com.optstack.api.strategies

RollOptionOrder

final class RollOptionOrder extends OrderFiltersT[RollOptionOrder]

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  1. RollOptionOrder
  2. OrderFiltersT
  3. Logging2
  4. AutoCompleteVisibility
  5. SizeByTrait
  6. RankByTrait
  7. AnyRef
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Instance Constructors

  1. new RollOptionOrder(optionToRoll: PositionT, newQuantity: Double, orderID: String = "", comments: String = "", parentPosition: <error> = null)(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 val SET_INIT_FN: String("setInintFn")

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  7. final var SET_INIT_FN2: String

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  8. final val _NEW_OPTION_ID: String

  9. final val _OLD_OPTION_ID: String

  10. final def addCustomOrderFunction(orderFunc: (OrderT) ⇒ Boolean, name: String = ...): RollOptionOrder

    Attributes
    protected
    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
  11. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  12. final def buy(): OrderFiltersT[RollOptionOrder]

    Buy the specified spread.

    Buy the specified spread. To set the quantity, use the sizeBy () method

    var ndx = this.getSecurity("^NDX")
    val butterfly = ndx.strategies.butterflies.IronButterfly
    butterfly.buy().sizeBy.risk(targetRisk=10000)
    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
  13. final def buy(orderID: String, comments: String): OrderFiltersT[RollOptionOrder]

    Buy the spread.

    Buy the spread. Specify an orderID in order to reference this position in the future. To set the quantity, use the sizeBy method.

    To reference position using the orderID, use the selectPosition() API.

    var ndx = this.getSecurity("^NDX")
    val butterfly = ndx.strategies.butterflies.IronButterfly
    butterfly.buy ("MyButterfly", "MyComments").sizeBy.risk(targetRisk=10000)
    
    this.selectPosition("MyButterfly");
    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
    See also

    StrategyRunnerT#selectPosition

  14. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  15. def createInitFunc(spreadQuantity: Int = 1, orderID: String = "", comments: String = "", shouldReverse: Boolean = false): (OrderT) ⇒ Boolean

    Attributes
    protected
    Definition Classes
    RollOptionOrderOrderFiltersT
  16. final def eq(arg0: AnyRef): Boolean

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

    Definition Classes
    AnyRef → Any
  18. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  19. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  20. def getLegsInDescendingStrikeOrder: Seq[<error>]

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  21. def getOptionableLegs: Seq[<error>]

    Attributes
    protected
    Definition Classes
    RollOptionOrderOrderFiltersT
  22. final def getStrategyID(): String

    Definition Classes
    RollOptionOrderOrderFiltersT
  23. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  24. final def init(shouldReverse: Boolean = false): RollOptionOrder

    Attributes
    protected
  25. def initDefaultFilters(): Unit

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  26. def initGlobalScope(): Unit

    Attributes
    protected
    Definition Classes
    RollOptionOrderOrderFiltersT
  27. final def isBuyOrder(): Boolean

    Definition Classes
    OrderFiltersT
  28. var isInDescendingStrikeOrder: Boolean

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  29. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  30. var isSameExpirationForAllLegs: Boolean

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  31. var isSameStrikeForAllLegs: Boolean

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  32. def logError(message: ⇒ Any): Unit

    Definition Classes
    Logging2
  33. var maxConcurrentPositions: Int

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  34. final def ne(arg0: AnyRef): Boolean

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

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

    Definition Classes
    AnyRef
  37. implicit final val orderCriteria: <error>

    Attributes
    protected
    Definition Classes
    OrderFiltersT
  38. def println(logLevel: Int, message: ⇒ Any): Unit

    Definition Classes
    Logging2
  39. def println(message: ⇒ Any): Unit

    Definition Classes
    Logging2
  40. final def rankBy(): RankOrderT

    Rank all matching spreads by criteria such as cost, risk / reward, etc.

    Rank all matching spreads by criteria such as cost, risk / reward, etc..

    Definition Classes
    OrderFiltersTRankByTrait
    Annotations
    @FunctionInfo()
  41. final def rollFrom(pos: PosT, comments: String = "", doNotCloseParentPosition: Boolean = false): Unit

    Select the prior position to close.

    Select the prior position to close. Roll into this new position after prior position is closed. If prior position is already closed, no rolling will take place.

    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
  42. def selectBy(scaleByQuantity: Boolean): OrderFilterScopeT[RollOptionOrder]

    Select the entire position in order to add specific criteria for overall position.

    Select the entire position in order to add specific criteria for overall position.

    Certain metrics will change based on the size of the position. For example, max risk / max reward / option greeks will scale up or down based on the size of the position.

    If you don't want these metrics to be affected by the size of the position, set "scaleByQuantity=false"

    If scaleByQuantity = false, metrics will be evaluated assuming quantity is 1.

    Otherwise, metrics will be evaluated based on full position size.

    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
  43. final def selectTopN(n: Int): RankByTrait

    Select the Top N matching spreads based on the "rankBy" criteria used.

