RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Categories >

Current Position Information

 

 

 

 

Information about the current position in a test.

?Strategy - name of current strategy (e.g. for TestScan output)

BarsHeld - age of current position in bars

Category - category specified for current position

EntryDate - date on which current position was entered

FillFraction - equity fraction of current position at time of fill

FillPrice - entry fill price of current position

FillPriceAvg - average fill price of current position if multiple positions

FillPriceMax - highest fill price of current position if multiple positions

FillPriceMin - lowest fill price of current position if multiple positions

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

FillValue - dollar value of current position at time of fill

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 is a setup that was not skipped today

IsSetup - whether the current is a setup today

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

OrderSum - evaluates a formula for each non-skipped setup and returns the sum values

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

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

PositionSum - evaluates a formula for each open position and returns the sum of values

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

SetupSum - evaluates a formula for each setup and returns the sum of values

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

StratNum - ordinal number of current strategy in the script

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

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

 

 

 

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