### Product Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the base asset of the symbol. ```csharp public Asset Product { get; protected set; } ``` -------------------------------- ### Ask Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the Ask price. ```csharp public double Ask { get; } ``` -------------------------------- ### Instance Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets a singleton instance of Core. API entry point. ```csharp public static Core Instance { get; } ``` -------------------------------- ### Orders Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets all available Orders from open connections. ```csharp public Order[] Orders { get; } ``` -------------------------------- ### Volume Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the volume value. ```csharp public double Volume { get; } ``` -------------------------------- ### Positions Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets all available Positions from open connections. ```csharp public Position[] Positions { get; } ``` -------------------------------- ### BidSize Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the Bid size. ```csharp public double BidSize { get; } ``` -------------------------------- ### Open Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the opening price of the symbol. ```csharp public double Open { get; } ``` -------------------------------- ### AskSize Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the Ask size. ```csharp public double AskSize { get; } ``` -------------------------------- ### GetAccount Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets an instance of an existing Account or creates a new one with the given info parameter. ```csharp public Account GetAccount(BusinessObjectInfo accountInfo) ``` -------------------------------- ### Symbols Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets all available Symbols from open connections. ```csharp public Symbol[] Symbols { get; } ``` -------------------------------- ### Open Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Gets the Open price for a given offset. ```csharp protected double Open(int offset = 0) ``` -------------------------------- ### Indicators Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets an access to the all available indicators and creates them. ```csharp public IndicatorManager Indicators { get; } ``` -------------------------------- ### Bid Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the Bid price. ```csharp public double Bid { get; } ``` -------------------------------- ### DeliveredAssets Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets all available DeliveredAssets from open connections. ```csharp public DeliveredAsset[] DeliveredAssets { get; } ``` -------------------------------- ### Strategies Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets an access to the all available trading strategies and manages them. ```csharp public StrategyManager Strategies { get; } ``` -------------------------------- ### OrderTypes Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets all available OrderTypes from open connections. ```csharp public OrderType[] OrderTypes { get; } ``` -------------------------------- ### SymbolTypes Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets all available SymbolTypes from open connections. ```csharp public SymbolType[] SymbolTypes { get; } ``` -------------------------------- ### GetPeriod Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationLineBreak.html Gets the period for the HistoryAggregationLineBreak. ```csharp public override Period GetPeriod { get; } ``` -------------------------------- ### OnInit Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Handles the initialization logic for the indicator. This is a virtual method in the base class. ```csharp protected virtual void OnInit() ``` -------------------------------- ### VolumeType Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the SymbolVolumeType. ```csharp public SymbolVolumeType VolumeType { get; } ``` -------------------------------- ### InitializeBrandingInformation Method Signature Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public void InitializeBrandingInformation() ``` -------------------------------- ### Exchanges Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets all available Exchanges from open connections. ```csharp public Exchange[] Exchanges { get; } ``` -------------------------------- ### BeginCloud Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Marks the beginning of a cloud shape between two line series with a specified color and offset. ```csharp protected void BeginCloud(int line1Index, int line2Index, Color color, int offset = 0) ``` -------------------------------- ### Trades Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the number of trades. ```csharp public long Trades { get; } ``` -------------------------------- ### Connect Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Establishes a connection to a specified vendor. ```csharp public ConnectionResult Connect() ``` -------------------------------- ### Ticks Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the number of ticks. ```csharp public long Ticks { get; } ``` -------------------------------- ### Status Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the current status of the order. ```csharp public OrderStatus Status { get; } ``` -------------------------------- ### Strategy.OnInitializeMetrics Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html Virtual method to initialize metrics using a Meter. ```csharp protected virtual void OnInitializeMetrics(Meter meter) ``` -------------------------------- ### SymbolType Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the symbol type. ```csharp public SymbolType SymbolType { get; } ``` -------------------------------- ### Mark Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the mark price of the symbol. ```csharp public double Mark { get; } ``` -------------------------------- ### QuotingType Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the current SymbolQuotingType. ```csharp public SymbolQuotingType QuotingType { get; } ``` -------------------------------- ### Low Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the low price of the symbol. ```csharp public double Low { get; } ``` -------------------------------- ### PlaceOrder Method Signature (Symbol Object) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Places an Order with detailed parameters including symbol, account, side, time in force, quantity, price, trigger price, and trail offset. ```csharp public TradingOperationResult PlaceOrder(Symbol symbol, Account account, Side side, TimeInForce timeInForce = TimeInForce.Day, double quantity = 1, double price = -1, double triggerPrice = -1, double trailOffset = -1) ``` -------------------------------- ### QuoteDateTime Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the quote time. ```csharp public DateTime QuoteDateTime { get; } ``` -------------------------------- ### PlaceOrder Method Signature (Request Parameters) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Places an Order using provided request parameters. ```csharp public TradingOperationResult PlaceOrder(PlaceOrderRequestParameters request) ``` -------------------------------- ### NettingType Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the NettingType of the symbol. ```csharp public NettingType NettingType { get; } ``` -------------------------------- ### Name Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the name of the symbol. ```csharp public string Name { get; protected set; } ``` -------------------------------- ### PrevClose Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the previous closing price of the symbol. ```csharp public double PrevClose { get; } ``` -------------------------------- ### OriginalStatus Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the original status of an open order. ```csharp public string OriginalStatus { get; } ``` -------------------------------- ### Group Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the