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  • TSLab trading platform
  • For newbies
    • A beginner's guide
      • Purchasing a license key for a data provider
      • An example of connecting text quotes
      • Example of connecting a data provider to a broker / exchange
      • An example of creating a script in TSLab
      • An example of creating a trading algorithm in TSLab
  • Installing TSLab
    • TSLab Installation Guide
      • System requirements
      • TSLab Installation manual
    • Update TSLab
      • Preparing for update
      • Release build
      • Nightly build
    • Restarting the TSLab program
    • TSLab Changelog
      • TSLab 2.1 Changelog
      • TSLab 2.2 Changelog
        • 2.2.26.0 - 2024/01/31
        • 2.2.25.0 - 2024/01/17
        • 2.2.24.0 - 2024/12/04
        • 2.2.23.0 - 2024/09/19
        • 2.2.22.0 - 2024/08/30
        • 2.2.21.0 - 2024/05/17
        • 2.2.20.0 - 2024/05/15
        • 2.2.19.0 - 2024/02/21
        • 2.2.18.0 - 2024/02/09
        • 2.2.17.0 - 2023/11/16
        • 2.2.16.0 - 2023/10/20
        • 2.2.15.0 - 2023/10/13
        • 2.2.14.0 - 2023/08/11
        • 2.2.13.0 - 2023/05/12
        • 2.2.12.0 - 2023/02/28
        • 2.2.11.0 - 2022/12/15
        • 2.2.10.0 - 2022/10/27
        • 2.2.9.0 - 2022/09/16
        • 2.2.7.0 - 2022/06/23
        • 2.2.5.0 - 2022/04/29
        • 2.2.3.0 - 2022/04/01
        • 2.2.2.0 - 2021/12/29
  • Data providers
    • Cryptocurrency exchanges
      • Binance Cryptocurrency Exchange
        • Registration on Binance
          • Registration on Binance Exchange website
          • Configure Binance Wallet
          • Creating a Binance API Key for TSLab
          • Binance. Transferring USDT from wallet to wallet without commission
        • Registration on TSLab [Binance]
          • Account registration on the TSLab website [Binance]
          • Creating a free Binance Data Provider for TSLab
        • Setting up a Binance Data Provider in TSLab
        • TSLab Binance Edition
          • Starting the program
          • Configuring the Binance Data provider
      • Bitget Cryptocurrency Exchange
        • Registration on the Bitget official website
        • Creating a Free Bitget Data Provider
        • Configuring the Bitget Data Provider in TSLab
      • ByBit Cryptocurrency Exchange
        • Registration on the ByBit website
        • Creating a free ByBit data provider
        • Configuring the ByBit Data Provider in TSLab
      • Deribit Cryptocurrency Exchange
        • Deribit data provider settings
        • Deribit. Frequently asked questions and useful information
        • Deribit. Possible problems and solutions
        • Deribit Margin Requirements Calculation
        • An example of a ready-made script for Deribit
      • Kucoin Cryptocurrency Exchange
        • Registration on the KuCoin official website
        • Creating an API key on the KuCoin website
        • Issuing a free license for KuCoin Data Provider
        • Setting up the KuCoin data provider in TSLab
      • OKX Cryptocurrency Exchange
        • Setting up an OKX account
          • Registration on the OKX website
          • OKX API Key creation
          • Issuing a free license for OKX Data Provider
          • Setting up the OKX data provider in TSLab
          • OKX demo account
        • TSLab OKX Edition
          • First launch of TSLab OKEx Edition
          • Configuring the OKEx data provider
          • Trading in TSLab [OKEx]
          • OKEx Demo
    • Historical Data
      • YahooFinance
      • Offline data provider in CSV format
      • An example of connecting text quotes
      • Text files with historical data
    • Interactive Brokers
      • Getting Started with Interactive Brokers Data Provider
        • Installing and configuring the Trader Workstation (TWS) terminal
        • Installing and configuring the IB Gateway terminal
      • Features of working with Interactive Brokers data provider
      • Known issues for Interactive Brokers Data Provider
      • Loading instruments in a package
  • Working with the program
    • Main menu
      • File
        • Program Settings
      • View
        • Chart
          • Features of working with the Chart in TSLab
          • Chart Controls
        • Depth of Market
        • Quotes
        • All Trades
      • Data
        • Data Providers window
        • Add online data provider
        • Add offline data provider
      • Lab
        • Scripts window
          • Script Container
      • Trading
        • Accounts window
        • Positions window
        • My trades window
        • My orders window
          • Move orders and deals to an agent
        • Autotrading Control Center window
          • Agent window
          • Agent trading settings
            • Event recalculations
            • Slippage
          • "Forget errors" of the agent
        • Orders manager
          • Linking a manually completed order to an agent
        • Agent Control Center window
      • Tools
        • Data backup and recovery
        • Notifications manager
          • Notifications Manager Filters
          • Reference List of Service Message Numbers
          • Example of setting up notifications for Gmail
        • Export to Excel
    • Common interface
      • Status bar
      • Tab
      • Workspace
      • Spreadsheets
    • Visual editor
      • Toolbar
        • Compress and Decompress Blocks
      • List of visual blocks
        • Service Elements
        • Cycles
        • TSChannel
      • The syntax of the Formula, Boolean expression and String expression blocks.
    • Autotrading Control Center
      • Agent trade settings
        • Agent trade settings - Placing orders
        • Agent trading settings - Script execution
        • Agent trading settings - Events
    • TSLab API
      • API Introduction
        • Visual Studio Installation
        • First script (API)
        • First Indicator (API)
        • Script Debugging
        • Logging
      • Writing scripts on the API
        • Trading Instrument Data
        • Working with positions
        • List of deals
        • The order queue
        • Standard Indicators and Handlers
        • Script parameters
        • Caching
        • Local and global cache
        • Multiple Tools
      • Writing indicators on the API
        • Stream indicator
        • Bar indicator
        • Pre-processed indicator
        • Indicator with multiple calculations
      • Additional features
        • The ability to create your own optimizers *
        • C ++ / CLI script
        • API Control Panel
        • Result from script
        • * Оптимизация. Пул массивов.
      • Examples
        • Get script results
        • Get script parameters
        • Get script and agent settings
        • Get position balance (net worth)
        • An example of a strategy Breakout of the Donchian channel
        • Example of a Moving Average Crossover strategy
        • Indicator example
        • How to speed up the processing of a script on the API
        • Links to examples
      • Question - Answer
        • HandlerParameter Attribute
    • Optimization
      • Insufficient load on a multicore processor
  • Examples of scripts and indicators
    • Examples of algorithms and indicators
    • Examples of implementing strategies in TSLab
      • A trading system based on indicator CCI
      • A trading system based on Standard Deviation
      • A trading system based on Aroon
      • A trading system based on ADX and DI technical indicators
      • A trading system based on the RSI indicator
      • Example of a trading strategy without parameters
  • TSLab website
    • TSLab Support Service
      • Memory dump of TSLab application
      • TSLab program log files
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On this page
  • Introduction
  • Scripts template
  • Main properties and methods

