Strategy properties and methods

Main properties of the strategy:

  • Security - trading instrument
  • Portfolio - selected portfolio
  • Connector - trading connection
  • MyTrades - list of trades
  • Orders - list of orders
  • CurrentPosition - volume of the strategy current position
  • AveragePrice - average price of the strategy current position
  • PnL - strategy profit in ticks
  • BestBid, BestAsk - best sell and buy prices
  • State - state of the strategy (could be Stopped, Started andSuspended)
  • DisplayName - displayed name of the strategy

Main public methods of the strategy:

  • OpenOrder - method of opening a new order
  • ModifyOrder - method of modifying an order
  • CancelOrder - method of cancelling an order
  • ShrinkPrice - rounding the sent price to the trading instrument tick size

Virtual strategy methods, which should be redefined (if necessary) in the created strategy:

  • OnActivated - called when the strategy is activated
  • OnStarted - called when the strategy is started
  • OnSuspended - called when the strategy is suspended (for example, when the chart with the strategy has been closed)
  • OnStopped - called when the strategy is stopped
  • OnOpenOrder(Order order, bool isAutomated = true) - called when the user tries to open an order. If the flag isAutomated=true, it means that the order is opened by the strategy. If the flag = false, it means that the order is opened by the user from the platform.
  • OnModifyOrder - called when the user tries to modify the order
  • OnCancelOrder - called when the user tries to cancel the order
  • OnMarketDepth - changes of data in the order book
  • OnBestBidAsk - changes of the best bid/ask
  • OnNewTrade - new tick
  • OnNewPosition - appearance of a new position
  • OnCurrentPositionChanged - change of the current position
  • OnPnLChanged - change of PnL
  • OnNewOrder - appearance of a new order
  • OnOrderChanged - change of an order
  • OnOrderRegisterFailed - error of posting an order
  • OnOrderCancelFailed - error of cancelling an order
  • OnNewMyTrade - new own trade (execution)

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