Open trades reference

Facts about each open trade of the simulated account, by index.

Functions#

trades.open.capital_held#

trades.open.capital_held()

The capital (margin) held by the open trades together.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.

trades.open.entry_comment#

trades.open.entry_comment([index])

The comment of the order that opened open trade number index.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a text.

trades.open.entry_index#

trades.open.entry_index([index])

The bar index at which open trade number index was entered.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a whole number.

trades.open.entry_key#

trades.open.entry_key([index])

The key of the order that opened open trade number index.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a text.

trades.open.entry_price#

trades.open.entry_price([index])

The price at which open trade number index was entered.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.

trades.open.entry_time#

trades.open.entry_time([index])

The time at which open trade number index was entered.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a time.

trades.open.exit_comment#

trades.open.exit_comment([index])

The comment of the exit of an open trade: always empty, because an open trade has not exited.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a text.

trades.open.exit_index#

trades.open.exit_index([index])

The exit bar index of an open trade: always na, because an open trade has not exited.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: na.

trades.open.exit_key#

trades.open.exit_key([index])

The key of the exit of an open trade: always empty, because an open trade has not exited.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a text.

trades.open.exit_price#

trades.open.exit_price([index])

The exit price of an open trade: always na, because an open trade has not exited.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: na.

trades.open.exit_time#

trades.open.exit_time([index])

The exit time of an open trade: always na, because an open trade has not exited.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: na.

trades.open.fees#

trades.open.fees([index])

The fees charged to open trade number index so far.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.

trades.open.max_drawdown#

trades.open.max_drawdown([index])

The largest fall of open trade number index below its entry price, in account money; shown as a positive number.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.

trades.open.max_drawdown_percent#

trades.open.max_drawdown_percent([index])

The largest fall of open trade number index below its entry price, as a percentage of the value at entry.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.

trades.open.max_runup#

trades.open.max_runup([index])

The largest rise of open trade number index above its entry price, in account money.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.

trades.open.max_runup_percent#

trades.open.max_runup_percent([index])

The largest rise of open trade number index above its entry price, as a percentage of the value at entry.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.

trades.open.profit#

trades.open.profit([index])

The profit of open trade number index at the close of the bar, in account money, after its fees and swap.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.
• Examples: Trade tally.

trades.open.profit_percent#

trades.open.profit_percent([index])

The profit of open trade number index at the close of the bar, as a percentage of its value at entry.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.

trades.open.size#

trades.open.size([index])

The size of open trade number index: positive for a long trade, negative for a short one.

• Effects: reads the simulated account, so it is not moved across an order call.
• Phase: every bar.
• Cost: reads the account figure of the bar.
• Returns: a number.