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Temporal Context - Current and Last
Summary: Much of the information provided by the trading engine may be accessed for the current instance of the object as well as for the last instance that was open, at any point in time.
The trading engine hierarchy is organized by context. That is, the main offspring nodes—current, last, and exchange orders—describe the context in which their respective offspring live.
For example, the concept of an episode—a whole run of the trading bot— exists only in the context of the current episode, as the system keeps track of one episode at the time only.
However, the concept of a position is tracked both as the current position and the last position. This is possible because the system keeps track of all positions occurring within an episode.
Superalgos developers thought it was worth it to provide certain information, positions, for example, in both contexts, as this allows you—visually—and your trading system—using simple syntax—to access information about the current position and the last position at any given point in time.
Trading Current
Foundations->Node->Trading Current->Definition
The current object refers to the context in which instances of several other objects exist—like episode, strategy, position, strategy stages, and so on—in particular, the instances that are open at the time of evaluation, hence the adjective current.
Foundations->Node->Trading Current->Content
Conceptually, current is used as an adjective applied to different concepts, such as the current episode, the current strategy, the current position, or the current strategy stage, to indicate the instance that is passing at the moment.
The generation of offspring nodes under the current section of the hierarchy keeps track of information within the scope of the embodied concept: episode, strategy, position, and so on.
In other words, the episode, strategy and position nodes within the current section of the hierarchy feature information relative to the instances of the episode, strategy, and position that are currently passing, at any point in time.
Foundations->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion
Note: Click on any of the nodes to get the details, including particulars on their configuration, when applicable.
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Trading Last
Foundations->Node->Trading Last->Definition
The last object stores instances of position and strategy objects, in particular the instances that were last open at the time of evaluation, hence the adjective last.
Foundations->Node->Trading Last->Content
Conceptually, last is used as an adjective applied to these concepts, such as the last position or the last strategy, providing the context on which those concepts exist.
The last context exists so that you may easily access information about the strategy that was last triggered or the position that was last opened.
This is valuable information, both for users and trading systems alike.
- As a user, you will value being able to visually follow what happened with the last position after it closed, or the last strategy after it triggered off, and at the same time see what is going on with the current position or the current strategy.
- From within a trading system, your strategies may make decisions factoring in what happened with the last position or strategy. For example, you may want to affect the size of the next position depending on the result of the last one.
Foundations->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion
Note: Click on any of the nodes to get the details, including particulars on their configuration, when applicable.
Trading Engine — TOC
You just read page 4 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