C# Class Samples.SMACrossover.SMACrossover

Inheritance: FastQuant.InstrumentStrategy

Show file Open project: fastquant/fastquant.dll Class Usage Examples

Public Properties

Property	Type	Description
CrossoverExitEnabled	bool
LimitOCALevel	double
OCAExitEnabled	bool
StopExitEnabled	bool
StopLevel	double
StopMode	StopMode
StopOCALevel	double
StopType	StopType

Public Methods

Method	Description
SMACrossover ( Framework framework, string name ) : System

Protected Methods

Method	Description
OnBar ( Instrument instrument, Bar bar ) : void
OnFill ( FastQuant.Fill fill ) : void
OnPositionClosed ( Position position ) : void
OnPositionOpened ( Position position ) : void
OnStopExecuted ( Stop stop ) : void
OnStrategyStart ( ) : void

Private Methods

Method	Description
AddGroups ( ) : void

Method Details

OnBar() protected method

protected OnBar ( Instrument instrument, Bar bar ) : void
instrument	Instrument
bar	FastQuant.Bar
return	void

OnFill() protected method

protected OnFill ( FastQuant.Fill fill ) : void
fill	FastQuant.Fill
return	void

OnPositionClosed() protected method

protected OnPositionClosed ( Position position ) : void
position	FastQuant.Position
return	void

OnPositionOpened() protected method

protected OnPositionOpened ( Position position ) : void
position	FastQuant.Position
return	void

OnStopExecuted() protected method

protected OnStopExecuted ( Stop stop ) : void
stop	FastQuant.Stop
return	void

OnStrategyStart() protected method

protected OnStrategyStart ( ) : void
return	void

SMACrossover() public method

public SMACrossover ( Framework framework, string name ) : System
framework	FastQuant.Framework
name	string
return	System

Property Details

CrossoverExitEnabled public property

public bool CrossoverExitEnabled
return	bool

LimitOCALevel public property

public double LimitOCALevel
return	double

OCAExitEnabled public property

public bool OCAExitEnabled
return	bool

StopExitEnabled public property

public bool StopExitEnabled
return	bool

StopLevel public property

public double StopLevel
return	double

StopMode public property

public StopMode StopMode
return	StopMode

StopOCALevel public property

public double StopOCALevel
return	double

StopType public property

public StopType StopType
return	StopType