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


Public classActionAttribute
Derived RightEdgeObjectAttribute for use with Action plugins.
Public classActionBase
Abstract class for implementing Action plugins.
Public classActionContext
ActionContext class.
Public classActionInputAttribute
InputAttribute derived class for Action inputs.
Public classActionManager
ActionManager class.
Public classArrayQueue<(Of <(<'T>)>)>
ArrayQueue is a queue implementation backed by an array.
Public classBarAggregator
Class to build bars from tick data.
Public classBarData
This class contains information related to a single bar of data.
Public classBarGenerator
A utility class which can be used when writing custom frequency plugins.
Public classBarStatistic
Holds all account information about an account.
Public classBarUtils
A set of utility functions (typically static) that are aimed to aid in extracting values or prices between sets of bars or values.
Public classBaseSystemHistory
BaseSystemHistory object.
Public classBrokerAccountState
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.
Public classBrokerOrder
Represents an order submitted to the broker.
Public classBrokerPosition
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.
Public classChartData
ChartData contains data specific to this chart instance. Each chart pane will contain its own ChartData.
Public classChartObjectManager
Class that manages the list of chart objects.
Public classChartPane
A class containing information about a chart pane.
Public classChartSeries
Contains chart series information and related settings
Public classCommonGlobals
Public classConstructorArgument
IndicatorArgument class
Public classDequeue<(Of <(<'T>)>)>
System.Collections conform class for a ring-queue.
Public classExcludedPluginAttribute
Indicates that a class should not be loaded as a plugin even if it implements a plugin interface.
Public classFill
Represents a fill for a BrokerOrder.
Public classFilteredDailyFrequency
Frequency plugin which only builds bars from data between a specified start and end time.
Public classFinalSystemResults
Contains the results of a simulation run, along with other data for ISystemResultPlugin plugins to use.
Public classFrequency
This is the class that will be used from within a system. This class is specific to a single symbol. The IFrequencyGenerator may generate bars/ticks for more than one symbol
Public classFrequencyManager
Handles one or more frequencies for a trading system.
Public classFrequencyPlugin
Abstract class that defines a FrequencyPlugin.
Public classHasNoSettingsAttribute
Indicates that a plugin has no settings that can be modified.
Public classIndicatorAttribute
RightEdgeObjectAttribute derived class for indicators.
Public classIndicatorBase
Base class for all indicators.
Public classIndicatorCollection
Provides access to the indicators for a specific symbol.
Public classIndicatorCollections
Class that manages the list of indicators.
Public classIndicatorInfo
Stores indicator settings, such as inputs, constructor arguments, color, etc.
Public classIndicatorInfo..::..ChangeEventArgs
Notification of change events for an indicator
Public classIndicatorManager
Manages indicators and user series.
Public classInputAttribute
Abstract class to implement custom attributes.
Public classNewBarEventArgs
NewBar event arguments
Public classNewTickEventArgs
NewTick event arguments
Public classOptimizationPlugin
Base class for optimization plugins.
Public classOptimizationPlugin..::..ProgressItem
Represents the progress and text corresponding to a progress bar in the optimization progress window.
Public classOptimizationResult
The results of an optimization;
Public classOptionCalculator
Class to calculate option prices and option partials or "greeks".
Public classOrder
Represents an order that is associated with a position.
Public classOrderFilledEventArgs
EventArgs class used when an order is filled.
Public classOrderSettings
Contains information used to submit an order.
Public classOrderUpdatedEventArgs
EventArgs class used when an order is updated.
Public classOutputManager
Class that manages output to the Output window.
Public classPluginEditorAttribute
Allows a plugin to specify a class used to edit its settings instead of the default property grid. The class should inherit from Control and implement IPluginEditor.
Public classPosition
Represents a position.
Public classPositionInfo
Stores information about a position.
Public classPositionManager
Manages positions and orders.
Public classPositionManager..::..PositionData
Stores information about a position for the position manager.
Public classPositionManager..::..TradeOrder
For internal use. Stores information about an order that has been submitted for a position.
Public classPositionOverfilledEventArgs
EventArgs class used when a position is overfilled.
Public classPositionSettings
Contains information used in a request to open a position.
Public classPositionStats
Provides access to various position-related statistics.
Public classPositionUpdate
This class contains information about an updated position that is returned from a broker.
Public classPrice
Stores the price at which a trade took place, in the native currency of the symbol, and converted to the account currency.
Public classReturnCode
Contains information that indicates whether an operation succeeded or failed. If the operation failed, contains information that indicates why.
Public classReturnValue<(Of <(<'T>)>)>
Allows a method to return a value if it was successful, or return failure information if the operation was not successful.
Public classRiskAssessmentArgument
Risk assessment argument attribute used for risk assessment plugins.
Public classRiskAssessmentResults
Contains the collection of calculated results for a risk assessment plugin.
Public classRList<(Of <(<'T>)>)>
A class that provides access to a series of data.
Public classSerializationUtils..::..Specialized
Public classSeriesCalculatorBase
Implements input management functionality from the ISeriesCalculator interface.
Public classSeriesCalculatorBaseSimple
Implements base functionality for an ISeriesCalculator indicator that does not need to save its values.
Public classSeriesCalculatorBaseWithValues
Implements base functionality for an ISeriesCalculator indicator that calculates and stores it's value each time a new bar comes in.
Public classSeriesChartSettings
Contains settings for how an indicator or series is displayed on a chart.
Public classSeriesInputAttribute
InputAttribute derived class for use with series inputs.
Public classSeriesManager
Manages user series.
Public classSeriesUtil
Helper Class to obtains values from series
Public classSeriesValuesCollection
A collection of user series, one for each symbol in the system.
Public classServiceEventArgs
Provides information that notifies RightEdge about a service event (for example, if it has disconnected or reconnected).
Public classServiceInfo
Provides metadata about a service plugin
Public classSingleBarEventArgs
Event class used in conjunction with bar level processing.
Public classSymbol
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.
Public classSymbolFreq
SymbolFreq class.
Public classSymbolIndicatorCollection
Collection that contains an indicator instance for each Symbol.
Public classSymbolInformation
SymbolInformation class.
Public classSymbolScriptBase
A base class that symbol scripts derive from.
Public classSymbolScriptCollection<(Of <(<'TSymbolScript>)>)>
Manages a collection of SymbolScriptBase class objects. One symbol script object is created for each symbol.
Public classSymbolTriggerCollection
Collection of triggers grouped by symbol.
Public classSystemBase
Base class that all systems should derive from.
Public classSystemData
System class instance created by RightEdge. All systems run within this context.
Public classSystemOutput
System output provides access to the system output pane.
Public classSystemParameterInfo
Class containing the variables used for optimization.
Public classSystemParameters
Optimization parameters class.
Public classSystemResults
Stores the results of a system simulation.
Public classSystemResultsAttribute
Derived RightEdgeObjectAttribute for use with System Results plugins.
Public classSystemRunSettings
Settings which control a system simulation.
Public classSystemStatistics
Holds a collection of BarStatistics
Public classSystemUtils
Utility functions for use with RightEdge systems
Public classTickFrequency
Tick Frequency frequency plugin.
Public classTimeFrequency
Time Frequency frequency plugin.
Public classTrade
Represents a trade or other transaction that has taken place for a position.
Public classTradeInfo
Represents a trade that has taken place
Public classTriggerAttribute
RightEdgeObjectAttribute derived class for triggers.
Public classTriggerBase
Base abstract class used for implementing trigger plugins.
Public classTriggerInputAttribute
InputAttribute overload used for trigger inputs.
Public classTriggerManager
Handles trigger evaluation within trading systems.
Public classUserSeries
Stores series values calculated by your system, and can be used to display them on a chart.
Public classVolumeFrequency
Constant Volume Bar frequency plugin.
Public classYYEIndicatorAttribute
IndicatorAttribute derived class that aids in building indicator attributes.
Public classYYETriggerAttribute
TriggerAttribute derived class that aids in building trigger attributes.


