Data function can be used to round, format, and find instruments during a test.

 

Function Name:

Description:

AddCommission

adds the specified amount to the commission to the specified unit of the current position for the instrument.

Extract( fileName, startDate, endDate )

Extracts all indicators and IPV Series variable by day and by instrument to a file.

GetDateTimeIndex( )

Returns the time index within a date.

GetDayIndex( )

returns the day index for a date

PriceFormat( )

returns the price as a string formatted for printing. For example, a price for Soybeans of 6.25 will return "6 1/4". Does not round to tick.

RealPrice( )

returns the real price, converted back from being negative adjusted.

RoundTick( )

Rounded_Price = ( price + minimumTick / 2 )

RoundTickDown( )

returns the price rounded down to the next tick

RoundTickUp( )

returns the price rounded up to the next tick

 

Links:

Data Properties

See Also:

Data Properties

 


Edit Time: 9/25/2017 09:09:58 AM


Topic ID#: 252

 

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