Common classes and functions that are shared between RightEdge and trading systems.

Classes

  ClassDescription
ActionAttribute
Derived RightEdgeObjectAttribute for use with Action plugins.
ActionBase
Abstract class for implementing Action plugins.
ActionContext
ActionContext class.
ActionInputAttribute
InputAttribute derived class for Action inputs.
ActionManager
ActionManager class.
ArrayQueue<(Of <(T>)>)
ArrayQueue is a queue implementation backed by an array.
BarAggregator
Class to build bars from tick data.
BarData
This class contains information related to a single bar of data.
BarList
Provides access to a list of bars.
BarStatistic
Holds all account information about an account.
BarUtils
A set of utility functions (typically static) that are aimed to aid in extracting values or prices between sets of bars or values.
BaseSystemHistory
BaseSystemHistory object.
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.
BrokerOrder
Represents an order submitted to the broker.
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.
ChartData
ChartData contains data specific to this chart instance. Each chart pane will contain its own ChartData.
ChartObjectManager
Class that manages the list of chart objects.
ChartPane
A class containing information about a chart pane.
ChartSeries
Contains chart series information and related settings
ConstructorArgument
IndicatorArgument class
Fill
Represents a fill for a BrokerOrder.
FinalSystemResults
Contains the results of a simulation run, along with other data for ISystemResultPlugin plugins to use.
IndicatorAttribute
RightEdgeObjectAttribute derived class for indicators.
IndicatorBase
Base class for all indicators.
IndicatorCollection
Provides access to the indicators for a specific symbol.
IndicatorCollections
Class that manages the list of indicators.
IndicatorManager
Manages indicators and user series.
InputAttribute
Abstract class to implement custom attributes.
NewBarInfo
NewBar information class.
OptionCalculator
Class to calculate option prices and option partials or "greeks".
Order
Represents an order that is associated with a position.
OrderFilledEventArgs
EventArgs class used when an order is filled.
OrderSettings
Contains information used to submit an order.
OrderUpdatedEventArgs
EventArgs class used when an order is updated.
OutputManager
Class that manages output to the Output window.
Position
Represents a position.
PositionInfo
Stores information about a position.
PositionManager
Manages positions and orders.
PositionManager..::.PositionData
Stores information about a position for the position manager.
PositionManager..::.TradeOrder
For internal use. Stores information about an order that has been submitted for a position.
PositionOverfilledEventArgs
EventArgs class used when a position is overfilled.
PositionSettings
Contains information used in a request to open a position.
PositionStats
Provides access to various position-related statistics.
PositionUpdate
This class contains information about an updated position that is returned from a broker.
Price
Stores the price at which a trade took place, in the native currency of the symbol, and converted to the account currency.
ReturnCode
Contains information that indicates whether an operation succeeded or failed. If the operation failed, contains information that indicates why.
ReturnValue<(Of <(T>)>)
Allows a method to return a value if it was successful, or return failure information if the operation was not successful.
RiskAssessmentArgument
Risk assessment argument attribute used for risk assessment plugins.
RiskAssessmentResults
Contains the collection of calculated results for a risk assessment plugin.
RList<(Of <(T>)>)
A class that provides access to a series of data.
SeriesCalculatorBase
Implements input management functionality from the ISeriesCalculator interface.
SeriesCalculatorBaseSimple
Implements base functionality for an ISeriesCalculator indicator that does not need to save its values.
SeriesCalculatorBaseWithValues
Implements base functionality for an ISeriesCalculator indicator that calculates and stores it's value each time a new bar comes in.
SeriesChartSettings
Contains settings for how an indicator or series is displayed on a chart.
SeriesInputAttribute
InputAttribute derived class for use with series inputs.
SeriesManager
Manages user series.
SeriesUtil
Helper Class to obtains values from series
SeriesValuesCollection
A collection of user series, one for each symbol in the system.
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.
SymbolFreq
SymbolFreq class.
SymbolIndicatorCollection
Collection that contains an indicator instance for each Symbol.
SymbolInformation
SymbolInformation class.
SymbolScriptBase
A base class that symbol scripts derive from.
SymbolScriptCollection<(Of <(TSymbolScript>)>)
Manages a collection of SymbolScriptBase class objects. One symbol script object is created for each symbol.
SymbolTriggerCollection
Collection of triggers grouped by symbol.
SystemBase
Base class that all systems should derive from.
SystemData
System class instance created by RightEdge. All systems run within this context.
SystemOutput
System output provides access to the system output pane.
SystemParameters
Optimization parameters class.
SystemResultsAttribute
Derived RightEdgeObjectAttribute for use with System Results plugins.
SystemStatistics
Holds a collection of BarStatistics
SystemUtils
Utility functions for use with RightEdge systems
Trade
Represents a trade or other transaction that has taken place for a position.
TradeInfo
Represents a trade that has taken place
TriggerAttribute
RightEdgeObjectAttribute derived class for triggers.
TriggerBase
Base abstract class used for implementing trigger plugins.
TriggerInputAttribute
InputAttribute overload used for trigger inputs.
TriggerManager
Handles trigger evaluation within trading systems.
UserSeries
Stores series values calculated by your system, and can be used to display them on a chart.
YYEIndicatorAttribute
IndicatorAttribute derived class that aids in building indicator attributes.
YYETriggerAttribute
TriggerAttribute derived class that aids in building trigger attributes.

