com.optstack.api.strategies

OrderFilterScope2T

class OrderFilterScope2T[T] extends OrderFilterScopeT[T]

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Instance Constructors

  1. new OrderFilterScope2T(legA: <error>, legB: <error>, legID: String, orderCriteria: <error>, isInstrumentScope: Boolean = false, isSameExpirationForAllLegs: Boolean = true, isSameStrikeForAllLegs: Boolean = false, scaleByQuantity: Boolean = true)(implicit scriptCtx: <error>)

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any
  3. final def ##(): Int

    Definition Classes
    AnyRef → Any
  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any
  6. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  7. final def atTheMoney(): OrderFilterScopeT[T]

    Specify that the option contract should be at-the-money

    Specify that the option contract should be at-the-money

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  8. final def autoCloseAtNextTimeStep(): Unit

    Automatically close the position at the next time step

    Automatically close the position at the next time step

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  9. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  10. final def daysBetweenOptions(minDays: Double, maxDays: Double): OrderFilterScope2T[T]

    Specify the min / max difference in expiration dates of the different options in an order.

    Specify the min / max difference in expiration dates of the different options in an order. This is used primarily by calendar / diagonal spreads.

    Definition Classes
    OrderFilterScope2TOrderFilterScopeT
    Annotations
    @FunctionInfo()
  11. final def daysSinceLastLosingTrade(minDays: Double, maxDays: Double): OrderFilterScopeT[T]

    Specify the number of days to wait before entering new trade based on the date of the last losing trade

    Specify the number of days to wait before entering new trade based on the date of the last losing trade

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  12. final def daysToExpiration(minDays: Double, maxDays: Double): OrderFilterScopeT[T]

    Specify the number of days to expiration of the selected order.

    Specify the number of days to expiration of the selected order.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  13. final def delta(minDelta: Double, maxDelta: Double): OrderFilterScopeT[T]

    Specify the min / max delta of the selected order.

    Specify the min / max delta of the selected order. Delta is the amount an option price is expected to move based on a $1 change in the underlying stock.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  14. final def deltaAbs(minDelta: Double, maxDelta: Double): OrderFilterScopeT[T]

    Specify the min / max absolute delta of the selected order.

    Specify the min / max absolute delta of the selected order. Delta is the amount an option price is expected to move based on a $1 change in the underlying stock.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  15. final def distanceBetweenHigherLongAndShortStrikes(min: Double, max: Double): OrderFilterScope2T[T]

    Specify the min / max distance between the higher long legs and short legs of the position.

    Specify the min / max distance between the higher long legs and short legs of the position.

    Definition Classes
    OrderFilterScope2TOrderFilterScopeT
    Annotations
    @FunctionInfo()
  16. final def distanceBetweenLongAndShortStrikes(min: Double, max: Double): OrderFilterScope2T[T]

    Specify the min / max distance between the long legs and short legs of the position.

    Specify the min / max distance between the long legs and short legs of the position.

    Definition Classes
    OrderFilterScope2TOrderFilterScopeT
    Annotations
    @FunctionInfo()
  17. final def distanceBetweenLowerLongAndShortStrikes(min: Double, max: Double): OrderFilterScope2T[T]

    Specify the min / max distance between the lower long legs and short legs of the position.

    Specify the min / max distance between the lower long legs and short legs of the position.

    Definition Classes
    OrderFilterScope2TOrderFilterScopeT
    Annotations
    @FunctionInfo()
  18. final def distanceBetweenStrikes(min: Double, max: Double): OrderFilterScope2T[T]

    Specify the min / max distance of the strike prices of the different options in an order.

    Specify the min / max distance of the strike prices of the different options in an order.

    Definition Classes
    OrderFilterScope2TOrderFilterScopeT
    Annotations
    @FunctionInfo()
  19. final def distanceFromUnderlying(min: Double, max: Double): OrderFilterScopeT[T]

    Specify that the legs should be min/max distance from the underlying price.

    Specify that the legs should be min/max distance from the underlying price. Negative distance would be below underlying price, positive distance would be above underlying price

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  20. final def doNotCloseParentPositionBeingRolled(): Unit

    Do not close the parent position being rolled (only used during roll)

    Do not close the parent position being rolled (only used during roll)

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  21. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  22. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  23. final def expirationDate(year: Int, month: Int, day: Int = 1): OrderFilterScopeT[T]

    Specify the expiration date of the selected order.

    Specify the expiration date of the selected order.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  24. final def expirationExactDate(date: Date): OrderFilterScopeT[T]

    Specify the exact expiration date of the selected order.

    Specify the exact expiration date of the selected order.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  25. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  26. final def gamma(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max gamma of the selected order.

    Specify the min / max gamma of the selected order. Gamma is a measure of the rate of change of its delta.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  27. final def gammaAbs(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max absolute gamma of the selected order.

    Specify the min / max absolute gamma of the selected order. Gamma is a measure of the rate of change of its delta.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  28. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  29. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  30. final def ignoreDefaultFilters(): Unit

    Ignore default filters - may increase time it takes to complete backtests

    Ignore default filters - may increase time it takes to complete backtests

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  31. final def impliedVolatility(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max implied volatility of the legs in the position

    Specify the min / max implied volatility of the legs in the position

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  32. final def inTheMoneyPercentage(min: Double, max: Double): OrderFilterScopeT[T]

    Specify that the legs should be min/max percentage in-the-money (1% = 1, 5% = 5, etc)

    Specify that the legs should be min/max percentage in-the-money (1% = 1, 5% = 5, etc)

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  33. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  34. def isWithinDistanceBetweenLegs(lower: <error>, higher: <error>, min: Double, max: Double): Boolean

    Attributes
    protected
    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  35. def isWithinPercentDistanceBetweenLegs(lower: <error>, higher: <error>, minPercent: Double, maxPercent: Double): Boolean

    Attributes
    protected
    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  36. final def isWithinRange(c: <error>, leg: <error>, minPercent: Double, maxPercent: Double): Boolean

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  37. final def maintainSameExpirationDatesDuringRoll(): OrderFilterScopeT[T]

    Maintain the same expiration dates as the original position being rolled.

