Strategy And Order Reference

Strategies inherit from Strategy in the HyperionX.Custom.Strategies namespace. The generated Strategy base derives from StrategyBase.

Strategies can calculate indicators, submit orders, manage stops and targets, inspect account state, and report performance.

Strategy State

Member	Purpose
Enabled	Starts or stops the strategy.
Account	Selected account.
Accounts	Available accounts for the active connection.
Positions	Strategy position collection.
LastPosition	Most recent strategy position.
Realized	Strategy realized PnL.
Unrealized	Strategy unrealized PnL.
SystemPerformance	Backtest and live performance object.
IsManagedOrderMode	Enables managed-order behavior.
EntriesPerDirection	Entry limit per direction.

Managed Entry Helpers

Use these for common strategy entries:

EnterLong();
EnterLong(1, "Long");
EnterShort();
EnterShort(1, "Short");
EnterLongLimit(1, limitPrice, "Long limit");
EnterShortLimit(1, limitPrice, "Short limit");
EnterLongStopMarket(1, stopPrice, "Long stop");
EnterShortStopMarket(1, stopPrice, "Short stop");

Exit Helpers

ExitLong();
ExitLong(1, "Exit long", "Long");
ExitShort();
ExitShort(1, "Exit short", "Short");
ExitLongLimit(1, limitPrice, "Exit long limit", "Long");
ExitShortLimit(1, limitPrice, "Exit short limit", "Short");
ExitLongStopMarket(1, stopPrice, "Exit long stop", "Long");
ExitShortStopMarket(1, stopPrice, "Exit short stop", "Short");

When quantity is 0 in some context helpers, HyperionX resolves the current position quantity.

Managed Stops And Targets

SetStopLoss(stopPrice);
SetStopLoss("Long", stopPrice);
SetStopLossTicks(20);
SetStopLossTicks("Long", 20);
ClearStopLoss();

SetProfitTarget(targetPrice);
SetProfitTarget("Long", targetPrice);
SetProfitTargetTicks(40);
SetProfitTargetTicks("Long", 40);
ClearProfitTarget();

Managed protection should be set before or near the entry logic so the strategy can attach protection consistently.

Direct SubmitOrder

For lower-level control:

SubmitOrder(
    selectedBarsInProgress: 0,
    orderAction: OrderAction.Buy,
    orderType: OrderType.Market,
    quantity: 1,
    limitPrice: 0,
    stopPrice: 0,
    oco: "",
    signalName: "Enter Long");

The full canonical signature is:

SubmitOrder(
    int selectedBarsInProgress,
    OrderAction orderAction,
    OrderType orderType,
    double quantity,
    double limitPrice,
    double stopPrice,
    string oco,
    string signalName,
    string comment = null,
    bool allowMoneyManagement = false,
    Action<Order> beforeFirstOrderUpdate = null);

HyperionX also supports a compatibility overload with an extra price slot before stopPrice:

SubmitOrder(
    int selectedBarsInProgress,
    OrderAction orderAction,
    OrderType orderType,
    double quantity,
    double limitPrice,
    double auxiliaryPrice,
    double stopPrice,
    string oco,
    string signalName,
    string comment = null,
    bool allowMoneyManagement = false,
    Action<Order> beforeFirstOrderUpdate = null);

For StopMarket and StopLimit orders, a non-zero stopPrice is used. If stopPrice is 0, HyperionX falls back to auxiliaryPrice. This makes scripts with an extra price argument compile while still routing through HyperionX order handling.

Supported OrderAction values:

• Buy
• BuyToCover
• Sell
• SellShort

Supported OrderType values:

• Market
• Limit
• MIT
• StopLimit
• StopMarket

Ctx.Orders

Ctx.Orders gives strategy-only order helpers:

Ctx.Orders.BuyMarket(1, "Buy");
Ctx.Orders.SellMarket(1, "Sell");
Ctx.Orders.SellShortMarket(1, "Short");
Ctx.Orders.BuyToCoverMarket(1, "Cover");

string oco = Ctx.Orders.CreateOcoGroup("HX");
Ctx.Orders.BuyLimit(1, limitPrice, "BuyLimit", oco);
Ctx.Orders.SellStop(1, stopPrice, "Stop", oco);
Ctx.Orders.Cancel(orderId);
Ctx.Orders.Change(orderId, quantity: 2, limitPrice: newPrice);
Ctx.Orders.Flatten();
Ctx.Orders.CancelAllWorking();

Ctx.Orders throws if called from an indicator.

Order Lifecycle Hooks

Strategies can track order state and fills with:

public override void OnOrderUpdate(Order order)
{
    // Track accepted, working, filled, cancelled, and rejected state.
}

public override void OnExecutionUpdate(Order order)
{
    // React to fills and position changes.
}

Store order references returned by SubmitOrder(...) if the strategy may need to cancel or replace them.

Account And Position Context

double balance = Ctx.Account.Balance;
double equity = Ctx.Account.Equity;
double unrealized = Ctx.Account.Unrealized;

bool flat = Ctx.Position.IsFlat;
double size = Ctx.Position.Quantity;
MarketPosition side = Ctx.Position.MarketPosition;

Performance Metrics

Strategies expose summary properties backed by SystemPerformance, including:

• NetProfit
• CommissionValue
• ProfitFactor
• Sharpe
• EquityHighs
• MaxDrawDown
• MaxDrawDownDays
• StartDate
• EndDate
• MaxConsLoss
• MaxConsWins
• Trades
• WinPercent
• AverageTradesInYear
• AverageTradeProfit
• AverageWinningTrade
• LargestWinningTrade
• AverageLoosingTrade
• LargestLoosingTrade

These are used by validation, optimization, and reporting workflows.

Safety Rules

• Test on simulation/playback first.
• Guard early bars and null account state.
• Make signal names meaningful.
• Use OCO groups for paired exits.
• Never assume browser-style webhooks equal broker execution.
• Keep strategy parameters free of credentials.