Sell method names are constructed as follows:

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

 

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

 

For example:

SellNextBarAtMarket();

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 higher
• AtStop - order must be executed at the first opportunity at the specified stopPrice or less

 

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 Sell methods with possible parameters:

 

// BackTestSell
    void BackTestSell(double price);
    void BackTestSell(double price, int tradeSize);
    void BackTestSell(string tradeName, double price);
    void BackTestSell(string tradeName, double price, int tradeSize);
    void BackTestSellFromEntry(string tradeName, double price, int tradeSize);
    void BackTestSellFromEntryTotal(string tradeName, double price, int tradeSize);
    void BackTestSellTotal(double price, int tradeSize);
    void BackTestSellTotal(string tradeName, double price, int tradeSize);
    
// SellAtLimit
    void SellAtLimit(double limitPrice);
    void SellAtLimit(double limitPrice, int tradeSize);
    void SellAtLimit(string tradeName, double limitPrice);
    void SellAtLimit(string tradeName, double limitPrice, int tradeSize);
    void SellAtLimitFromEntry(string tradeName, double limitPrice, int tradeSize);
    void SellAtLimitFromEntryTotal(string tradeName, double limitPrice, int tradeSize);
    void SellAtLimitTotal(double limitPrice, int tradeSize);
    void SellAtLimitTotal(string tradeName, double limitPrice, int tradeSize);

// SellAtMarket
    void SellAtMarket();
    void SellAtMarket(int tradeSize);
    void SellAtMarket(string tradeName);
    void SellAtMarket(string tradeName, int tradeSize);
    void SellAtMarketFromEntry(string tradeName, int tradeSize);
    void SellAtMarketFromEntryTotal(string tradeName, int tradeSize);
    void SellAtMarketTotal(int tradeSize);
    void SellAtMarketTotal(string tradeName, int tradeSize);

// SellAtStop
    void SellAtStop(double stopPrice);
    void SellAtStop(double stopPrice, int tradeSize);
    void SellAtStop(string tradeName, double stopPrice);
    void SellAtStop(string tradeName, double stopPrice, int tradeSize);
    void SellAtStopFromEntry(string tradeName, double stopPrice, int tradeSize);
    void SellAtStopFromEntryTotal(string tradeName, double stopPrice, int tradeSize);
    void SellAtStopTotal(double stopPrice, int tradeSize);
    void SellAtStopTotal(string tradeName, double stopPrice, int tradeSize);