Property:
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Description:
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activeStatus
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optional value for stocks, A for active and I for inactive
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averageVolume
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Current 5 day EMA of the unAdjustedVolume. Used internally by Trading Blox for volume filters such as max volume per trade and minimum volume.
This property is computed dynamically during the simulation run and can be used in scripting as needed. This property cannot be used in Calculated Indicators because all values for all calculated indicators are computed before the simulation starts running, and this property has not been computed yet.
Test computed indicators do not support look-back references. However, their calculated result from each instrument bar can be stored in an IPV series that will support look-back referencing if that process is coded into the blox.
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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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brokerBigPointValue
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Value is entered into the Futures Dictionary in the Futures Dictionary column Broker BPV. This column is used by the brokerage when their value for their symbol is different than what is used by the data service being used (See bigPointValue for how it is applied.)
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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 ( see .conversionRate )
For Futures it is the value set in the Futures Dictionary in the Big Point column. When it is applied it is adjusted by the currency conversion rate, if there is one. Does not change for futures.
For Forex, the current value in dollars for the pair its value can change each day.
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brokerSymbol
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the broker symbol as defined in the dictionary
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close[ ]
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the close for the specified bar
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conversionRate
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The conversion rate of foreign denominated futures and stocks. This property respects the "reverse conversion" check-box option in the Forex Dictionary.
conversionRate is not a series, but a property that is computed on the fly during the test based on the instrument date and the value it calculates from the instrument's date matching Forex currency data.
If the Forex conversion file is not current to the latest date the instrument, this property will use the last available record in the Forex file to calculate the conversion rate in all instances after the Forex file's data ends. In most cases the last date won’t give an accurate local price so be sure to keep the Forex files current.
Note:
instrument.conversionRate replaces instrument.forexRate and will be removed in a later version of Trading Blox.
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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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currencyBorrowRate
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The borrow rate of the currency.
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currencyDate
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The current date 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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currencyTime
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The current time of the currency converter, if present.
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currentBar
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the bar number minus the startBar plus one.
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currentWeek
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the weekIndex minus the startWeek plus one.
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custom1
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Blank column cell for each symbol.
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custom2
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Blank column cell for each symbol.
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customSortValue
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This property contains the value assigned by the instrument.SetCustomSortValue().
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dataLoadedBars
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total number of bars of data loaded and cached.
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dataVendorID
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optional value for stocks, the data vendor id
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date[ ]
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the date value for the specified bar. In YYYYMMDD format.
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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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dayHigh[ dayIndex ]
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the high of the current day as of the current time.
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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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dayLow[ dayIndex ]
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the low of the current day as of the current time
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dayOpen[ dayIndex ]
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the open of the current day
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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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defaultAverageTrueRange
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Current internal computation of the 39 day average true range. Used internally for slippage calculations.
This property is computed dynamically during the simulation run and can be used in scripting as needed. This property cannot be used in Calculated Indicators because all values for all calculated indicators are computed before the simulation starts running, and this property has not been computed yet.
Test computed indicators do not support look-back references. However, their calculated result from each instrument bar can be stored in an IPV series that will support look-back referencing if that process is coded into the blox.
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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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description
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the description from the appropriate dictionary for this symbol
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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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dividend
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the dividend for the current bar
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endBar
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the bar number for the last day of testing for this instrument. Not system specific.
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endDate
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the end date of testing for this instrument. Not system specific. Can be different than the lastDataLoadedDate if the end testing date changes to an earlier date after the data is loaded and cached.
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exchange
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the instrument's exchange
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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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fileName
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the filename of the instrument
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firstDataLoadedDate
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The first date of the data loaded and cached for this instrument. Not system specific.
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folder
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the folder location of the file
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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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forexBaseLendRate
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the lending interest rate of the Base side of the forex pair
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forexPipSize
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the pip size of the forex market as set in the forex dictionary with 7-decimal maximum size
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forexPipSpread
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the pip spread as set in the forex dictionary
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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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forexQuoteLendRate
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the lend interest rate of the Quote side of the forex pair
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high[ ]
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the high for the specified bar
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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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intradayData
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returns TRUE if the instrument is using intraday data
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isForex
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returns TRUE if the instrument is a forex
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isFuture
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returns TRUE if the instrument is a future
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isPrimed
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returns TRUE if the instrument is primed
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isStock
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returns TRUE if the instrument is a stock
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julianDate[ ]
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the number of days since 1900 for the current bar
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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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lastDataLoadedDate
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The last date of the data loaded and cached for this instrument. Not system specific.
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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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lastDayOfWeek
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returns TRUE if the bar is the last day in the week
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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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low[ ]
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the low for the specified bar
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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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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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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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monthClose[ monthIndex ]
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the close of the current calendar month, as of the current day
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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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monthIndex
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the current month index for use with the month series
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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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monthOpen[ monthIndex ]
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the open of the current calendar month
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monthVolume[ monthIndex ]
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Available Monthly volume known for the specified bar.
Note:
Future contract volume reported on the last bar of the month might not be the exchanges settled volume for that month. Historically Future contract settled volume is reported one trade-day after the reported price record date.
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nativeBPV
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the native currency big point value, as set in the dictionary
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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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open[ ]
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the open for the specified bar
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openInterest[ ]
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the open interest for the specified bar (if available)
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orderSortValue
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the order sort value as entered in the Futures Dictionary
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referenceID
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This property is a special object pointer that is used by custom DLL extension functions to access instrument object information.
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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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roundLot
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returns the round lot of the instrument, as set in the dictionary
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savedWFProfit
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The Walk Forward process saves open positions from one OOS test to the next. For Forex, the profit is saved as well to help compute the overall profit of the combined OOS tests. This value is available in the After Test script for debugging purposes.
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startBar
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the bar number of the first day of testing for this instrument taking into consideration the priming required for this instrument for this system.
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startDate
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the start date of testing for this instrument and system taking into consideration priming. Is usually different than the firstDataLoadedDate.
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startWeek
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the weekIndex of the startBar
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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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symbol
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the instrument's trading symbol, e.g. S, IBM, CL
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systemClosedEquity
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the current system closed equity for the instrument
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systemOpenEquity
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the current system open equity for the instrument
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systemTotalEquity
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the current total system profit/loss for the instrument
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testClosedEquity
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the current test closed equity 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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testTotalEquity
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the current total test profit/loss for the instrument
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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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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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tradesOnTradeBar (New)
tradesOnTradeDate (Obsolete)
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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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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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unadjustedClose
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the actual close price unadjusted for contract merging (futures), splits, or dividends (stocks)
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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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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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volume[ ]
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Available volume known for the specified bar.
Note:
Future contract volume reported on the last bar of the day, week or month might not be the exchanges settled volume for that day, week or month. Historically Future contract settled volume is reported one trade-day after the reported price record date.
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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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weekHigh[ weekIndex ]
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the high of the current calendar week, as of the current day
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weekIndex
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the current weekIndex used for the week series.
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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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weekOpen[ weekIndex ]
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the open of the current calendar week
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weekVolume[ weekIndex ]
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Available Weekly volume known for the specified bar.
Note:
Future contract volume reported on the last bar of the week might not be the exchanges settled volume for that week. Historically Future contract settled volume is reported one trade-day after the reported price record date.
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