StrategyBacktesting (Class)

Defines the structure for a StrategyBacktesting object.poweruser

The properties in this class reflect the settings found on the General and Backtesting tabs of the Strategy Properties For All Strategies dialog when strategies are applied to a TradeStation chart.

Namespace: strategy

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Properties

   Additional properties, methods, and events are described in the classes listed under Inheritance Hierarchy (see below).

  Name Type Description
Public property AmountPerTrade double Gets the default amount of currency for a strategy order based on the trade size setting.  Used if not specified within the strategy.
Public property CommissionQty double Gets the amount of commission based on the specified commission type.
Public property CommissionType enum Gets the setting for how commissions are applied to a strategy order.  See CommissionType for a list of possible values.
Public property CurrencyMode enum Gets the setting that determines whether the currency for the strategy order is based on your account or the symbol being traded.  See Currency for a list of possible values.
Public property IOGOptimization bool True if backtesting is set to allow intra-bar order generation optimization with look-inside bar, otherwise false.  
Public property LimitFillAssumptionQty int Gets number of shares used when the limit order fill assumption is set to shares/volume.
Public property LimitOrderFillAssumption enum Gets the limit order fill assumption setting for strategy orders.  See LimitOrderAssumption for a list of possible values.
Public property LookInsideBarMode enum Gets the look-inside-bar setting being used for back-testing resolution.  See LookInsideBar for a list of possible values.
Public property LookInsideBarQty int Gets the number of ticks, minutes, or days setting based on the current look-inside-bar mode.
Public property MarketOrderFillAssumption enum Gets the market order fill assumption setting for strategy orders.  See MarketOrderAssumption for a list of possible values.
Public property MaxContractsPerPosition int Gets the maximum number of contracts to allow for pyramided strategies.
Public property MaxLotsPerPosition int Gets the maximum number of lots to allow for pyramided strategies.
Public property MaxSharesPerPosition int Gets the maximum number of shares to allow for pyramided strategies.
Public property MinTradeSize int Gets the minimum number of shares/contracts/units to allow when trade size is based on dollars per trade.li
Public property PositionSlippageQty double Gets the amount of slippage based on the specified position slippage type.
Public property PositionSlippageType enum Gets the setting for how slippage is applied to a strategy order.  See CostType for a list of possible values.
Public property PyramidingMode enum Gets the position limits (for pyramiding strategies only) setting.  See PyramidingType for a list of possible values.
Public property PyramidingQty int Gets number of strategy entry orders to allow in the same direction based on the pyramiding mode.
Public property RoundTradeDownQty int Gets number of share/contracts/units to round down when trade size is based on dollars per trade.
Public property SharesPerTrade int Gets the default number of shares/contracts/units for a strategy order based on the trade size setting.  Used if not specified within the strategy.
Public property Slippage double Gets the slippage setting for the strategy.
Public property SlippageBarRestrict bool True to only allow the fill price to be within the bar range, otherwise false.
Public property TradeSizeMode enum Gets the setting that determines the default trade size if not set within a strategy. See TradeSize for a list of possible values.
Inheritance Hierarchy

elsystem.Object

strategy.StrategyBacktesting