ATM стратегии. Основы

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)