Common classes and functions that are shared between RightEdge and trading systems.
Classes
| Class | Description | |
|---|---|---|
| ActionAttribute |
Derived RightEdgeObjectAttribute for use with Action plugins.
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| ActionBase |
Abstract class for implementing Action plugins.
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| ActionContext |
ActionContext class.
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| ActionInputAttribute |
InputAttribute derived class for Action inputs.
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| ActionManager |
ActionManager class.
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| ArrayQueue<(Of <(T>)>) |
ArrayQueue is a queue implementation backed by an array.
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| BarAggregator |
Class to build bars from tick data.
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| BarData |
This class contains information related to a single bar of data.
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| BarList |
Provides access to a list of bars.
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| BarStatistic |
Holds all account information about an account.
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| BarUtils |
A set of utility functions (typically static) that are aimed to aid in extracting values or prices between sets of bars or values.
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| BaseSystemHistory |
BaseSystemHistory object.
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| BrokerAccountState |
Holds information about an account at a broker. This is used when saving and restoring live positions. You should only need to use
this class if you are implementing a broker plugin that supports restoring saved positions.
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| BrokerOrder |
Represents an order submitted to the broker.
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| BrokerPosition |
Stores information about a position at the broker. This is used when saving and restoring live positions. You should only need to use
this class if you are implementing a broker plugin that supports restoring saved positions.
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| ChartData |
ChartData contains data specific to this chart instance.
Each chart pane will contain its own ChartData.
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| ChartObjectManager |
Class that manages the list of chart objects.
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| ChartPane |
A class containing information about a chart pane.
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| ChartSeries |
Contains chart series information and related settings
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| ConstructorArgument |
IndicatorArgument class
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| Fill |
Represents a fill for a BrokerOrder.
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| FinalSystemResults |
Contains the results of a simulation run, along with other data for ISystemResultPlugin plugins to use.
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| IndicatorAttribute |
RightEdgeObjectAttribute derived class for indicators.
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| IndicatorBase |
Base class for all indicators.
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| IndicatorCollection |
Provides access to the indicators for a specific symbol.
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| IndicatorCollections |
Class that manages the list of indicators.
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| IndicatorManager |
Manages indicators and user series.
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| InputAttribute |
Abstract class to implement custom attributes.
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| NewBarInfo |
NewBar information class.
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| OptionCalculator |
Class to calculate option prices and option partials or "greeks".
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| Order |
Represents an order that is associated with a position.
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| OrderFilledEventArgs |
EventArgs class used when an order is filled.
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| OrderSettings |
Contains information used to submit an order.
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| OrderUpdatedEventArgs |
EventArgs class used when an order is updated.
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| OutputManager |
Class that manages output to the Output window.
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| Position |
Represents a position.
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| PositionInfo |
Stores information about a position.
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| PositionManager |
Manages positions and orders.
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| PositionManager..::.PositionData |
Stores information about a position for the position manager.
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| PositionManager..::.TradeOrder |
For internal use. Stores information about an order that has been submitted for a position.
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| PositionOverfilledEventArgs |
EventArgs class used when a position is overfilled.
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| PositionSettings |
Contains information used in a request to open a position.
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| PositionStats |
Provides access to various position-related statistics.
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| PositionUpdate |
This class contains information about an updated position that is returned
from a broker.
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| Price |
Stores the price at which a trade took place, in the native currency of the symbol, and converted to the account currency.
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| ReturnCode |
Contains information that indicates whether an operation succeeded or failed. If the
operation failed, contains information that indicates why.
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| ReturnValue<(Of <(T>)>) |
Allows a method to return a value if it was successful, or return
failure information if the operation was not successful.
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| RiskAssessmentArgument |
Risk assessment argument attribute used for risk assessment plugins.
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| RiskAssessmentResults |
Contains the collection of calculated results for a risk assessment plugin.
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| RList<(Of <(T>)>) |
A class that provides access to a series of data.
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| SeriesCalculatorBase |
Implements input management functionality from the ISeriesCalculator interface.
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| SeriesCalculatorBaseSimple |
Implements base functionality for an ISeriesCalculator indicator that does not need
to save its values.
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| SeriesCalculatorBaseWithValues |
Implements base functionality for an ISeriesCalculator indicator that calculates and stores
it's value each time a new bar comes in.
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| SeriesChartSettings |
Contains settings for how an indicator or series is displayed on a chart.
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| SeriesInputAttribute |
InputAttribute derived class for use with series inputs.
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| SeriesManager |
Manages user series.
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| SeriesUtil |
Helper Class to obtains values from series
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| SeriesValuesCollection |
A collection of user series, one for each symbol in the system.
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| Symbol |
The Symbol class contains details for a particular ticker symbol. Symbol
is intended to hold information that is specific to this particular
symbol. For example, the SymbolInformation may hold the company name
which is common. Where the Symbol class will hold things such as
the strike price of the options contract which is very specific
to this particular symbol.
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| SymbolFreq |
SymbolFreq class.
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| SymbolIndicatorCollection |
Collection that contains an indicator instance
for each Symbol.
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| SymbolInformation |
SymbolInformation class.
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| SymbolScriptBase |
A base class that symbol scripts derive from.
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| SymbolScriptCollection<(Of <(TSymbolScript>)>) |
Manages a collection of SymbolScriptBase class objects. One symbol script object is created for each symbol.
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| SymbolTriggerCollection |
Collection of triggers grouped by symbol.
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| SystemBase |
Base class that all systems should derive from.
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| SystemData |
System class instance created by RightEdge. All systems run within this context.
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| SystemOutput |
System output provides access to the system output pane.
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| SystemParameters |
Optimization parameters class.
