C# Class Samples.SMACrossover.SMACrossover

Inheritance: FastQuant.InstrumentStrategy

显示文件 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_oe property

public bool CrossoverExitEnabled
return	bool

LimitOCALevel public_oe property

public double LimitOCALevel
return	double

OCAExitEnabled public_oe property

public bool OCAExitEnabled
return	bool

StopExitEnabled public_oe property

public bool StopExitEnabled
return	bool

StopLevel public_oe property

public double StopLevel
return	double

StopMode public_oe property

public StopMode StopMode
return	StopMode

StopOCALevel public_oe property

public double StopOCALevel
return	double

StopType public_oe property

public StopType StopType
return	StopType