public SymbolInfo() // used by JSONdeserialize() / XMLdeserialize()
//this.MarketName = "US Equities";
{
this.SecurityType = SecurityType.Stock;
this.SymbolClass = "";
this.Point2Dollar = 1.0;
//this.Decimals = DecimalsManager.Instance.Pricing;
this.DecimalsPrice = 2;
this.DecimalsVolume = 0; // if your Forex Symbol uses lotMin=0.001, DecimalsVolume = 3
this.PriceLevelSizeForBonds = 1.0;
//for (int i = this.Decimals; i > 0; i--) this.PriceLevelSize /= 10.0;
this.SameBarPolarCloseThenOpen = true;
this.SequencedOpeningAfterClosedDelayMillis = 1000;
this.MarketOrderAs = MarketOrderAs.Unknown;
this.ReplaceTidalWithCrossMarket = false;
this.ReplaceTidalMillis = 0;
this.SlippagesBuy = "";
this.SlippagesSell = "";
this.ReSubmitRejected = false;
this.ReSubmittedUsesNextSlippage = false;
this.UseFirstSlippageForBacktest = true;
this.EmergencyCloseDelayMillis = 8000;
this.EmergencyCloseAttemptsMax = 5;
this.LeverageForFutures = 1;
}
public Alert(Bar bar, double qty, double priceScript, string signalName,
Direction direction, MarketLimitStop marketLimitStop, OrderSpreadSide orderSpreadSide,
Strategy strategy) : this()
{
if (direction == Direction.Unknown)
{
string msg = "ALERT_CTOR_DIRECTION_MUST_NOT_BE_UNKNOWN: when creating an Alert, direction parameter can't be null";
throw new Exception(msg);
}
if (bar == null)
{
string msg = "ALERT_CTOR_BAR_MUST_NOT_BE_NULL: when creating an Alert, bar parameter can't be null";
throw new Exception(msg);
}
if (bar.ParentBars == null)
{
string msg = "ALERT_CTOR_PARENT_BARS_MUST_NOT_BE_NULL: when creating an Alert, bar.ParentBars can't be null";
throw new Exception(msg);
}
this.Bars = bar.ParentBars;
this.PlacedBar = bar;
this.PlacedBarIndex = bar.ParentBarsIndex;
this.Symbol = bar.Symbol;
this.BarsScaleInterval = this.Bars.ScaleInterval;
if (this.Bars.SymbolInfo != null)
{
SymbolInfo symbolInfo = this.Bars.SymbolInfo;
this.SymbolClass = (string.IsNullOrEmpty(symbolInfo.SymbolClass) == false) ? symbolInfo.SymbolClass : "UNKNOWN_CLASS";
this.MarketOrderAs = symbolInfo.MarketOrderAs;
}
this.AccountNumber = "UNKNOWN_ACCOUNT";
if (this.DataSource.BrokerProvider != null && this.DataSource.BrokerProvider.AccountAutoPropagate != null &&
string.IsNullOrEmpty(this.Bars.DataSource.BrokerProvider.AccountAutoPropagate.AccountNumber) != false)
{
this.AccountNumber = this.Bars.DataSource.BrokerProvider.AccountAutoPropagate.AccountNumber;
}
this.Qty = qty;
this.PriceScript = priceScript;
this.SignalName = signalName;
this.Direction = direction;
this.MarketLimitStop = marketLimitStop;
this.OrderSpreadSide = orderSpreadSide;
this.Strategy = strategy;
if (this.Strategy != null)
{
this.StrategyID = this.Strategy.Guid;
this.StrategyName = this.Strategy.Name;
}
if (this.Strategy.Script != null)
{
string msg = "Looks like a manual Order submitted from the Chart";
return;
}
}
public Alert() // called by Json.Deserialize()
{
PlacedBarIndex = -1;
FilledBarIndex = -1;
//TimeCreatedServerBar = DateTime.MinValue;
this.QuoteCreatedThisAlertServerTime = DateTime.MinValue;
Symbol = "UNKNOWN_JUST_DESERIALIZED";
//SymbolClass = ""; //QUIK
//AccountNumber = "";
PriceScript = 0;
PriceDeposited = -1; // for a Future, we pay less that it's quoted (GUARANTEE DEPOSIT)
Qty = 0;
MarketLimitStop = MarketLimitStop.Unknown;
MarketOrderAs = MarketOrderAs.Unknown;
Direction = Direction.Unknown;
SignalName = "";
StrategyID = Guid.Empty;
StrategyName = "NO_STRATEGY";
BarsScaleInterval = new BarScaleInterval(BarScale.Unknown, 0);
OrderFollowed = null;
MreOrderFollowedIsNotNull = new ManualResetEvent(false);
}
