DiamondStrategies.Domain.Inheritance.DiamondStrategyResult Class Reference

A Diamond Strategy Result file containing the result of a strategy execution. More...

Public Member Functions
string	LimitsPrintable (LimitClose[] limits)
	A method that puts an array of LimitClose objects into human readable string. Used for extended logging. More...
string	LimitsPrintable (LimitClose limit)
	A method that puts LimitClose object into human readable string. Used for extended logging. More...
override string	ToString ()
	A method that puts all this object properties into human readable string. Used for extended logging. More...

Public Attributes
int	ResultIndexInBatch = 0
	This must be used when strategy generates same signal multiple times in a single iteration and all of them are valid and not considered duplicates. Give a unique index to each signal in the batch to have all the signals executed. Otherwise the executor will tread those signals as duplicates and only execute a single one. More...

Protected Member Functions
	DiamondStrategyResult (string log, Timeframes executionTf, DiamondStrategy triggerStrategy, IInstrument instrument, int barIndex, object[] optionalArgs)
	DiamondStrategyResult (string log, Timeframes executionTf, DiamondStrategy triggerStrategy, IInstrument instrument, int barIndex)

Properties
abstract DiamondStrategyExecResultType	ResultType [get]
	Execution result type. BuyLimit, BuyStop, GoLongMarket, SellLimit, SellStop, GoShortMarket, Close, ClosePartial, ModifyPosition, Cancel, NoSignal, ERROR or ERRORFATAL/ More...
abstract string	UniqueId [get]
	Execution result unique id. More...
IInstrument	Instrument [get, set]
	Instrument that this result was generated for. More...
int	BarIndex [get, set]
	Index of the bar on which this result was generated. In a backtester execution this value changes as the backtester loops historical data. More...
DiamondStrategy	TriggerStrategy [get, set]
	Strategy that generated this result. More...
object	TriggerSubStrategy [get, set]
	Sub strategy that generated this result. More...
List< object >	CustomStrategyProps [get, set]
	A list of objects with custom strategy properties. More...
Timeframes	ExecutionTf [get, set]
	Execution timeframe. More...
string	Log [get, set]
	Log object. More...
DateTime	ExecutionDate [get, set]
	Execution date. More...

Detailed Description

A Diamond Strategy Result file containing the result of a strategy execution.

Member Function Documentation

LimitsPrintable() [1/2]

string DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.LimitsPrintable ( LimitClose  limit )

inline

A method that puts LimitClose object into human readable string. Used for extended logging.

Parameters

limit

LimitClose object to print.

Returns

A string containing all this object properties.

LimitsPrintable() [2/2]

string DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.LimitsPrintable ( LimitClose[]  limits )

inline

A method that puts an array of LimitClose objects into human readable string. Used for extended logging.

Parameters

limit

Array of LimitClose objects to print.

Returns

A string containing all this object properties.

ToString()

override string DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.ToString ( )

inline

A method that puts all this object properties into human readable string. Used for extended logging.

Returns

A string containing all this object properties.

Member Data Documentation

ResultIndexInBatch

int DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.ResultIndexInBatch = 0

This must be used when strategy generates same signal multiple times in a single iteration and all of them are valid and not considered duplicates. Give a unique index to each signal in the batch to have all the signals executed. Otherwise the executor will tread those signals as duplicates and only execute a single one.

Property Documentation

BarIndex

int DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.BarIndex

getset

Index of the bar on which this result was generated. In a backtester execution this value changes as the backtester loops historical data.

CustomStrategyProps

List<object> DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.CustomStrategyProps

getset

A list of objects with custom strategy properties.

ExecutionDate

DateTime DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.ExecutionDate

getset

Execution date.

ExecutionTf

Timeframes DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.ExecutionTf

getset

Execution timeframe.

Instrument

IInstrument DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.Instrument

getset

Instrument that this result was generated for.

Log

string DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.Log

getset

Log object.

ResultType

abstract DiamondStrategyExecResultType DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.ResultType

get

Execution result type. BuyLimit, BuyStop, GoLongMarket, SellLimit, SellStop, GoShortMarket, Close, ClosePartial, ModifyPosition, Cancel, NoSignal, ERROR or ERRORFATAL/

TriggerStrategy

DiamondStrategy DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.TriggerStrategy

getset

Strategy that generated this result.

TriggerSubStrategy

object DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.TriggerSubStrategy

getset

Sub strategy that generated this result.

UniqueId

abstract string DiamondStrategies.Domain.Inheritance.DiamondStrategyResult.UniqueId

get

Execution result unique id.

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The documentation for this class was generated from the following file:

• C:/Dev/Diamond Strategies/branches/dev/DiamondStrategies.StrategyInterceptor/Inheritance/DiamondStrategyResult.cs