Built-in Variables
EXCHANGE
exchange
exchange is an exchange object, which is the first exchange object added in the strategy's live trading settings or backtesting settings. All interactions with the exchange are implemented through the member functions of this object.
Type
object
Examples
javascript
function main() {
Log("First exchange object name:", exchange.GetName(), ", Label:", exchange.GetLabel())
}
python
def main():
Log("First exchange object name:", exchange.GetName(), ", Label:", exchange.GetLabel())
c++
void main() {
Log("First exchange object name:", exchange.GetName(), ", Label:", exchange.GetLabel());
}See Also
exchanges
exchanges is an array containing all exchange objects added from the strategy's live trading settings or backtesting settings, where exchanges[0] is exchange.
Exchange objects added in the strategy's live trading settings or backtesting settings correspond to exchanges[0], exchanges[1], exchanges[2], ... exchanges[n] in the order they were added.
Type
array
Examples
javascript
function main() {
for(var i = 0; i < exchanges.length; i++) {
Log("Exchange index:", i, "Name:", exchanges[i].GetName(), "Label:", exchanges[i].GetLabel())
}
}
python
def main():
for i in range(len(exchanges)):
Log("Exchange index:", i, "Name:", exchanges[i].GetName(), "Label:", exchanges[i].GetLabel())
c++
void main() {
for(int i = 0; i < exchanges.size(); i++) {
Log("Exchange index:", i, "Name:", exchanges[i].GetName(), "Label:", exchanges[i].GetLabel());
}
}See Also
ORDER_STATE
ORDER_STATE_PENDING
ORDER_STATE_PENDING is the value of the Status property in the Order structure, indicating that the order status is pending.
Type
number
See Also
Remarks
The value of ORDER_STATE_PENDING is 0.
ORDER_STATE_CLOSED
ORDER_STATE_CLOSED is the value of the Status property in the Order structure, indicating that the order status is completed.
Type
number
See Also
Remarks
The value of ORDER_STATE_CLOSED is 1.
ORDER_STATE_CANCELED
ORDER_STATE_CANCELED is the value of the Status property in the Order structure, indicating that the order status is canceled.
Type
number
See Also
Remarks
The value of ORDER_STATE_CANCELED is 2.
ORDER_STATE_UNKNOWN
ORDER_STATE_UNKNOWN is the value of the Status property in the Order structure, indicating that the order status is unknown (other status).
Type
number
See Also
Remarks
The value of ORDER_STATE_UNKNOWN is 3.
For ORDER_STATE_UNKNOWN status, you can call the exchange.GetRawJSON function to get the raw order status information and refer to the exchange documentation for specific descriptions.
ORDER_TYPE
ORDER_TYPE_BUY
ORDER_TYPE_BUY is the value of the Type property in the Order structure, representing a buy order type.
Type
number
See Also
Remarks
The value of ORDER_TYPE_BUY is 0.
ORDER_TYPE_SELL
ORDER_TYPE_SELL is the Type property value in the Order structure, used to indicate a sell order type.
Type
number
See Also
Remarks
The value of ORDER_TYPE_SELL is 1.
ORDER_CONDITION_TYPE
ORDER_CONDITION_TYPE_OCO
ORDER_CONDITION_TYPE_OCO is the value of the ConditionType property in the Condition structure, representing OCO orders (One-Cancels-the-Other). OCO orders set both take-profit and stop-loss conditions simultaneously. When one condition is triggered, the other condition is automatically cancelled.
Type
number
See Also
Remarks
The value of ORDER_CONDITION_TYPE_OCO is 0.
ORDER_CONDITION_TYPE_TP
ORDER_CONDITION_TYPE_TP is the ConditionType attribute value in the Condition structure, representing a Take Profit order. A take profit order automatically triggers when the market price reaches the preset target profit price.
Type
number
See Also
Remarks
The value of ORDER_CONDITION_TYPE_TP is 1.
