Trade Properties

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.


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

tradeSymbol[ ]		the symbol for the instrument for this trade
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
tradeDaysInTrade[ ]		the number of days between entry and exit (includes weekends and holidays)
tradeBarsInTrade[ ]		the number of bars between entry and exit
tradeProfit[ ]		the closed out profit including slippage and commission
tradeDirection[ ]		the direction (LONG or SHORT)
tradeRuleLabel[ ]		the rule label as set through scripting
tradeCustomValue[ ]		the custom value as set through scripting
tradeEntryStop[ ]		the initial entry day stop, if used
tradeProfitPercent[ ]		the profit as a percent of entry day trading equity
tradeSystem[ ]		the system index for the trade
tradeUnitNumber[ ]		the unit number for the trade
tradeEntryRisk[ ]		the entry risk as a percent of entry day trading equity
tradeDollarsPerPoint[ ]		the dollars per point on the entry day
tradeMaxFavorableExcursion[ ]		the maximum favorable excursion of the trade
tradeMaxAdverseExcursion[ ]		the maximum adverse excursion of the trade
tradeMinFavorableExcursion[ ]		the minimum favorable excursion of the trade
averageTradeDuration		the average trade duration of all trades in the test, computed using the tradeDaysInTrade property