TradesOnTradeBar
Contents
Property returns a TRUE value when an instrument.date available to match a test.currentDate during the Brokerage, Fill, and Update Instrument scripts. When the instrument skips a test.currentDate value this property will return a FALSE value.
NOTE:
Instrument property: tradesOnTradeDate has been obsoleted but it is still active. When used it will provide the same information as instrument.tradesOnTradeBar, but at some point a Trading Blox Builder version release might remove it from the active instrument properties. When reviewing blox where the previous property name is being used, it would be best to change to the current name to prevent unexpected script failures in future versions.
Image on the left shows simulation results where the script sections with normal instrument context do not execute when there is a gap in the instrument.date records relative to the test.currentDate.
Script sections, Exit Orders, Entry Orders, and Update Indicators don't execute when the most recent instrument record date will not match the test date.
Script sections Initialize Risk Management and Compute Risk Adjustments don't have normal instrument context are shown because they are the default scripts associated with a Risk Manager blox.
When an script section with normal instrument context executes where its instrument date won't match the test date the instrument property values will be from the most recent previous instrument date that was able to match its companion test date.
Use this property as a control or an alert when it is calculating instrument information that is delayed by a gap in the current instrument dates. |
 TradesOnTradeDate Test Report Example |
Example: |
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Returns: |
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True = 1. It is only returned when there is an instrument record for the next test date. |
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Edit Time: 9/21/2020 2:29:57 PM |
Topic ID#: 630 |