Before Instrument Day

This script has instrument context by default.  When it executes it will have direct access to all IPV properties and functions.


Script executes on every test date for each instrument in the portfolio where a date record exist and that instrument's property reports instrument.isPrimed = TRUE.  Execution for each instrument happens after the Before Trading Day script section completes execution.


Script can be an alternate location to calculate instrument-specific variables or custom indicators each day.  


Executing this script when the instrument does not have a date for the current instrument date being processed, the property value information will be from the most recent instrument date.


Use the instrument.tradesOnTradeBar property return value to determine if the instrument record being processed is for the current period, or an earlier period.  When instrument.tradesOnTradeBar return value is TRUE, the instrument information is current.  When it is FALSE, values available will be from the most recent price record.


Use the instrument.tradesOnTradeBar property when it is important to know, or to not allow calculation changes.



Edit Time: 5/10/2017 8:37:24 AM

Topic ID#: 164


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