Trailing Stop Order Type Definition More...

Inheritance diagram for QuantConnect.Orders.TrailingStopOrder:

Public Member Functions
	TrailingStopOrder ()
	Default constructor for JSON Deserialization: More...

	TrailingStopOrder (Symbol symbol, decimal quantity, decimal stopPrice, decimal trailingAmount, bool trailingAsPercentage, DateTime time, string tag="", IOrderProperties properties=null)
	New Trailing Stop Market Order constructor More...

	TrailingStopOrder (Symbol symbol, decimal quantity, decimal trailingAmount, bool trailingAsPercentage, DateTime time, string tag="", IOrderProperties properties=null)
	New Trailing Stop Market Order constructor. It creates a new Trailing Stop Market Order with an initial stop price calculated by subtracting (for a sell) or adding (for a buy) the trailing amount to the current market price. More...

override string	GetDefaultTag ()
	Gets the default tag for this order More...

override void	ApplyUpdateOrderRequest (UpdateOrderRequest request)
	Modifies the state of this order to match the update request More...

override string	ToString ()
	Returns a string that represents the current object. More...

override Order	Clone ()
	Creates a deep-copy clone of this order More...

Public Member Functions inherited from QuantConnect.Orders.StopMarketOrder
	StopMarketOrder ()
	Default constructor for JSON Deserialization: More...

	StopMarketOrder (Symbol symbol, decimal quantity, decimal stopPrice, DateTime time, string tag="", IOrderProperties properties=null)
	New Stop Market Order constructor - More...

override string	ToString ()
	Returns a string that represents the current object. More...

Public Member Functions inherited from QuantConnect.Orders.Order
virtual IEnumerable< IPosition >	CreatePositions (SecurityManager securities)
	Creates an enumerable containing each position resulting from executing this order. More...

decimal	GetValue (Security security)
	Gets the value of this order at the given market price in units of the account currency NOTE: Some order types derive value from other parameters, such as limit prices More...

override string	ToString ()
	Returns a string that represents the current object. More...

Static Public Member Functions
static bool	TryUpdateStopPrice (decimal currentMarketPrice, decimal currentStopPrice, decimal trailingAmount, bool trailingAsPercentage, OrderDirection direction, out decimal updatedStopPrice)
	Tries to update the stop price for a trailing stop order given the current market price More...

static decimal	CalculateStopPrice (decimal currentMarketPrice, decimal trailingAmount, bool trailingAsPercentage, OrderDirection direction)
	Calculates the stop price for a trailing stop order given the current market price More...

Static Public Member Functions inherited from QuantConnect.Orders.Order
static Order	CreateOrder (SubmitOrderRequest request)
	Creates an Order to match the specified request More...

Properties
decimal	TrailingAmount `[get, set]`
	Trailing amount for this trailing stop order More...

bool	TrailingAsPercentage `[get, set]`
	Determines whether the TrailingAmount is a percentage or an absolute currency value More...

override OrderType	Type `[get]`
	StopLimit Order Type More...

Properties inherited from QuantConnect.Orders.StopMarketOrder
decimal	StopPrice `[get, set]`
	Stop price for this stop market order. More...

override OrderType	Type `[get]`
	StopMarket Order Type More...

Properties inherited from QuantConnect.Orders.Order
int	Id `[get, set]`
	Order ID. More...

int	ContingentId `[get, set]`
	Order id to process before processing this order. More...

List< string >	BrokerId `[get, set]`
	Brokerage Id for this order for when the brokerage splits orders into multiple pieces More...

Symbol	Symbol `[get, set]`
	Symbol of the Asset More...

decimal	Price `[get, set]`
	Price of the Order. More...

string	PriceCurrency `[get, set]`
	Currency for the order price More...

DateTime	Time `[get, set]`
	Gets the utc time the order was created. More...

DateTime?	LastFillTime `[get, set]`
	Gets the utc time the last fill was received, or null if no fills have been received More...

DateTime?	LastUpdateTime `[get, set]`
	Gets the utc time this order was last updated, or null if the order has not been updated. More...

