The following properties refer to the test object and they will be the same regardless from what system they are referenced.

 

All Test Object properties are used with the "test." object prefix.

Example:

PRINT "Test Name: ", test.name
PRINT "Order Report Path: ", test.orderReportPath

 

Properties:

Description:

abortTestPending

Returns true when the Abort Test or Abort Simulation functions have been used.

baseCurrency

Returns the ISO code of the system wide base currency

baseCurrencyBorrowRate

Borrow rate of the system wide base currency

baseCurrencyLendRate

Lend rate of the system wide base currency

capitalAddsDrawsTotal

Total capital adds and draws to date, from the capital adds draws file.

currentDate

Current simulation date. In YYYYMMDD format.

currentDay

Number count of the current day.  Count starts at one on the day of the Test Start. Also used as the Test Bar when using Intraday Data, so this can be the "Test Bar Number" when using date and time.

currentParameterTest

Number of the current active parameter step test

currentTime

Current simulation time.  In HHMM format.

feesIncentiveAccrued

Incentive fees accrued but not yet booked.

 

Note:

Fee transactions are accrued on a (daily/monthly/quarterly/yearly) basis, and booked as defined in global parameters .

 

Global Fees Parameter Options
Click to Expand -- Click to Reduce

feesIncentiveTotal

Total incentive fees booked to date.

feesManagementAccrued

Management fees accrued but not yet booked.

 

Note:

Fee transactions are accrued on a (daily/monthly/quarterly/yearly) basis, and booked as defined in global parameters .

 

Global Fees Parameter Options
Click to Expand -- Click to Reduce

feesManagementTotal

Total management fees booked to date.

forexDataPath

Provides the full path to the Forex Files.  Default Forex path: C:\Trading Blox\Data\Forex\

futuresDataPath

Provides the full path to the Futures Files.  Default Forex path: C:\Trading Blox\Data\Futures\

instrumentCount

Total number of instruments being tested across all systems. This includes forex conversion files and if systems are using different portfolio types, could include stocks, futures, and forex markets. Does not include markets loaded using the LoadSymbol function.

instrumentList[]

List of all instruments in all the system portfolios, including the Forex conversion files. Indexed from 1 to InstrumentCount. Returns the full symbol, such as F:CL or S:IBM.

leverage

Leverage as set in Global Parameters

name

Name of the Current Test Suite.

orderGenerationBar

Returns true if the current bar is after the test end record, and therefore the order generation bar.

orderGenerationTest

Returns true if the test is generating orders, rather than just running a performance test.

orderReportPath

Full path of the current order report

primeStart

Earliest date for all loaded data for any instrument

resultsReportPath

Path of the results folder for this test. Used to access charts and graphs in the test results folder for display.

smartFillExit

Returns a True or False value of the Global Parameter option "Smart Fill Exit" setting.

stockDataPath

Provides the full path to the Stock Files.  Default Forex path: C:\Trading Blox\Data\Stocks\

summaryResultsPath

Full path of the current test results saved file location.

systemCount

Number of systems to be tested.

testEnd

Test End date. The user entered end date, or the end of data, which ever comes first.

testStart

Test Start date. The first trading day equal to, or after the user entered start date, or the start of data, which ever is later.

threadCount

Number of active threads available in this Simulation test.

threadIndex

Active thread index of this simulation test. Each thread index up to ThreadCount will run concurrently, so if variables, or information needs to be passed from one thread to another, make sure the ThreadIndex is a match.

timeIncrement

Returns the TimeIncrement used for the test loop when using Intraday data.  Output format is HHMM (Hour-Minute) order.

timeStamp

Start Time stamp of this test. Used to access charts, graphs, and other results for the test run.

totalParameterTests

Total number of distinct parameter tests

walkForwardStatus

Returns 0 for a normal test, 1 for the optimization portion of the walk forward test, and 2 for the out of sample portion of the walk forward test.

 

At the beginning of each trading simulation day, the test's date is set to the current trading day while the instrument date is set to the previous trading day. This prevents the creation of postdictive errors or errors where trading system logic is allowed to access information that is not available in actual trading.  In effect, postdictive errors are errors which rely on seeing the future.