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


Script is called before the After Trading Day script section.  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.  This script can be an alternate location to calculate instrument-specific variables or custom indicators each day.



Script will execute for each instrument in the portfolio on each test date.


Executing this script when the instrument record is earlier than the current test date will find instrument property values will contain data from the nearest earlier instrument record.


To know if there is a instrument date that can match the current test date use the instrument.tradesOnTradeBar property.  When the current test matches the instrument date this property will return TRUE. When the instrument date is earlier this property will return FALSE.


Use the instrument.tradesOnTradeBar property when it is important to know, or to not allow calculation changes to this instrument when test and instrument dates do not match.


Edit Time: 5/10/2017 7:53:54 AM

Topic ID#: 205


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