Uses of Class
com.wualabs.qtsurfer.engine.strategy.event.signal.MarketHintSignal

Packages that use MarketHintSignal

Package	Description
com.wualabs.qtsurfer.engine.strategy.backtest.simulation
com.wualabs.qtsurfer.engine.strategy.event.signal
com.wualabs.qtsurfer.engine.strategy.execution

Uses of MarketHintSignal in com.wualabs.qtsurfer.engine.strategy.backtest.simulation

Methods in com.wualabs.qtsurfer.engine.strategy.backtest.simulation with parameters of type MarketHintSignal

Modifier and Type	Method	Description
boolean	FillPolicy.isImmediate(MarketHintSignal signal)	Returns whether the given signal fills immediately (same tick), or must be queued and resolved against a later tick.
boolean	ImmediateFill.isImmediate(MarketHintSignal signal)
BigDecimal	FillPolicy.resolvePending(MarketHintSignal signal, Ticker ticker)	Resolves the price at which a queued (non-immediate) signal fills against the given ticker, or null if it does not resolve yet.
BigDecimal	ImmediateFill.resolvePending(MarketHintSignal signal, Ticker ticker)

Uses of MarketHintSignal in com.wualabs.qtsurfer.engine.strategy.event.signal

Subclasses of MarketHintSignal in com.wualabs.qtsurfer.engine.strategy.event.signal

Modifier and Type	Class	Description
class	BuySignal	Buy hint signal
class	SellSignal	Sell hint signal

Methods in com.wualabs.qtsurfer.engine.strategy.event.signal with type parameters of type MarketHintSignal

Modifier and Type	Method	Description
abstract <T extends MarketHintSignal> T	MarketHintSignal.copy()
protected <T extends MarketHintSignal> T	MarketHintSignal.copyInternal(T copy)	Copies all properties, timestamp, and order kind to the target signal.
<T extends MarketHintSignal> T	MarketHintSignal.setFlags(@NonNull com.wualabs.qtsurfer.engine.exchange.trade.OrderFlag... flags)
<T extends MarketHintSignal> T	MarketHintSignal.setMaxTries(int maxTries)
<T extends MarketHintSignal> T	MarketHintSignal.setOrderKind(@NonNull MarketHintSignal.OrderKind orderKind)
<T extends MarketHintSignal> T	MarketHintSignal.setSellPercent(double percent)
<T extends MarketHintSignal> T	MarketHintSignal.setStopCondition(BooleanSupplier stopCondition)	Gates an engine-side stop (trailing or fixed) this signal arms on a strategy-supplied macro condition: the stop then fires only on a price crossing and while the predicate returns true, reproducing the ScalpingV2 "stop only in confirmed weakness" pattern as a config seam rather than per-strategy code.
<T extends MarketHintSignal> T	MarketHintSignal.setStopLimitPrice(Number limitPrice)	Sets the limit price for a stop-limit order.
<T extends MarketHintSignal> T	MarketHintSignal.setStopPrice(Number stopPrice)	Sets the stop-loss trigger price on this signal, allowing a BuySignal to carry stop-loss configuration so the pipeline can auto-place a stop order after the buy fills.
<T extends MarketHintSignal> T	MarketHintSignal.setTrailPercent(Number trailPercent)	Sets the trailing-stop distance as a PERCENT of the running price extreme .

Uses of MarketHintSignal in com.wualabs.qtsurfer.engine.strategy.execution

Methods in com.wualabs.qtsurfer.engine.strategy.execution that return MarketHintSignal

Modifier and Type	Method	Description
MarketHintSignal	ExecutionResult.getSignal()

Methods in com.wualabs.qtsurfer.engine.strategy.execution that return types with arguments of type MarketHintSignal

Modifier and Type	Method	Description
Optional<MarketHintSignal>	AbstractExecutionCallback.onFailedBuy(ExecutionResult result)
Optional<MarketHintSignal>	ExecutionCallback.onFailedBuy(ExecutionResult result)
Optional<MarketHintSignal>	AbstractExecutionCallback.onFailedSell(ExecutionResult result)
Optional<MarketHintSignal>	ExecutionCallback.onFailedSell(ExecutionResult result)
Optional<MarketHintSignal>	AbstractExecutionCallback.onPartialBuy(ExecutionResult result)
Optional<MarketHintSignal>	ExecutionCallback.onPartialBuy(ExecutionResult result)
Optional<MarketHintSignal>	AbstractExecutionCallback.onPartialSell(ExecutionResult result)
Optional<MarketHintSignal>	ExecutionCallback.onPartialSell(ExecutionResult result)