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These items provide detailed information about each specific trade in a test.
T.Bars - trade duration (same-bar entry and exit is 0)
T.CommIn - entry commision ($)
T.CommOut - exit commision ($)
T.DateIn - date of trade entry (numeric yyyymmdd)
T.DateOut - date of trade exit (yyyymmdd)
T.Div - net dividend received or paid ($)
T.Fraction - fraction of allocation at trade entry time that was used as the position size
T.FxIn - currency exchange rate on trade entry date
T.FxOut - currency exchange rate on trade exit date
T.Highest - highest high during trade
T.Lowest - lowest low during trade
T.NetFx - currency exchange rate change impact on trade profit or loss
T.NetPct - net trade profit after commission and dividend, expressed as a fraction of entry position size
T.Points - net points gained or lost ($/share)
T.PriceIn - trade entry price
T.PriceOut - trade exit price
T.Profit - net trade profit after commission and dividend, expressed in dollars
T.PtVal - point value of symbol of a trade
T.QtyIn - shares or contracts bought or shorted
T.QtyOut - shares or contracts sold or covered
T.Reason - exit or skip reason code
T.Side - side of a trade (1=long, -1=short)
T.SlipIn - entry slippage ($)
T.SlipOut - exit slippage ($)
T.SplitIn - split factor (real / adj) at entry time
T.SplitOut - split factor (real / adj) at exit time
T.Strat - strategy number of a trade
T.TimeIn - trade entry time-of-day code
T.TimeOut - trade exit time-of-day code
T.ValueIn - value calculated by EntryTradeValue when position was entered
T.ValueOut - value calculated by ExitTradeValue when position was exited
These syntax elements are used most often in the special-purpose script Trades.rts or in a substitute Trades Section.
They can also be used in Charts Section and the Trade Plot Options Dialog formula.
As well, a Strategy can use these items to refer to Past Trades as part of its trading logic.
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