Navigation: Realtest Script Language > Syntax Element Details >

OrdersMode

 

 

 

 

Category

Settings or OrderSettings

Description

Specifies which format to use when generating Tomorrow's Orders

Choices

Text - (default) only generate human-readable text orders

OrderClerk - run the backtest in Hybrid TradeList mode using the OrderClerkTrades.csv in the specified OrderClerkFolder to play back past live trades, then generate an OrderClerk-compatible CSV order list in the same OrderClerkFolder.

OrderClerkSync - identical to OrderClerk mode unless there was a gap in time between the last trade in that mode and the end of available data, i.e., one or more recent days when orders were not generated. In that case, order playback switches to formula-based backtest for the missing period and additional orders are generated to re-synchronize the positions.

OrderClerkStats - run a backtest in TradeList mode using the OrderClerkTrades.csv file in the specified OrderClerkFolder, for the purpose of generating live trading stats to review. Note that this mode still must be run as "Orders" (not "Test") even though no orders are generated.

Alera - generate Alera Signal Files for each strategy that includes an OrdersFile specification.

Rebalance - generate orders for a rotational strategy in a format compatible with IB's Portfolio Rebalance Tool.

Template - use the CSV template specified in OrdersTemplate to generate an order list for use with IB Basket Trader or any other tool that requires a CSV-formatted order list which can be specified using this kind of template.

Notes

To generate any kind of orders other than Text, OrdersMode must always be specified in Settings or OrderSettings.

Orders are only generated when a script is run by pressing the Orders button (not the Test button).

Text orders are also generated for every other mode unless Always show text orders is unchecked in View / Program Options

 

 

 

 

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