Class FillToExtremeTransactionCosts

Calculates slippage for stop orders based on percent of fill price to extreme of the bar. Market orders have fixed slippage.

public class FillToExtremeTransactionCosts : TransactionCostModel, ICloneable

Inherited Members: TransactionCostModel.ApplyToRolls

TransactionCostModel.Calculate(ITrade)

TransactionCostModel.GetSeries(ITrade)

TransactionCostModel.GetAtr(ITrade, int)

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

Gets/sets the coefficient used for stop orders.

public double Coefficient { get; set; }

Gets/sets the commission per share/contract in local currency terms.

public double Commission { get; set; }

Gets/sets the minimum ticks of slippage stop orders should have.

public double MinimumTicks { get; set; }

Get/sets the number of ticks of slippage to apply to market orders.

public double Ticks { get; set; }

Sets slippage depending on order type.

protected override void OnCalculate(ITrade trade)