Service Elements
External option C# script
Custom code in C# language (for working with options).
Block Parameters
Scripts - Select external scripts (Location)
Block Inputs
Financial instrument (unlimited number)
Block outputs
No outputs
External C# script
Custom code in C# language
Parameters
Scripts - Select external scripts (Location)
Block Inputs
Financial instrument (unlimited number)
Block outputs
No outputs
Return value
Sets the return value of the indicator.
Parameters
Without parameters
Block Inputs
Financial instrument (unlimited number), Number, Number (Integer), Boolean value, Two numbers, Cluster, Interactive line, Option, Option series, Single option, Surface, Trading statistics, Last trading statistics
Block outputs
No outputs
Import double values
Returns a Double value, according to the identifier set in the Export values block.
Parameters
Identifier
Block Inputs
Financial instrument
Block outputs
Number
Import bool values
Returns a Boolean value, according to the identifier set in the Export values block.
Parameters
Identifier
Block Inputs
Financial instrument
Block outputs
Boolean value
Import int values
Returns an integer, according to the Identifier set in the Export values block.
Parameters
Identifier
Block Inputs
Financial instrument
Block outputs
Number (Integer)
Source (value, non-streaming)
A not streaming source of numbers.
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Number
Source (value, streaming)
A streaming source of numbers.
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Number
Source (Interactive spline)
Source - interactive spline. This block represents a graph in the form of a curve passing through the specified points.The received data can be displayed on the canvas panel ("Canvas Panel"). This data type is returned by such blocks as "Prepare a line", "IV Smile", "Smile' of Black-Scholz".
The line's color, thickness, type and its transparency are configured in the scripts’ editor. Each node has such additional settings as the color of the node, the symbol and the size of the symbol in the node. You can attach a tooltip to a node (using a block that forms a line) and a label (permanently visible text).
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Source (boolean)
The source of boolean values.
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Boolean value
Source (Option series)
The data source “optional series”. It includes all options of all strikes with one expiration date.
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Option series
Source (Position)
To get the values from the Position block (for example, the Entry price, the number of bars held, etc).
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Position
Commentary
Allows you to write a text comment and link it to any block.
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
No outputs
Control panel
A panel where you can add control elements that regulate the parameters of blocks’ optimization.
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Not defined
Control message
Displays a control message
Parameters
True message - true message
False message - false message
Message - message
Block Inputs
Boolean value
Block outputs
No outputs
Boolean expression
The Boolean Expression block is a custom indicator that has an unlimited number of inputs of the "Number" or "Boolean Value" type. The names of the blocks connected to the "Formula" block are variables. The output value is a "Boolean Value". The syntax of the C# programming language is used to construct logical formulas.
Parameters
Expression - Opens the Formula editor window.
Begin with - Shows which bar to start the calculation from.
Block Inputs
Boolean value and Numbers
Block outputs
Boolean value
You can find the available operators and mathematical functions of the language at the following links - C# operators, Mathematical functions built into the C# language.
Examples
Heartbeat 2
Automatic forced recalculation of the script after a specified period of time. The forced recalculation is started via the Recalc() method in the API. By default, protection is enabled so that the recalculation does not start more often than 300ms. You can bypass this in the API by launching the method Recalc(true).
Parameters
Interval - interval
Block Inputs
No inputs
Block outputs
No outputs
Not tradable instrument
A non-tradable data source.
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Financial instrument
Not tradable option
Optional non-tradable data source. This includes the underlying asset and all options on it (all series and all strikes).
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Option
Updatable value
A block that allows you to accumulate data on position. After the position is closed, it is reset to zero. A typical application is the implementation of a custom trail-stop. When used without a position, the value will be global.
Parameters
Initial - setting the initial value of the block.
Do not Clear - Prevents the block from being cleared to the initial value when the position is closed.
Execution order - Defines the queue for calculating the Updated value in the algorithm, in the general order (by default), at the end of the algorithm (in the queue of this calculation branch) or after leaving the position.
Block Inputs
Number - a new value that is written to the block;
Logical value - condition - whether or not we update the numeric value;
Cleaning (optional parameter), logical value - brings the updatable value to the starting value.
Block Outputs
A current value in the block.
Examples
One to many linked parameters
An analogue of the “Linked parameter” block, but it allows you to transfer the same value to several blocks at once. In the block properties, you must manually define and link the parameters to each other.
