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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
|
|
DynamicSizing
|
constant
|
True or False
|
False
|
|
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
|
|
FuturesMargin
|
formula
|
dollars
|
InfoMargin
|
|
GreedyScoring
|
constant
|
True or False
|
False
|
|
HolidayList
|
file
|
file path
|
none
|
|
LimitExtra
|
formula
|
dollars per share
|
0 (none)
|
|
LimitSlip
|
formula
|
dollars per share
|
0 (use Slippage)
|
|
MarkToMarket
|
constant
|
True or False
|
True
|
|
MaxCatExp
|
formula
|
percent
|
unlimited
|
|
MaxCatInv
|
formula
|
dollars
|
unlimited
|
|
MaxEntries
|
formula
|
count
|
unlimited
|
|
MaxExposure
|
formula
|
percent
|
unlimited
|
|
MaxInvested
|
formula
|
dollars
|
unlimited
|
|
MaxLongExp
|
formula
|
percent
|
unlimited
|
|
MaxLongInv
|
formula
|
dollars
|
unlimited
|
|
MaxNetExp
|
formula
|
percent
|
unlimited
|
|
MaxNetInv
|
formula
|
percent
|
unlimited
|
|
MaxNewExp
|
formula
|
percent
|
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 for strategy, unlimited for statsgroup or combined
|
|
MaxSetups
|
formula
|
count
|
unlimited
|
|
MaxShortExp
|
formula
|
percent
|
unlimited
|
|
MaxShortInv
|
formula
|
dollars
|
unlimited
|
|
MaxSymExp
|
formula
|
percent
|
unlimited
|
|
MaxSymInv
|
formula
|
dollars
|
unlimited
|
|
MinFreeCash
|
formula
|
dollars
|
unlimited
|
|
MinNetExp
|
formula
|
percent
|
unlimited
|
|
MinNetInv
|
formula
|
dollars
|
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
|
|
RollCost
|
formula
|
dollars
|
0
|
|
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
|
|
TLIgnoreRules
|
constant
|
True or False
|
False
|
|
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.
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