SymbolGroup for the symbol. ```csharp public SymbolGroup Group { get; protected set; } ``` -------------------------------- ### HistoryAggregationPointsAndFigures Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationPointsAndFigures.html Public constructor for initializing a new instance with specified parameters. ```csharp public HistoryAggregationPointsAndFigures(Period period, HistoryType historyType, int boxSize, int reversal, PointsAndFiguresStyle style) ``` -------------------------------- ### TimeUtils Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets a time based conversion and synchronization mechanism. ```csharp public TimeUtils TimeUtils { get; } ``` -------------------------------- ### CompareTo(ConnectionInfo) Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the CompareTo method overload that accepts a ConnectionInfo object. ```csharp public int CompareTo(ConnectionInfo other) ``` -------------------------------- ### MailUtils Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets SMTP mail service for sending emails. ```csharp public MailUtils MailUtils { get; } ``` -------------------------------- ### TakeProfitItems Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets a list of TakeProfit items for the order. ```csharp public List TakeProfitItems { get; } ``` -------------------------------- ### Settings Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the Settings property. ```csharp public IList Settings { get; set; } ``` -------------------------------- ### Init Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Initializes the indicator. This is a base class method. ```csharp public void Init() ``` -------------------------------- ### TakeProfit Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the TakeProfit holder for the given order. ```csharp public SlTpHolder TakeProfit { get; } ``` -------------------------------- ### Typical Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Retrieves the Typical price for a given offset. ```csharp protected double Typical(int offset = 0) ``` -------------------------------- ### OrderType Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets the type of the order. ```csharp public OrderType OrderType { get; } ``` -------------------------------- ### TakeProfit Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the TakeProfit details for the order. ```csharp public SlTpHolder TakeProfit { get; set; } ``` -------------------------------- ### OnAskUserConfirmationForTradingWithRunningEmulator Event Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the OnAskUserConfirmationForTradingWithRunningEmulator event, used for user confirmation in emulator trading. ```csharp public event Func OnAskUserConfirmationForTradingWithRunningEmulator ``` -------------------------------- ### LineBreak Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationLineBreak.html Gets or sets the line break value. ```csharp public int LineBreak { get; set; } ``` -------------------------------- ### Typical Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryItemBar.html Gets the Typical price, calculated as (High+Low+Close)/3. ```csharp public double Typical { get; } ``` -------------------------------- ### Connection Class Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html The basic syntax for the Connection class. ```csharp public sealed class Connection ``` -------------------------------- ### Underlier Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the derivative underlier symbol. ```csharp public Symbol Underlier { get; } ``` -------------------------------- ### NetPnl Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Trade.html Gets the trade Net P&L. ```csharp public PnLItem NetPnl { get; } ``` -------------------------------- ### Low Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Gets the Low price for a given offset. ```csharp protected double Low(int offset = 0) ``` -------------------------------- ### GetReport Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Returns a Report with the given request parameters from an open connection. ```csharp public Report GetReport(ReportRequestParameters requestParameters) ``` -------------------------------- ### SpreadPercentage Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the Spread percentage value. ```csharp public double SpreadPercentage { get; } ``` -------------------------------- ### Root Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the derivative underlier name. ```csharp public string Root { get; } ``` -------------------------------- ### Strategy.Run Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html Executes the strategy. ```csharp public void Run() ``` -------------------------------- ### ConnectionInfo Class Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html The basic syntax for the ConnectionInfo class. ```csharp public sealed class ConnectionInfo ``` -------------------------------- ### QuotingCurrency Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the counter asset of the symbol. ```csharp public Asset QuotingCurrency { get; protected set; } ``` -------------------------------- ### RequestOTP Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public void RequestOTP(OTPHolder otpHolder, string title, string text) ``` -------------------------------- ### CompareTo(object) Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the CompareTo method overload that accepts an object. ```csharp public int CompareTo(object obj) ``` -------------------------------- ### MarkSize Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the mark size of the symbol. ```csharp public double MarkSize { get; } ``` -------------------------------- ### TradingRequestParameters Constructor with Origin Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.TradingRequestParameters.html Constructor that initializes TradingRequestParameters with an origin object. ```csharp public TradingRequestParameters(TradingRequestParameters origin) ``` -------------------------------- ### Last Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Gets the Last (closing) price for a given offset. ```csharp protected double Last(int offset = 0) ``` -------------------------------- ### GetOrdersHistory Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets a collection of OrderHistory by the given parameters. ```csharp public IList GetOrdersHistory(OrdersHistoryRequestParameters parameters, string connectionId = null) ``` -------------------------------- ### AccountAdded Event Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Will be triggered when new Account added to the core ```csharp public event Action AccountAdded ``` -------------------------------- ### TakeProfit Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the TakeProfit property, which gets the TakeProfit order belonging to the position. ```csharp public Order TakeProfit { get; } ``` -------------------------------- ### High Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the high price of the symbol. ```csharp public double High { get; } ``` -------------------------------- ### Loggers Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets an access to the system logging mechanism. ```csharp public LoggerManager Loggers { get; } ``` -------------------------------- ### ExpirationDate Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the derivative expiration date. ```csharp public System.DateTime ExpirationDate { get; } ``` -------------------------------- ### Exchange Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the Exchange of the current symbol. ```csharp public Exchange Exchange { get; protected set; } ``` -------------------------------- ### DepthOfMarket Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets Level2 data for the symbol. ```csharp public DepthOfMarket DepthOfMarket { get; } ``` -------------------------------- ### Copyrights Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the Copyrights property. ```csharp public string Copyrights { get; } ``` -------------------------------- ### Swaps Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the Swaps property, which gets the PnL swaps. ```csharp public PnLItem Swaps { get; } ``` -------------------------------- ### ChangePercentage Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the Change percentage value. ```csharp public double ChangePercentage { get; } ``` -------------------------------- ### CurrentVersion Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the CurrentVersion property. ```csharp public Version CurrentVersion { get; } ``` -------------------------------- ### TimeInForce Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the TimeInForce for the order. ```csharp public TimeInForce TimeInForce { get; set; } ``` -------------------------------- ### PlaceOrders Method Signature Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Places multiple Orders using a collection of request parameters and a group order type. ```csharp public void PlaceOrders(ICollection requests, GroupOrderType groupOrderType = GroupOrderType.None) ``` -------------------------------- ### QuoteAssetVolume Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Gets the volume in the quoting asset for a given offset. ```csharp protected double QuoteAssetVolume(int offset = 0) ``` -------------------------------- ### CreationType Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the CreationType property. ```csharp public ConnectionCreationType CreationType { get; } ``` -------------------------------- ### TotalQuantity Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the total quantity of the order. ```csharp public double TotalQuantity { get; } ``` -------------------------------- ### OpenTime Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the OpenTime property, which gets the position's opening time. ```csharp public DateTime OpenTime { get; } ``` -------------------------------- ### Name Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Declaration for the Name property, which gets or sets the connection name. ```csharp public string Name { get; set; } ``` -------------------------------- ### Median Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Gets the Median price for a given offset. ```csharp protected double Median(int offset = 0) ``` -------------------------------- ### ForceTimeSync Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public void ForceTimeSync() ``` -------------------------------- ### ExpirationTime Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the expiration time of the order. ```csharp public DateTime ExpirationTime { get; } ``` -------------------------------- ### ReportTypes Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets all available ReportTypes from open connections. Otherwise returns empty list. ```csharp public ReportType[] ReportTypes { get; } ``` -------------------------------- ### AllowCreateCustomConnections Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the AllowCreateCustomConnections property. ```csharp public bool AllowCreateCustomConnections { get; } ``` -------------------------------- ### UnderlierId Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the derivative underlier symbol ID. ```csharp public string UnderlierId { get; } ``` -------------------------------- ### Clone() Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Creates a new object that is a copy of the current instance. ```csharp public abstract object Clone() ``` -------------------------------- ### Spread Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the spread value between Bid and Ask. ```csharp public double Spread { get; } ``` -------------------------------- ### OpenPrice Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the OpenPrice property, which gets the position's open order price. ```csharp public double OpenPrice { get; } ``` -------------------------------- ### QuoteAssetVolume Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the quote asset volume value. ```csharp public double QuoteAssetVolume { get; } ``` -------------------------------- ### Trade Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Trade.html Initializes a new instance of the Trade class. ```csharp public Trade(string connectionId) ``` -------------------------------- ### Change Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the change value between Bid/Last and Close price. ```csharp public double Change { get; } ``` -------------------------------- ### TimeRight Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryItemBar.html Gets the bar's right time border. ```csharp public DateTime TimeRight { get; } ``` -------------------------------- ### CalculatePnL Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the CalculatePnL method, which gets Profit'n'Loss with given request parameters. ```csharp public PnL CalculatePnL(PnLRequestParameters parameters) ``` -------------------------------- ### MaturityDate Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the maturity date for derivative symbols. ```csharp public DateTime MaturityDate { get; } ``` -------------------------------- ### CreateInfo() Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.CryptoAccount.html Declaration of the CreateInfo method, used for creating a business object info for account data. ```csharp public override BusinessObjectInfo CreateInfo() ``` -------------------------------- ### LastSize Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the size of the last trade for the symbol. ```csharp public double LastSize { get; } ``` -------------------------------- ### Last Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the last traded price of the symbol. ```csharp public double Last { get; } ``` -------------------------------- ### GetNews Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Retrieves news articles based on specified parameters. ```csharp public IEnumerable GetNews(GetNewsRequestParameters requestParameters) ``` -------------------------------- ### SyncMsgProcessing Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the SyncMsgProcessing property. ```csharp public bool SyncMsgProcessing { get; set; } ``` -------------------------------- ### HistoryType Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the default history type for the symbol. ```csharp public HistoryType HistoryType { get; } ``` -------------------------------- ### ExchangeId Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the Exchange ID of the current symbol. ```csharp public string ExchangeId { get; } ``` -------------------------------- ### HistoryAggregationPointsAndFigures Constructor (Copy) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationPointsAndFigures.html Protected constructor for creating a new instance from an existing one. ```csharp protected HistoryAggregationPointsAndFigures(HistoryAggregationPointsAndFigures aggregation) ``` -------------------------------- ### SymbolsMapping Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public SymbolsMappingManager SymbolsMapping { get; } ``` -------------------------------- ### Total Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the total value for the order. ```csharp public double Total { get; set; } ``` -------------------------------- ### DealTicketReceived Event Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Will be triggered when new DealTicket received ```csharp public event Action DealTicketReceived ``` -------------------------------- ### GetOrderById Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets an Order instance by the given Id string. Otherwise returns null. ```csharp public Order GetOrderById(string orderId, string connectionId = null) ``` -------------------------------- ### Clone Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationLineBreak.html Creates a new object that is a copy of the current instance. ```csharp public override object Clone() ``` -------------------------------- ### StopLossItems Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets a list of StopLoss items for the order. ```csharp public List StopLossItems { get; } ``` -------------------------------- ### StopLoss Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the StopLoss details for the order. ```csharp public SlTpHolder StopLoss { get; set; } ``` -------------------------------- ### SettingItemColor Constructor (Parameterized) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemColor.html A parameterized constructor for SettingItemColor, taking a name, value, and optional sortIndex. ```csharp public SettingItemColor(string name, Color value, int sortIndex = 0) ``` -------------------------------- ### Slippage Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the slippage allowed for the order. ```csharp public int Slippage { get; set; } ``` -------------------------------- ### Ask Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DayBar.html Declaration of the Ask price property. ```csharp public double Ask { get; set; } ``` -------------------------------- ### OrderTypeId Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the OrderTypeId for the order request. ```csharp public string OrderTypeId { get; set; } ``` -------------------------------- ### BidSize Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DayBar.html Declaration of the BidSize property. ```csharp public double BidSize { get; set; } ``` -------------------------------- ### GroupId Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the GroupId for the order request. ```csharp public string GroupId { get; set; } ``` -------------------------------- ### ExpirationTime Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the expiration time for the order. ```csharp public DateTime ExpirationTime { get; set; } ``` -------------------------------- ### SetPoint Method Parameters Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Chart.IDrawing.html Parameters for the SetPoint method. ```csharp int | pointIndex | DateTime | time | double | price | ``` -------------------------------- ### Links Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the Links property. ```csharp public List Links { get; } ``` -------------------------------- ### Core Class Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The basic syntax declaration for the Core class. ```csharp public class Core ``` -------------------------------- ### GrossPnl Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Trade.html Gets the trade Gross P&L. ```csharp public PnLItem GrossPnl { get; } ``` -------------------------------- ### Comment Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets a comment for the order request. ```csharp public string Comment { get; set; } ``` -------------------------------- ### Strategy.OnRun Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html Virtual method called when the strategy is run. ```csharp protected virtual void OnRun() ``` -------------------------------- ### State Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Declaration for the State property, which gets the connection's state (Connected/Connecting/Fail etc.). ```csharp public ConnectionState State { get; } ``` -------------------------------- ### AccountId Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the AccountId for the order request. ```csharp public string AccountId { get; set; } ``` -------------------------------- ### SendCustomRequest Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Sends a custom request to the vendor. ```csharp public void SendCustomRequest(RequestParameters parameters) ``` -------------------------------- ### CorporateActionAdded Event Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Will be triggered when new CorporateAction occured ```csharp public event Action CorporateActionAdded ``` -------------------------------- ### TriggerPrice Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the trigger price value for the order. ```csharp public double TriggerPrice { get; } ``` -------------------------------- ### TrailOffset Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the trailing offset value for the order. ```csharp public double TrailOffset { get; } ``` -------------------------------- ### TimeInForce Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the Time-In-Force (TIF) type of the order. ```csharp public TimeInForce TimeInForce { get; } ``` -------------------------------- ### OrderPlacingStrategies Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public OrderPlacingStrategiesManager OrderPlacingStrategies { get; } ``` -------------------------------- ### StopLoss Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the StopLoss holder for the given order. ```csharp public SlTpHolder StopLoss { get; } ``` -------------------------------- ### DeliveredAssetAdded Event Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public event Action DeliveredAssetAdded ``` -------------------------------- ### Account Class Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Account.html The basic syntax for the Account class, indicating it inherits from BusinessObject. ```csharp public class Account : BusinessObject ``` -------------------------------- ### RemainingQuantity Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the remaining quantity of the order to be filled. ```csharp public double RemainingQuantity { get; } ``` -------------------------------- ### PositionId Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the ID of the position associated with the order. ```csharp public string PositionId { get; } ``` -------------------------------- ### OnSettingsUpdated Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Handles updates to the indicator's settings. This method overrides the base class method. ```csharp protected override void OnSettingsUpdated() ``` -------------------------------- ### UnLockAccount Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Unlock trading for the specified account ```csharp public void UnLockAccount(Account account) ``` -------------------------------- ### IVolumeAnalysisCalculationProgress Interface Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.IVolumeAnalysisCalculationProgress.html The basic syntax for the IVolumeAnalysisCalculationProgress interface. ```csharp public interface IVolumeAnalysisCalculationProgress ``` -------------------------------- ### FilledQuantity Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the quantity of the order that has already been filled. ```csharp public double FilledQuantity { get; } ``` -------------------------------- ### Price Channel Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the Channel (Price Channel) indicator. The 'Channel' indicator is based on measurement of min and max prices for the definite number of periods. ```csharp public Indicator Channel(int period) ``` -------------------------------- ### Alert Method Declaration (string, string, string, Action, string) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the Alert method overload that takes text, symbolName, connectionName, onConfirm action, and alertName. ```csharp public void Alert(string text, string symbolName, string connectionName, Action onConfirm, string alertName) ``` -------------------------------- ### SettingItemColor Constructor (Default) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemColor.html The default constructor for the SettingItemColor class. ```csharp public SettingItemColor() ``` -------------------------------- ### StrategyMetric Class Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.StrategyMetric.html The basic syntax declaration for the StrategyMetric class. ```csharp public class StrategyMetric ``` -------------------------------- ### GetNewsArticleContent Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Retrieves the content of a specific news article. ```csharp public string GetNewsArticleContent(GetNewsArticleContentRequestParameters requestParameters) ``` -------------------------------- ### SettingItemAction Constructor (Parameterized) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemAction.html A constructor for SettingItemAction that accepts a name, a delegate, and an optional sort index. ```csharp public