StopLossTakeProfitTradeExitSignal

In this section

StopLossTakeProfitTradeExitSignal - type of Exit Signal that allows to calculate Stop Loss and Take Profit for a strategy at each bar.

The main function inside which a developer should implement all logic of Stop Loss and Take Profit calculation is OnProcessPosition. The below example shows how to create simple Stop Loss signal.

 public class ConstantStopLossExitSignal : StopLossTakeProfitTradeExitSignal
{
        /// <summary>
        /// Distance in points 
        /// </summary>
        [UnitProperty(Name = "Stop loss size (points)", Order = 1, IncludeInTitle = true)]
        [Range(1, int.MaxValue)]

        public int DistancePts { get; set; } = 50;

        #region Overrides of ProtectiveOrderTradeExitSignal

        /// <inheritdoc />
        protected override void OnProcessPosition(Position position, ref double? stopLoss, ref double? takeProfit)
        {
            if (position.IsFlat()) //There is nothing to do with closed position
                return;

            var distance = DistancePts * InstrumentNotNull.PointSize;

            var price = position.ShiftAveragePriceBack(distance);
            if (price.IsNaN())
                return;

            stopLoss = InstrumentNotNull.Definition.RoundToTickSize(price);
        }

        #endregion
}