DateTime?	CanceledTime `[get, set]`
	Gets the utc time this order was canceled, or null if the order was not canceled. More...

virtual decimal	Quantity `[get, set]`
	Number of shares to execute. More...

abstract OrderType	Type `[get]`
	Order Type More...

OrderStatus	Status `[get, set]`
	Status of the Order More...

string	Tag `[get, set]`
	Tag the order with some custom data More...

IOrderProperties	Properties `[get]`
	Additional properties of the order More...

OrderDirection	Direction `[get]`
	Order Direction Property based off Quantity. More...

OrderSubmissionData	OrderSubmissionData `[get, set]`
	Gets the price data at the time the order was submitted More...

bool	IsMarketable `[get]`
	Returns true if the order is a marketable order. More...

GroupOrderManager	GroupOrderManager `[get, set]`
	Manager for the orders in the group if this is a combo order More...

DataNormalizationMode	PriceAdjustmentMode `[get, set]`
	The adjustment mode used on the order fill price More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.Orders.Order
DateTime	CreatedTime => Time
	Gets the utc time this order was created. Alias for Time More...

TimeInForce	TimeInForce => Properties.TimeInForce
	Order Time In Force More...

SecurityType	SecurityType => Symbol.ID.SecurityType
	The symbol's security type More...

decimal	AbsoluteQuantity => Math.Abs(Quantity)
	Get the absolute quantity for this order More...

decimal	Value => Quantity * Price
	Deprecated More...

Protected Member Functions inherited from QuantConnect.Orders.StopMarketOrder
override decimal	GetValueImpl (Security security)
	Gets the order value in units of the security's quote currency More...

Protected Member Functions inherited from QuantConnect.Orders.Order
	Order ()
	Added a default constructor for JSON Deserialization: More...

	Order (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null)
	New order constructor More...

	Order (Symbol symbol, decimal quantity, DateTime time, string tag="", IOrderProperties properties=null)
	New order constructor More...

void	CopyTo (Order order)
	Copies base Order properties to the specified order More...

Detailed Description

Trailing Stop Order Type Definition

Definition at line 25 of file TrailingStopOrder.cs.

Constructor & Destructor Documentation

◆ TrailingStopOrder() [1/3]

QuantConnect.Orders.TrailingStopOrder.TrailingStopOrder ( )

Default constructor for JSON Deserialization:

Definition at line 50 of file TrailingStopOrder.cs.

◆ TrailingStopOrder() [2/3]

QuantConnect.Orders.TrailingStopOrder.TrailingStopOrder	(	Symbol	symbol,
		decimal	quantity,
		decimal	stopPrice,
		decimal	trailingAmount,
		bool	trailingAsPercentage,
		DateTime	time,
		string	tag = `""`,
		IOrderProperties	properties = `null`
	)

New Trailing Stop Market Order constructor

Parameters

symbol	Symbol asset being traded
quantity	Quantity of the asset to be traded
stopPrice	Initial stop price at which the order should be triggered
trailingAmount	The trailing amount to be used to update the stop price
trailingAsPercentage	Whether the trailingAmount is a percentage or an absolute currency value
time	Time the order was placed
tag	User defined data tag for this order
properties	The properties for this order

Definition at line 65 of file TrailingStopOrder.cs.

◆ TrailingStopOrder() [3/3]

QuantConnect.Orders.TrailingStopOrder.TrailingStopOrder	(	Symbol	symbol,
		decimal	quantity,
		decimal	trailingAmount,
		bool	trailingAsPercentage,
		DateTime	time,
		string	tag = `""`,
		IOrderProperties	properties = `null`
	)

New Trailing Stop Market Order constructor. It creates a new Trailing Stop Market Order with an initial stop price calculated by subtracting (for a sell) or adding (for a buy) the trailing amount to the current market price.

Parameters

symbol	Symbol asset being traded
quantity	Quantity of the asset to be traded
trailingAmount	The trailing amount to be used to update the stop price
trailingAsPercentage	Whether the trailingAmount is a percentage or an absolute currency value
time	Time the order was placed
tag	User defined data tag for this order
properties	The properties for this order

Definition at line 85 of file TrailingStopOrder.cs.