SettingItemAction(string name, SettingItemActionDelegate value, int sortIndex = 0) ``` -------------------------------- ### Alert Method Declaration (string, string, string, Action) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the Alert method overload that takes text, symbolName, connectionName, and an optional onConfirm action. ```csharp public void Alert(string text, string symbolName = "", string connectionName = "", Action onConfirm = null) ``` -------------------------------- ### CompareTo(Account) Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Account.html Declaration for the CompareTo method that compares the current instance with another Account object. ```csharp public int CompareTo(Account other) ``` -------------------------------- ### SubscribeNewsUpdates Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Subscribes to real-time news updates. ```csharp public void SubscribeNewsUpdates(SubscribeNewsRequestParameters subscribeNewsRequestParameters, Action updateAction) ``` -------------------------------- ### HistoryItemBar Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryItemBar.html Creates a HistoryItemBar instance with default OHLC price set to DOUBLE_UNDEFINED. ```csharp public HistoryItemBar() ``` -------------------------------- ### LastTradingDate Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the last trading date for derivative symbols. ```csharp public DateTime LastTradingDate { get; } ``` -------------------------------- ### CustomAccountPropertiesProvider Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the CustomAccountPropertiesProvider property. ```csharp public CustomAccountPropertiesProvider CustomAccountPropertiesProvider { get; } ``` -------------------------------- ### LastDateTime Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the date and time of the last trade for the symbol. ```csharp public DateTime LastDateTime { get; } ``` -------------------------------- ### LocalOrders Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public LocalOrdersManager LocalOrders { get; } ``` -------------------------------- ### Open Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DayBar.html Declaration of the Open price property. ```csharp public double Open { get; set; } ``` -------------------------------- ### TriggerPrice Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the trigger price for stop orders. ```csharp public double TriggerPrice { get; set; } ``` -------------------------------- ### ServerTime Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Declaration for the ServerTime property, providing the server's current time. ```csharp public DateTime ServerTime { get; } ``` -------------------------------- ### OpenInterest Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Gets the Open interest for a given offset. ```csharp protected double OpenInterest(int offset = 0) ``` -------------------------------- ### BuildMessage Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Builds a message representing the pending order. ```csharp public MessageOpenOrder BuildMessage() ``` -------------------------------- ### HelpLink Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Provides a help link, inherited from the base class. ```csharp public virtual string HelpLink { get; } ``` -------------------------------- ### TradingSignalUpdate Event Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the TradingSignalUpdate event, triggered when a TradingSignal is created, changed, or removed. ```csharp public event EventHandler TradingSignalUpdate ``` -------------------------------- ### High Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Gets the High price for a given offset. ```csharp protected double High(int offset = 0) ``` -------------------------------- ### HistoryAggregationKagi Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryAggregationKagi.html Declaration of the public constructor for HistoryAggregationKagi. ```csharp public HistoryAggregationKagi(Period period, HistoryType historyType, int reversal) ``` -------------------------------- ### QuantityDefinitionSettingName Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the name of the quantity definition setting. ```csharp public string QuantityDefinitionSettingName { get; set; } ``` -------------------------------- ### SettingItemAction Constructor (Default) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemAction.html The default constructor for SettingItemAction. ```csharp public SettingItemAction() ``` -------------------------------- ### HistoryItemLast Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryItemLast.html Creates HistoryItemLast instance. ```csharp public HistoryItemLast() ``` -------------------------------- ### OrderId Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Trade.html Gets the unique identifier of the order initiating the trade. ```csharp public string OrderId { get; } ``` -------------------------------- ### GroupName Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SymbolGroup.html Declaration of the GroupName property, which gets the group name. ```csharp public string GroupName { get; } ``` -------------------------------- ### SendCustomRequest Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Sends custom request if connection with given Id is open ```csharp public void SendCustomRequest(string connectionId, RequestParameters parameters) ``` -------------------------------- ### VendorName Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the VendorName property. ```csharp public string VendorName { get; } ``` -------------------------------- ### TradingRequestParameters Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.TradingRequestParameters.html Default constructor for the TradingRequestParameters class. ```csharp public TradingRequestParameters() ``` -------------------------------- ### GetPoint Method Parameters Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Chart.IDrawing.html Parameters for the GetPoint method. ```csharp int | pointIndex | ``` -------------------------------- ### Weighted Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryItemBar.html Gets the Weighted price, calculated as (High+Low+Close+Close)/4. ```csharp public double Weighted { get; } ``` -------------------------------- ### VendorInfo Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the VendorInfo property. ```csharp public VendorInfo VendorInfo { get; } ``` -------------------------------- ### VendorSettings Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the VendorSettings property. ```csharp public IList VendorSettings { get; } ``` -------------------------------- ### Median Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryItemBar.html Gets the Median price, calculated as (High+Low)/2. ```csharp public double Median { get; } ``` -------------------------------- ### GetDepthOfMarketParameters Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.GetDepthOfMarketParameters.html Initializes a new instance of the GetDepthOfMarketParameters class. ```csharp public GetDepthOfMarketParameters() ``` -------------------------------- ### Details Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.CorporateAction.html Property to get or set the details of the corporate action. ```csharp public string Details { get; set; } ``` -------------------------------- ### ApplyOnEachInput Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemString.html The C# declaration for the ApplyOnEachInput property. ```csharp public bool ApplyOnEachInput { get; set; } ``` -------------------------------- ### CorporateActionType Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.CorporateAction.html Property to get or set the type of corporate action. ```csharp public CorporateActionType CorporateActionType { get; set; } ``` -------------------------------- ### AskSize Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DayBar.html Declaration of the AskSize property. ```csharp public double AskSize { get; set; } ``` -------------------------------- ### GetTickHistory Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets historical ticks data according to given parameters. ```csharp public HistoricalData GetTickHistory(HistoryType historyType, DateTime fromTime, DateTime toTime = default) ``` -------------------------------- ### GetHistory Method (HistoryAggregation) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets historical data according to aggregation and other parameters. ```csharp public HistoricalData GetHistory(HistoryAggregation aggregation, DateTime fromTime, DateTime toTime = default) ``` -------------------------------- ### Strategy.Log Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html Writes a log message with a specified level (defaults to Info). ```csharp protected void Log(string message, StrategyLoggingLevel level = StrategyLoggingLevel.Info) ``` -------------------------------- ### TrailOffset Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets the trail offset for trailing stop orders. ```csharp public double TrailOffset { get; set; } ``` -------------------------------- ### TryGetMinMax Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Attempts to retrieve the minimum and maximum values within a specified range. ```csharp public bool TryGetMinMax(int fromOffset, int toOffset, out double min, out double max) ``` -------------------------------- ### Strategy.OnGetMetrics Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html Virtual method to be overridden for custom metric retrieval. ```csharp protected virtual List OnGetMetrics() ``` -------------------------------- ### AdditionalParameters Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.OrderRequestParameters.html Gets or sets a list of additional parameters for the order request. ```csharp public IList AdditionalParameters { get; set; } ``` -------------------------------- ### SettingItemLong Constructor (Parameterized) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemLong.html Declaration of a parameterized constructor for the SettingItemLong class. ```csharp public SettingItemLong(string name, long value, int sortIndex = 0) ``` -------------------------------- ### Fee Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the Fee property, which gets the fee amount for the position. ```csharp public PnLItem Fee { get; } ``` -------------------------------- ### Strategy.GetLogs Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html Retrieves logs for the strategy within a specified date range. ```csharp public LoggerEvent[] GetLogs(DateTime from, DateTime to) ``` -------------------------------- ### MainWindow Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Chart.IChart.html Declaration for the MainWindow property, providing access to the main window of the chart. ```csharp IChartWindow MainWindow { get; } ``` -------------------------------- ### GetIndexByTime Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoricalData.html Gets index by time with counting on search direction. ```csharp public double GetIndexByTime(long time, SeekOriginHistory origin = SeekOriginHistory.End) ``` -------------------------------- ### Info Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Declaration for the Info property, representing information about the connection. ```csharp public ConnectionInfo Info { get; } ``` -------------------------------- ### ExchangeName Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Exchange.html Declaration for the ExchangeName property, which gets the name of the exchange. ```csharp public string ExchangeName { get; } ``` -------------------------------- ### GetLevel2ItemsParameters Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.GetDepthOfMarketParameters.html Gets or sets the parameters for retrieving Level 2 items. ```csharp public GetLevel2ItemsParameters GetLevel2ItemsParameters { get; set; } ``` -------------------------------- ### ConnectionState Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the ConnectionState property. ```csharp public ConnectionState ConnectionState { get; } ``` -------------------------------- ### Group Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration for the Group property. ```csharp public string Group { get; } ``` -------------------------------- ### Symbol Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.CorporateAction.html Property to get or set the symbol associated with the corporate action. ```csharp public Symbol Symbol { get; protected set; } ``` -------------------------------- ### Id Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.CorporateAction.html Property to get or set the unique identifier of the corporate action. ```csharp public string Id { get; protected set; } ``` -------------------------------- ### Strategy.InstanceName Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html The instance name of the strategy. ```csharp public string InstanceName { get; set; } ``` -------------------------------- ### DateTime Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.CorporateAction.html Property to get the date and time when the corporate action was executed. ```csharp public DateTime DateTime { get; } ``` -------------------------------- ### Windows Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Chart.IChart.html Declaration for the Windows property, a collection of chart windows. ```csharp IChartWindow[] Windows { get; } ``` -------------------------------- ### GetTickSize Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets cached symbol tick size or retrieves it from the VariableTick list. ```csharp public double GetTickSize(double price) ``` -------------------------------- ### BottomPriceLimit Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DayBar.html Declaration of the BottomPriceLimit property. ```csharp public double BottomPriceLimit { get; set; } ``` -------------------------------- ### DeliveredAssetRemoved Event Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public event Action DeliveredAssetRemoved ``` -------------------------------- ### GetTickCost Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets symbol tick cost retrieved from the VariableTick list by price. ```csharp public double GetTickCost(double price) ``` -------------------------------- ### GetHistory Method Overload 2 Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets historical data according to period and other parameters. ```csharp public HistoricalData GetHistory(Period period, HistoryType historyType, DateTime fromTime, DateTime toTime = default) ``` -------------------------------- ### OnTryGetMinMax Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Attempts to retrieve the minimum and maximum values for a given range of offsets. This is a virtual method in the base class. ```csharp protected virtual bool OnTryGetMinMax(int fromOffset, int toOffset, out double min, out double max) ``` -------------------------------- ### LabelText Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemAction.html Declaration for the LabelText property, which is a string. ```csharp public string LabelText { get; set; } ``` -------------------------------- ### GetHistory Method Overload 1 Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets historical data according to period and other parameters. ```csharp public HistoricalData GetHistory(Period period, DateTime fromTime, DateTime toTime = default) ``` -------------------------------- ### GetHistory Method (HistoryRequestParameters) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets historical data according to given history request. ```csharp public HistoricalData GetHistory(HistoryRequestParameters historyRequestParameters) ``` -------------------------------- ### OrderTypeId Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Order.html Gets the order type ID, used for comparing order types. ```csharp public string OrderTypeId { get; } ``` -------------------------------- ### AbortLoading Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.IVolumeAnalysisCalculationProgress.html Declaration for the AbortLoading method. ```csharp void AbortLoading() ``` -------------------------------- ### SettingItemAction