Buy method names are constructed as follows:

Buy<Price>([<Parameters>])

 

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

 

For example:

BuyAtMarket();

 

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.

 

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 Buy methods with possible parameters:

// BackTestBuy
    void BackTestBuy(double price);
    void BackTestBuy(double price, int tradeSize);
    void BackTestBuy(string tradeName, double price);
    void BackTestBuy(string tradeName, double price, int tradeSize);

// BuyAtLimit
    void BuyAtLimit(double limitPrice);
    void BuyAtLimit(double limitPrice, int tradeSize);
    void BuyAtLimit(string tradeName, double limitPrice);
    void BuyAtLimit(string tradeName, double limitPrice, int tradeSize);

// BuyAtMarket
    void BuyAtMarket();
    void BuyAtMarket(int tradeSize);
    void BuyAtMarket(string tradeName);
    void BuyAtMarket(string tradeName, int tradeSize);

// BuyAtStop
    void BuyAtStop(double stopPrice);
    void BuyAtStop(double stopPrice, int tradeSize);
    void BuyAtStop(string tradeName, double stopPrice);
    void BuyAtStop(string tradeName, double stopPrice, int tradeSize);