Parameters
Detected automatically
Block Inputs
Boolean value
Number
Block outputs
No outputs
Window
Creates an additional window in the lab where the chart panels can be displayed.
Parameters
Without parameters
Block Inputs
Control Panel, Graph
Block outputs
No outputs
Chart pane
Creates a chart panel.
Parameters
Without parameters
Block Inputs
Number
Boolean value
Financial instrumen
Block outputs
Chart. It can be used with the Window block.
Data Grid Panel
Allows to create a data table. For example, the structure of an option position. The format and name of the columns are edited (in a separate Table Editor).
Parameters
Layout
Property
Format
Header
Visibility
Text alignment
Block Inputs
Number
Block Outputs
Table. Can be used with the Window block.
Canvas Panel
A panel with the X and Y axes, on which you can output non-time-bound data.
Parameters
Without parameters
Block Inputs
Number
Block outputs
Chart. It can be used with the Window block.
Recalc Scheduler
Automatic forced recalculation of the script at the specified system time of the computer. Works on a running agent. For large intervals of the main recalculation, do not forget that when changing the parameter, you need to restart the agent or to output the parameter to the control panel, with the recalculation flag, in advance.
Parameters
Time - The time, up to a millisecond, when the script will be recalculated.
Block Inputs
Financial instrument, Option, Option series
Block outputs
Number
Linked parameter
Allows you to link the parameters of different blocks together so that they are not repeated in the optimization list. It is necessary that the parameters should always have the same value.
Parameters
Detected automatically
Block Inputs
Master - Number, Boolean value
Slave - Number, Boolean value
Block outputs
No outputs
Event
During the next recalculation, if the specified event is executed, the Event block will return the value true. This value can be used in the algorithm. The block can be used many times in the editor. The block connects to the source, returns an event for the tool.
Parameters
Event type - Event type: None, Order rejected, Order filled, Position opening, Position closing, Order quantity changed, Trading is started, Trading is stopped, Order canceled, Pretrade limitation.
Block Inputs
Financial instrumen
Block outputs
Boolean value
Message
When the value “true” appears at the input of the block outputs a user message to the program log. You can use label (Tag) in the filters of the Tools - Notification Manager window.
Parameters
Message - Message
Tag - Additional user tag
Importance - The importance of the message (Info, Warning, Error)
Block Inputs
Boolean value
Block outputs
No outputs
String expression
String expression - a custom indicator that has an unlimited number of inputs of the "Number" or "Boolean value" type. The names of the blocks connected to the "Formula" block are variables. The output value is " String Value". The syntax of the C# programming language is used to construct logical formulas.
Parameters
Expression - Opens the formula editor window
Start with - Shows which bar to start the calculation from.
Block Inputs
Number, Boolean value
Block outputs
String value
Tradable instrument
A tradable data source.
Pay Attention! Duplication of one tool by several sources is not allowed.
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Financial instrumen
Tradable option
An optional tradable data source. This includes the underlying asset and all options on it at once (all series and all strikes).
Parameters
Without parameters
Block Inputs
No inputs
Block outputs
Option
Formula
The formula is a custom indicator that has an unlimited number of inputs of the "Number" or "Boolean Value" type. The blocks connected to the "Formula" block are variables. The output value is a "Number". The syntax of the C# programming language is used to construct formulas.
When you type the name of a cube, a list of cubes that match the text you are typing will appear in the formula editor. You can go to the list using the "Down" button, or by clicking the left mouse button directly in the list. The selection of a cube from the list is carried out by pressing the "Enter" button or by double-clicking the mouse. After selecting a cube from the list, the expression is supplemented with the selected cube.
You can find the available operators and mathematical functions of the language at the following links:
Parameters
Expression - Opens the Formula editor window.
Start with - Shows which bar to start the calculation from.
Block Inputs
Number, Boolean value
Block outputs
Number
Examples
Timestamp
Parameters
Without parameters
Block Inputs
Financial instrumen
Block outputs
Number
Example
11/01/2019 11:16 The local time UTC + 3 in a one-minute period corresponds to 1547205360000, at the close of the bar the number 1547205360000 (Fri Jan 11 2019 11:16:00 UTC).
Export values
Passes the value by the identifier set by the user.
Parameters
Identifier
Block Inputs
Financial instrumen
Number, Boolean value
Block outputs
Number
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