Class MoneyManagerOptions

Namespace

Balsam.MoneyManagement

Assembly

Balsam.Backtester.dll

A class to control various money manager settings

public class MoneyManagerOptions : ICloneable

Inheritance

object

MoneyManagerOptions

Implements

ICloneable

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Properties

AllowAllMoneyManagerTrades

Gets/sets whether money manager trades may be issued outside of OnMarketOpening, OnMarketClosing, or OnRoll. If false (the default), attempting to place trades outside of these methods will throw an exception.

public bool AllowAllMoneyManagerTrades { get; set; }

Property Value

bool

AutoExport

Gets/sets whether strategy reports are automatically exported to Excel.

public bool AutoExport { get; set; }

Property Value

bool

BaseCurrency

Gets/sets the base currency expressed as a 3 character ISO code.

public string BaseCurrency { get; set; }

Property Value

string

CashSweep

Gets/sets when foreign currency balances are automatically converted to base currency.

public CashSweep CashSweep { get; set; }

Property Value

CashSweep

DefaultEntryQuantity

Gets/sets what trade size is presented to the user in position sizing overrides.

public DefaultQuantity DefaultEntryQuantity { get; set; }

Property Value

DefaultQuantity

DefaultExitQuantity

Gets/sets how the quantity is set for exits. Defaults to Calculated which presents the current position size.

public DefaultQuantity DefaultExitQuantity { get; set; }

Property Value

DefaultQuantity

DefaultMultiplierQuantity

Gets/sets what trade size is presented to the user for multiplier trades.

public DefaultQuantity DefaultMultiplierQuantity { get; set; }

Property Value

DefaultQuantity

Dividends

Gets/sets a collection of dividends to be credited/debited to cash on the dividend ex-date.

public DividendCollection Dividends { get; set; }

Property Value

DividendCollection

FXRates

Gets/sets a collection of FX rates used for currency conversions.

public TimeSeriesCollection FXRates { get; set; }

Property Value

TimeSeriesCollection

FXServer

Gets/sets an FX server used to load rates not found in the FXRates collection.

public IBarServer FXServer { get; set; }

Property Value

IBarServer

Financing

Gets/sets the FinancingCollection which controls interest paid/received.

public FinancingCollection Financing { get; set; }

Property Value

FinancingCollection

IncludeWeekends

Gets/sets whether weekends are included in the equity detail tab of the strategy report.

public bool IncludeWeekends { get; set; }

Property Value

bool

NetOpenPositionDetail

Gets/sets whether open positions are netted by symbol in the equity detail tab.

public bool NetOpenPositionDetail { get; set; }

Property Value

bool

PerformanceStats

Gets/sets the type used to present MoneyManager performance statistics.

public Type PerformanceStats { get; set; }

Property Value

Type

RandomSeed

Gets/sets the seed used by the random number generator if any.

public int RandomSeed { get; set; }

Property Value

int

RandomizeTrades

Gets/sets whether trades with the same trade date will be submitted to the money manager in random order rather than by trade id (the default).

public bool RandomizeTrades { get; set; }

Property Value

bool

Rounding

Get/sets the rounding strategy applied to contracts/shares on entry.

public ContractRounding Rounding { get; set; }

Property Value

ContractRounding

ShowCashDetail

Gets/sets whether detailed cash balances are shown.

public bool ShowCashDetail { get; set; }

Property Value

bool

ShowGroupSummary

Gets/sets whether the (industry) group summary is shown.

public bool ShowGroupSummary { get; set; }

Property Value

bool

ShowInstrumentSummary

Gets/sets whether the instrument summary report is shown.

public bool ShowInstrumentSummary { get; set; }

Property Value

bool

ShowPositionWeights

Gets/sets whether position weights are shown in the open position column of the equity detail tab.

public bool ShowPositionWeights { get; set; }

Property Value

bool

ShowSectorSummary

Gets/sets whether the sector summary report is shown.

public bool ShowSectorSummary { get; set; }

Property Value

bool

ShowStrategyName

Gets/sets whether the strategy name is shown in the open position column of the equity detail tab.

public bool ShowStrategyName { get; set; }

Property Value

bool

ShowSymbolSummary

Gets/sets whether the symbol summary report is shown.

public bool ShowSymbolSummary { get; set; }

Property Value

bool

ShowTradeDetail

Gets/sets whether the trade detail is shown.

public bool ShowTradeDetail { get; set; }

Property Value

bool

TargetReturn

Gets/sets the target or minimum acceptable return. Value should expressed as an annual rate in decimal form (e.g. 2% = 0.02).

public double TargetReturn { get; set; }

Property Value

double

Template

Gets/sets the full path to the Excel template used for money management performance reports.

public string Template { get; set; }

Property Value

string