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Trade Properties:

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Test level closed trade details of all the instruments from all of the systems in the test suite is available from these properties.

Each record of trade information is identified by the test object property: test.tradeSystem[x]

Value of '[x]' is the processing loop's index that increments as the information is processed. In the examples below, the loop starts at '1' so the earliest, or oldest trade record is at the top of the list table that is created by each example. When more than one system is in a suite, trade records from all the systems will appear in the table. Their position in the table will be based upon their trade entry date. System number identifies with of the many systems in the suite created the trade record details.

Properties:	Description:
averageTradeDuration	Average trade duration of all trades in the test, computed using the tradeDaysInTrade property
savedTradeCount	Number of trades saved by the WF process from one OOS test to the next.
tradeBarsInTrade[ ]	Number of bars between entry and exit
tradeCommission[ ]	Total trade commission expense.
tradeCount	Number of prior trades including zero size trades. Used to index the following properties:
tradeCustomValue[ ]	Custom value as set through scripting
tradeDaysInTrade[ ]	Number of days between entry and exit (includes weekends and holidays)
tradeDirection[ ]	Direction as a description of LONG or SHORT text.
tradeDollarsPerPoint[ ]	Dollars per point on the entry day
tradeEntryBPV[ ]	Entry BPV of the instrument
tradeEntryDate[ ]	Entry date
tradeEntryFill[ ]	Entry fill price
tradeEntryOrder[ ]	Entry order price
tradeEntryRisk[ ]	Entry risk as a percent of entry day trading equity
tradeEntryStop[ ]	Initial entry day stop, if used
tradeEntryTime[ ]	Entry time
tradeExitDate[ ]	Exit date
tradeExitFill[ ]	Exit fill price
tradeExitOrder[ ]	Exit order price
tradeExitTime[ ]	Exit time
tradeMaxAdverseExcursion[ ]	Maximum Adverse excursion of the trade
tradeMaxFavorableExcursion[ ]	Maximum Favorable excursion of the trade
tradeMinFavorableExcursion[ ]	Minimum Favorable excursion of the trade
tradePositionReferenceID[ ]	Position Reference value.
tradeProfit[ ]	Closed out profit including Slippage and Commission
tradeProfitPercent[ ]	Profit as a percent of entry day trading equity
tradeQuantity[ ]	Quantity in shares or contracts
tradeRuleLabel[ ]	Rule label as set through scripting
tradeSymbol[ ]	Symbol for the instrument for this trade
tradeSystem[ ]	System index for the trade
tradeUnitNumber[ ]	Unit number for the trade

Trade Indexing:

Examples shown report the first to the last trade created by the suite.

Properties listed with a '[ ]' following them require an index numerical value. Index values cannot be less than one, or more than the total number of trades reported by: test.totalTrades

Most Recent Trade Reported First:

Example - 1:
' Report Sytem & Trade count data PRINT "------------------------------------" PRINT "testStart",",",test.testStart PRINT "testEnd",",",test.testEnd PRINT "systemCount",",",test.systemCount PRINT "totalTrades",",",test.totalTrades PRINT ' Create Column Header Titles PRINT "Trade#",",","System#",",","Symbol",",","Date" ' Loop through all the trades generated ' by the systems in the suite For x = 1 TO test.totalTrades STEP 1 ' Report Trade#, System#, and trade symbol PRINT x,",",_ test.tradeSystem[x],",",_ test.tradeSymbol[x],",",_ test.tradeEntryDate[x] Next ' x

Example - 1:

' Report Sytem & Trade count data
PRINT "------------------------------------"
PRINT "testStart",",",test.testStart
PRINT "testEnd",",",test.testEnd
PRINT "systemCount",",",test.systemCount
PRINT "totalTrades",",",test.totalTrades
PRINT
' Create Column Header Titles
PRINT "Trade#",",","System#",",","Symbol",",","Date"

' Loop through all the trades generated
' by the systems in the suite
For x = 1 TO test.totalTrades STEP 1
' Report Trade#, System#, and trade symbol
PRINT x,",",_
test.tradeSystem[x],",",_
test.tradeSymbol[x],",",_
test.tradeEntryDate[x]
Next ' x

Returns - 1:

Oldest, or earliest Trade information will appear first:

Example - 2:
' Report Sytem & Trade count data PRINT "------------------------------------" PRINT "testStart",",",test.testStart PRINT "testEnd",",",test.testEnd PRINT "systemCount",",",test.systemCount PRINT "totalTrades",",",test.totalTrades PRINT ' Create Column Header Titles PRINT "Trade#",",","System#",",","Symbol",",","Date" ' Loop through all the trades generated ' by the systems in the suite For x = test.totalTrades TO 1 STEP -1 ' Report Trade#, System#, and trade symbol PRINT x,",",_ test.tradeSystem[x],",",_ test.tradeSymbol[x],",",_ test.tradeEntryDate[x] Next ' x

Example - 2:

' Report Sytem & Trade count data
PRINT "------------------------------------"
PRINT "testStart",",",test.testStart
PRINT "testEnd",",",test.testEnd
PRINT "systemCount",",",test.systemCount
PRINT "totalTrades",",",test.totalTrades
PRINT
' Create Column Header Titles
PRINT "Trade#",",","System#",",","Symbol",",","Date"

' Loop through all the trades generated
' by the systems in the suite
For x = test.totalTrades TO 1 STEP -1
' Report Trade#, System#, and trade symbol
PRINT x,",",_
test.tradeSystem[x],",",_
test.tradeSymbol[x],",",_
test.tradeEntryDate[x]
Next ' x

Returns - 2:

Edit Time: 9/22/2020 4:33:36 PM

Topic ID#: 629

Trade Properties:

Properties:

Description:

Trade Indexing:

Most Recent Trade Reported First:

Example - 1:

Returns - 1:

Oldest, or earliest Trade information will appear first:

Example - 2:

Returns - 2: