Base class for the trade object used within the backtester and the executor. More...

Public Member Functions
void	AddTarget (LimitClose target)
	Recommended method to use to attach a new target order to the trade. More...

void	AddStop (LimitClose stop)
	Recommended method to use to attach a new stop loss order to the trade. More...

override string	ToString ()
	Method to use to convert this trade to a human readable text representation. Contains all the properties of the trade. More...

Properties
IInstrument	Instrument `[get, set]`
	Financial instrument that was traded. More...

object	Id `[get, set]`
	Unique trade id More...

string	Symbol `[get, set]`
	Ticker symbol of the traded instrument. More...

TradeSides	Side `[get, set]`
	Trade side. Long, Short or Close. More...

TradeStates	State `[get, set]`
	Current state of the trader. I.e. pending execution, open, closed etc. More...

virtual ? double	FloatingPL `[get, set]`
	Floating profit/loss of the trade. Otherwise known as paper or unrealized profit/loss. More...

virtual ? decimal	ClosedPL `[get, set]`
	Realized profit or loss. More...

double?	LimitEntryPrice `[get, set]`
	Limit entry price. Value only exists stop loss or limit trades. More...

double?	ExecutionPrice `[get, set]`
	Actual fill price of the trade. Only exists on open trades. More...

DateTime?	CloseDate `[get, set]`
	Date when the trade was closed. More...

DateTime	ExecutionDate `[get, set]`
	Date when the trade was filled. More...

DateTime	LastUpdateDate `[get, set]`
	Date when trade values were last refreshed. More...

int?	CreationBarIndex `[get, set]`
	Index of the bar that trade was created on. This value is only viable for backtester trades. More...

DateTime	CreationDate `[get, set]`
	Date when trade was created. More...

double?	ClosePrice `[get, set]`
	Actual average closing price of the trade. More...

double	Volume `[get, set]`
	Trade size. More...

List< LimitClose >	TargetOrders `[get, set]`
	Target orders attached to the trade. Can contain multiple plartial targets. More...

List< LimitClose >	StopOrders `[get, set]`
	Stop loss orders attached to the trade. Can cointain multiple partial stop loss orders. More...

string	TargetOrdersPrintable `[get]`
	Readable text representation of the target orders. More...

string	StopOrdersPrintable `[get]`
	Readable text representation of the stop loss orders. More...

List< LimitClose >	InitialTargets `[get, set]`
	Initial target orders that were created when the trade was submitted. These orders do not change if target orders are modified in the future. More...

List< LimitClose >	InitialStops `[get, set]`
	Initial stop loss orders that were created when the trade was submitted. These orders do not change if stop loss orders are modified in the future. More...

List< HistoricalValue >	HistoricalStops `[get, set]`
	Log of historical modifications of the stop loss orders. Each change in the stop loss order will create a new entry in the list with the date and value of the change. More...

List< HistoricalValue >	HistoricalTargets `[get, set]`
	Log of historical modifications of the target orders. Each change in the target order will create a new entry in the list with the date and value of the change. More...

ITrade	ParentTrade `[get, set]`
	Initial trade that this trade was branched out from. For example partially closing a trade will generate two trades - one that was closed and one with the remaining amount. Both of those trades will contain the initial trade as their parent trade value. More...

TradeTypes	Type `[get, set]`
	Type of the trade. Market or limit trade. Stop loss trades are treated as limit trades. More...

DateTime?	TradeExpiryDate `[get, set]`
	The expiration date of the initial order, provided that a trade is a limit trade of type GTD (Good Til Date). More...

string	InitiatorStrategyId `[get, set]`
	Id of that DiamondStrategy that generated this trade. More...

string	InitiatorSubStrategyType `[get, set]`
	Id of the Sub strategy that generated the trade if such exists. Often GoLong or GoShort can be specified as the sub strategies. The internal value within the strategy that generated the signal if a startegy generates multiple types of signals. More...

bool	IsMargin `[get, set]`
	Value indicating if the trade is a CASH trade or a MARGIN trade. More...

List< object >	CustomStrategyProps `[get, set]`
	List of custom properties that a strategy added to the trade. This is a value that developers can use when creating their strategies if they like to link some information from the strategy to the trade. Maybe an indicator value on the opening of the trader or similar. More...

double??	ProfitTargetPrice `[get]`
	Average target price of all the attached target orders. More...

double??	StopPrice `[get]`
	Average stop loss price based on all the attached stop loss orders. More...

DiamondStrategy	InitiatorStrategy `[get, set]`
	Strategy that requested to execute this trade. More...

Detailed Description

Base class for the trade object used within the backtester and the executor.

Member Function Documentation

◆ AddStop()

void DiamondStrategies.Domain.Inheritance.ITrade.AddStop ( LimitClose stop )

inline

Recommended method to use to attach a new stop loss order to the trade.

Parameters

target Object of the stop loss to attach.

◆ AddTarget()

void DiamondStrategies.Domain.Inheritance.ITrade.AddTarget ( LimitClose target )

inline

Recommended method to use to attach a new target order to the trade.

Parameters

target Object of the target to attach.

◆ ToString()

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

inline

Method to use to convert this trade to a human readable text representation. Contains all the properties of the trade.

Returns: Text containing all the properties of the trade.

Property Documentation

◆ CloseDate

DateTime? DiamondStrategies.Domain.Inheritance.ITrade.CloseDate

getset

Date when the trade was closed.

◆ ClosedPL

virtual ? decimal DiamondStrategies.Domain.Inheritance.ITrade.ClosedPL

getset

Realized profit or loss.

◆ ClosePrice

double? DiamondStrategies.Domain.Inheritance.ITrade.ClosePrice

getset

Actual average closing price of the trade.

◆ CreationBarIndex

int? DiamondStrategies.Domain.Inheritance.ITrade.CreationBarIndex

getset

Index of the bar that trade was created on. This value is only viable for backtester trades.

◆ CreationDate

DateTime DiamondStrategies.Domain.Inheritance.ITrade.CreationDate

getset

Date when trade was created.

◆ CustomStrategyProps

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

getset

List of custom properties that a strategy added to the trade. This is a value that developers can use when creating their strategies if they like to link some information from the strategy to the trade. Maybe an indicator value on the opening of the trader or similar.

◆ ExecutionDate

DateTime DiamondStrategies.Domain.Inheritance.ITrade.ExecutionDate

getset

Date when the trade was filled.

◆ ExecutionPrice

double? DiamondStrategies.Domain.Inheritance.ITrade.ExecutionPrice

getset

Actual fill price of the trade. Only exists on open trades.

◆ FloatingPL

virtual ? double DiamondStrategies.Domain.Inheritance.ITrade.FloatingPL

getset

Floating profit/loss of the trade. Otherwise known as paper or unrealized profit/loss.

◆ HistoricalStops

List<HistoricalValue> DiamondStrategies.Domain.Inheritance.ITrade.HistoricalStops

getset

Log of historical modifications of the stop loss orders. Each change in the stop loss order will create a new entry in the list with the date and value of the change.

◆ HistoricalTargets

List<HistoricalValue> DiamondStrategies.Domain.Inheritance.ITrade.HistoricalTargets

getset

Log of historical modifications of the target orders. Each change in the target order will create a new entry in the list with the date and value of the change.

◆ Id

object DiamondStrategies.Domain.Inheritance.ITrade.Id

getset

Unique trade id

◆ InitialStops

List<LimitClose> DiamondStrategies.Domain.Inheritance.ITrade.InitialStops

getset

Initial stop loss orders that were created when the trade was submitted. These orders do not change if stop loss orders are modified in the future.

◆ InitialTargets

List<LimitClose> DiamondStrategies.Domain.Inheritance.ITrade.InitialTargets

getset

Initial target orders that were created when the trade was submitted. These orders do not change if target orders are modified in the future.

◆ InitiatorStrategy

DiamondStrategy DiamondStrategies.Domain.Inheritance.ITrade.InitiatorStrategy

getset

Strategy that requested to execute this trade.

◆ InitiatorStrategyId

string DiamondStrategies.Domain.Inheritance.ITrade.InitiatorStrategyId

getset

Id of that DiamondStrategy that generated this trade.

◆ InitiatorSubStrategyType

string DiamondStrategies.Domain.Inheritance.ITrade.InitiatorSubStrategyType

getset

Id of the Sub strategy that generated the trade if such exists. Often GoLong or GoShort can be specified as the sub strategies. The internal value within the strategy that generated the signal if a startegy generates multiple types of signals.

