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All the elements of a trading strategy definition.
Allocation - capital allocation formula
Ambiguity - assumption to use when sequence 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
MarkToMarket - whether strategy equity includes open-position mark-to-market value
MaxEntries - maximum entries per day formula
MaxExposure - maximum exposure percentage 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/name of Alera orders (signals) file to generate
PriceRound - order and trade price rounding interval
Pyramid - whether to allow overlapping trades in the same symbol
QtyRound - position size rounding interval
QtyType - position size formula unit type
Quantity - position size formula value
Reduce - whether to reduce position size rather than skip the entry due to the MaxExposure and/or MaxInvested threshold
SetupScore - entry setup score formula
Side - strategy side constant
Slippage - general slippage formula
StopSlip - slippage formula for stop orders
TLAdjusted - whether quantities and prices in an imported trade list are split-adjusted
TLDateFmt - whether dates in an imported trade list are DMY or MDY
TLFields - defines the column layout of an imported trade list CSV file
TLTimeShift - number of hours to add or subtract to trade list entry dates/times
TradeList - imported trade list file (CSV format)
Using - strategy/benchmark/template to inherit from
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