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Trading System API
3.0
Library for Simulating and Deploying Trading and Investment Strategies
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Information on closed out trades. More...
#include <TSAPosition.h>
Public Attributes | |
date_time | close_timestamp |
double | commission |
POSITION::state | direction |
date_time | entry_timestamp |
double | gross_profit |
bool | is_open |
position_t | max_position |
double | negative_excursion |
double | net_profit |
size_t | num_bars |
size_t | num_transactions |
size_t | num_transactions__no_slippage |
double | positive_excursion |
double | slippage |
size_t | trade_ID |
quantity_t | units_traded |
quantity_t | units_traded__at_limit |
quantity_t | units_traded__at_market |
quantity_t | units_traded__no_slippage |
quantity_t | units_traded__on_stop |
quantity_t | units_traded__other_trade_type |
Information on closed out trades.