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Strategy Elements

 

 

 

All the elements of a trading strategy definition.

Allocation - capital allocation formula

Ambiguity - assumption when order of entry/target/stop is unknowable

BarSize - strategy-specific timeframe

CashInOut - daily deposit and/or withdrawal specification

Category - position category formula

Compounded - optionally overrides the default setting of S.Compounded for stats reporting

Commission - commission formula

DebugEntry -log output from a running test at EntrySetup evaluation time

DebugExit - log output from a running test at ExitRule evaluation time

DebugTargetStop - log output from running a test at ExitLimit / ExitStop evaluation time

EntryLimit - entry limit price formula

EntryScore - entry score formula

EntrySetup - entry setup condition formula

EntrySkip - entry skip condition formula

EntryStop - entry stop price formula

EntryTime - entry time constant

ExitLimit - exit limit price formula

ExitLimitTime - exit limit execution time

ExitRule - exit rule formula

ExitStop - exit stop price formula

ExitStopTime - exit stop execution time

ExitTime - exit rule time constant

LimitExtra - limit price extra excursion formula

LimitSlip - slippage formula for limit orders

MaxEntries - maximum entries per day formula

MaxInvested - maximum investment amount formula

MaxPositions - maximum open positions formula

MaxSameCat - maximum same category open positions formula

MaxSetups - maximum entry setups per day formula

OrdersFile - path of CSV or Alera order list file to generate

OrdersTemplate - definition of CSV order list file format

Pyramid - whether to allow overlapping trades in the same symbol

Quantity - position size formula

SetupScore - entry setup score formula

Side - strategy side constant

Slippage - general slippage formula

StopSlip - slippage formula for stop orders

TradeList - imported trade list file (CSV format)

Using - strategy/benchmark/template to inherit from

 

 

 

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