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Settings

 

 

 

 

These define the settings to apply when running a script.

AccountSize - starting capital amount

BarSize - default test data timeframe

Currency - account base currency for multi-currency system models

DataFile - test data file path

EndDate - last date of test

ExchangeMap - details about specific exchanges for which you may want to generate orders

HolidayList - list of holidays (allows EndOfWeek or EndOfMonth to work on the last bar of data)

KeepTrades - types of trades to store in each results record

NoDefaultCols - allows the default Date and Symbol columns to be optionally omitted

NoHeader - allows creation of a CSV file with no header row

NumBars - number of market dates to test

OrderClerkFolder - path of folder to use with OrderClerk

OrdersFile - path\name of order list file to generate

OrdersLiveData - allows order generation for "ThisClose" entry and exit times

OrdersMode - specifies the format of generated orders

OrdersNetLiq - path\name of a text file containing the current live Net Liquidation Value of a brokerage account

OrdersTemplate - path\name of CSV order list template file

RandomSeed - provides a way to use the same sequence of random numbers every time a script is run

ResultsFile - path\name of RTR file to open or create before running a test

RiskFreeRateSym - symbol of data series to store in the test statistics for later use when calculating Sharpe

SaveChartsTo - path of folder in which to automatically save a chart for every row of the scan

SavePositionsAs - path\name of CSV file to create at end of a test to list open positions

SaveScanAs - path\name of CSV file to create and write scan output to

SaveStatsAs - path\name of CSV file to create and write stats details to

SaveTestListAs - path\name of CSV file to create with the list of test results as they appear in the results window

SaveTradesAs - path\name of CSV file to create and write the trade list to

SaveTradesType - format to use for SaveTradesAs output file

SkipTestIf - allows tests to be skipped in multi-parameter optimizations (e.g. useless parameter combinations)

StartDate - first date of test

SymChangeList - path\name of CSV file containing list of symbol changes to use when processing imported trades

TestName - give the test a name

TestOutput - additional output and actions during and after a test

TestScanAllDates - allows TestScan to ouput rows for every date of a test, not just the last date

TopDownMode - specifies whether position constraints are applied top-down by setup rank number vs. bottom-up by strategy number

UseAvailableBars - allows simple averages and indicators to optionally be calculated with fewer bars than specified

 

 

 

 

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