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OptionType (Enumeration)

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First, understand your Algorum Quant Engine
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Strategy Development

Prerequisites
Code your first strategy
- .NET 5 & C#
- Python 3.9+
Locally backtest your strategy
- .NET 5 & C#
- Python 3.9+
Backtesting your strategy in Algorum Cloud
- .NET 5 & C#
- Python 3.9+
View real time Log Stream of your strategy
Downloading strategy logs, state and stats
Understanding Strategy Runs
Stopping your backtest before completion
Run your strategy in Paper Trading mode
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- Python 3.9
Run your strategy in Live Trading mode
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- Python 3.9

Common Techniques

Slippage Modelling
Futures Contracts Expiry Date Handling

Algorum Client API Reference

QuantEngineClient (Class)
PlaceOrderRequest (Class)
Symbol (Class)
TradeExchange (Enumeration)
OrderType (Enumeration)
BacktestRequest (Class)
LogLevel (Enumeration)
RemoteIndicatorEvaluator (Class)
CreateIndicatorRequest (Class)
TradingRequest (Class)
OrderDirection (Enumeration)
OrderProductType (Enumeration)
SymbolType (Enumeration)
OptionType (Enumeration)
BrokeragePlatform (Enumeration)
CandlePeriod (Enumeration)
TickData (Class)
Order (Class)
OrderStatus (Enumeration)
FNOPeriodType (Enumeration)
SlippageType (Enumeration)

CLI Command Reference

Commands

Sample Algo Strategies

Samples

Common Actions

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OptionType (Enumeration)

This page describes OptionType enumeration

OptionType enumeration defines the type of the option.

Value	Description
PE	Put option.
CE	Call option.