All instrument data is specific to each system's portfolio, and the instrument specific data generated in a test.

 

Instrument Group Section:

Description:

Accessing Instruments

Instrument access is only possible when an instrument is brought into the context of the a script sections.  Only script sections that run for each instrument in the portfolio have automatic instrument context.

Correlation Functions

Instrument correlation functions allow you to dynamically control instruments correlations during a test.

Correlation Properties

Instrument correlation properties allow you to access instrument information during a test.

Data Access Properties

Instrument object provides access to all the built-in properties provided to all instruments, and to all the added new property names added by then user.

Data Functions

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

Group Properties

Group information is one of the primary methods used to manage or identify an instrument during a test.

Historical Trade Properties

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

Instrument Loading Functions

These functions can be used in conjunction with an added Instrument Block Permanent Variable Type.

Position Functions

These functions are used to assign or change the value of position property values.

Position Properties

Active trade information is made available by accessing these Instrument Position Properties.

Ranking Functions

The ranking functions are usually used in the Portfolio Manager to set ranking values and to filter the instrument from the portfolio.  They can also be used in other script section when a custom portfolio process is needed, or when a ranking property needs to be changed.

Ranking Properties

The ranking properties can be accessed from anywhere in the system where an instrument is accessible.

Trade Control Functions

Trade control functions are designed to allow a portfolio process to control which instruments are allowed to create an order.

Trade Control Properties

These control properties provide a True or False value of the most recent trade control function used.

 


Edit Time: 9/25/2017 09:09:54 AM


Topic ID#: 101

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