Structures

  StructureDescription
ChartPoint
ChartPoint struct.
OptionPartials
Structure to hold theoretical option partial calculations.
PositionManager..::.TradeOrderAndOrder
Stores an Order along with a TradeOrder.
TickData
Represents a single tick.

Interfaces

  InterfaceDescription
IAccountInfo
An interface which provides access to account information.
IAction
Base action interface. All actions implement this interface.
IBarDataRetrieval
Implement this interface to create a bar data retrieval plugin.
IBarDataStorage
Implement this interface to create a data storage plugin.
IBroker
The base interface for all broker plugins.
IIndicator
Calculates indicator values from Bar Data.
IIndicatorPlugin
Stores information about an indicator.
IRiskAssessment
Risk assessment plugin interface.
IRiskAssessmentPlugin
Interface used for the user interface portion of a risk assessment plugin.
ISeries
A series of numerical data that can be plotted on a chart.
ISeriesCalculator
Calculates indicator values using other series as inputs.
IService
Base service interface.
ISimBroker
Interface for paper trade brokers.
ISystem
Interface that all systems must implement.
ISystemAccess
Allows a trigger or indicator to access the full system state
ISystemResultPlugin
Root interface for creating a System Result plugin.
ITickRetrieval
Interface used for live tick data retrieval.
ITrigger
Base trigger interface. All triggers implement this interface.

Delegates

  DelegateDescription
BarDataDelegate
Delegate when a new bar for a symbol is received.
BarsDataDelegate
Delegate for new bars received for all symbols.
FinalSystemResults..::.ShowChartDelegate
A delegate which can be used to display a chart for a symbol.
GotTickData
Tick data received delegate.
LogLineAddedDelegate
Delegate for output line addition.
OrderUpdatedDelegate
Delegate used for updated orders.
PositionAvailableDelegate
Called when the position is available.
PositionManager..::.OrderSubmittedDelegate
Delegate used when an order is submitted to a broker.
PositionUpdatedDelegate
Delegate used for updated positions.
TickDataDelegate
Delegate when a new tick for a symbol is received.

Enumerations

  EnumerationDescription
AssetClass
Defines the type of asset for the specified symbol.
BarConstructionType
Defines the tick data used to construct a bar.
BarElement
Constants that define a price type within a list of bars.
BarFrequency
The frequency in which a bar occurs or the time scope of a bar.
BrokerOrderState
Broker order state enumeration.
ChartLabelAlignment
Specify the way a chart label is aligned.
ChartLineTextAlignment
Specifies the line text alignment
ChartObjectSmoothingMode
The method used to draw a chart object.
ChartPaneEnum
Chart pane description.
ChartTextLineAlignment
Specifies the line alignment in relation to the text.
ConstructorArgumentType
Enum containing the support indicator argument types.
ContractType
Defines the option contract type.
CurrencyType
Enumeration of currencies.
DateElement
Enumerations for pieces of date structures.
OrderType
Order type to be submitted to the broker.
OutputSeverityLevel
Severity levels attached to system output messages.
PositionAction
Specifies the action to take when a position is overfilled.
PositionState
Represents whether a position is open or not.
PositionType
Represents whether a position is long or short.
QuoteType
Specifies whether the bid or ask should be returned when requesting a quote.
RiskAssessmentArgumentType
Specifies the type of incoming parameter to a Risk Assessment plugin.
RiskAssessmentCalculationType
The type of calculation this result represents.
RiskAssessmentResultType
Risk assessment result type.
SeriesChartType
SeriesChartType enumeration.
SeriesLineType
Line type enumeration.
ServiceConnectOptions
Indicates what the service will be used for when Connect(ServiceConnectOptions) is called.
SystemOutputLocation
Enumeration to direct the output text.
TargetPriceType
Indicates whether a profit target or stop loss is expressed as a fixed price or a percentage gain or loss.
TickType
The type of tick.
TradeType
Trade type, used to keep track of the purpose of orders and trades.
TransactionType
Broker transaction type enumeration.
YYEIndicatorAttribute..::.EIndicatorGroup
Indicator groupings that exist by default in the RightEdge user interface.