Difference between revisions of "PosTradeExitCategory"
(Created page with "Returns an absolute numerical value, indicating trade exit order category. The following types are possible: 1 = Stop order (buy next bar at close - 1 point stop) 2 =...") |
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The following types are possible: | The following types are possible: | ||
− | + | 1 = Stop order (buy next bar at close - 1 point stop) | |
− | 2 = Limit order (buy next bar at close + 1 point limit) | + | |
− | 3 = Market order (buy next bar market) | + | 2 = Limit order (buy next bar at close + 1 point limit) |
− | 4 = Market at Close order (buy this bar at close) | + | |
− | 5 = Market at Open order (buy next bar open) | + | 3 = Market order (buy next bar market) |
− | 8 = StopLimit order (buy 1 contracts next bar at close - 2 point stop close + 2 point limit) | + | |
+ | 4 = Market at Close order (buy this bar at close) | ||
+ | |||
+ | 5 = Market at Open order (buy next bar open) | ||
+ | |||
+ | 8 = StopLimit order (buy 1 contracts next bar at close - 2 point stop close + 2 point limit) | ||
==== Usage ==== | ==== Usage ==== |
Revision as of 12:57, 27 January 2012
Returns an absolute numerical value, indicating trade exit order category.
The following types are possible:
1 = Stop order (buy next bar at close - 1 point stop)
2 = Limit order (buy next bar at close + 1 point limit)
3 = Market order (buy next bar market)
4 = Market at Close order (buy this bar at close)
5 = Market at Open order (buy next bar open)
8 = StopLimit order (buy 1 contracts next bar at close - 2 point stop close + 2 point limit)
Usage
PosTradeExitCategory(PosAgo,TradeNumber)
Where: PosAgo - a numerical expression, specifying the position:
0 - open position;
1 - one position back (the last position closed);
2 - two positions back, etc.
TradeNumber - a numerical expression, specifying the number of trade (zero-based).
Notes
This function can only be used in signals.
To retrieve the total number of trades in specified position use PosTradeCount
Example
PosTradeExitCategory(0,1) will return a value of 3 for the second trade of the open position,
if the closing order type was Market Order.