NeedForTrade Documentation

Data Available in Analysis Techniques

All analysis techniques except Functions has access to market data. Functions can use data passed by parameters only. You can pass Price Data Series (see below) to a Function as DoubleSeries parameter to pass price data to function or pass a whole BarColection by using Bars keyword.


For syntax to access data on Multi-Data charts see Multi-Data Charts.


Bar Data
Bars to access collection of Bars. See BarCollection.
Bars[BarBack] to access concrete Bar. e.g.: Bars[0] - current Bar, bars[1] - previous bar, and so on.
Bars.Count count of available bars.


Price Data
Open[BarBack] to access Open price of BarBack bar back. e.g.: Open[0] - Open price of current bar, Open[1] - Open price of previous bar, and so on.
High[BarBack] to access High price of BarBack bar back. e.g.: High[0] - High price of current bar, High[1] - High price of previous bar, and so on.
Low[BarBack] to access Low price of BarBack bar back. e.g.: Low[0] - Low price of current bar, Low[1] - Low price of previous bar, and so on.
Close[BarBack] to access Close price of BarBack bar back. e.g.: Close[0] - Close price of current bar, Close[1] - Close price of previous bar, and so on.
OpenInt[BarBack] to access OpenInterest of BarBack bar back. e.g.: OpenInt[0] - OpenInterest of current bar, OpenInt[1] - OpenInterest of previous bar, and so on.
Volume[BarBack] to access Volume of BarBack bar back. e.g.: Volume[0] - Volume of current bar, Volume[1] - Volume of previous bar, and so on.


Price Data Series
Open to access Open price DoubleSeries.
High to access High price DoubleSeries.
Low to access Low price DoubleSeries.
Close to access Close price DoubleSeries.
OpenInt to access OpenInterest DoubleSeries.
Volume to access Volume DoubleSeries.


TradeOrders Data (describes executed on historical data trade orders)
TradeOrders to access collection of TradeOrders. See TradeOrderCollection.
TradeOrders[Index] to access concrete TradeOrder. e.g.: TradeOrder[0] - first trade order current Bar, bars[1] - second trade order, and so on.
TradeOrders.Count count of trade orders.


Common Data
Instrument to get instrument for this data. See Instrument.
Time EndTime of current Bar. See DateTime.
CurrentBar current bar number (number of bars on which calculatin succeeded including current bar)
RealBar real bar number (total number of bars including current bar)
MinMove minimum movement allowed for this instrument
PriceScale fractional portion of a full point move
PointValue smallest one increment price movement ( =BigPointValue / PriceScale )
BigPointValue dollar value of a full one point move
Commission commission value
CommissionPerTrade True if commission is per trade, False if commission is per share/contract
Slippage slippage value
SlippagePerTrade True if slippage is per trade, False if slippage is per share/contract


Current Market Position Data and Statistics
MarketPosition current market position. See MarketPosition.
CurrentMarketPositionValue current market position value (in number of opened shares/contracts).
Flat position: CurrentMarketPositionValue is 0.
Long position: CurrentMarketPositionValue > 0.
Short position: CurrSlippageentMarketPositionValue < 0.
CurrentProfit profit of current opened position (0 if no position opened).
AverageEntryPrice average entry price of opened position (0 if no position opened).
EntryPrice entry price of required position. See EntryPrice.
EntryTime entry time of required position. See EntryTime.
BarsSinceEntry bars since entry of required position. See BarsSinceEntry.
BarsSinceExit bars since exit of required position. See BarsSinceExit.
PositionProfit current opened position profit. See PositionProfit.
MaxPositionProfit max position profit. See MaxPositionProfit.
MaxPositionLoss max position loss. See MaxPositionLoss.
MaxPosition max opened position. See MaxPosition.
MaxPositionHeld maximum position held.