Strategy
Strategy
Account Info
| Function | Status | Description |
|---|---|---|
strategy.account_currency | Account currency | |
strategy.equity | Account equity | |
strategy.grossloss | Gross loss | |
strategy.grossloss_percent | Gross loss percentage | |
strategy.grossprofit | Gross profit | |
strategy.grossprofit_percent | Gross profit percentage | |
strategy.initial_capital | Initial capital | |
strategy.margin_liquidation_price | Margin liquidation price | |
strategy.netprofit | Net profit | |
strategy.netprofit_percent | Net profit percentage |
Trade Statistics
| Function | Status | Description |
|---|---|---|
strategy.avg_losing_trade | Average losing trade | |
strategy.avg_losing_trade_percent | Average losing trade percent | |
strategy.avg_trade | Average trade | |
strategy.avg_trade_percent | Average trade percent | |
strategy.avg_winning_trade | Average winning trade | |
strategy.avg_winning_trade_percent | Average winning trade percent | |
strategy.closedtrades | Number of closed trades | |
strategy.eventrades | Number of even trades | |
strategy.losstrades | Number of losing trades | |
strategy.opentrades | Number of open trades | |
strategy.wintrades | Number of winning trades |
Closed Trades
| Function | Status | Description |
|---|---|---|
strategy.closedtrades.first_index | First closed trade index | |
strategy.closedtrades.commission() | Get commission | |
strategy.closedtrades.entry_bar_index() | Get entry bar index | |
strategy.closedtrades.entry_comment() | Get entry comment | |
strategy.closedtrades.entry_id() | Get entry ID | |
strategy.closedtrades.entry_price() | Get entry price | |
strategy.closedtrades.entry_time() | Get entry time | |
strategy.closedtrades.exit_bar_index() | Get exit bar index | |
strategy.closedtrades.exit_comment() | Get exit comment | |
strategy.closedtrades.exit_id() | Get exit ID | |
strategy.closedtrades.exit_price() | Get exit price | |
strategy.closedtrades.exit_time() | Get exit time | |
strategy.closedtrades.max_drawdown() | Get max drawdown | |
strategy.closedtrades.max_drawdown_percent() | Get max drawdown percent | |
strategy.closedtrades.max_runup() | Get max runup | |
strategy.closedtrades.max_runup_percent() | Get max runup percent | |
strategy.closedtrades.profit() | Get profit | |
strategy.closedtrades.profit_percent() | Get profit percent | |
strategy.closedtrades.size() | Get size |
Drawdown & Runup
| Function | Status | Description |
|---|---|---|
strategy.max_contracts_held_all | Max contracts held (all) | |
strategy.max_contracts_held_long | Max contracts held (long) | |
strategy.max_contracts_held_short | Max contracts held (short) | |
strategy.max_drawdown | Maximum drawdown | |
strategy.max_drawdown_percent | Maximum drawdown percent | |
strategy.max_runup | Maximum runup | |
strategy.max_runup_percent | Maximum runup percent |
Position Info
| Function | Status | Description |
|---|---|---|
strategy.openprofit | Open profit | |
strategy.openprofit_percent | Open profit percent | |
strategy.position_avg_price | Position average price | |
strategy.position_entry_name | Position entry name | |
strategy.position_size | Position size |
Open Trades
| Function | Status | Description |
|---|---|---|
strategy.opentrades.capital_held | Capital held | |
strategy.opentrades.commission() | Get commission | |
strategy.opentrades.entry_bar_index() | Get entry bar index | |
strategy.opentrades.entry_comment() | Get entry comment | |
strategy.opentrades.entry_id() | Get entry ID | |
strategy.opentrades.entry_price() | Get entry price | |
strategy.opentrades.entry_time() | Get entry time | |
strategy.opentrades.max_drawdown() | Get max drawdown | |
strategy.opentrades.max_drawdown_percent() | Get max drawdown percent | |
strategy.opentrades.max_runup() | Get max runup | |
strategy.opentrades.max_runup_percent() | Get max runup percent | |
strategy.opentrades.profit() | Get profit | |
strategy.opentrades.profit_percent() | Get profit percent | |
strategy.opentrades.size() | Get size |
Constants
| Function | Status | Description |
|---|---|---|
strategy.cash | Cash constant | |
strategy.fixed | Fixed constant | |
strategy.long | Long constant | |
strategy.percent_of_equity | Percent of equity constant | |
strategy.short | Short constant |
Commission
| Function | Status | Description |
|---|---|---|
strategy.commission.cash_per_contract | Cash per contract | |
strategy.commission.cash_per_order | Cash per order | |
strategy.commission.percent | Commission percent |
Direction
| Function | Status | Description |
|---|---|---|
strategy.direction.all | All directions | |
strategy.direction.long | Long direction | |
strategy.direction.short | Short direction |
OCA
| Function | Status | Description |
|---|---|---|
strategy.oca.cancel | OCA cancel | |
strategy.oca.none | OCA none | |
strategy.oca.reduce | OCA reduce |
Order Management
| Function | Status | Description |
|---|---|---|
strategy.cancel() | Cancel order | |
strategy.cancel_all() | Cancel all orders |
Position Management
| Function | Status | Description |
|---|---|---|
strategy.close() | Close position | |
strategy.close_all() | Close all positions | |
strategy.entry() | Enter position | |
strategy.exit() | Exit position | |
strategy.order() | Place order |
Conversion
| Function | Status | Description |
|---|---|---|
strategy.convert_to_account() | Convert to account | |
strategy.convert_to_symbol() | Convert to symbol | |
strategy.default_entry_qty() | Default entry quantity |
Risk Management
| Function | Status | Description |
|---|---|---|
strategy.risk.allow_entry_in() | Allow entry in | |
strategy.risk.max_cons_loss_days() | Max consecutive loss days | |
strategy.risk.max_drawdown() | Max drawdown | |
strategy.risk.max_intraday_filled_orders() | Max intraday filled orders | |
strategy.risk.max_intraday_loss() | Max intraday loss | |
strategy.risk.max_position_size() | Max position size |