Public structureChartPoint
ChartPoint struct.
Public structureOptionPartials
Structure to hold theoretical option partial calculations.
Public structurePositionManager..::..TradeOrderAndOrder
Stores an Order along with a TradeOrder.
Public structureTickData
Represents a single tick.


Public interfaceIAccountInfo
An interface which provides access to account information.
Public interfaceIAction
Base action interface. All actions implement this interface.
Public interfaceIAddSymbolsMenu
Interface which provides functionality to add items to the "Add Symbols From" context menu in the watchlist
Public interfaceIBarDataRetrieval
Implement this interface to create a bar data retrieval plugin.
Public interfaceIBroker
The base interface for all broker plugins.
Public interfaceIDataAccessor<(Of <(<'T>)>)>
Data access interface used for tick and bar retrieval.
Public interfaceIDataStore
Data storage plugin interface.
Public interfaceIFrequencyGenerator
Interface for IFrequencyGenerator
Public interfaceIIndicator
Calculates indicator values from Bar Data.
Public interfaceIIndicatorPlugin
Stores information about an indicator.
Public interfaceIOptimizationProgressUpdate
Provides a method for updating the progress that is displayed in an optimization progress window.
Public interfaceIPluginEditor
Interface for implementing plugin editor user interface
Public interfaceIRightEdgeApp
Provides access to RightEdge application functionality
Public interfaceIRiskAssessment
Risk assessment plugin interface.
Public interfaceIRiskAssessmentPlugin
Interface used for the user interface portion of a risk assessment plugin.
Public interfaceISeries
A series of numerical data that can be plotted on a chart.
Public interfaceISeriesCalculator
Calculates indicator values using other series as inputs.
Public interfaceIService
Base service interface.
Public interfaceISimBroker
Interface for paper trade brokers.
Public interfaceISymbolSource
Allows IService plugins to provide functionality to add symbols to the watchlist.
Public interfaceISystem
Interface that all systems must implement.
Public interfaceISystemAccess
Allows a trigger or indicator to access the full system state
Public interfaceISystemResultPlugin
Root interface for creating a System Result plugin.
Public interfaceITickRetrieval
Interface used for live tick data retrieval.
Public interfaceITrigger
Base trigger interface. All triggers implement this interface.
Public interfaceIWatchListControl
Interface for a Control which provides watchlist functionality. To create a custom watchlist, implement IWatchListPlugin and return an object implementing this interface from the CreateWatchlistControl(IRightEdgeApp) method
Public interfaceIWatchListPlugin
Plugin interface for providing a watchlist control for RightEdge