Member Function Documentation

◆ GetDefaultTag()

override string QuantConnect.Orders.TrailingStopOrder.GetDefaultTag ( )

virtual

Gets the default tag for this order

Returns: The default tag

Reimplemented from QuantConnect.Orders.StopMarketOrder.

Definition at line 95 of file TrailingStopOrder.cs.

◆ ApplyUpdateOrderRequest()

override void QuantConnect.Orders.TrailingStopOrder.ApplyUpdateOrderRequest ( UpdateOrderRequest request )

virtual

Modifies the state of this order to match the update request

Parameters

request The request to update this order object

Reimplemented from QuantConnect.Orders.StopMarketOrder.

Definition at line 104 of file TrailingStopOrder.cs.

◆ ToString()

override string QuantConnect.Orders.TrailingStopOrder.ToString ( )

Returns a string that represents the current object.

Returns: A string that represents the current object.

Definition at line 120 of file TrailingStopOrder.cs.

◆ Clone()

override Order QuantConnect.Orders.TrailingStopOrder.Clone ( )

virtual

Creates a deep-copy clone of this order

Returns: A copy of this order

Reimplemented from QuantConnect.Orders.StopMarketOrder.

Definition at line 129 of file TrailingStopOrder.cs.

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◆ TryUpdateStopPrice()

static bool QuantConnect.Orders.TrailingStopOrder.TryUpdateStopPrice	(	decimal	currentMarketPrice,
		decimal	currentStopPrice,
		decimal	trailingAmount,
		bool	trailingAsPercentage,
		OrderDirection	direction,
		out decimal	updatedStopPrice
	)

static

Tries to update the stop price for a trailing stop order given the current market price

Parameters

currentMarketPrice	The current market price
currentStopPrice	The current trailing stop order stop price
trailingAmount	The trailing amount to be used to update the stop price
trailingAsPercentage	Whether the trailingAmount is a percentage or an absolute currency value
direction	The order direction
updatedStopPrice	The updated stop price

Returns: Whether the stop price was updated. This only happens when the distance between the current stop price and the current market price is greater than the trailing amount, which will happen when the market price raises/falls for sell/buy orders respectively.

Definition at line 155 of file TrailingStopOrder.cs.

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◆ CalculateStopPrice()

static decimal QuantConnect.Orders.TrailingStopOrder.CalculateStopPrice	(	decimal	currentMarketPrice,
		decimal	trailingAmount,
		bool	trailingAsPercentage,
		OrderDirection	direction
	)

static

Calculates the stop price for a trailing stop order given the current market price

Parameters

currentMarketPrice	The current market price
trailingAmount	The trailing amount to be used to update the stop price
trailingAsPercentage	Whether the trailingAmount is a percentage or an absolute currency value
direction	The order direction

Returns: The stop price for the order given the current market price

Definition at line 181 of file TrailingStopOrder.cs.

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Property Documentation

◆ TrailingAmount

decimal QuantConnect.Orders.TrailingStopOrder.TrailingAmount

getset

Trailing amount for this trailing stop order

Definition at line 31 of file TrailingStopOrder.cs.

◆ TrailingAsPercentage

bool QuantConnect.Orders.TrailingStopOrder.TrailingAsPercentage

getset

Determines whether the TrailingAmount is a percentage or an absolute currency value

Definition at line 37 of file TrailingStopOrder.cs.

◆ Type

override OrderType QuantConnect.Orders.TrailingStopOrder.Type

get

StopLimit Order Type

Definition at line 43 of file TrailingStopOrder.cs.

The documentation for this class was generated from the following file:

Common/Orders/TrailingStopOrder.cs

Public Member Functions

Static Public Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ TrailingStopOrder() [1/3]

◆ TrailingStopOrder() [2/3]

◆ TrailingStopOrder() [3/3]

Member Function Documentation

◆ GetDefaultTag()

◆ ApplyUpdateOrderRequest()

◆ ToString()

◆ Clone()

◆ TryUpdateStopPrice()

◆ CalculateStopPrice()

Property Documentation

◆ TrailingAmount

◆ TrailingAsPercentage

◆ Type