Strategy Object

ICE Data Services -

Strategy Object Back Testing Functions


The Strategy Object allows EFS scripts to submit simulated trade information for back testing analysis through the Strategy Analyzer (Tools-->Back Testing).  The Strategy Object is for back testing purposes only and is not intended for real time trading.


Strategy Methods 

Method:
Description:
doLong() Enters a long position.
doSell() Exits a long position.
doShort() Enters a short position.
doCover() Exits a short position.
isInTrade() Returns true or false to indicate the current status of a trading system.
isLong() Returns true or false to indicate the current status of a long position.
isShort() Returns true or false to indicate the current status of a short position.
setStop() Sets a stop order to exit a position.
clearStop() Clears, or cancels, current stop order.
getPositionSize() Returns the current position's number of contracts/shares. Result will be positive when long, negative when short and 0 when no position is held.
getDefaultLotSize() Returns the default lot size set by the Back Testing Preferences in the Strategy Analyzer.



Notes

Click on the links above for detailed reference information.

 

See Also

Back Testing Functions
EFS Library:  Back Testing
Strategy Analyzer
eSignal Bulletin Board Search Engine
Help Guides and Tutorials