Available translations
loading results
Identity and Status
Summary: Keep track of information related to the identity or status of the particular object, in the corresponding context. On this page: Index, Serial Number, Identifier, Exchange Id, Status, Exit Type, Situation Name, Situation Name, Algorithm Name, and Algorithm Name.
This page compiles nodes common to many different contexts and which have a relationship with the identity, status, or similar properties of the object.
Index
Foundations->Node->Index->Definition
Index is the position of the parent object in the corresponding data collection, as determined by the context.
Foundations->Node->Index->Content
In the context of a candle, index is the position of the current candle in the array of candles within the larger context, for example, an episode.
Trading systems may feature more than one strategy. In the context of a strategy, index is the position of the strategy within the trading system.
Serial Number
Foundations->Node->Serial Number->Definition
Serial number is a sequential number assigned to the object represented by the parent node at the moment it is opened.
Foundations->Node->Serial Number->Content
Serial numbers start at 1 and increment by 1 with each instance of the object that is opened.
Identifier
Foundations->Node->Identifier->Definition
Identifier is a unique alphanumeric string by which the object represented by the parent node may be unequivocally identified.
Foundations->Node->Identifier->Content
The property is what would be used to access a specific known record.
Exchange Id
Foundations->Node->Exchange Id->Definition
Exchange ID is a unique identifier the exchange assigns to the order, so that it may be unequivocally identified.
Foundations->Node->Exchange Id->Content
By default, it is the rate at the close of the last candle at the moment the order is placed. All market orders have the default rate value.
In the case of limit orders, it is the rate as specified by the formula under the order rate node. If no such definition exists, then limit orders use the default value as well.
Status
Foundations->Node->Status->Definition
Status refers to the state of the object represented by the parent node at the moment of evaluation.
Foundations->Node->Status->Content
There are three possible status:
- Not Open: the object is not open at the current candle.
- Open: the object is open at the current candle.
- Closed: the object closes at the current candle.
Exit Type
Foundations->Node->Exit Type->Definition
Exit type refers to the reason why the object is closed.
Foundations->Node->Exit Type->Content
No Exit is the default value until a new value is assigned before the object is closed. Other possible values vary with the context.
In the context of the episode object:
- Last Candle Reached: the object was closed because the last candle was reached.
- Position Closed: the position was closed.
- Take Profit: the take profit target was hit.
- Stop Loss: the stop loss target was hit.
- Closing Stage: the current stage started closing because the Close Stage is opening.
Situation Name
Foundations->Node->Situation Name->Definition
Situation name features the name of the situation that triggered a certain event, which is dependent on the context.
Foundations->Node->Situation Name->Content
In the context of a strategy, it is the name of the situation that triggered-on the strategy.
In the context of a position, it's the name of the situation that triggered the take position event.
In the context of an order, it's the situation that triggered the create order event.
Strategy Name
Foundations->Node->Strategy Name->Definition
Strategy name features the name of the strategy that is currently open.
Algorithm Name
Foundations->Node->Algorithm Name->Definition
Algorithm name is the name of the execution algorithm that opened the order, as specified in the trading system.
Foundations->Node->Algorithm Name->Content
Assigning names to execution algorithms in the definition of the trading system makes tracking the execution of orders easier.
Order Name
Foundations->Node->Order Name->Definition
Order name is the name of the order as specified in the trading system.
Foundations->Node->Order Name->Content
Assigning names to orders in the definition of the trading system makes tracking the execution of orders easier.
Trading Engine — TOC
You just read page 15 in the topic.
4. Temporal Context - Current and Last
5. Conceptual Context - Episode, Strategy, Position, Strategy Stages
6. Base Asset and Quoted Asset
7. Counters
8. Statistics
10. Balances
11. Common Metrics - Hits, Fails, Hit Ratio, Profit Loss, ROI, Annualized Rate of Return
12. Accounts Specific to the Open and Close Stages
13. Accounts Specific to Orders
14. Market Data