StrategyHistory

StrategyHistory functions are mostly used for accessing historical strategy figures, as recorded by the daily snapshots taken of the simulated strategy accounts. Each strategy in a Desktop has its own separate simulated brokerage account which it uses for its own trading activities. The simulated accounts are required for both backtesting and live trading as they allow each strategy to better control its positions and funds, regardless of other trading activities taking place with the same live brokerage account.

Sections

•Functions

•Function Details

Functions

Name	Description
double StrategyHistoryBuyingPower(int)	Gets the strategy buying power at a specified point in time. (Cash + Short Market Value)
double StrategyHistoryBuyingPower(int, int)	Gets the buying power of a specified strategy at a specified point in time. (Cash + Short Market Value)
double StrategyHistoryCash(int)	Gets the amount of cash in the strategy at a specified point in time.
double StrategyHistoryCash(int, int)	Gets the amount of cash in a specified strategy at a specified point in time.
int StrategyHistoryCount()	Gets the number of historical strategy snapshots.
int StrategyHistoryCount(int)	Gets the number of historical snapshots for a specified strategy.
long StrategyHistoryDateTime(int)	Gets the date/time of a specified historical strategy snapshot.
long StrategyHistoryDateTime(int, int)	Gets the date/time of a specified historical strategy snapshot of a specified strategy.
double StrategyHistoryEquity(int)	Gets the strategy equity at a specified point in time.
double StrategyHistoryEquity(int, int)	Gets the equity of a specified strategy at a specified point in time.
double StrategyHistoryExcessEquity(int)	Gets the strategy excess equity at a specified point in time.
double StrategyHistoryExcessEquity(int, int)	Gets the excess equity of a specified strategy at a specified point in time.
double StrategyHistoryLoan(int)	Gets the strategy loan amount at a specified point in time.
double StrategyHistoryLoan(int, int)	Gets the loan amount of a specified strategy at a specified point in time.
double StrategyHistoryMarketValue(int)	Gets the strategy market value at a specified point in time.
double StrategyHistoryMarketValue(int, int)	Gets the market value of a specified strategy at a specified point in time.

Function Details

double StrategyHistoryBuyingPower(int historyIndex)

Gets the strategy buying power at a specified point in time. (Cash + Short Market Value)

Returns

The strategy buying power at the specified point in time.

Parameters

Type	Identifier	Description
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

double StrategyHistoryBuyingPower(int strategyNumber, int historyIndex)

Gets the buying power of a specified strategy at a specified point in time. (Cash + Short Market Value)

Returns

The buying power of the specified strategy at the specified point in time.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem

double StrategyHistoryCash(int historyIndex)

Gets the amount of cash in the strategy at a specified point in time.

Returns

The amount of cash in the strategy at the specified point in time.

Parameters

Type	Identifier	Description
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

double StrategyHistoryCash(int strategyNumber, int historyIndex)

Gets the amount of cash in a specified strategy at a specified point in time.

Returns

The amount of cash in the specified strategy at the specified point in time.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem

int StrategyHistoryCount()

Gets the number of historical strategy snapshots.

Returns

The number of historical strategy snapshots.

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

int StrategyHistoryCount(int strategyNumber)

Gets the number of historical snapshots for a specified strategy.

Returns

The number of historical snapshots for the specified strategy.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem

long StrategyHistoryDateTime(int historyIndex)

Gets the date/time of a specified historical strategy snapshot.

Returns

The date/time of the specified historical strategy snapshot.

Parameters

Type	Identifier	Description
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

long StrategyHistoryDateTime(int strategyNumber, int historyIndex)

Gets the date/time of a specified historical strategy snapshot of a specified strategy.

Returns

The date/time of the specified historical strategy snapshot of the specified strategy.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem

double StrategyHistoryEquity(int historyIndex)

Gets the strategy equity at a specified point in time.

Returns

The strategy equity at the specified point in time.

Parameters

Type	Identifier	Description
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

double StrategyHistoryEquity(int strategyNumber, int historyIndex)

Gets the equity of a specified strategy at a specified point in time.

Returns

The equity of the specified strategy at the specified point in time.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem

double StrategyHistoryExcessEquity(int historyIndex)

Gets the strategy excess equity at a specified point in time.

Returns

The strategy excess equity at the specified point in time.

Parameters

Type	Identifier	Description
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

double StrategyHistoryExcessEquity(int strategyNumber, int historyIndex)

Gets the excess equity of a specified strategy at a specified point in time.

Returns

The excess equity of the specified strategy at the specified point in time.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem

double StrategyHistoryLoan(int historyIndex)

Gets the strategy loan amount at a specified point in time.

Returns

The strategy loan amount at the specified point in time.

Parameters

Type	Identifier	Description
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

double StrategyHistoryLoan(int strategyNumber, int historyIndex)

Gets the loan amount of a specified strategy at a specified point in time.

Returns

The loan amount of the specified strategy at the specified point in time.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem

double StrategyHistoryMarketValue(int historyIndex)

Gets the strategy market value at a specified point in time.

Returns

The strategy market value at the specified point in time.

Parameters

Type	Identifier	Description
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

double StrategyHistoryMarketValue(int strategyNumber, int historyIndex)

Gets the market value of a specified strategy at a specified point in time.

Returns

The market value of the specified strategy at the specified point in time.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	historyIndex	The strategy history index starting from 0, the oldest snapshot, and ending at StrategyHistoryCount - 1, the most recent snapshot

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem