Trading System API  3.0
Library for Simulating and Deploying Trading and Investment Strategies
tsa::trade_info Struct Reference

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
 

Detailed Description

Information on closed out trades.