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Strategy Element Value Types and Defaults

 

 

 

The following table lists each of the above strategy elements along with its value type and default (what happens if this element is not included in a strategy):

Element Name

Element Type

Value Type

Default Value

Allocation

formula

dollars

full account size

Ambiguity

constant

Neither,Stop,Target

Neither

BarSize

Constant

Daily,Weekly,Monthly

Daily

CashInOut

formula

dollars

0

Category

formula

number

0 (none)

Commission

formula

dollars

0 (none)

DebugEntry

formula

string or number

none

DebugExit

formula

string or number

none

DebugTargetStop

formula

string or number

none

EntryLimit

formula

price

0 (none)

EntryScore

formula

number (highest first)

alphabetical by symbol

EntrySetup

formula

condition

0 (false)

EntrySkip

formula

condition

0 (false)

EntryStop

formula

price

0 (none)

EntryTime

constant

AtOpen or AtClose

AtOpen

ExitLimit

formula

price

0 (none)

ExitLimitTime

constant

Intraday, AtClose, AtOpen

Intraday

ExitRule

formula

condition

0 (false)

ExitStop

formula

price

0 (none)

ExitStopTime

constant

Intraday, AtClose, AtOpen

Intraday

ExitTime

constant

AtOpen or AtClose

AtOpen

LimitExtra

formula

points

0 (none)

LimitSlip

formula

points

0 (use Slippage)

MaxEntries

formula

count

0 (unlimited)

MaxInvested

formula

dollars

0 (unlimited)

MaxPositions

formula

count

0 (unlimited)

MaxSameCat

formula

count

0 (unlimited)

MaxSetups

formula

count

0 (unlimited)

Pyramid

constant

True or False

False

Quantity

formula

shares or contracts

account size / entry price

SetupScore

formula

number (highest first)

alphabetical by symbol

Side

constant

Long,Short,Both

Both

Slippage

formula

points

0 (none)

StopSlip

formula

points

0 (use Slippage)

TradeList

constant

file path

no trade list

Using

formula

strategy name(s)

not using anything

 

 

 

 

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