4.6.3 Strategy Performance: Difference between revisions
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* {{color|blue|CurrentPosition.Side}} – EMarketPositionSide.Flat – there is no open position, EMarketPositionSide.Long – long position is opened, | * {{color|blue|CurrentPosition.Side}} – EMarketPositionSide.Flat – there is no open position, EMarketPositionSide.Long – long position is opened, | ||
* {{color|blue|EMarketPositionSide.Short}} – short position is opened. | * {{color|blue|EMarketPositionSide.Short}} – short position is opened. | ||
* {{color|blue|CurrentPosition.Profit}} | * {{color|blue|CurrentPosition.Profit}} - always 0 (open position has no realized profit/loss). | ||
* {{color|blue|CurrentPosition.OpenProfit}} – current ''OpenPL'' for the open position, returns 0 if position is closed. | |||
* {{color|blue|CurrentPosition.ProfitPerContract}} – current OpenPL upon the open position per contract or 0, if the position is closed. | * {{color|blue|CurrentPosition.ProfitPerContract}} – current OpenPL upon the open position per contract or 0, if the position is closed. | ||
* {{color|blue|CurrentPosition.OpenLots}} – the | * {{color|blue|CurrentPosition.OpenLots}} – the number of not closed contracts in the position. | ||
* {{color|blue|CurrentPosition.MaxDrawDown}} – minimum OpenPL for the current position, for the whole period of time, while the position was opened. | * {{color|blue|CurrentPosition.MaxDrawDown}} – minimum OpenPL for the current position, for the whole period of time, while the position was opened. | ||
* {{color|blue|CurrentPosition.MaxRunUp}} – maximum OpenPL for the current position, for the whole period of time, while the position was opened. | * {{color|blue|CurrentPosition.MaxRunUp}} – maximum OpenPL for the current position, for the whole period of time, while the position was opened. | ||
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CurrentPosition.OpenTrades[] – one element (EntryOrder = Buy for 90, ExitOrder = null) | CurrentPosition.OpenTrades[] – one element (EntryOrder = Buy for 90, ExitOrder = null) | ||
</syntaxhighlight> | </syntaxhighlight> | ||
The strategy has generated and executed aSellShort order for 50 contracts. | The strategy has generated and executed aSellShort order for 50 contracts. | ||
Now our position is the following: | Now our position is the following: |