    Maintain the same expiration dates as the original position being rolled.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  38. final def maintainSameStrikesDuringRoll(): OrderFilterScopeT[T]

    Maintain the same strike prices as the original position being rolled

    Maintain the same strike prices as the original position being rolled

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  39. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  40. final def notify(): Unit

    Definition Classes
    AnyRef
  41. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  42. final def optionSeriesMonthly(): OrderFilterScopeT[T]

    Specify whether to select monthly option types.

    Specify whether to select monthly option types.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  43. final def optionSeriesWeekly(): OrderFilterScopeT[T]

    Specify whether to select weekly option types.

    Specify whether to select weekly option types.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  44. final def outOfTheMoneyPercentage(min: Double, max: Double): OrderFilterScopeT[T]

    Specify that the order should be min/max percentage out of the money (1% = 1, 5% = 5, etc.

    Specify that the order should be min/max percentage out of the money (1% = 1, 5% = 5, etc.)

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  45. final def percentDistanceBetweenStrikes(min: Double, max: Double): OrderFilterScope2T[T]

    Specify the min / max percentage distance of the different options in an order (5% = 5, 10% = 10, etc).

    Specify the min / max percentage distance of the different options in an order (5% = 5, 10% = 10, etc).

    Definition Classes
    OrderFilterScope2TOrderFilterScopeT
    Annotations
    @FunctionInfo()
  46. final def percentStrikeRange(legs: Seq[<error>], minPercent: Double = 1, maxPercent: Double = 1): OrderFilterScopeT[T]

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  47. final def percentageDistanceFromUnderlying(min: Double, max: Double): OrderFilterScopeT[T]

    Specify that the order should be min/max percentage from the underlying price (1% = 1, 5% = 5, etc)

    Specify that the order should be min/max percentage from the underlying price (1% = 1, 5% = 5, etc)

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  48. final def price(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max market price from the selected order.

    Specify the min / max market price from the selected order. Debits have a negative price while credits have a positive price

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  49. final def putPercentStrikeRange(callLegs: Seq[<error>], minPercent: Double = 1, maxPercent: Double = 1): OrderFilterScopeT[T]

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  50. final def requireCallOptionsOTM(callLegs: Seq[<error>]): OrderFilterScopeT[T]

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  51. final def requirePutOptionsOTM(putLegs: Seq[<error>]): OrderFilterScopeT[T]

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  52. final def riskReward(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min/max risk-reward ratio of the selected order.

    Specify the min/max risk-reward ratio of the selected order. (10% = 0.1, 20%=0.2, etc..)

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  53. final def selectBy(): OrderFilterScopeT[T]

    Definition Classes
    OrderFilterScopeT
  54. final def strikePrice(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max strike price of the selected order.

    Specify the min / max strike price of the selected order.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  55. final def submitOrder()(implicit scriptCtx: <error>): Unit

    Definition Classes
    OrderFilterScopeT
  56. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  57. final def theoreticalPercentGainLossAt_DaysForward_UnderlyingPercentChange(daysElapsed: Double, underlyingPercentChange: Double, min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max theoretical percentage gain / loss when X days have elapsed and Y percent change in underlying.

    Specify the min / max theoretical percentage gain / loss when X days have elapsed and Y percent change in underlying.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  58. final def theoreticalPriceAt_DaysForward_UnderlyingPercentChange(daysElapsed: Double, underlyingPercentChange: Double, min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max theoretical price when X days have elapsed and Y percent change in underlying.

    Specify the min / max theoretical price when X days have elapsed and Y percent change in underlying.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  59. final def theoreticalPriceAt_DaysToExpiration_UnderlyingPrice(daysToExpiration: Double, underlyingPrice: Double, min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max market theoretical price at a given DaysToExpiration and UnderlyingPrice

    Specify the min / max market theoretical price at a given DaysToExpiration and UnderlyingPrice

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  60. final def theta(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max theta of the selected order.

    Specify the min / max theta of the selected order. Theta is a measure of time decay.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  61. final def thetaAbs(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max absolute theta of the selected order.

    Specify the min / max absolute theta of the selected order. Theta is a measure of time decay.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  62. def toString(): String

    Definition Classes
    AnyRef → Any
  63. final def trackButDoNotTrade(portfolioID: String = "trackButDoNotTrade"): Unit

    Track the position, but do NOT trade the positions (i.

    Track the position, but do NOT trade the positions (i.e. ignore for profit / loss calculations) This method be used to track the price of positions, without affecting the backtest results. For example, you can track and plot the price of the ATM straddles over time, without actually trading the ATM straddles.

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  64. final def vega(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max vega of the selected order.

    Specify the min / max vega of the selected order. Vega represents the amount that an option contract's price changes in reaction to a 1% change in the implied volatility

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  65. final def vegaAbs(min: Double, max: Double): OrderFilterScopeT[T]

    Specify the min / max absolute vega of the selected order.

    Specify the min / max absolute vega of the selected order. Vega represents the amount that an option contract's price changes in reaction to a 1% change in the implied volatility

    Definition Classes
    OrderFilterScopeT
    Annotations
    @FunctionInfo()
  66. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  67. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  68. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from OrderFilterScopeT[T]

Inherited from AutoCompleteVisibility

Inherited from AnyRef

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