Navigation: Realtest Script Language > Syntax Element Details >

TLFields

 

 

 

 

Category

Strategy Elements

Description

Imported trade list CSV field order (comma-separated list)

Choices

Strategy - this field is the strategy name (if present, must match script strategy name)

Side - this field is the round-trip trade side (long or 1 for long, short or -1 for short)

Action - this field is the transaction type (BUY/SELL) and its presence identifies the file as a transaction list

DateTime - this field includes both date and time of a transaction, with a space between them

Shares - this field is the quantity of a transaction or of both sides of a round-trip trade

DateIn - this field is the date of a transaction or the entry date of a round-trip trade

TimeIn - this field is the time of a transaction or the entry time of a round-trip trade

QtyIn - this field is the quantity of a transaction or the entry quantity of a round-trip trade

PriceIn - this field is the price of a transaction or the entry price of a round-trip trade

FeesIn - this field is the commission/fees of a transaction or the entry fees of a round-trip trade

DateOut - this field is the exit date of a round-trip trade

TimeOut - this field is the exit time of a round-trip trade

QtyOut - this field is the exit quantity of a round-trip trade

PriceOut - this field is the exit price of a round-trip trade

FeesOut - this field is the exit fees of a round-trip trade

Notes

The TLFields order must be specified for a TradeList strategy to work.

If the CSV file includes a header row with column labels, these are simply ignored.

Here is an example of how a TradeList strategy might look:

Note that the field names (like all names in RealTest) are not case-sensitive.

To ignore a column in a trade list file, add an extra comma to the field order list, as shown in the example above.

To ignore the first one or more columns, add extra comma(s) at the start of the list, e.g. ",,symbol,side," etc.

See Using an Imported Trade List for a detailed description of this mechanism.

 

 

 

 

Copyright © 2020-2022 Systematic Solutions, LLC