    Select the Top N matching spreads based on the "rankBy" criteria used. Default is to select only the top (N=1)

    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
  44. final def sell(): OrderFiltersT[RollOptionOrder]

    Sell the specified spread.

    Sell the specified spread. To set the quantity, use the sizeBy () method

    var ndx = this.getSecurity("^NDX")
    val butterfly = ndx.strategies.butterflies.IronButterfly
    butterfly.sell().sizeBy.risk(targetRisk=10000)
    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
  45. final def sell(orderID: String, comments: String): OrderFiltersT[RollOptionOrder]

    Sell / short the spread.

    Sell / short the spread. Specify an orderID in order to reference this position in the future. To set the quantity, use the sizeBy method.

    To reference position using the orderID, use the selectPosition() API.

    var ndx = this.getSecurity("^NDX")
    val butterfly = ndx.strategies.butterflies.IronButterfly
    butterfly.sell ("MyButterfly", "MyComments").sizeBy.risk(targetRisk=10000)
    
    this.selectPosition("MyButterfly");
    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
    See also

    StrategyRunnerT#selectPosition

  46. final def setMaxOpenPositions(n: Int): Unit

    Set the maximum number of open positions of this particular type of order

    Set the maximum number of open positions of this particular type of order

    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo()
  47. final def setNewOptionExpirationDate(year: Int, month: Int, day: Int = 1): RollOptionOrder

  48. final def setStrikePriceOfNewOption(min: Double, maxStrike: Double): RollOptionOrder

  49. def shouldReverseForBuy(): Boolean

    Attributes
    protected
    Definition Classes
    RollOptionOrderOrderFiltersT
  50. def shouldReverseForSell(): Boolean

    Attributes
    protected
    Definition Classes
    RollOptionOrderOrderFiltersT
  51. final def sizeBy(): SizeByFilterT

    Size all matching spreads by cost, risk, margin, etc.

    Size all matching spreads by cost, risk, margin, etc..

    Definition Classes
    OrderFiltersTSizeByTrait
    Annotations
    @FunctionInfo()
  52. final def submitOrder(orderID: String = "")(implicit scriptCtx: <error>): Unit

    Definition Classes
    RollOptionOrderOrderFiltersT
  53. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  54. def toString(): String

    Definition Classes
    AnyRef → Any
  55. final def wait(): Unit

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

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Deprecated Value Members

  1. final def buy(quantity: Int): OrderFiltersT[RollOptionOrder]

    Buy the spread.

    Buy the spread. Quantity is ignored if specific "sizeBy" criteria are defined.

    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo() @deprecated
    Deprecated
  2. final def buy(quantity: Int, orderID: String = "", comments: String = ""): OrderFiltersT[RollOptionOrder]

    Buy the spread.

    Buy the spread. Specify an orderID in order to reference this position in the future. Quantity is ignored if specific "sizeBy" criteria are defined.

    To reference position using the orderID, use the selectPosition() API.

    val cc = ndx.strategies.withStock.CoveredCall
    cc.buy(quantity=10,orderID="vertical1001",comments="Enter CoveredCall When 50 Day MVG crosses above 200 Day MVG")
    
    .....
    .....
    
    // select the covered call order using the orderID
    val coveredCall = this.selectPosition(orderID="vertical1001")
    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo() @deprecated
    Deprecated
    See also

    StrategyRunnerT#selectPosition

  3. def selectBy: OrderFilterScopeT[RollOptionOrder]

    Select the entire position in order to add specific criteria for overall position.

    Select the entire position in order to add specific criteria for overall position.

    Certain metrics will change based on the size of the position. For example, max risk / max reward / option greeks will scale up or down based on the size of the position.

    By default, computation will be evaluated based on full position size.

    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo() @deprecated
    Deprecated
  4. final def sell(quantity: Int): OrderFiltersT[RollOptionOrder]

    Sell / short the spread.

    Sell / short the spread. Quantity is ignored if specific "sizeBy" criteria are defined.

    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo() @deprecated
    Deprecated
  5. final def sell(quantity: Int, orderID: String = "", comments: String = ""): OrderFiltersT[RollOptionOrder]

    Sell / short the spread.

    Sell / short the spread. Specify an orderID in order to reference this position in the future. Quantity is ignored if specific "sizeBy" criteria is defined.

    To reference position using the orderID, use the selectPosition() API.

    val cc = ndx.strategies.withStock.CoveredCall
    cc.sell(quantity=10,orderID="vertical1001",comments="Enter CoveredCall When 50 Day MVG crosses above 200 Day MVG")
    
    .....
    .....
    
    // select the covered call order using the orderID
    val coveredCall = this.selectPosition(orderID="vertical1001")
    Definition Classes
    OrderFiltersT
    Annotations
    @FunctionInfo() @deprecated
    Deprecated
    See also

    StrategyRunnerT#selectPosition

Inherited from OrderFiltersT[RollOptionOrder]

Inherited from Logging2

Inherited from AutoCompleteVisibility

Inherited from SizeByTrait

Inherited from RankByTrait

Inherited from AnyRef

Inherited from Any

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