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Category
Current Position Information
Description
The ValueOut value for a position that originated from a TradeList
Notes
TLValueOut provides a way for strategy formulas to access an arbitrary value from a trade list.
The intended use case is to test combined strategies without having to merge separate scripts.
This is done by running them separately with SaveTradesAs and then combining them by playing back those saved trade lists together.
Typically each separate script would use EntryTradeValue and/or ExitTradeValue to save information such as OrderPrice or FillFraction.
The combined playback script can then access these values using TLValueIn or TLValueOut, typically for use in a Quantity override.
See mr_sample_long_only.rts, mr_sample_short_only.rts, and mr_sample_tradelist.rts for a complete example of how this works.
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