View source for 4.6.3 Strategy Performance


Signals as well as functions and indicators can get key information upon the current strategy state during their calculation through ''StrategyInfo'':

* {{color|blue|StrategyInfo.AvgEntryPrice}} is the average open price of the position on the chart. If the position is not opened, then 0 is returned;

* {{color|blue|StrategyInfo.MarketPosition}} is the current market position. For example, we are at the short position for 100 contracts, then ''StrategyInfo.MarketPosition'' will return “-100”. For example, if we have a long position for 50 contracts, the {{color|blue|StrategyInfo.MarketPosition}} will return the value “50”.

* {{color|blue|StrategyInfo.ClosedEquity}} – is the current NetProfit of the strategy on this bar.

* {{color|blue|StrategyInfo.OpenEquity}} = current ''NetProfit'' + current ''OpenPL'' of the strategy on this bar.

Following keywords can be used only in signals.

More detailed information upon current strategy parameters can be obtained through ''CurrentPosition(IMarketPosition)'':

* {{color|blue|CurrentPosition.Value}} – the same as StrategyInfo.MarketPosition.
* {{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|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.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.MaxRunUp}} – maximum OpenPL for the current position, for the whole period of time, while the position was opened.
* {{color|blue|CurrentPosition.ClosedTrades[]}} – the list of closed trades (ITrade) in the current position.
* {{color|blue|CurrentPosition.OpenTrades[]}} – the list of open trades (ITrade) in the current position.


''' {{color|blue|CurSpecOrdersMode}}''' – current mode of special orders (ESpecOrdersMode.PerContract, ESpecOrdersMode.PerPosition)

'''{{color|blue|PositionSide}}''' – current position: 
* {{color|blue|EMarketPositionSide.Flat}} – position is not opened, 
* {{color|blue|EMarketPositionSide.Long}} – long position, 
* {{color|blue|EMarketPositionSide.Short}} – short position.
<br>
In signals, the history of positions is available (IMarketPosition), either opened or closed by the strategy through '''Positions[](IMarketPosition)'''.
* Position[0] – current position (the same as CurrentPosition), 
* Position[1] – the previous opened position, etc.


Closed positions information is available through the ''IMarketPosition'' interface:

* {{color|blue|IMarketPosition.Value}} – 0, as there are no open trades in the close position.
* {{color|blue|IMarketPosition.Side}} – EMarketPositionSide.Long – long position.
* {{color|blue|EMarketPositionSide.Short}} – short position.
* {{color|blue|IMarketPosition.Profit}} - total profit upon all the position trades.
* {{color|blue|IMarketPosition.ProfitPerContract}} – profits upon all the position trades per contract.
* {{color|blue|IMarketPosition.OpenLots}}  = 0 for the closed positions, as by default, all the contracts were closed.
* {{color|blue|IMarketPosition.MaxDrawDown}} – maximum potential loss for the position, for the whole period, while the position was opened.
* {{color|blue|IMarketPosition.MaxRunUp}} – maximum OpenPL for the position, for the whole period, while the position was opened.
* {{color|blue|IMarketPosition.ClosedTrades[]}} – list of trades (ITrade) in the position.
* {{color|blue|IMarketPosition.OpenTrades[]}} – list of opened trades for the closed position, that is empty. 

<div style="background-color: #E5F6FF;">'''Example:'''

Initially, CurrentPosition.Value = 0
<syntaxhighlight>
CurrentPosition.Side = EMarketPositionSide.Flat
CurrentPosition.OpenLots = 0
CurrentPosition.ClosedTrades[] –  empty
CurrentPosition.OpenTrades[]
</syntaxhighlight>
The strategy has generated and executed a Buy order for 100 contracts.
Now our position is the following:
<syntaxhighlight>
CurrentPosition.Value = 100
CurrentPosition.Side = EMarketPositionSide.Long
CurrentPosition.OpenLots = 100
CurrentPosition.ClosedTrades[] –  empty
CurrentPosition.OpenTrades[] – one element (EntryOrder = Buy for 100, ExitOrder = null)
</syntaxhighlight>
The strategy has generated and executed a Sell total order for 10 contracts.
Now our position is the following:
<syntaxhighlight>
CurrentPosition.Value = 90
CurrentPosition.Side = EMarketPositionSide.Long
CurrentPosition.OpenLots = 90
CurrentPosition.ClosedTrades[] – one element (EntryOrder = Buy for 10, ExitOrder =Sell for 10)
CurrentPosition.OpenTrades[] – one element (EntryOrder = Buy for 90, ExitOrder = null)
</syntaxhighlight>
The strategy has generated and executed  aSellShort order for 50 contracts.
Now our position is the following:
<syntaxhighlight>
CurrentPosition.Value = -50
CurrentPosition.Side = EMarketPositionSide.Short
CurrentPosition.OpenLots = 50
CurrentPosition.ClosedTrades[] – empty
CurrentPosition.OpenTrades[] – one element (EntryOrder = SellShort for 50, ExitOrder = null)

