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 |