Historical Trade Properties

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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:


 


tradeCount

 

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

 

 

 

tradeEntryDate[ ]

 

the entry date

tradeEntryTime[ ]

 

the entry time

tradeEntryFill[ ]

 

the entry fill price

tradeEntryOrder[ ]

 

the entry order price

tradeEntryBPV[ ]

 

the entry bpv of the instrument

tradeQuantity[ ]

 

the quantity in shares or contracts

tradeExitDate[ ]

 

the exit date

tradeExitTime[ ]

 

the exit time

tradeExitFill[ ]

 

the exit fill price

tradeExitOrder[ ]

 

the exit order price

tradeProfit[ ]

 

the closed out profit including slippage and commission

tradeDirection[ ]

 

the direction (LONG or SHORT)

tradeDaysInTrade[ ]

 

the number days between entry and exit

tradeBarsInTrade[ ]

 

the bars in the trade

tradeCustomValue[ ]

 

the custom value as set through scripting

tradeEntryStop[ ]


the protective stop on the day of entry

tradeProfitPercent[ ]


the profit as a percent of entry day trading equity

tradeUnitNumber[ ]


the unit number

tradeEntryRisk[ ]


the entry risk as a percent of entry day trading equity

tradeDollarsPerPoint[ ]


the entry day dollars per point

tradeMaxFavorableExcursion[ ]


the maximum favorable excursion of the trade in points

tradeMaxAdverseExcursion[ ]


the maximum adverse excursion of the trade in points

tradeMinFavorableExcursion[ ]


the minimum favorable excursion

tradeRuleLabel[ ]


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