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Trade Record Values





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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