◆ Instrument

IInstrument DiamondStrategies.Domain.Inheritance.ITrade.Instrument

getset

Financial instrument that was traded.

◆ IsMargin

bool DiamondStrategies.Domain.Inheritance.ITrade.IsMargin

getset

Value indicating if the trade is a CASH trade or a MARGIN trade.

◆ LastUpdateDate

DateTime DiamondStrategies.Domain.Inheritance.ITrade.LastUpdateDate

getset

Date when trade values were last refreshed.

◆ LimitEntryPrice

double? DiamondStrategies.Domain.Inheritance.ITrade.LimitEntryPrice

getset

Limit entry price. Value only exists stop loss or limit trades.

◆ ParentTrade

ITrade DiamondStrategies.Domain.Inheritance.ITrade.ParentTrade

getset

Initial trade that this trade was branched out from. For example partially closing a trade will generate two trades - one that was closed and one with the remaining amount. Both of those trades will contain the initial trade as their parent trade value.

◆ ProfitTargetPrice

double?? DiamondStrategies.Domain.Inheritance.ITrade.ProfitTargetPrice

get

Average target price of all the attached target orders.

◆ Side

TradeSides DiamondStrategies.Domain.Inheritance.ITrade.Side

getset

Trade side. Long, Short or Close.

◆ State

TradeStates DiamondStrategies.Domain.Inheritance.ITrade.State

getset

Current state of the trader. I.e. pending execution, open, closed etc.

◆ StopOrders

List<LimitClose> DiamondStrategies.Domain.Inheritance.ITrade.StopOrders

getset

Stop loss orders attached to the trade. Can cointain multiple partial stop loss orders.

◆ StopOrdersPrintable

string DiamondStrategies.Domain.Inheritance.ITrade.StopOrdersPrintable

get

Readable text representation of the stop loss orders.

◆ StopPrice

double?? DiamondStrategies.Domain.Inheritance.ITrade.StopPrice

get

Average stop loss price based on all the attached stop loss orders.

◆ Symbol

string DiamondStrategies.Domain.Inheritance.ITrade.Symbol

getset

Ticker symbol of the traded instrument.

◆ TargetOrders

List<LimitClose> DiamondStrategies.Domain.Inheritance.ITrade.TargetOrders

getset

Target orders attached to the trade. Can contain multiple plartial targets.

◆ TargetOrdersPrintable

string DiamondStrategies.Domain.Inheritance.ITrade.TargetOrdersPrintable

get

Readable text representation of the target orders.

◆ TradeExpiryDate

DateTime? DiamondStrategies.Domain.Inheritance.ITrade.TradeExpiryDate

getset

The expiration date of the initial order, provided that a trade is a limit trade of type GTD (Good Til Date).

◆ Type

TradeTypes DiamondStrategies.Domain.Inheritance.ITrade.Type

getset

Type of the trade. Market or limit trade. Stop loss trades are treated as limit trades.

◆ Volume

double DiamondStrategies.Domain.Inheritance.ITrade.Volume

getset

Trade size.

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

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

Public Member Functions

Properties

Detailed Description

Member Function Documentation

◆ AddStop()

◆ AddTarget()

◆ ToString()

Property Documentation

◆ CloseDate

◆ ClosedPL

◆ ClosePrice

◆ CreationBarIndex

◆ CreationDate

◆ CustomStrategyProps

◆ ExecutionDate

◆ ExecutionPrice

◆ FloatingPL

◆ HistoricalStops

◆ HistoricalTargets

◆ Id

◆ InitialStops

◆ InitialTargets

◆ InitiatorStrategy

◆ InitiatorStrategyId

◆ InitiatorSubStrategyType

◆ Instrument

◆ IsMargin

◆ LastUpdateDate

◆ LimitEntryPrice

◆ ParentTrade

◆ ProfitTargetPrice

◆ Side

◆ State

◆ StopOrders

◆ StopOrdersPrintable

◆ StopPrice

◆ Symbol

◆ TargetOrders

◆ TargetOrdersPrintable

◆ TradeExpiryDate

◆ Type

◆ Volume