C# Class Samples.BollingerBands.MyStrategy

Inheritance: FastQuant.InstrumentStrategy

显示文件 Open project: fastquant/fastquant.dll Class Usage Examples

Public Methods

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

Protected Methods

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

Private Methods

Method	Description
AddGroups ( ) : void
UpdateExitLimit ( ) : void

Method Details

MyStrategy() public method

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

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

OnPositionOpened() protected method

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

OnStrategyStart() protected method

protected OnStrategyStart ( ) : void
return	void