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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

Default,Stop,Target,Neither

Neither

BarSize

constant

Daily,Weekly,Monthly

Daily

CashInOut

formula

dollars

0

CashList

file

file path

none

Category

formula

number

0 (none)

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)

ExitLimitTime

constant

logical time of day*

Intraday

ExitRule

formula

condition

0 (false)

ExitStop

formula

price

0 (none)

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

MaxPositions

formula

count

unlimited

MaxSameCat

formula

count

unlimited

MaxSameSym

formula

count

1 per strategy

MaxSetups

formula

count

unlimited

PriceRound

formula

number

tick size

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

QtyFinal

formula

shares or contracts

Quantity forumla value

SetupScore

formula

number (highest first)

alphabetical by symbol

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

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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