This script has instrument context by default.  When it executes it will have direct access to all IPV properties and functions.

 

Update Indicators script executes for each instrument on each date where an instrument has a date that matches or is later than the current test start-date.  Script begins execution for every record in an series after that data series has been primed.  For example, when instrument's data series uses daily records, first record executed will be the first record that in the series that is at or later than the Testing Start-Date and the longest look-back bar count specified in the any of the parameter's integer settings.  

 

This is also true for intraday records that must process the same date's intraday time records.  First intraday time record to process will the first time record in the time record series of each date.

 

If you update your custom indicators in this script section the values will be available to use in all other scripts and blox, like the Adjust Stops script, After Instrument Day script, Before Instrument Day, and of course the Entry Orders and Exit Orders scripts.  To access provide access to other blox in the same system set the property's Scope to System.

 

NOTE:

This scripts section will not normally execute when a instrument date record is not available.  A current record is a record date for the same date on which this script is executing.  This means a test date must have an instrument date in order for this script to execute.  When it does have a missing instrument record any orders that were active for the active test date will not be filled or expired by the brokerage process.  However, when an order is still active after the brokerage process, it will be available to execute an order fill or allowed to expire on the next available instrument date trading session.

 


Edit Time: 5/10/2017 7:49:20 AM


Topic ID#: 640

 

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