Current Position Information

Information about the current position in a test.

BarsHeld - age of current position in bars

Category - category specified for current position

EntryDate - date on which current position was entered

EntryRank - rank number for this position when EntryScore was evaluated at entry

ExitNum - the number of this exit for this position

ExitRank - rank number for this position based on ExitScore

ExitType - the exit order type for which a OrderExtra formula is being evaluated

FillFraction - equity fraction of current position at time of entry

FillPrice - entry or exit fill price of current position

FillPriceAvg - average fill price of current symbol if multiple positions

FillPriceMax - highest fill price of current symbol if multiple positions

FillPriceMin - lowest fill price of current symbol if multiple positions

FillQty - shares or contracts in current position at time of entry

FillValue - value of current position at time of entry

FxRatio - foreign exchange currency ratio for this position on this date

IsExit - whether the formula being evaluated pertains to a position being exited

IsOrder - whether the current stock's setup becomes an order today

IsSetup - whether the current stock is a setup today

OrderPrice - anticipated entry fill price of a position

OrderRank - order rank number for this position's entry across all strategies

PrevExitLimit - previous exit limit price for use in trailing target calculations

PrevExitStop - previous exit stop price for use in trailing stop calculations

SetupRank - rank number by SetupScore for this position when it was entered

Shares or Contracts - number of shares or contracts in current position

Side - side of the current position

TLValueIn - the ValueIn value for a position that originated from trade list

TLValueOut - the ValueOut value for a position that originated from trade list