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symbol
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the instrument's trading symbol, e.g. S, IBM, CL
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brokerSymbol
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the broker symbol as defined in the dictionary
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description
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the description from the appropriate dictionary for this symbol
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exchange
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the instrument's exchange
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isStock
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returns TRUE if the instrument is a stock
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isFuture
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returns TRUE if the instrument is a future
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isForex
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returns TRUE if the instrument is a forex
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inPortfolio
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returns TRUE if the instrument is in the system's portfolio. returns FALSE if the instrument is a supporting forex file or loaded using LoadSymbol and not in the portfolio.
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bar
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the bar number for the current date. Bar 1 is the first bar of data loaded. The start of the test is likely not Bar 1.
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currentBar
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the bar number minus the startBar plus one.
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startBar
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the bar number of the first day of testing for this instrument
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endBar
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the bar number for the last day of testing for this instrument
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tradingBars
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the total number of bars for the current test settings
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folder
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the folder location of the file
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fileName
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the filename of the instrument
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startDate
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the start date of testing for this instrument.
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endDate
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the end date of testing for this instrument. The last bar of instrument data.
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isPrimed
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returns TRUE if the instrument is primed
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tradesOnTradeDate
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returns TRUE if the instrument trades on the current trading date/time. Works for intra day as well as daily systems to confirm if there is a bar of data for the current test date/time. Important to use when excluding holidays from a computation.
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roundLot
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returns the round lot of the instrument, as set in the dictionary
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intradayData
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returns TRUE if the instrument is using intraday data
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date[ ]
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the date value for the specified bar. In YYYYMMDD format.
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time[ ]
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the time value for the specified bar. 0 if daily data. In HHMM format.
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open[ ]
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the open for the specified bar
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high[ ]
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the high for the specified bar
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low[ ]
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the low for the specified bar
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close[ ]
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the close for the specified bar
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volume[ ]
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the volume for the specified bar
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averageVolume
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the current 5 day EMA of the unAdjustedVolume. Used internally for volume filters such as max volume per trade and minimum volume.
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unAdjustedVolume
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the volume for stocks, unadjusted by stock splits. Typically the the raw OHLC and V in the data series are all adjusted for stock splits.
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defaultAverageTrueRange
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the current internal computation of the 39 day average true range. Used internally for slippage calculations.
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openInterest[ ]
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the open interest for the specified bar (if available)
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weekIndex
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the current weekIndex used for the week series.
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startWeek
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the weekIndex of the startBar
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currentWeek
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the weekIndex minus the startWeek plus one.
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weekOpen[ weekIndex ]
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the open of the current calendar week
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weekHigh[ weekIndex ]
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the high of the current calendar week, as of the current day
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weekLow[ weekIndex ]
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the low of the current calendar week, as of the current day
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weekClose[ weekIndex ]
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the close of the current calendar week, as of the current day
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monthIndex
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the current month index for use with the month series
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monthOpen[ monthIndex ]
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the open of the current calendar month
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monthHigh[ monthIndex ]
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the high of the current calendar month, as of the current day
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monthLow[ monthIndex ]
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the low of the current calendar month, as of the current day
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monthClose[ monthIndex ]
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the close of the current calendar month, as of the current day
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dayIndex
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the current day index for use with the day series which is derived from intraday data
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dayOpen[ dayIndex ]
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the open of the current day
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dayHigh[ dayIndex ]
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the high of the current day as of the current time.
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dayLow[ dayIndex ]
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the low of the current day as of the current time
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dayClose[ dayIndex ]
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the close of the current day as of the current time
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dayVolume[ dayIndex ]
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the volume of the current day as of the current time
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lastDayOfWeek
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returns TRUE if the bar is the last day in the week
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lastBarOfDay
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returns TRUE if the bar is the last bar in the day
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lastDayOfMonth
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returns TRUE if the bar is the last bar in the month
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lastDayOfYear
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returns TRUE if the bar is the last bar in the year
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lastTradingInstrument
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returns TRUE if the instrument is the last trading instrument for the trading day.
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julianDate[ ]
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the number of days since 1900 for the current bar
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tradeDayOpen
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the open for tomorrow. Useful in the Entry script to know the open for the trade day.
