CollarT

Instance Constructors

new CollarT(security: SecurityT, stockRatio: Double = 1, callRatio: Double = 1, putRatio: Double = 1, requireSameExpiration: Boolean = true, requireCallStrikeHigherThanPutStrike: Boolean = true, useOTMCallOptions: Boolean = true, useOTMPutOptions: Boolean = true, enableDefaultFilters: Boolean = true, parentPosition: <error> = null)(implicit scriptCtx: <error>)

Value Members

final def !=(arg0: AnyRef): Boolean

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

Definition Classes
Any
final def ##(): Int

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

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

Definition Classes
Any
final val SET_INIT_FN: String("setInintFn")

Attributes
protected
Definition Classes
OrderFiltersT
final var SET_INIT_FN2: String

Attributes
protected
Definition Classes
OrderFiltersT
final def addCustomOrderFunction(orderFunc: (OrderT) ⇒ Boolean, name: String = ...): CollarT

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

Definition Classes
Any
final def buy(): OrderFiltersT[CollarT]

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()
final def buy(orderID: String, comments: String): OrderFiltersT[CollarT]

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
var callRatio: Double

Attributes
protected
def clone(): AnyRef

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

Attributes
protected
Definition Classes
CollarT → OrderFiltersT
final def eq(arg0: AnyRef): Boolean

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

Definition Classes
AnyRef → Any
def finalize(): Unit

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

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

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

Attributes
protected
Definition Classes
CollarT → OrderFiltersT
final def getStrategyID(): String

Definition Classes
CollarT → OrderFiltersT
def hashCode(): Int

Definition Classes
AnyRef → Any
def initDefaultFilters(): Unit

Attributes
protected
Definition Classes
CollarT → OrderFiltersT
def initGlobalScope(): Unit

Attributes
protected
Definition Classes
CollarT → OrderFiltersT
final def isBuyOrder(): Boolean

Definition Classes
OrderFiltersT
var isInDescendingStrikeOrder: Boolean

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

Definition Classes
Any
var isSameExpirationForAllLegs: Boolean

Attributes
protected
Definition Classes
OrderFiltersT
var isSameStrikeForAllLegs: Boolean

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

Definition Classes
Logging2
var maxConcurrentPositions: Int

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

Definition Classes
AnyRef
final def notify(): Unit

Definition Classes
AnyRef
final def notifyAll(): Unit

Definition Classes
AnyRef
implicit final val orderCriteria: <error>

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

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

Definition Classes
Logging2
var putRatio: Double

Attributes
protected
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
OrderFiltersT → RankByTrait
Annotations
@FunctionInfo()
final def rollFrom(pos: PosT, comments: String = ""): 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()
def selectBy(scaleByQuantity: Boolean): OrderFilterScope2T[CollarT]

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
CollarT → OrderFiltersT
Annotations
@FunctionInfo()
final def selectCallOptionBy(scaleByQuantity: Boolean = false): OrderFilterScopeT[CollarT]
final def selectPutOptionBy(scaleByQuantity: Boolean = false): OrderFilterScopeT[CollarT]
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()
final def sell(): OrderFiltersT[CollarT]

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()
final def sell(orderID: String, comments: String): OrderFiltersT[CollarT]

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
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()
def shouldReverseForBuy(): Boolean

Attributes
protected
Definition Classes
CollarT → OrderFiltersT
def shouldReverseForSell(): Boolean

Attributes
protected
Definition Classes
CollarT → OrderFiltersT
final def sizeBy(): SizeByFilterT

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

Definition Classes
OrderFiltersT → SizeByTrait
Annotations
@FunctionInfo()
var stockRatio: Double

Attributes
protected
def submitOrder(orderID: String = "")(implicit scriptCtx: <error>): Unit

Attributes
protected
Definition Classes
OrderFiltersT
final def synchronized[T0](arg0: ⇒ T0): T0

Definition Classes
AnyRef
def toString(): String

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

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

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

Definition Classes
AnyRef
Annotations
@throws( ... )

