Test level closed trade details of all the instruments from all of the systems in the test suite is available from these properties.  

 

Each record of trade information is identified by the test object property: test.tradeSystem[x]

 

Value of  '[x]' is the processing loop's index that increments as the information is processed.  In the examples below, the loop starts at '1' so the earliest, or oldest trade record is at the top of the list table that is created by each example.  When more than one system is in a suite,

trade records from all the systems will appear in the table.  Their position in the table will be based upon their trade entry date.  System number identifies with of the many systems in the suite created the trade record details.

 

Properties:

Description:

averageTradeDuration

Average trade duration of all trades in the test, computed using the tradeDaysInTrade property

savedTradeCount

Number of trades saved by the WF process from one OOS test to the next.

tradeBarsInTrade[ ]

Number of bars between entry and exit

tradeCommission[ ]

Total trade commission expense.

tradeCount

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

tradeCustomValue[ ]

Custom value as set through scripting

tradeDaysInTrade[ ]

Number of days between entry and exit (includes weekends and holidays)

tradeDirection[ ]

Direction as a description of  LONG or SHORT text.

tradeDollarsPerPoint[ ]

Dollars per point on the entry day

tradeEntryBPV[ ]

Entry BPV of the instrument

tradeEntryDate[ ]

Entry date

tradeEntryFill[ ]

Entry fill price

tradeEntryOrder[ ]

Entry order price

tradeEntryRisk[ ]

Entry risk as a percent of entry day trading equity

tradeEntryStop[ ]

Initial entry day stop, if used

tradeEntryTime[ ]

Entry time

tradeExitDate[ ]

Exit date

tradeExitFill[ ]

Exit fill price

tradeExitOrder[ ]

Exit order price

tradeExitTime[ ]

Exit time

tradeMaxAdverseExcursion[ ]

Maximum Adverse excursion of the trade

tradeMaxFavorableExcursion[ ]

Maximum Favorable excursion of the trade

tradeMinFavorableExcursion[ ]

Minimum Favorable excursion of the trade

tradePositionReferenceID[ ]

Position Reference value.

tradeProfit[ ]

Closed out profit including Slippage and Commission

tradeProfitPercent[ ]

Profit as a percent of entry day trading equity

tradeQuantity[ ]

Quantity in shares or contracts

tradeRuleLabel[ ]

Rule label as set through scripting

tradeSymbol[ ]

Symbol for the instrument for this trade

tradeSystem[ ]

System index for the trade

tradeUnitNumber[ ]

Unit number for the trade

 

Trade Indexing:  

Examples shown report the first to the last trade created by the suite.

 

Properties listed with a '[ ]' following them require an index numerical value.  Index values cannot be less than one, or more than the total number of trades reported by: test.totalTrades

 

Most Recent Trade Reported First:

Example - 1:

'  Report Sytem & Trade count data
PRINT "------------------------------------"
PRINT "testStart",",",test.testStart
PRINT "testEnd",",",test.testEnd
PRINT "systemCount",",",test.systemCount
PRINT "totalTrades",",",test.totalTrades
PRINT
'  Create Column Header Titles
PRINT "Trade#",",","System#",",","Symbol",",","Date"
 
'  Loop through all the trades generated
'  by the systems in the suite
For x = 1 TO test.totalTrades STEP 1
  '  Report Trade#, System#, and trade symbol
  PRINT x,",",_
        test.tradeSystem[x],",",_
        test.tradeSymbol[x],",",_
        test.tradeEntryDate[x]
Next '  x

Returns - 1:

Newest First Test-Trade List

 

Oldest, or earliest Trade information will appear first:

Example - 2:

'  Report Sytem & Trade count data
PRINT "------------------------------------"
PRINT "testStart",",",test.testStart
PRINT "testEnd",",",test.testEnd
PRINT "systemCount",",",test.systemCount
PRINT "totalTrades",",",test.totalTrades
PRINT
'  Create Column Header Titles
PRINT "Trade#",",","System#",",","Symbol",",","Date"
 
'  Loop through all the trades generated
'  by the systems in the suite
For x = test.totalTrades TO 1 STEP -1
  '  Report Trade#, System#, and trade symbol
  PRINT x,",",_
        test.tradeSystem[x],",",_
        test.tradeSymbol[x],",",_
        test.tradeEntryDate[x]
Next '  x

Returns - 2:

Oldest First Test-Trade List

 


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


Topic ID#: 629

 

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