All the Trading Blox script sections are listed in this table.  Each script section provides execution that is timed to provide access to data at a specific phase of the Simulation Loop processing.  Some script sections are only executed under specific circumstances and when called by other scripts or functions.

 

For example, Exit Orders, and Adjust Stops are only executed when there the instrument.position property shows a Long or a Short position is active. Before Instrument Day and After Instrument Day scripts are only executed when there is a data record available for the date being processed.  See Blox Script Timing for more information about script timing.

 

Trading Blox Script Sections:

Script Name:

Description:

Before Simulation

This script section is the first script section to execute once a Suite Test is executed.

Set Parameters

This script section runs after Before Simulation, and  ahead of when instruments are loaded.  In this script, instrument can be Disabled trading before they are loaded, and before indicators are calculated in the Before Test script section.

Before Test

This script section begins to execute after the Before Simulation and Set Parameters script sections.  Instruments are loaded and indicator calculations happen in this script section.  

Rank Instruments


Filter Portfolio


Before Trading Day


Before Instrument Day


Before Bar


Before Close

Before Close script section runs only once for each bar and it does not have automatic insrument context access.  

Exit Orders


Entry Orders


Can Place Order

Executes after a Broker Function Call and before the Unit Size script executes.

Unit Size


Can Add Unit


Filtered Order Notification

This script section provides access to the order rejection message so that additional information can be added.  When this script section is active it will automatically provide instrument and order context at the same time.  

 

This script section becomes accessible when an order is in process of being rejected.

Before Order Execution


Update Indicators


Can Fill order


Exit Order Filled


Entry Order Filled


After Instrument Open


After Bar


Adjust Stops


Initialize Risk Management


Compute Instrument Risk


Compute Risk Adjustment


Adjust Instrument Risk


After Instrument Day


After Trading Day


After Test


After Simulation


Post Process Utility


 

Further information on a specific blox script can be found in Blox Script Access and in Blox Script Timing.  In some cases the descriptions in the Blox Reference section for each block type will have information specific to that block type if applicable.

 


Edit Time: 9/13/2020 3:26:29 PM


Topic ID#: 519

 

 

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