Deprecated Value Members

final def buy(quantity: Int): OrderFiltersT[CollarT]

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

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

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
final def selectBy(): OrderFilterScope2T[CollarT]

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
CollarT → OrderFiltersT
Annotations
@FunctionInfo() @deprecated
Deprecated
final def sell(quantity: Int): OrderFiltersT[CollarT]

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

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

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

final class CollarT extends OrderFiltersT[CollarT]

Instance Constructors

Value Members

final def !=(arg0: AnyRef): Boolean

final def !=(arg0: Any): Boolean

final def ##(): Int

final def ==(arg0: AnyRef): Boolean

final def ==(arg0: Any): Boolean

final val SET_INIT_FN: String("setInintFn")

final var SET_INIT_FN2: String

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

final def asInstanceOf[T0]: T0

final def buy(): OrderFiltersT[CollarT]

final def buy(orderID: String, comments: String): OrderFiltersT[CollarT]

var callRatio: Double

def clone(): AnyRef

def createInitFunc(spreadQuantity: Int = 1, orderID: String = "", comments: String = "", shouldReverse: Boolean = false): (OrderT) ⇒ Boolean

final def eq(arg0: AnyRef): Boolean

def equals(arg0: Any): Boolean

def finalize(): Unit

final def getClass(): Class[_]

def getLegsInDescendingStrikeOrder: Seq[<error>]

def getOptionableLegs: Seq[<error>]

final def getStrategyID(): String

def hashCode(): Int

def initDefaultFilters(): Unit

def initGlobalScope(): Unit

final def isBuyOrder(): Boolean

var isInDescendingStrikeOrder: Boolean

final def isInstanceOf[T0]: Boolean

var isSameExpirationForAllLegs: Boolean

var isSameStrikeForAllLegs: Boolean

def logError(message: ⇒ Any): Unit

var maxConcurrentPositions: Int

final def ne(arg0: AnyRef): Boolean

final def notify(): Unit

final def notifyAll(): Unit

implicit final val orderCriteria: <error>

def println(logLevel: Int, message: ⇒ Any): Unit

def println(message: ⇒ Any): Unit

var putRatio: Double

final def rankBy(): RankOrderT

final def rollFrom(pos: PosT, comments: String = ""): Unit

def selectBy(scaleByQuantity: Boolean): OrderFilterScope2T[CollarT]

final def selectCallOptionBy(scaleByQuantity: Boolean = false): OrderFilterScopeT[CollarT]

final def selectPutOptionBy(scaleByQuantity: Boolean = false): OrderFilterScopeT[CollarT]

final def selectTopN(n: Int): RankByTrait

final def sell(): OrderFiltersT[CollarT]

final def sell(orderID: String, comments: String): OrderFiltersT[CollarT]

final def setMaxOpenPositions(n: Int): Unit

def shouldReverseForBuy(): Boolean

def shouldReverseForSell(): Boolean

final def sizeBy(): SizeByFilterT

var stockRatio: Double

def submitOrder(orderID: String = "")(implicit scriptCtx: <error>): Unit

final def synchronized[T0](arg0: ⇒ T0): T0

def toString(): String

final def wait(): Unit

final def wait(arg0: Long, arg1: Int): Unit

final def wait(arg0: Long): Unit

Deprecated Value Members

final def buy(quantity: Int): OrderFiltersT[CollarT]

final def buy(quantity: Int, orderID: String = "", comments: String = ""): OrderFiltersT[CollarT]

final def selectBy(): OrderFilterScope2T[CollarT]

final def sell(quantity: Int): OrderFiltersT[CollarT]

final def sell(quantity: Int, orderID: String = "", comments: String = ""): OrderFiltersT[CollarT]

Inherited from OrderFiltersT[CollarT]

Inherited from Logging2

Inherited from AutoCompleteVisibility

Inherited from SizeByTrait

Inherited from RankByTrait

Inherited from AnyRef

Inherited from Any

Ungrouped