Position[1].Value = 0
Position[1].Side = EMarketPositionSide.Long
Position[1].OpenLots = 0
Position[1].ClosedTrades[] – two elements:
1)	Entry = Buy for 10 Exit = Sell for 10
2)	Entry = Buy for 90 Exit = SellShort for 90
Position[1].OpenTrades[] – empty
</syntaxhighlight>
</div>

The following main settings of the strategy are available:

* {{color|blue|GrossLoss}} – Profit amount upon losing trades
* {{color|blue|GrossProfit}} – Profit amount upon profitable trades
* {{color|blue|NetProfit}} – net profit upon the strategy (GrossProfit+ GrossLoss)
* {{color|blue|NumEvenTrades}} – amount of zero trades with Profit = $0.00.
* {{color|blue|NumLosTrades}} – amount of losing trades with Profit < $0.00.
* {{color|blue|NumWinTrades}} – amount of profitable trades with Profit > 0.00$.
* {{color|blue|TotalBarsEvenTrades}} – amount of bars in zero trades.
* {{color|blue|TotalBarsLosTrades}} – amount of bars in losing trades.
* {{color|blue|TotalBarsWinTrades}} – amount of bars in profitable trades.
* {{color|blue|AvgBarsEvenTrade}} – average number of bars in zero trades.
* {{color|blue|AvgBarsLosTrade}} – average number of bars in losing trades.
* {{color|blue|AvgBarsWinTrade}} – average number of bars in profitable trades.
* {{color|blue|LargestLosTrade}} – Profit of the most losing strategy trade.
* {{color|blue|LargestWinTrade}} – Profit of the most profitable strategy trade.
* {{color|blue|MaxConsecLosers}} – maximum number of losing trades in a row (Profit < 0).
* {{color|blue|MaxConsecWinners}} – maximum number of profitable trades in a row (Profit > 0)
* {{color|blue|MaxDrawDown}} – maximum draw down StrategyInfo.OpenEquity for all previous trade period. 
* {{color|blue|MaxLotsHeld}} – maximum number of possessing contracts for all previous trade period.
* {{color|blue|TotalTrades}} – total number of trades for the whole trade period.
* {{color|blue|PercentProfit}} – number of profitable trades with respect to the total number of trades in percent.


Trade information(ITrade) (entry + closing exit):

'''{{color|blue|public interface ITrade}}'''
* {{color|blue|double CommissionValue { get; }}} – commission of the trade
* {{color|blue|ITradeOrder EntryOrder { get; }}} – the order, that opened the trade - entry
* {{color|blue|ITradeOrder ExitOrder { get; }}}– the order, that closed the trade - exit
* {{color|blue|bool IsLong { get; }}} – Means, that the entry was Buy (true) or SellShort (false)
* {{color|blue|bool IsOpen { get; }}} – Means, that the entry was not closed yet
* {{color|blue|double Profit { get; }}} – OpenPL, if the trade is opend or TradeProfit – if closed.


Trade order information ITradeOrder:

'''{{color|blue|public interface ITradeOrder}}'''
* {{color|blue|EOrderAction Action { get; }}} – EOrderAction.Buy, EOrderAction.Sell, EOrderAction.SellShort, EOrderAction.BuyToCover.
* {{color|blue|int BarNumber { get; }}} – number of the bar, on which the order occured (Bars.CurrentBar, on which the order occured)
* {{color|blue|OrderCategory Category { get; }}} – OrderCategory.Market, OrderCategory.Limit, OrderCategory.Stop, OrderCategory.StopLimit
* {{color|blue|int Contracts { get; }}} – number of contracts in the filled order
* {{color|blue|string Name { get; }}} – order name
* {{color|blue|double Price { get; }}} – execution price
* {{color|blue|DateTime Time { get; } }}– time of the bar where the order was executed



[[Category:4. Understanding PowerLanguage .NET]]