Instrument
Contents
All instrument data is specific to each system's portfolio, and the instrument specific data generated in a test.
Instrument Group Section: |
Description: |
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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. |
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Instrument correlation functions allow you to dynamically control instruments correlations during a test. |
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Instrument correlation properties allow you to access instrument information during a test. |
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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. |
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Data function can be used to round, format, and find instruments during a test. |
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Group information is one of the primary methods used to manage or identify an instrument during a test. |
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Closed trade information is available by accessing any of the historical trade information. |
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These functions can be used in conjunction with an added Instrument Block Permanent Variable Type. |
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These functions are used to assign or change the value of position property values. |
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Active trade information is made available by accessing these Instrument Position Properties. |
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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. |
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The ranking properties can be accessed from anywhere in the system where an instrument is accessible. |
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Trade control functions are designed to allow a portfolio process to control which instruments are allowed to create an order. |
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These control properties provide a True or False value of the most recent trade control function used. |
Edit Time: 9/7/2020 3:38:12 PM |
Topic ID#: 101 |