit.OnResetStopTakeOrderId ( )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

OnSetSettings()

override void ATAS.Strategies.ATM.StopProfit.OnSetSettings ( SimpleStopProfitSettings  settings )

protected

SetCustomStopOrTake()

async Task ATAS.Strategies.ATM.StopProfit.SetCustomStopOrTake	(	PriceUnit?	stop,
		PriceUnit?	take
	)

Implements ATAS.Strategies.ATM.ISupportCustomStopOrTake.

SetStopOrTakeCancelledManually()

override bool ATAS.Strategies.ATM.StopProfit.SetStopOrTakeCancelledManually ( Order  order, string  type  )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

SetStopOrTakeCustomPrice()

override bool ATAS.Strategies.ATM.StopProfit.SetStopOrTakeCustomPrice ( Order  currentStopOrTake, Order  newOrder  )

protectedvirtual

Implements ATAS.Strategies.ATM.BaseStopProfitStrategy< StopProfit, SimpleStopProfitSettings >.

Property Documentation

Breakeven

BreakevenSettings ATAS.Strategies.ATM.StopProfit.Breakeven

getset

Implements ATAS.Strategies.ATM.ISimpleStopProfitStrategy.

CurrentStop

PriceUnit? ATAS.Strategies.ATM.StopProfit.CurrentStop

get

Implements ATAS.Strategies.ATM.ISimpleStopProfitStrategy.

CurrentTake

PriceUnit? ATAS.Strategies.ATM.StopProfit.CurrentTake

get

Implements ATAS.Strategies.ATM.ISimpleStopProfitStrategy.

HasActiveOrders

override bool ATAS.Strategies.ATM.StopProfit.HasActiveOrders

get

Implements ATAS.Strategies.ATM.IATMStrategy.

IsStopOrderAttached

override bool ATAS.Strategies.ATM.StopProfit.IsStopOrderAttached

getprotected

IsTakeOrderAttached

override bool ATAS.Strategies.ATM.StopProfit.IsTakeOrderAttached

getprotected

StopLoss

StopProfitSettings ATAS.Strategies.ATM.StopProfit.StopLoss

get

Implements ATAS.Strategies.ATM.ISimpleStopProfitStrategy.

StopOrderId

StrategyOrderId? ATAS.Strategies.ATM.StopProfit.StopOrderId

get

TakeOrderId

StrategyOrderId? ATAS.Strategies.ATM.StopProfit.TakeOrderId

get

TakeProfit

StopProfitSettings ATAS.Strategies.ATM.StopProfit.TakeProfit

get

Implements ATAS.Strategies.ATM.ISimpleStopProfitStrategy.

TrailingStop

TrailingStopSettings ATAS.Strategies.ATM.StopProfit.TrailingStop

getset

Implements ATAS.Strategies.ATM.ISimpleStopProfitStrategy.

---

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

• StopProfit.cs