Constructor (Copy) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemAction.html A copy constructor for SettingItemAction. ```csharp public SettingItemAction(SettingItemAction settingItem) ``` -------------------------------- ### GetTrades Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Retrieves trade history based on specified parameters. ```csharp public IList GetTrades(TradesHistoryRequestParameters parameters) ``` -------------------------------- ### StopLoss Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the StopLoss property, which gets the StopLoss order belonging to the position. ```csharp public Order StopLoss { get; } ``` -------------------------------- ### Size Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Last.html Declaration of the Size property, indicating the size of the trade. ```csharp public double Size { get; set; } ``` -------------------------------- ### Quantity Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the Quantity property, which gets the position's quantity value. ```csharp public double Quantity { get; } ``` -------------------------------- ### Assets Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the Assets property, which retrieves all available assets from open connections. ```csharp public Asset[] Assets { get; } ``` -------------------------------- ### GetOrdersHistory Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Retrieves the order history based on specified parameters. ```csharp public IList GetOrdersHistory(OrdersHistoryRequestParameters parameters) ``` -------------------------------- ### GrossPnL Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the GrossPnL property, which gets the profit/loss without swaps or commissions. ```csharp public PnLItem GrossPnL { get; } ``` -------------------------------- ### HistoryItemTick Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryItemTick.html Creates a HistoryItemTick instance with default values for Ask, AskSize, Bid, and BidSize. ```csharp public HistoryItemTick() ``` -------------------------------- ### GetDepthOfMarketAggregatedCollections (Level2ItemsParameters) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DepthOfMarket.html Method to get current Level 2 data using GetLevel2ItemsParameters. ```csharp public DepthOfMarketAggregatedCollections GetDepthOfMarketAggregatedCollections(GetLevel2ItemsParameters parameters) ``` -------------------------------- ### CalculateImbalancePercent Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.GetDepthOfMarketParameters.html Gets or sets a value indicating whether to calculate the imbalance percent. ```csharp public bool CalculateImbalancePercent { get; set; } ``` -------------------------------- ### GetHashCode Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.ConnectionInfo.html Declaration of the GetHashCode method which serves as the default hash function. ```csharp public override int GetHashCode() ``` -------------------------------- ### GetDepthOfMarketAggregatedCollections (Parameters) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DepthOfMarket.html Method to get current Level 2 data using GetDepthOfMarketParameters. ```csharp public DepthOfMarketAggregatedCollections GetDepthOfMarketAggregatedCollections(GetDepthOfMarketParameters parameters = null) ``` -------------------------------- ### Balance Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Account.html Declaration for the Balance property, which gets the current balance of the account. ```csharp public double Balance { get; } ``` -------------------------------- ### IChartWindow Interface Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Chart.IChartWindow.html The public interface declaration for IChartWindow. ```csharp public interface IChartWindow ``` -------------------------------- ### AccountCurrency Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Account.html Declaration for the AccountCurrency property, which gets the base currency of the account. ```csharp public Asset AccountCurrency { get; } ``` -------------------------------- ### ExpandedState Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemSeparatorGroup.html Declaration of the ExpandedState property, which gets or sets the current expanded state of the GroupBox item. ```csharp public bool? ExpandedState { get; set; } ``` -------------------------------- ### FundingTime Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DayBar.html Declaration of the FundingTime property. ```csharp public DateTime FundingTime { get; set; } ``` -------------------------------- ### OnRequestOTP Event Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the OnRequestOTP event, used for requesting One-Time Passwords. ```csharp public event Action OnRequestOTP ``` -------------------------------- ### GetPositionById Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets a Position instance by the given Id string. Otherwise returns null. ```csharp public Position GetPositionById(string positionId, string connectionId = null) ``` -------------------------------- ### Uptime Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Represents the uptime of the connection. ```csharp public TimeSpan Uptime { get; } ``` -------------------------------- ### GetOrderType Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets an OrderType instance by the given Id string. Otherwise returns null. ```csharp public OrderType GetOrderType(string orderTypeId, string connectionId = null) ``` -------------------------------- ### BrandingInformation Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the BrandingInformation property. ```csharp public IBrandingInformation BrandingInformation { get; } ``` -------------------------------- ### Strategy Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html Protected constructor for the Strategy base class. ```csharp protected Strategy() ``` -------------------------------- ### SettingItemGroup Constructor with Parameters Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemGroup.html Declaration for the SettingItemGroup constructor that accepts name, items, and sortIndex. ```csharp public SettingItemGroup(string name, IList items, int sortIndex = 0) ``` -------------------------------- ### AROON Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the Aroon indicator. Reveals the beginning of a new trend and determines how strong it is. ```csharp public Indicator AROON(int period) ``` -------------------------------- ### LockAccount Method Signature Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Locks trading for a specified account. ```csharp public void LockAccount(Account account) ``` -------------------------------- ### Indexer Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoryItemTick.html Gets the price by indexing with PriceType. Overrides the indexer from the base HistoryItem class. ```csharp public override double this[PriceType priceType] { get; } ``` -------------------------------- ### ClosePosition Method Overload 2 Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html The main entry point in the API. Core keeps access to all business logic entities and their properties: connections, accounts, symbols, positions, orders, etc. Some of them can be reached through using managers or directly via specified collections. You can always access the Core object via static Core.Instance property. ```csharp public TradingOperationResult ClosePosition(Position position, double closeQuantity = -1) ``` -------------------------------- ### Alligator Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the Alligator. Three moving averages with different colors, periods and calculation methods. ```csharp public Indicator Alligator(MaMode JawMAType, PriceType JawSourcePrice, int JawMAPeiod, int JawMAShift, MaMode TeethMAType, PriceType TeethSourcePrice, int TeethMAPeiod, int TeethMAShift, MaMode LipsMAType, PriceType LipsSourcePrice, int LipsMAPeiod, int LipsMAShift) ``` -------------------------------- ### ATR Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the Average True Range (ATR) indicator. The ATR