Strategy Element Value Types and Defaults

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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	Default,Stop,Target,Neither	Neither
BarSize	constant	Daily,Weekly,Monthly	Daily
CalendarSym	constant	symbol (no leading $)	none
CashInOut	formula	dollars	0
CashList	file	file path	none
Category	formula	number	0 (none)
CloseSlip	formula	dollars per share	0 (use slippage)
Commission	formula	dollars	0 (none)
Compounded	constant	True or False	inferred from Quantity
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	logical time of day*	NextOpen
EntryTradeValue	formula	number	0
ExitLimit	formula	price	0 (none)
ExitQty	formula	shares	entire position
ExitLimitTime	constant	logical time of day*	Intraday
ExitLimitQty	formula	shares	entire position
ExitRule	formula	condition	0 (false)
ExitStop	formula	price	0 (none)
ExitStopQty	formula	shares	entire position
ExitStopTime	constant	logical time of day*	Intraday
ExitTime	constant	logical time of day*	NextOpen
ExitTradeValue	formula	number	0
LimitExtra	formula	dollars per share	0 (none)
LimitSlip	formula	dollars per share	0 (use Slippage)
MarkToMarket	constant	True or False	True
MaxEntries	formula	count	unlimited
MaxExposure	formula	percentage	unlimited
MaxInvested	formula	dollars	unlimited
MaxNewExp	formula	percentage	unlimited
MaxNewInv	formula	dollars	unlimited
MaxNewPos	formula	count	unlimited
MaxPerTurn	formula	count	1
MaxPositions	formula	count	unlimited
MaxSameCat	formula	count	unlimited
MaxSameSym	formula	count	1 per strategy
MaxSetups	formula	count	unlimited
OpenSlip	formula	dollars per share	0 (use slippage)
OrderMktAsLmtPct	formula	number	0
OrderNote	formula	number or string	none
OrdersFile	constant	file path	none
PriceRound	formula	number	tick size
QtyFinal	formula	shares or contracts	Quantity forumla value
QtyPrice	constant	OrderPrice or FillPrice	OrderPrice in default mode
QtyRound	formula	number	1
QtyType	constant	Shares, Value, Percent	Shares
Quantity	formula	shares or contracts	account size / entry price
Reduce	constant	True or False	False
SetupScore	formula	number (highest first)	alphabetical by symbol
SetupSkip	formula	condition	0 (false)
Side	constant	Long,Short,Both	Both
Slippage	formula	dollars per share	0 (none)
StopSlip	formula	dollars per share	0 (use Slippage)
StrategyScore	formula	number (highest first)	script sequence
TLAdjusted	constant	True or False	False
TLDateFmt	constant	MDY or DMY	program options setting
TLFields	constant	ordered list of field names	none
TLStratName	constant	string	current strategy name
TLTimeShift	constant	number of hours	0
TradeList	file	file path	no trade list
Using	special	strategy name(s)	not using anything

* For the above elements that specify "logical time of day" as their Value Type, available constant values are ThisClose, Intraday, NextOpen, or NextClose. Use the links to the corresponding Element Name topics for further information.