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HistoricalTrade

Summary

Represents the historical trade interface.

Signature 

1
public abstract interface HistoricalTrade

Namespace

cAlgo.API

Examples

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 using cAlgo.API;
 using System.Linq;
 namespace cAlgo
 {
     // A sample indicator that shows how to use HistoricalTrade
     [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
     public class Test : Indicator
     {
         private Style _textBlocksStyle;
         private StackPanel _stackPanel;
         private Grid _tradesGrid;
         protected override void Initialize()
         {
             _stackPanel = new StackPanel
             {
                 Orientation = Orientation.Vertical,
                 HorizontalAlignment = HorizontalAlignment.Center,
                 VerticalAlignment = VerticalAlignment.Center,
                 BackgroundColor = Color.Gold
             };
             _textBlocksStyle = new Style();
             _textBlocksStyle.Set(ControlProperty.Margin, 5);
             _stackPanel.AddChild(new TextBox
             {
                 Text = "Your Last 10 Trades",
                 FontWeight = FontWeight.ExtraBold,
                 HorizontalAlignment = HorizontalAlignment.Center,
                 Style = _textBlocksStyle
             });
             Chart.AddControl(_stackPanel);
             UpdateLastTradeTextBlock();
             Positions.Closed += args => UpdateLastTradeTextBlock();
         }
         public override void Calculate(int index)
         {
         }
         private void UpdateLastTradeTextBlock()
         {
             if (_tradesGrid != null)
                 _stackPanel.RemoveChild(_tradesGrid);
             _tradesGrid = new Grid(11, 6);
             _tradesGrid.AddChild(new TextBlock
             {
                 Text = "Symbol",
                 Style = _textBlocksStyle
             }, 0, 0);
             _tradesGrid.AddChild(new TextBlock
             {
                 Text = "Direction",
                 Style = _textBlocksStyle
             }, 0, 1);
             _tradesGrid.AddChild(new TextBlock
             {
                 Text = "Volume",
                 Style = _textBlocksStyle
             }, 0, 2);
             _tradesGrid.AddChild(new TextBlock
             {
                 Text = "Open Time",
                 Style = _textBlocksStyle
             }, 0, 3);
             _tradesGrid.AddChild(new TextBlock
             {
                 Text = "Close Time",
                 Style = _textBlocksStyle
             }, 0, 4);
             _tradesGrid.AddChild(new TextBlock
             {
                 Text = "Net Profit",
                 Style = _textBlocksStyle
             }, 0, 5);
             var lastTenTrades = History.OrderByDescending(iTrade => iTrade.ClosingTime).Take(10).ToArray();
             for (int iRowIndex = 1; iRowIndex <= lastTenTrades.Length; iRowIndex++)
             {
                 var trade = lastTenTrades[iRowIndex - 1];
                 _tradesGrid.AddChild(new TextBlock
                 {
                     Text = trade.SymbolName,
                     Style = _textBlocksStyle
                 }, iRowIndex, 0);
                 _tradesGrid.AddChild(new TextBlock
                 {
                     Text = trade.TradeType.ToString(),
                     Style = _textBlocksStyle
                 }, iRowIndex, 1);
                 _tradesGrid.AddChild(new TextBlock
                 {
                     Text = trade.VolumeInUnits.ToString(),
                     Style = _textBlocksStyle
                 }, iRowIndex, 2);
                 _tradesGrid.AddChild(new TextBlock
                 {
                     Text = trade.EntryTime.ToString("g"),
                     Style = _textBlocksStyle
                 }, iRowIndex, 3);
                 _tradesGrid.AddChild(new TextBlock
                 {
                     Text = trade.ClosingTime.ToString("g"),
                     Style = _textBlocksStyle
                 }, iRowIndex, 4);
                 _tradesGrid.AddChild(new TextBlock
                 {
                     Text = trade.NetProfit.ToString(),
                     Style = _textBlocksStyle
                 }, iRowIndex, 5);
             }
             _stackPanel.AddChild(_tradesGrid);
         }
     }
 }

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 import clr
 clr.AddReference("cAlgo.API")
 from cAlgo.API import *
 class Test():    
     def initialize(self):
         self.stackPanel = StackPanel()
         self.stackPanel.Orientation = Orientation.Vertical
         self.stackPanel.HorizontalAlignment = HorizontalAlignment.Center
         self.stackPanel.VerticalAlignment = VerticalAlignment.Center
         self.stackPanel.BackgroundColor = Color.Gold
         self.textBlocksStyle = Style()
         self.textBlocksStyle.Set(ControlProperty.Margin, Thickness(5))
         textBox = TextBox()
         textBox.Text = "Your Last 10 Trades"
         textBox.FontWeight = FontWeight.ExtraBold
         textBox.HorizontalAlignment = HorizontalAlignment.Center
         textBox.Style = self.textBlocksStyle
         self.stackPanel.AddChild(textBox)
         api.Chart.AddControl(self.stackPanel)
         self.update_last_trade_text_block()
         api.Positions.Closed += lambda _: self.update_last_trade_text_block()
     def get_text_block(self, text):
         textBlock = TextBlock()
         textBlock.Text = text
         textBlock.Style = self.textBlocksStyle
         return textBlock
     def update_last_trade_text_block(self):
         if hasattr(self, "tradesGrid") and self.tradesGrid is not None:
             self.stackPanel.RemoveChild(self.tradesGrid)
         self.tradesGrid = Grid(11, 6)
         self.tradesGrid.AddChild(self.get_text_block("Symbol"), 0, 0)
         self.tradesGrid.AddChild(self.get_text_block("Direction"), 0, 1)
         self.tradesGrid.AddChild(self.get_text_block("Volume"), 0, 2)
         self.tradesGrid.AddChild(self.get_text_block("Open Time"), 0, 3)
         self.tradesGrid.AddChild(self.get_text_block("Close Time"), 0, 4)
         self.tradesGrid.AddChild(self.get_text_block("Net Profit"), 0, 5)
         lastTenTrades = sorted(api.History, key=lambda trade: trade.ClosingTime, reverse=True)[:10]
         for iRowIndex in range(1, len(lastTenTrades) + 1):
             trade = lastTenTrades[iRowIndex - 1]
             self.tradesGrid.AddChild(self.get_text_block(trade.SymbolName), iRowIndex, 0)
             self.tradesGrid.AddChild(self.get_text_block(str(trade.TradeType)), iRowIndex, 1)
             self.tradesGrid.AddChild(self.get_text_block(str(trade.VolumeInUnits)), iRowIndex, 2)
             self.tradesGrid.AddChild(self.get_text_block(trade.EntryTime.ToString("o")), iRowIndex, 3)
             self.tradesGrid.AddChild(self.get_text_block(trade.ClosingTime.ToString("o")), iRowIndex, 4)
             self.tradesGrid.AddChild(self.get_text_block(str(trade.NetProfit)), iRowIndex, 5)
         self.stackPanel.AddChild(self.tradesGrid)

See Also

Properties

ClosingDealId

Summary

Gets the unique closing deal identifier.

Signature 

1
public abstract int ClosingDealId {get;}

Return Value

int

PositionId

Summary

Gets the position unique identifier.

Signature 

1
public abstract int PositionId {get;}

Return Value

int

SymbolName

Summary

Gets the symbol name.

Signature 

1
public abstract string SymbolName {get;}

Return Value

string

TradeType

Summary

The TradeType of the Opening Deal.

Signature 

1
public abstract TradeType TradeType {get;}

Return Value

TradeType

VolumeInUnits

Summary

The Volume that was closed by the Closing Deal.

Signature 

1
public abstract double VolumeInUnits {get;}

Return Value

double

EntryTime

Summary

Time of the Opening Deal, or the time of the first Opening deal that was closed.

Signature 

1
public abstract DateTime EntryTime {get;}

Return Value

DateTime

EntryPrice

Summary

The VWAP (Volume Weighted Average Price) of the Opening Deals that are closed.

Signature 

1
public abstract double EntryPrice {get;}

Return Value

double

ClosingTime

Summary

Time of the Closing Deal.

Signature 

1
public abstract DateTime ClosingTime {get;}

Return Value

DateTime

ClosingPrice

Summary

The execution price of the Closing Deal.

Signature 

1
public abstract double ClosingPrice {get;}

Return Value

double

Label

Summary

The label.

Signature 

1
public abstract string Label {get;}

Return Value

string

Comment

Summary

The comment.

Signature 

1
public abstract string Comment {get;}

Return Value

string

Commissions

Summary

Commission owed.

Signature 

1
public abstract double Commissions {get;}

Return Value

double

Swap

Summary

Swap is the overnight interest rate if any, accrued on the position.

Signature 

1
public abstract double Swap {get;}

Return Value

double

NetProfit

Summary

Profit and loss including swaps and commissions

Signature 

1
public abstract double NetProfit {get;}

Return Value

double

GrossProfit

Summary

Profit and loss before swaps and commission

Signature 

1
public abstract double GrossProfit {get;}

Return Value

double

Balance

Summary

Account balance after the Deal was filled

Signature 

1
public abstract double Balance {get;}

Return Value

double

Pips

Summary

Represents the winning or loosing pips

Signature 

1
public abstract double Pips {get;}

Return Value

double

Quantity

Summary

The Quantity (in lots) that was closed by the Closing Deal

Signature 

1
public abstract double Quantity {get;}

Return Value

double

Symbol

Summary

Gets the trade symbol.

Signature 

1
public abstract Symbol Symbol {get;}

Return Value

Symbol

Channel

Summary

Gets the channel via which the trade was executed in a string format.

Signature 

1
public abstract string Channel {get;}

Return Value

string

Examples

1
 Print(History.First().Channel);

ClosingDeal

Summary

Gets the closing deal.

Signature 

1
public abstract Deal ClosingDeal {get;}

Return Value

Deal