MZpack API 2.4.3

What’s new

API

• Added saving indicators settings. See AdvancedTemplate sample.
• Added ExitBase class for Entry.Exit property. Exit from position on custom conditions. See extentions/Exits/BarCloseTraget.cs example
• Added customizing of canceling limit entry orders. In this example limt order is cancelled when one of the condition met.

public class MultiCancelEntry : Entry
{
public int CancelLimitOrderBars { get; set; }
public int CancelLimitOrderTicks { get; set; }
public int CancelLimitOrderMilliseconds { get; set; }

public MultiCancelEntry(Strategy strategy) : base(strategy)
{
}

protected override bool CheckCancelLimitOrder(MarketDataEventArgs e, out string reason)
{
CancelLimitOrderType = CancelLimitOrderType.Bars;
CancelLimitOrderValue = CancelLimitOrderBars;
if (base.CheckCancelLimitOrder(e, out reason)) // Check by bars count
return true;

CancelLimitOrderType = CancelLimitOrderType.Ticks;
CancelLimitOrderValue = CancelLimitOrderTicks;
if (base.CheckCancelLimitOrder(e, out reason)) // Check by ticks
return true;

CancelLimitOrderType = CancelLimitOrderType.Milliseconds;
CancelLimitOrderValue = CancelLimitOrderMilliseconds;
if (base.CheckCancelLimitOrder(e, out reason)) // Check by time
return true;

reason = null;
return false;
}
}