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MMPosition


MMPosition
QuantShare API Documentation

MMPosition Members

Parent

Properties

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

Methods

ScaleIn (returns Void) (Number of shares Int32)

Scale-in position
ScaleIn (returns Void) (Number of shares Int32, Open market order _OpenMarketOrder)

Scale-in position
ScaleIn (returns Void) (Number of shares Int32, Close market order _CloseMarketOrder)

Scale-in position
ScaleIn (returns Void) (Number of shares Int32, Limit order _LimitOrder)

Scale-in position
ScaleOut (returns Void) (Number of shares Int32)

Scale-out position
ScaleOut (returns Void) (Number of shares Int32, Open market order _OpenMarketOrder)

Scale-out position
ScaleOut (returns Void) (Number of shares Int32, Close market order _CloseMarketOrder)

Scale-out position
ScaleOut (returns Void) (Number of shares Int32, Limit order _LimitOrder)

Scale-out position
ClosePosition (returns Void) (parameterless)

Close the current position
ClosePosition (returns Void) (Open market order _OpenMarketOrder)

Close the current position
ClosePosition (returns Void) (Close market order _CloseMarketOrder)

Close the current position
ClosePosition (returns Void) (Limit order _LimitOrder)

Close the current position
GetValueFromFormula (returns Double) (parameterless)

Parse a vector-based formula and returns the vector value for the current date. Example: GetValueFromFormula('a = rsi(14);', 'a'); -> to get the RSI value of the current symbol for the current date.



Manual

 

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.