Public delegateBarDataDelegate
Delegate when a new bar for a symbol is received.
Public delegateDependencyProcessorBase..::..ObjectNameLookup
Public delegateFinalSystemResults..::..ShowChartDelegate
A delegate which can be used to display a chart for a symbol.
Public delegateGotTickData
Tick data received delegate.
Public delegateIndicatorInfo..::..ChangeDelegate
Delegate used to communicate a change event for indicators
Public delegateLogLineAddedDelegate
Delegate for output line addition.
Public delegateOrderUpdatedDelegate
Delegate used for updated orders.
Public delegatePositionAvailableDelegate
Called when the position is available.
Public delegatePositionManager..::..OrderSubmittedDelegate
Delegate used when an order is submitted to a broker.
Public delegatePositionUpdatedDelegate
Delegate used for updated positions.
Public delegateSystemProgressUpdate
Delegate used for reporting the progress of the system simulation run.
Public delegateTickDataDelegate
Delegate when a new tick for a symbol is received.


Public enumerationAssetClass
Defines the type of asset for the specified symbol.
Public enumerationBarConstructionType
Defines the tick data used to construct a bar.
Public enumerationBarElement
Constants that define a price type within a list of bars.
Public enumerationBarFrequency
The frequency in which a bar occurs or the time scope of a bar.
Public enumerationBrokerOrderState
Broker order state enumeration.
Public enumerationChartLabelAlignment
Specify the way a chart label is aligned.
Public enumerationChartLineTextAlignment
Specifies the line text alignment
Public enumerationChartObjectSmoothingMode
The method used to draw a chart object.
Public enumerationChartPaneEnum
Chart pane description.
Public enumerationChartTextLineAlignment
Specifies the line alignment in relation to the text.
Public enumerationColorFormat
Public enumerationConstructorArgumentType
Enum containing the support indicator argument types.
Public enumerationContractType
Defines the option contract type.
Public enumerationCurrencyType
Enumeration of currencies.
Public enumerationDateElement
Enumerations for pieces of date structures.
Public enumerationOrderType
Order type to be submitted to the broker.
Public enumerationOutputSeverityLevel
Severity levels attached to system output messages.
Public enumerationPositionAction
Specifies the action to take when a position is overfilled.
Public enumerationPositionAllocationType
Specifies how position size should be determined (if not specified otherwise).
Public enumerationPositionState
Represents whether a position is open or not.
Public enumerationPositionType
Represents whether a position is long or short.
Public enumerationQuoteType
Specifies whether the bid or ask should be returned when requesting a quote.
Public enumerationRiskAssessmentArgumentType
Specifies the type of incoming parameter to a Risk Assessment plugin.
Public enumerationRiskAssessmentCalculationType
The type of calculation this result represents.
Public enumerationRiskAssessmentResultType
Risk assessment result type.
Public enumerationSeriesChartType
SeriesChartType enumeration.
Public enumerationSeriesInputValue..::..InputType
Public enumerationSeriesLineType
Line type enumeration.
Public enumerationServiceConnectOptions
Indicates what the service will be used for when Connect(ServiceConnectOptions) is called.
Public enumerationServiceEventType
Indicates the type of a service event message.
Public enumerationSystemOutputLocation
Enumeration to direct the output text.
Public enumerationTargetPriceType
Indicates whether a profit target or stop loss is expressed as a fixed price or a percentage gain or loss.
Public enumerationTickType
The type of tick.
Public enumerationTradeType
Trade type, used to keep track of the purpose of orders and trades.
Public enumerationTransactionType
Broker transaction type enumeration.
Public enumerationYYEIndicatorAttribute..::..EIndicatorGroup
Indicator groupings that exist by default in the RightEdge user interface.