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| SystemResultsAttribute |
Derived RightEdgeObjectAttribute for use with System Results plugins.
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| SystemStatistics |
Holds a collection of BarStatistics
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| SystemUtils |
Utility functions for use with RightEdge systems
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| Trade |
Represents a trade or other transaction that has taken place for a position.
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| TradeInfo |
Represents a trade that has taken place
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| TriggerAttribute |
RightEdgeObjectAttribute derived class for triggers.
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| TriggerBase |
Base abstract class used for implementing trigger plugins.
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| TriggerInputAttribute |
InputAttribute overload used for trigger inputs.
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| TriggerManager |
Handles trigger evaluation within trading systems.
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| UserSeries |
Stores series values calculated by your system, and can be used to display them on a chart.
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| YYEIndicatorAttribute |
IndicatorAttribute derived class that aids
in building indicator attributes.
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| YYETriggerAttribute |
TriggerAttribute derived class that aids
in building trigger attributes.
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Structures
| Structure | Description | |
|---|---|---|
| ChartPoint |
ChartPoint struct.
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| OptionPartials |
Structure to hold theoretical option partial calculations.
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| PositionManager..::.TradeOrderAndOrder |
Stores an Order along with a TradeOrder.
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| TickData |
Represents a single tick.
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Interfaces
| Interface | Description | |
|---|---|---|
| IAccountInfo |
An interface which provides access to account information.
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| IAction |
Base action interface. All actions implement this interface.
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| IBarDataRetrieval |
Implement this interface to create a bar data retrieval
plugin.
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| IBarDataStorage |
Implement this interface to create a data storage plugin.
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| IBroker |
The base interface for all broker plugins.
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| IIndicator |
Calculates indicator values from Bar Data.
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| IIndicatorPlugin |
Stores information about an indicator.
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| IRiskAssessment |
Risk assessment plugin interface.
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| IRiskAssessmentPlugin |
Interface used for the user interface portion of a risk assessment plugin.
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| ISeries |
A series of numerical data that can be plotted on a chart.
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| ISeriesCalculator |
Calculates indicator values using other series as inputs.
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| IService |
Base service interface.
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| ISimBroker |
Interface for paper trade brokers.
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| ISystem |
Interface that all systems must implement.
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| ISystemAccess |
Allows a trigger or indicator to access the full system state
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| ISystemResultPlugin |
Root interface for creating a System Result plugin.
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| ITickRetrieval |
Interface used for live tick data retrieval.
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| ITrigger |
Base trigger interface. All triggers implement this interface.
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Delegates
| Delegate | Description | |
|---|---|---|
| BarDataDelegate |
Delegate when a new bar for a symbol is received.
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| BarsDataDelegate |
Delegate for new bars received for all symbols.
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| FinalSystemResults..::.ShowChartDelegate |
A delegate which can be used to display a chart for a symbol.
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| GotTickData |
Tick data received delegate.
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| LogLineAddedDelegate |
Delegate for output line addition.
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| OrderUpdatedDelegate |
Delegate used for updated orders.
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| PositionAvailableDelegate |
Called when the position is available.
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| PositionManager..::.OrderSubmittedDelegate |
Delegate used when an order is submitted to a broker.
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| PositionUpdatedDelegate |
Delegate used for updated positions.
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| TickDataDelegate |
Delegate when a new tick for a symbol is received.
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Enumerations
| Enumeration | Description | |
|---|---|---|
| AssetClass |
Defines the type of asset for the specified symbol.
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| BarConstructionType |
Defines the tick data used to construct a bar.
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| BarElement |
Constants that define a price type within a list of bars.
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| BarFrequency |
The frequency in which a bar occurs or the time scope of a bar.
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| BrokerOrderState |
Broker order state enumeration.
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| ChartLabelAlignment |
Specify the way a chart label is aligned.
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| ChartLineTextAlignment |
Specifies the line text alignment
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| ChartObjectSmoothingMode |
The method used to draw a chart object.
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| ChartPaneEnum |
Chart pane description.
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| ChartTextLineAlignment |
Specifies the line alignment in relation to the text.
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| ConstructorArgumentType |
Enum containing the support indicator argument types.
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| ContractType |
Defines the option contract type.
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| CurrencyType |
Enumeration of currencies.
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| DateElement |
Enumerations for pieces of date structures.
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| OrderType |
Order type to be submitted to the broker.
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| OutputSeverityLevel |
Severity levels attached to system output messages.
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| PositionAction |
Specifies the action to take when a position is overfilled.
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| PositionState |
Represents whether a position is open or not.
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| PositionType |
Represents whether a position is long or short.
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| QuoteType |
Specifies whether the bid or ask should be returned when requesting a quote.
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| RiskAssessmentArgumentType |
Specifies the type of incoming parameter to a Risk Assessment plugin.
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| RiskAssessmentCalculationType |
The type of calculation this result represents.
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| RiskAssessmentResultType |
Risk assessment result type.
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| SeriesChartType |
SeriesChartType enumeration.
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| SeriesLineType |
Line type enumeration.
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| ServiceConnectOptions |
Indicates what the service will be used for when Connect(ServiceConnectOptions) is called.
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| SystemOutputLocation |
Enumeration to direct the output text.
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| TargetPriceType |
Indicates whether a profit target or stop loss is expressed as a fixed price or a percentage gain or loss.
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| TickType |
The type of tick.
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| TradeType |
Trade type, used to keep track of the purpose of orders and trades.
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| TransactionType |
Broker transaction type enumeration.
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| YYEIndicatorAttribute..::.EIndicatorGroup |
Indicator groupings that exist by default in the RightEdge user interface.
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