ORDER_CONDITION_TYPE_SL
ORDER_CONDITION_TYPE_SL is the ConditionType attribute value in the Condition structure, representing a Stop Loss order. A stop loss order is automatically triggered when the market price reaches the preset stop loss price, used to limit potential losses.
Type
number
See Also
Remarks
The value of ORDER_CONDITION_TYPE_SL is 2.
ORDER_CONDITION_TYPE_GENERIC
ORDER_CONDITION_TYPE_GENERIC is the ConditionType property value in the Condition structure, representing a generic conditional order. The specific behavior of generic conditional orders depends on the exchange implementation.
Type
number
See Also
Remarks
The value of ORDER_CONDITION_TYPE_GENERIC is 3.
POSITION_DIRECTION
PD_LONG
PD_LONG is the value of the Type property in the Position structure, representing a long position type.
Type
number
See Also
Remarks
The value of PD_LONG is 0.
For long positions in futures markets, use exchange.SetDirection("closebuy") to set the closing direction to close this type of position.
PD_SHORT
PD_SHORT is the value of the Type property in the Position structure, representing a short position type.
Type
number
See Also
Remarks
The value of PD_SHORT is 1.
For short positions in futures markets, use exchange.SetDirection("closesell") to set the closing direction to close this type of position.
ORDER_OFFSET
ORDER_OFFSET_OPEN
ORDER_OFFSET_OPEN is a value for the Offset property in the Order structure, indicating that the order is an opening position operation.
Type
number
See Also
Remarks
The value of ORDER_OFFSET_OPEN is 0.
ORDER_OFFSET_CLOSE
ORDER_OFFSET_CLOSE is a value for the Offset property in the Order structure, indicating that the order is in the close position direction.
Type
number
See Also
Remarks
The value of ORDER_OFFSET_CLOSE is 1.
PERIOD
PERIOD_M1
Constant representing 1-minute candlestick period, with a value of 60.
Type
number
See Also
PERIOD_M3
Constant representing the 3-minute candlestick period, with a value of 180.
Type
number
See Also
PERIOD_M5
Constant representing the 5-minute candlestick period, with a value of 300.
Type
number
See Also
PERIOD_M15
Constant representing the 15-minute candlestick period, with a value of 900.
Type
number
See Also
PERIOD_M30
Constant representing the 30-minute candlestick period, with a value of 1800 seconds.
Type
number
See Also
PERIOD_H1
Constant representing 1-hour candlestick period, with a value of 3600.
Type
number
See Also
PERIOD_H2
Constant representing the 2-hour candlestick period, with a value of 7200.
Type
number
See Also
PERIOD_H4
Constant representing the 4-hour candlestick period, with a value of 14400.
Type
number
See Also
PERIOD_H6
Constant representing the 6-hour candlestick period, with a value of 21600.
Type
number
See Also
PERIOD_H12
Constant representing the 12-hour candlestick period, with a value of 43200.
Type
number
See Also
PERIOD_D1
Constant representing 1-day candlestick period, with a value of 86400.
Type
number
See Also
PERIOD_D3
Constant representing the 3-day candlestick period, with a value of 259200.
Type
number
See Also
LOG_TYPE
LOG_TYPE_BUY
LOG_TYPE_BUY is an optional value for the LogType parameter of the exchange.Log function, used to set the log type printed by the exchange.Log function as a buy order log.
The value of LOG_TYPE_BUY is 0.
Type
number
See Also
LOG_TYPE_SELL
LOG_TYPE_SELL is an optional value for the LogType parameter of the exchange.Log function, used to set the exchange.Log function to print sell order logs.
The value of LOG_TYPE_SELL is 1.
Type
number
See Also
LOG_TYPE_CANCEL
LOG_TYPE_CANCEL is an optional value for the LogType parameter of the exchange.Log function, used to set the exchange.Log function to print order cancellation logs.
The value of LOG_TYPE_CANCEL is 2.
Type
number
See Also