measures of market volatility. ```csharp public Indicator ATR(int period, MaMode mode, IndicatorCalculationType calculationType = IndicatorCalculationType.AllAvailableData) ``` -------------------------------- ### PointsAndFiguresStyle Enum Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.PointsAndFiguresStyle.html The C# syntax for the PointsAndFiguresStyle enum. ```csharp public enum PointsAndFiguresStyle ``` -------------------------------- ### AO Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the AO (Awesome Oscillator) indicator. The 'AO' indicator determines market momentum. ```csharp public Indicator AO() ``` -------------------------------- ### Strategy.NewVersionAvailable Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Strategy.html Indicates if a new version of the strategy is available. ```csharp public bool NewVersionAvailable { get; } ``` -------------------------------- ### NetPnL Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Position.html Declaration for the NetPnL property, which gets the profit/loss calculated based on the current broker's price. ```csharp public PnLItem NetPnL { get; } ``` -------------------------------- ### DeliveredAssets Property Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Declaration for the DeliveredAssets property. ```csharp public DeliveredAssets DeliveredAssets { get; } ``` -------------------------------- ### DepthOfMarket Class Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DepthOfMarket.html The basic syntax for the DepthOfMarket class. ```csharp public class DepthOfMarket ``` -------------------------------- ### HistoryMetaData Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Connection.html Declaration for the HistoryMetaData property, which gets matched available metadata info with the vendor's side. ```csharp public HistoryMetadata HistoryMetaData { get; } ``` -------------------------------- ### SubscribeToCustomMessages Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Subscribe on custom messages ```csharp public void SubscribeToCustomMessages(Action handler, params int[] messagesTypes) ``` -------------------------------- ### GetValue Method Declaration Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Gets the value of an indicator from its internal buffer, with options for offset, line index, and seek origin. ```csharp public double GetValue(int offset = 0, int lineIndex = 0, SeekOriginHistory origin = SeekOriginHistory.End) ``` -------------------------------- ### GetSymbol Method Overload 1 Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Core.html Gets an instance of an existing symbol or creates a new one with the given info parameter. ```csharp public Symbol GetSymbol(BusinessObjectInfo symbolInfo) ``` -------------------------------- ### GetPoint Method Returns Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Chart.IDrawing.html Return type and description for the GetPoint method. ```csharp (DateTime, double) | ``` -------------------------------- ### MarkSize Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.DayBar.html Declaration of the MarkSize property. ```csharp public double MarkSize { get; set; } ``` -------------------------------- ### Commodity Channel Index (CCI) Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the Commodity Channel Index. Measures the position of price in relation to its moving average. ```csharp public Indicator CCI(int maPeriod, PriceType priceType, MaMode maMode, IndicatorCalculationType calculationType = IndicatorCalculationType.AllAvailableData) ``` -------------------------------- ### Stochastic Slow Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the Stochastic Slow. Shows the location of the current close relative to the high/low range over a set number of periods (Slow). ```csharp public Indicator Stochastic(int period, int smooth, int doubleSmooth, MaMode MaType, IndicatorCalculationType calculationType = IndicatorCalculationType.AllAvailableData) ``` -------------------------------- ### Swing Index (SI) Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Get the Swing Index (SI) indicator. The SI is used to confirm trend line breakouts on price charts. ```csharp public Indicator SI(double divider) ``` -------------------------------- ### CalculateVolumeProfile Method Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.HistoricalData.html Method to calculate Volume Profile. ```csharp public IVolumeAnalysisCalculationProgress CalculateVolumeProfile(VolumeAnalysisCalculationParameters volumeAnalysisCalculationParameters) ``` -------------------------------- ### Directional Movement Index (DMI) Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the Directional Movement Index(DMI) indicator. The DMI Ñ–dentifies whether there is a definable trend in the market. ```csharp public Indicator DMI(int period, MaMode mode, IndicatorCalculationType calculationType = IndicatorCalculationType.AllAvailableData) ``` -------------------------------- ### Ask Price Retrieval Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Indicator.html Retrieves the current Ask price, with an optional offset. ```csharp protected double Ask(int offset = 0) ``` -------------------------------- ### Simple Moving Average (SMA) Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the SMA(Simple Moving Average) indicator. The 'SMA' indicator provides an average price for the last N periods. ```csharp public Indicator SMA(int period, PriceType priceType) ``` -------------------------------- ### BB Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the BB(Bollinger Bands) indicator. The 'BB' indicator provides a relative definition of high and low based on standard deviation and a simple moving average. ```csharp public Indicator BB(int period, double coefficient, PriceType priceType, MaMode maMode, IndicatorCalculationType calculationType = IndicatorCalculationType.AllAvailableData) ``` -------------------------------- ### SettingItemLong Constructor (Default) Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.SettingItemLong.html Declaration of the default constructor for the SettingItemLong class. ```csharp public SettingItemLong() ``` -------------------------------- ### Regression Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the Regression indicator. The Linear Regression Indicator plots the ending value of a Linear Regression Line for a specified number of bars; showing, statistically, where the price is expected to be. ```csharp public Indicator Regression(int period, PriceType priceType) ``` -------------------------------- ### AvailableOptions Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Access to available options information. ```csharp public AvailableDerivatives AvailableOptions { get; } ``` -------------------------------- ### VolumeAnalysisCalculationParameters Constructor Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.VolumeAnalysisCalculationParameters.html Constructor for the VolumeAnalysisCalculationParameters class. ```csharp public VolumeAnalysisCalculationParameters() ``` -------------------------------- ### TickSize Property Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.Symbol.html Gets the cached tick size if available, otherwise tries to obtain GetTickSize(double) with Last, Bid, Ask, or the first element of VariableTick list; otherwise, it's DOUBLE_UNDEFINED. ```csharp public double TickSize { get; } ``` -------------------------------- ### AFIRMA Indicator Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.BuiltInIndicators.html Gets the AFIRMA indicator. Autoregressive finite impulse response moving average. A digital filter accurately shows the price movement as powered with least square method to minimise time lag. ```csharp public Indicator AFIRMA(int period, PriceType priceType, AfirmaMode afirmaMode, bool least_squares_method) ``` -------------------------------- ### Enum StrategyLoggingLevel Syntax Source: https://api.quantower.com/docs/TradingPlatform.BusinessLayer.StrategyLoggingLevel.html The syntax for the StrategyLoggingLevel enum. ```csharp public enum StrategyLoggingLevel ```