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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

FillValue - dollar value of current position at time of fill

IsOrder - whether the current stock is a setup that was not skipped today

IsSetup - whether the current is a setup today

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

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

 

 

 

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