public SymbolInfo() { // used by JSONdeserialize() / XMLdeserialize()
//this.MarketName = "US Equities";
this.SecurityType = SecurityType.Stock;
this.SymbolClass = "";
this.Point2Dollar = 1.0;
//this.Decimals = DecimalsManager.Instance.Pricing;
this.DecimalsPrice = 2;
this.DecimalsVolume = 0; // if your Forex Symbol uses lotMin=0.001, DecimalsVolume = 3
this.PriceLevelSizeForBonds = 1.0;
//for (int i = this.Decimals; i > 0; i--) this.PriceLevelSize /= 10.0;
this.SameBarPolarCloseThenOpen = true;
this.SequencedOpeningAfterClosedDelayMillis = 1000;
this.MarketOrderAs = MarketOrderAs.Unknown;
this.ReplaceTidalWithCrossMarket = false;
this.ReplaceTidalMillis = 0;
this.SlippagesBuy = "";
this.SlippagesSell = "";
this.ReSubmitRejected = false;
this.ReSubmittedUsesNextSlippage = false;
this.UseFirstSlippageForBacktest = true;
this.EmergencyCloseDelayMillis = 8000;
this.EmergencyCloseAttemptsMax = 5;
this.LeverageForFutures = 1;
}
public Alert(Bar bar, double qty, double priceScript, string signalName,
Direction direction, MarketLimitStop marketLimitStop, OrderSpreadSide orderSpreadSide,
Strategy strategy) : this() {
if (direction == Direction.Unknown) {
string msg = "ALERT_CTOR_DIRECTION_MUST_NOT_BE_UNKNOWN: when creating an Alert, direction parameter can't be null";
throw new Exception(msg);
}
if (bar == null) {
string msg = "ALERT_CTOR_BAR_MUST_NOT_BE_NULL: when creating an Alert, bar parameter can't be null";
throw new Exception(msg);
}
if (bar.ParentBars == null) {
string msg = "ALERT_CTOR_PARENT_BARS_MUST_NOT_BE_NULL: when creating an Alert, bar.ParentBars can't be null";
throw new Exception(msg);
}
this.Bars = bar.ParentBars;
this.PlacedBar = bar;
this.PlacedBarIndex = bar.ParentBarsIndex;
this.Symbol = bar.Symbol;
this.BarsScaleInterval = this.Bars.ScaleInterval;
if (this.Bars.SymbolInfo != null) {
SymbolInfo symbolInfo = this.Bars.SymbolInfo;
this.SymbolClass = (string.IsNullOrEmpty(symbolInfo.SymbolClass) == false) ? symbolInfo.SymbolClass : "UNKNOWN_CLASS";
this.MarketOrderAs = symbolInfo.MarketOrderAs;
}
this.AccountNumber = "UNKNOWN_ACCOUNT";
if (this.DataSource.BrokerProvider != null && this.DataSource.BrokerProvider.AccountAutoPropagate != null
&& string.IsNullOrEmpty(this.Bars.DataSource.BrokerProvider.AccountAutoPropagate.AccountNumber) != false) {
this.AccountNumber = this.Bars.DataSource.BrokerProvider.AccountAutoPropagate.AccountNumber;
}
this.Qty = qty;
this.PriceScript = priceScript;
this.SignalName = signalName;
this.Direction = direction;
this.MarketLimitStop = marketLimitStop;
this.OrderSpreadSide = orderSpreadSide;
this.Strategy = strategy;
if (this.Strategy != null) {
this.StrategyID = this.Strategy.Guid;
this.StrategyName = this.Strategy.Name;
}
if (this.Strategy.Script != null) {
string msg = "Looks like a manual Order submitted from the Chart";
return;
}
}
public Alert() { // called by Json.Deserialize()
PlacedBarIndex = -1;
FilledBarIndex = -1;
//TimeCreatedServerBar = DateTime.MinValue;
this.QuoteCreatedThisAlertServerTime = DateTime.MinValue;
Symbol = "UNKNOWN_JUST_DESERIALIZED";
//SymbolClass = ""; //QUIK
//AccountNumber = "";
PriceScript = 0;
PriceDeposited = -1; // for a Future, we pay less that it's quoted (GUARANTEE DEPOSIT)
Qty = 0;
MarketLimitStop = MarketLimitStop.Unknown;
MarketOrderAs = MarketOrderAs.Unknown;
Direction = Direction.Unknown;
SignalName = "";
StrategyID = Guid.Empty;
StrategyName = "NO_STRATEGY";
BarsScaleInterval = new BarScaleInterval(BarScale.Unknown, 0);
OrderFollowed = null;
MreOrderFollowedIsNotNull = new ManualResetEvent(false);
}
