QuantConnect.Orders.Slippage.MarketImpactSlippageModel Member List

This is the complete list of members for QuantConnect.Orders.Slippage.MarketImpactSlippageModel, including all inherited members.

GetSlippageApproximation(Security asset, Order order)	QuantConnect.Orders.Slippage.MarketImpactSlippageModel
MarketImpactSlippageModel(IAlgorithm algorithm, bool nonNegative=true, double latency=0.075d, double impactTime=1800d, double alpha=0.891d, double beta=0.600d, double gamma=0.314d, double eta=0.142d, double delta=0.267d, int randomSeed=50)	QuantConnect.Orders.Slippage.MarketImpactSlippageModel