Referencing any System Object function requires the "system." prefix be appended to a System Object function.

 

Syntax:

'  Sort Instruments by Dictionay Order Value:

system.SortInstrumentList( 3 )

 

System Function:

Description:

Extract

Extracts all data series and indicators for all instruments into a file. Optional parameters to control date range and file name. Typically used in the After Test script for audit and reconciliation purposes.

RankInstruments

Virtually ranks the instruments using the defined long and short ranking. Sets the corresponding Long Rank and Short Rank ordinal values based on the Long Ranking Value and Short Ranking Value respectively. Long Rank is highest to lowest, whereas Short Rank is lowest to highest. Only primed markets ready to trade are ranked.

SetAccountNumber ( )

Sets the IB account number for all orders in the system.

SetAlternateOrder ( index )

Sets the alternateOrder object by index. Used when looping over all the open orders. To access the order, use the alternateOrder object. This object acts just like the default Order Object and has the same properties and functions.

SetClearingIntent ( )

Set to "IB" to clear the system orders in IB, and set to "AWAY" when sending to IB but clearing elsewhere

SetRoutingExchange

Sets the default routing exchange to be used for all instruments in the system, when sending orders to IB

SetVirtualSystem ( true/false )

Sets whether the system will be treated as virtual or not. Defaults to false at the beginning of each simulation. If set to virtual, then the results of the system will not be included in the test results.

SortInstrumentList ( method )

Sorts the physical instrument list that is used for the simulation loop using the method indicated:

Method Value:

Sorting Method Description:

1

Long Ranked number.

2

Long Ranking script assigned value.

3

Dictionary assigned Original Order Sort value.

4

Custom Sort Value order.

5

Alphabetical by Symbol

6

Alphabetical by Group.

7

Short Ranked number.


Note:

All markets are sorted regardless of whether they are primed.

SortOrdersBySortValue

Sorts the open order list by the order sort value, as set into each order by order.SetSortValue. This function should only be used in the Before Order Execution script.

TotalOrders( [symbol] )

Use this function without a symbol to return all the open orders in the system.

 

Use this function with a symbol to return the total open orders in the system assigned to the symbol.

 

Links:

System Properties

See Also:

 

 


Edit Time: 4/6/2017 02:16:46 PM


Topic ID#: 610

 

 

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