Functions by Category

Arithmetic and Logic

The following functions and symbols are used in arithmetic and Logic operations.

-, +, *, /, %, **, +=, -=, *=, /=, %=, **=, ++, --, <=>, >=, >, <, <=, ==, !=, &, |, ~, <<, >>, If

Account Capital Functions

The following functions return information about the account.

AccountBalance, OpenTradeEquity, SecuritiesOnDeposit, LiquidatingValue, TotalEquity, StockMarketValue, InitialMargin, MaintenanceMargin, TotalCapital, TotalSystemEquity, TotalCash, Cash, PendingCash, Credit, Debit, BuyingPower, OvernightMargin

Chart Manipulation Functions

The following functions are used to create Charts.

PlotPrice, PlotColumn, PlotFixedLine, PlotSetScale, PlotLine, PlotText, PlotFixedLine, PlotCandlestick, PlotTellTale, PlotPAC, PlotBand, PlotGrid, DrawLine, DrawText, DrawRectangle, DrawFilledRectangle, SetChartOption, Color, Dashes, Dots, Vline, SetBarBackground, SetBarColor, ChartInputSlider, ChartInputCombobox

Column Functions

The following functions allow access to column data.

Above, Below, Crossover, Crossunder, Cross, Today, Now, Yesterday, Previous, Ago

Date Functions

The following functions deal with dates and times.

DateTime, Time, Second, Minute, Hour, Month, Year, DayOfWeek, DayOfMonth, DayOfYear, WeekOfYear, NewHour, NewDay, NewWeek, NewMonth, NewYear, Monday, Tuesday, Wednesday, Thursday, Friday, FormatDateTime, ValidateDateTime, AddDeltaDHMS, AddDeltaYM, DeltaDateTime

Filters and Sets

The following functions are used to to create and manipulate sets using filters.

Set, SortSet, SortSetAsc, FirstNewBar, Filter

Fundamental Functions

The following functions are used return fundamental information

Beta, FundamentalVolatility, EarningsPerShare, SharesOutstanding, PE, MarketCapitalization

Indicator Manipulation Functions

The following functions are used to create technical analysis indicators.

ValidatePeriods, ValidateColumns, SetColumnName, Value, SetValue, BarsBack, NumberOfBars, NewColumn, SetColumnType

Instrument Functions

The following functions return information about the current instrument.

CompanyName, Symbol, BigPointValue, TickValue, TickSize, DecimalPoints, SymbolInitialMargin, SymbolMaintenanceMargin

Market Functions

The following functions are used to place orders to the market.

BuyOpen, BuyMarket, SellOpen, SellMarket, SellStop, BuyStop, BuyLimit, SellLimit, BuyStopLimit, SellStopLimit, StopLoss, PlaceBuyOpen, PlaceSellOpen, PlaceBuyStop, PlaceSellStop, PlaceBuyLimit, PlaceSellLimit, PlaceBuyStopLimit, PlaceSellStopLimit, PlaceStopLoss, NextBarOpen, PlaceSellMarketClose, PlaceBuyMarketClose, PlaceBuyAtPrice, PlaceSellAtPrice, OnFill, PlaceSellMarket, PlaceBuyMarket

Numeric Functions

The following functions are used to manipulate numbers

log, cos, exp, abs, int, sqrt, sin, atan2, ceil, floor, log10, IsNull, IsEqual, NVL, MinValue, MaxValue, Min, Max, Sum, Cum, Round, RoundToQuarter, RoundToTickSize

The following functions are used to manipulate orders

Orders, SystemOrders, AccountOrders, CancelOrders, CancelSystemOrders, CancelAccountOrders, AccountOrdersSymbol

Output Functions

The following functions can be used to output information.

Markbar, Output, Warning, SendEmail, SendSMS, PlaySound, Alert

Position Functions

The following functions return information about positions held within an account/system. All the position function only return a value when there is a current position for this symbol, if there is no position they return false. All functions include the bar of entry in the calculation.

Position, NoPosition, LongPosition, ShortPosition, NumOfPositions, PositionType, PositionValue, PositionQuantity, MaxPriceSinceEntry, MinPriceSinceEntry, MaxClosePriceSinceEntry, MinClosePriceSinceEntry, BarsSinceEntry, OpenProfit, EnterPrice, EnterDate, AccPosition, AccNoPosition, AccLongPosition, AccShortPosition, AccNumOfPositions, AccPositionType, Positions, AccPositions, Contracts, Units, Shares, SystemOpenProfit, AccountOpenProfit, PositionsOverview, PositionOrderOverview, PositionsOrdersOverview, AccPositionsOverview, AccPositionsOrdersOverview

Price Functions

The following functions return columns or the price for the current bar

Open, Close, High, Low, Volume, DateTime, OpenPrice, ClosePrice, HighPrice, LowPrice, TomorrowVolume, TomorrowLow, TomorrowHigh, TomorrowClose, TomorrowOpen

R Functions

The following functions are used to interact with the R enviroment

R, RVar

String Manipulation

The following functions can be used to manipulate strings

index, length, substr

Trading Statistics

The following functions return information about the trading statistics of the account/ system. Calling these functions will returns the latest trading statistics and are suitable for use in complex money management or position sizing logic.

TotalTrades, LargestWinningTrade, LargestLosingTrade, LosingTrades, WinningTrades, PerWinningTrades, PerLosingTrades, AvgBarsTrade, AvgBarsLosingTrade, AvgBarsWinningTrade, AvgTrade, AvgLosingTrade, AvgWinningTrade, AccTradehistory, Tradehistory