
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


