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Alan, Desmond and All
I'm only just beginning to explore how the Enhanced System Tester works and I've just read and
documented the various Simulation() functions. I'm unaware of whether this information is included
in the 8.01 User Manual but it doesn't seem to be covered well in the Help documentation. I have
gleaned what follows from the Help documentation and the Indicator Builder (not the easiest place to
print from). This may or may not be helpful to other users struggling to achieve a variety of things
with the Enhanced System Tester. If it helps in combination with posts from Tom, Ron, Joe and others
then well and good. If it doesn't then feel free to do you own digging.
Roy
These functions let you use values that occur in a system test simulation to determine rules for
buying and selling. For example, if you want the simulation to place a Sell Order when the equity
dips below 5,000, you could write:
If(Simulation.AccountCash < 5000,1,0)
Note that these functions only work in the Buy Order, Sell Order, Sell Short Order and Buy to Cover
Order rules in the Enhanced System Tester Dialog. Also, the CurrentPosition simulation functions
only work in the Sell Order and Buy to Cover rules.
For explanations of what each simulation represents, check the Show English Names box at the bottom
of the Paste Functions dialog (see below).
Simulation.CurrentPositionAge
The age of the current position in Sell and Buy to Cover formulas.
Simulation.AccountCash
The amount of funds in the cash balance of the account.
Simulation.AccountBorrowed
The amount of funds in the margin and overdraft balances of the account.
Simulation.AccountReserved
The amount of funds in the reserve balance of the account.
Simulation.AccountLongFundsAvailable
The amount of leveraged funds available to new long orders.
Simulation.AccountShortFundsAvailable
The amount of leveraged funds available to new short orders.
Simulation.CurrentPositionPerformance
The closing performance of the current position in Sell and Buy to Cover formulas. Closing
performance...
Simulation.CurrentPositionProfit
The closing profit of the current position in Sell and Buy to Cover formulas. Closing profit
assumes...
Simulation.CurrentPositionValue
The closing value of the current position in Sell and Buy to Cover formulas. Closing value assumes
a...
Simulation.PortfolioHighestProfit
The highest summary market value of the portfolio to date. Commissions are incorporated into the
calculation.
Simulation.PortfolioLowestProfit
The lowest summary market value of the portfolio to date. Commissions are incorporated into the
calculation.
Simulation.LongPositionCount
The number of long positions in the portfolio.
Simulation.ProfitableLongPositionCount
The number of profitable long positions in the portfolio.
Simulation.ProfitablePositionCount
The number of profitable positions in the portfolio.
Simulation.ProfitableShortPositionCount
The number of profitable short positions in the portfolio.
Simulation.ShortPositionCount
The number of short positions in the portfolio.
Simulation.UnprofitableLongPositionCount
The number of unprofitable long positions in the portfolio.
Simulation.UnprofitablePositionCount
The number of unprofitable positions in the portfolio.
Simulation.UnprofitableShortPositionCount
The number of unprofitable short positions in the portfolio.
Simulation.CurrentPositionPointDifference
The points gained or lost in the current position in Sell and Buy to Cover formulas.
Simulation.CurrentPositionSize
The size of the current position in Sell and Buy to Cover formulas.
Simulation.PortfolioValue
The summary market value of the portfolio. Commissions are incorporated into the calculation.
Simulation.PortfolioProfit
The summary profit or loss of the portfolio. Commissions are incorporated into the calculation.
Simulation.BuyOrderCount
The total number of buy orders, either open or being considered by the trader.
Simulation.BuyToCoverOrderCount
The total number of buy to cover orders, either open or being considered by the trader.
Simulation.LongOrderCount
The total number of long orders, either open or being considered by the trader.
Simulation.PositionCount
The total number of open positions in the simulation portfolio.
Simulation.OrderCount
The total number of orders, either open or being considered by the trader.
Simulation.ClosingOrderCount
The total number of position closing orders, either open or being considered by the trader.
Simulation.OpeningOrderCount
The total number of position opening orders, either open or being considered by the trader.
Simulation.SellOrderCount
The total number of sell orders, either open or being considered by the trader.
Simulation.SellShortOrderCount
The total number of sell short orders, either open or being considered by the trader.
Simulation.ShortOrderCount
The total number of short orders, either open or being considered by the trader.
Simulation.CurrentPositionIsLeastProfitable
True it the current position is the least profitable of the current bias in the portfolio.
Simulation.CurrentPositionIsMostProfitable
True if the current position is the most profitable position of the current bias in the portfolio.
Simulation.CurrentPositionIsNewest
True if the current position is the newest position of the current bias in the portfolio.
Simulation.CurrentPositionIsOldest
True if the current position is the oldest position of the current bias in the portfolio.
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