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  1. Working with the program
  2. TSLab API

Writing scripts on the API

Introduction

In order to write a script on the TSLab API, you must create a class inherited from the IExternalScript interface.

This interface has the following implementation:

public interface IExternalScript : IExternalScriptBase, IStreamHandler, IHandler, IOneSourceHandler
{
    void Execute(IContext ctx, ISecurity sec);
}

As you can see, the interface has only one Execute method, which takes two parameters.

IContext - contains the general script context; it is needed for drawing graphs and caching.

ISecurity - allows you to work with the tool, contains candles, ticks, you can work with positions.

The Execute method is called each time TSLab starts a script recount.

You can also use other interfaces, they differ only in the number of tools in the parameters:

IExternalScript2 - two tools at the input (ISecurity)

IExternalScript3 - three tools at the input (ISecurity)

IExternalScript4 - four tools at the input (ISecurity)

IExternalScriptMultiSec - input array of tools (ISecurity)

Scripts template

To write scripts, you can use the following template:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using TSLab.Script;
using TSLab.Script.Handlers;
using TSLab.DataSource;

namespace MyLib
{
    public class MyScript : IExternalScript
    {
        public void Execute(IContext ctx, ISecurity sec)
        {
            // Find the last formed bar for calculations
            var barsCount = sec.Bars.Count;
            if (!ctx.IsLastBarUsed)
            {
                barsCount--;
            }

            // Trading cycle
            for (int i = ctx.TradeFromBar; i < barsCount; i++)
            {
                // Here work with positions (sec.Positions)
            }

            // If the optimization process is ongoing, then you do not need to draw graphics, this slows down the work
            if (ctx.IsOptimization)
            {
                return;
            }

            // Charting
            // ctx.First - main panel
        }
    }
}

Main properties and methods

Interface IContext

IsLastBarClosed

IsLastBarUsed

IsFixedBarsCount

To determine the number of bars in the calculation.

IsOptimization

Indicates that the optimization process is ongoing.

TradeFromBar

Indicates which bar to start trading with.

ScriptResult

Displays the result in an optimization table.

GetData(...)

Work with a cache. Used to calculate indicators.

LoadObject(...)

StoreObject(...)

Work with the script cache, which is not erased between calculations.

LoadGlobalObject(...)

StoreGlobalObject(...)

Working with a global cache that is shared between various agents and scripts.

Data in the cache may be erased if the program does not have enough memory.

Log(...)

Log output.

Recalc(...)

Run the script again.

Interface ISecurity

FinInfo

Current data on the security (bid, ask, price of the last transaction, open interest, etc.).

Bars

List of candles.

OpenPrices

HighPrices

LowPrices

ClosePrices

Volumes

List of opening prices.

List of highs.

List of lows.

Closing price list.

List of volumes.

Interval

IntervalBase

IntervalInstance

The interval of the security.

LotSize

LotTick

Margin

Tick

Decimals

Lot size for a security.

Size of the lot change for a security.

Margin ratio for a security.

Minimum possible price change.

The number of decimal places for the security price.

Positions

List of items.

Commission

The delegate to calculate the commission.

InitDeposit

Initial deposit.

IsRealtime

Indicates whether the agent is in real trading mode.

Symbol

Security symbol.

CompressTo(...)

CompressToPriceRange(...)

CompressToVolume(...)

Decompress(...)

Squeeze and unclench candles.

GetBuyQueue(...)

GetSellQueue(...)

UpdateQueueData(...)

Get the order queue.

GetTrades(...)

Get a list of offers.

RoundPrice(...)

RoundShares(...)

Rounding the entry price to the minimum tick.

Rounding the incoming quantity to the minimum step of the lot.

Last updated 3 years ago

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