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activeStatus
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optional value for stocks, A for active and I for inactive
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dataVendorID
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optional value for stocks, the data vendor id
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deliveryMonth
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the delivery month of the contract represented by the data -- format: YYYYMM (futures only)
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deliveryMonthLetter
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the delivery month letter (Z for December, etc)
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unadjustedClose
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the actual close price unadjusted for contract merging (futures), splits, or dividends (stocks)
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extraData1[ ] ... extraData8[ ]
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the value of any optional extra data appended to the data file for the specified bar. There are up to 8 extra data fields you can use with this format.
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orderSortValue
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the order sort value as entered in the Futures Dictionary
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priorityIndex
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the numerical order of the instruments used in a system. For futures, the order is based on the order ranking in the futures dictionary. For stocks and Forex, the order is alphabetical. Each system will have its own ranking of instruments. All scripts that loop over instruments will do so in this order.
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minimumTick
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the amount of the minimum tick in points. For futures this is set in the Futures Dictionary. For stocks this is .01 divided by the stock split adjustment, which is calculated as the unadjusted close divided by the adjusted close. In this way, the actual minimum tick for the time period can be determined.
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displayDigits
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the number of digits to the right of the decimal, as set in the dictionary.
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bigPointValue
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usually 1.00 for Stocks, unless the Convert Profit by Stock Splits global is on. In that case the big point value is the unadjusted close divided by the adjusted close for any given day. For Futures, as set in the Futures Dictionary and adjusted by the currency conversion if there is one. Does not change for futures. For Forex, the current value in dollars for the pair. For Forex, this number can change each day.
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nativeBPV
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the native currency big point value, as set in the dictionary
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margin
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the margin requirement for a futures instrument as set in the Futures Dictionary. Not used for stocks or forex.
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usedMargin
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the total margin used for the current open position. This is purchase equity for stocks and total margin for futures.
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negativeAdjustment
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for back-adjusted data that goes below zero (eg CL) all prices are raised so that no price will be negative. This is the amount by which the prices are raised. Normally you don't need this since the debugger prices, trade prices, and order generation prices are all converted back to normal prices. But if you need the actual price for calculations in the script, or to print the value, then you would subtract this amount.
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currency
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The currency in which the future is denominated. Set in the Futures or Stock Dictionary.
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currencyDate
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The current date of the currency converter, if present.
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currencyTime
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The current time of the currency converter, if present.
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currencyLendRate
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The lending rate of the currency.
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currencyBorrowRate
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The borrow rate of the currency.
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forexBaseLendRate
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the lending interest rate of the Base side of the forex pair
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forexBaseBorrowRate
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the borrow interest rate of the Base side of the forex pair
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forexQuoteLendRate
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the lend interest rate of the Quote side of the forex pair
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forexQuoteBorrowRate
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the borrow interest rate of the Quote side of the forex pair
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conversionRate
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The conversion rate of foreign denominated futures and stocks. This respects the "reverse conversion" checkbox in the forex dictionary.
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stockSplitRatio
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The ratio of the unadjusted close to the adjusted close. When Convert Profit by Stock Splits global is on, then the profit is multiplied using this ratio on trade entry date vs. trade exit date, to account for the increase in shares due to the splits during the course of the trade.
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minimumVolume
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the minimum volume setting from global parameters. Uses the stock minimum value for stocks, and the futures minimum volume for futures. Forex returns minimum volume of zero.
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systemTotalEquity
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the current total system profit/loss for the instrument
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systemOpenEquity
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the current system open equity for the instrument
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systemClosedEquity
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the current system closed equity for the instrument
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testTotalEquity
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the current total test profit/loss for the instrument
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testOpenEquity
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the current total test open equity for the instrument
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testClosedEquity
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the current test closed equity for the instrument
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forexPipSize
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the pip size of the forex market as set in the forex dictionary
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forexPipSpread
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the pip spread as set in the forex dictionary
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tradingMonths
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the trading months list defined in the Futures Dictionary. Used only for accounting for contract rolls estimation, when the data does not have the delivery month.
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