Buy To Cover method names are constructed as follows:

BuyToCover<When><Price>[<ExitOptions>]([<Parameters>])

 

<ExitOptions> and <Parameters> are optional and may vary depending on your needs.

 

For example:

BuyToCoverNextBarAtMarket();

 

Available When variants:

• ThisBar - order must be executed on current bar
• NextBar - order must be executed on next bar

 

Available Price variants:

• AtMarket - order must be executed at current (Market) price
• OnClose - order must be executed on Close price
• AtOpen - order must be executed at Open price
• AtLimit - order must be executed at Limit price (if possible) specified by limitPrice parameter or less
• AtStop - order must be executed at the first opportunity at the specified stopPrice or higher

 

Tip: relativePrice can be negative to specify price less then Open price of the next bar.

 

Available ExitOptions variants:

• Total - instructs to close specified by tradeSize count of shares/contracts (it's signficant for Pyramiding - otherwise tradeSize shares/contracts will be closed for every opened entry)
• FromEntry - closes specified by tradeName entry order
• FromEntryTotal - combines Total and FromEntry options

 

Tip: use FromEntry exit option to to close specific entries named with tradeName parameter.

 

Backtesting Real Time Strategies on historical data:

• Use BackTesting property to determine that current bar is historical.
• You can determine current backtest price type (Open, High, Low or Close) by using BackTestPrice property (e.g. BackTestPrice == BackTestPriceType.Open).
• Use trading methods that begin with BackTest keyword on historical data (you must measure assumed trade price by yourself and pass it in price parameter).

 

List of available BuyToCover methods with possible parameters:

// BackTestBuyToCover
    void BackTestBuyToCover(double price);
    void BackTestBuyToCover(double price, int tradeSize);
    void BackTestBuyToCover(string tradeName, double price);
    void BackTestBuyToCover(string tradeName, double price, int tradeSize);
    void BackTestBuyToCoverFromEntry(string tradeName, double price, int tradeSize);
    void BackTestBuyToCoverFromEntryTotal(string tradeName, double price, int tradeSize);
    void BackTestBuyToCoverTotal(double price, int tradeSize);
    void BackTestBuyToCoverTotal(string tradeName, double price, int tradeSize);
    
// BuyToCoverAtLimit     
    void BuyToCoverAtLimit(double limitPrice);
    void BuyToCoverAtLimit(double limitPrice, int tradeSize);
    void BuyToCoverAtLimit(string tradeName, double limitPrice);
    void BuyToCoverAtLimit(string tradeName, double limitPrice, int tradeSize);
    void BuyToCoverAtLimitFromEntry(string tradeName, double limitPrice, int tradeSize);
    void BuyToCoverAtLimitFromEntryTotal(string tradeName, double limitPrice, int tradeSize);
    void BuyToCoverAtLimitTotal(double limitPrice, int tradeSize);
    void BuyToCoverAtLimitTotal(string tradeName, double limitPrice, int tradeSize);

// BuyToCoverAtMarket     
    void BuyToCoverAtMarket();
    void BuyToCoverAtMarket(int tradeSize);
    void BuyToCoverAtMarket(string tradeName);
    void BuyToCoverAtMarket(string tradeName, int tradeSize);
    void BuyToCoverAtMarketFromEntry(string tradeName, int tradeSize);
    void BuyToCoverAtMarketFromEntryTotal(string tradeName, int tradeSize);
    void BuyToCoverAtMarketTotal(int tradeSize);
    void BuyToCoverAtMarketTotal(string tradeName, int tradeSize);

// BuyToCoverAtStop     
    void BuyToCoverAtStop(double stopPrice);
    void BuyToCoverAtStop(double stopPrice, int tradeSize);
    void BuyToCoverAtStop(string tradeName, double stopPrice);
    void BuyToCoverAtStop(string tradeName, double stopPrice, int tradeSize);
    void BuyToCoverAtStopFromEntry(string tradeName, double stopPrice, int tradeSize);
    void BuyToCoverAtStopFromEntryTotal(string tradeName, double stopPrice, int tradeSize);
    void BuyToCoverAtStopTotal(double stopPrice, int tradeSize);
    void BuyToCoverAtStopTotal(string tradeName, double stopPrice, int tradeSize);