 EntryDate (of type DateTime) |
Current position entry date
|
| SignalEntryDate (of type DateTime) |
Current position signal date.
Signal date is the date where the symbol buy/short value became TRUE.
Entry date is the date where the symbol was bought or shorted.
The Signal date could be different than the Entry date when the buy/short entry price could not be met on the signal date.
|
| Symbol (of type String) |
Current position symbol
|
| PositionEquity (of type Double) |
Current position size
|
| Performance (of type Double) |
Current position performance
|
| EntryPrice (of type Double) |
Current position entry price
|
| BarsSinceEntry (of type Int32) |
Current position number of bars held
|
| MAE (of type Double) |
Current position maximum adverse excursion
|
| MFE (of type Double) |
Current position maximum favorable excursion
|
| NbShares (of type Int32) |
Current position number of shares
|
| MaximumDrawdown (of type Double) |
Current position maximum drawdown
|
| NumberOfScaleIn (of type Int32) |
Current position number of scale-in trades
|
| NumberOfScaleOut (of type Int32) |
Current position number of scale-out trades
|
| LastPrice (of type Double) |
Current position last price
|
| Var1 (of type Double) |
Custom variable
|
| Var2 (of type Double) |
Custom variable
|
| Var3 (of type Double) |
Custom variable
|
| Var4 (of type Double) |
Custom variable
|
GetValueFromFormula (returns Double) 
