Closed trade information is available by accessing any of the historical trade information.

 

Trade Indexing:

Properties listed with a '[ ]' following them may be indexed using a number which determines the trade starting with the last trade and working backward in time. If no index is supplied the property will return the information for the last trade.

 

lastTradeProfit = instrument.tradeProfit[ 1 ]

 
OR

lastTradeProfit = instrument.tradeProfit

 

will access the last trade's profit for this instrument.

 

Historical Trade Properties:

Descriptions:

tradeBarsInTrade[ ]

the bars in the trade

tradeCommission[ ]

 

tradeCount

the number of prior trades including zero size trades. Used to index the following properties:

tradeCustomValue[ ]

the custom value as set through scripting

tradeDaysInTrade[ ]

the number days between entry and exit

tradeDirection[ ]

the direction (LONG or SHORT)

tradeDollarsPerPoint[ ]

the entry day dollars per point

tradeEntryBPV[ ]

the entry bpv of the instrument

tradeEntryDate[ ]

the entry date

tradeEntryFill[ ]

the entry fill price

tradeEntryOrder[ ]

the entry order price

tradeEntryRisk[ ]

the entry risk as a percent of entry day trading equity

tradeEntryStop[ ]

the protective stop on the day of entry

tradeEntryTime[ ]

the entry time

tradeExitDate[ ]

the exit date

tradeExitFill[ ]

the exit fill price

tradeExitOrder[ ]

the exit order price

tradeExitTime[ ]

the exit time

tradeMaxAdverseExcursion[ ]

the maximum adverse excursion of the trade in points

tradeMaxFavorableExcursion[ ]

the maximum favorable excursion of the trade in points

tradeMinFavorableExcursion[ ]

the minimum favorable excursion

tradePositionReferenceID[ ]

Each unit in a position is given a the unique unit reference ID that is passed on to this historical trade property.  This ID number is assigned to the position when it is enabled, and is then available for each closed trade unit using the unit index with this property.  See instrument.unitPositionReferenceID[ ] and order.referenceID.

tradeProfit[ ]

the closed out profit including slippage and commission

tradeProfitPercent[ ]

the profit as a percent of entry day trading equity

tradeQuantity[ ]

the quantity in shares or contracts

tradeRuleLabel[ ]

the rule label string as set in the unit, or the order that created the unit.

tradeUnitNumber[ ]

the unit number

 


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


Topic ID#: 370

 

 

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