Time series analyis |
Open Source | |
AC | Accelerator Oscillator | ✔ |
ADO | Accumulation/Distribution Oscillator | ✔ |
AGC | Automatic gain control | ✔ |
ADX | Average Directional Movement Index | ✔ |
ADXR | Average Directional Movement Rating | ✔ |
Alligator | Alligator 3-line indicator | ✔ |
ALMA | Arnaud Legoux Moving Average | ✔ |
Amplitude | Amplitude of series | ✔ |
AO | Awesome Oscillator | ✔ |
APO | Absolute Price Oscillator | ✔ |
Aroon | Aroon Indicator | ✔ |
AroonOsc | Aroon Oscillator | ✔ |
ATR | Average True Range, original | ✔ |
ATRS | Average True Range, simple MA | ✔ |
AvgPrice | Average Price | ✔ |
BandPass | Bandpass filter | |
BBands | Bollinger Bands | ✔ |
BBOsc | Bollinger Bands oscillator | ✔ |
Beta | Beta value | ✔ |
BOP | Balance Of Power | ✔ |
Butterworth | Butterworth filter | ✔ |
CBI | Cold Blood Index | |
CCI | Commodity Channel Index | ✔ |
CCYI | Correlation Cycle Indicator | ✔ |
CCYIR | Correlation Cycle Indicator rate of change | ✔ |
CCYIState | Correlation Cycle Market State | ✔ |
ccyMax | Strongest Forex pair | ✔ |
ccyMin | Weakest Forex pair | ✔ |
ccyReset | Initialize currency strength | ✔ |
ccySet | Define currency strength | ✔ |
ccyStrength | Get currency strength | ✔ |
CDL... | 60 traditional candle patterns | ✔ |
CGOsc | Center Of Gravity oscillator | ✔ |
ChandelierLong | Chandelier exit long | ✔ |
ChandelierShort | Chandelier exit short | ✔ |
Chikou | Ichimoku Chikou line | ✔ |
CI | Choppiness Index | ✔ |
CMO | Chande Momentum Oscillator | ✔ |
concave | Curve concavity | |
ConnorsRSI | Connors RSI indicator | ✔ |
Coral | Coral indicator | ✔ |
Correlation | Pearson correlation coefficient | ✔ |
COT | Commitment Of Traders report | ✔ |
COT_CommercialPos | COT commercials net position | ✔ |
COT_CommercialIndex | COT index | ✔ |
COT_OpenInterest | COT open interest | ✔ |
Covariance | Covariance coefficient | ✔ |
crossOver | Curve cross over | |
crossOverF | Fuzzy cross over | |
crossUnder | Curve cross under | |
crossUnderF | Fuzzy cross under | |
CTI | Correlation Trend Indicator | ✔ |
dayClose | Day close | ✔ |
dayHigh | Day high | ✔ |
dayLow | Day low | ✔ |
dayOpen | Day open | ✔ |
dayPivot | Day pivot | ✔ |
DChannel | Donchian Channel | ✔ |
DCOsc | Donchian Channel Oscillator | ✔ |
Decycle | Ehlers' Decycler | ✔ |
DEMA | Double Exponential Moving Average | ✔ |
Divergence | Pricve / Oscillator peak line divergence | ✔ |
DominantPeriod | Fundamental price oscillation | |
DominantPhase | Fundamental price phase | |
DPO | Detrended Price Oscillator | ✔ |
DX | Directional Movement Index | ✔ |
EMA | Exponential Moving Average | ✔ |
ER | Efficiency Ratio | ✔ |
FIR3 | Finite Impulse Response filter, 3 taps | |
FIR4 | Finite Impulse Response filter, 4 taps | |
FIR6 | Finite Impulse Response filter, 6 taps | |
falling | Curve falling | |
fallingF | Curve falling, fuzzy | |
findIdx | Find element | |
Fisher | Fisher transform | ✔ |
FisherInv | Inverse Fisher transform | ✔ |
FisherN | Fisher transform with normalization | ✔ |
FractalDimension | Fractal Dimension | ✔ |
FractalHigh | High Fractal indicator | ✔ |
FractalLow | Low Fractal indicator | ✔ |
frechet | Frechet pattern detection | |
Gauss | Gauss filter | |
HAClose | Haiken Ashi Close | ✔ |
HAHigh | Haiken Ashi High | ✔ |
HALow | Haiken Ashi Low | ✔ |
HAOpen | Haiken Ashi Open | ✔ |
HH | Highest High | ✔ |
HMA | Hull Moving Average | ✔ |
HighPass | Wide highpass filter | |
HighPass1 | 1-pole highpass filter | |
HighPass2 | 2-pole highpass filter | ✔ |
HTDcPeriod | Hilbert transform cycle period | ✔ |
HTDcPhase | Hilbert transform cycle phase | ✔ |
HTPhasor | Hilbert transform phasor components | ✔ |
HTSine | Hilbert transform sine wave | ✔ |
HTTrendline | Hilbert transform instantaneous trendline | ✔ |
HTTrendMode | Hilbert transform trend indicator | ✔ |
Hurst | Hurst exponent | ✔ |
IBS | Internal Bar Strength | ✔ |
Ichimoku | Ichimoku indicator | ✔ |
KAMA | Kaufman Adaptive Moving Average | ✔ |
KAMA2 | KAMA with individual settings | ✔ |
Keltner | Keltner channel | ✔ |
Laguerre | Laguerre lowpass filter | ✔ |
line | Line position at a given bar | ✔ |
LinearReg | Linear regression | ✔ |
LinearRegAngle | Linear regression angle | ✔ |
LinearRegIntercept | Linear regression intercept | ✔ |
LinearRegSlope | Linear regression slope | ✔ |
LL | Lowest Low | ✔ |
LowPass | Lowpass filter | |
LSMA | Least Squares Moving Average | ✔ |
MACD | Moving Average Convergence/Divergence | ✔ |
MACDExt | MACD with various MA types | ✔ |
MACDFix | MACD with standard parameters | ✔ |
MAMA | MESA Adaptive Moving Average | ✔ |
MovingAverage | Moving Average with given type | ✔ |
MovingAverage VariablePeriod |
Moving Average with variable period | ✔ |
MatchIndex | Index of best match | ✔ |
MaxVal | Highest value | ✔ |
MaxIndex | Index of highest value | ✔ |
Median | Median filter | |
MedPrice | Center price of candle | ✔ |
MidPoint | Center value of period | ✔ |
MidPrice | Center price of period | ✔ |
MinVal | Lowest value | ✔ |
MinIndex | Index of lowest value | ✔ |
MinMax | Lowest and highest values | ✔ |
MinMaxIndex | Indexes of lowest and highest values | ✔ |
MMI | Market Meanness Index | ✔ |
MinusDI | Minus Directional Indicator | ✔ |
MinusDM | Minus Directional Movement | ✔ |
Mode | Most frequent value | ✔ |
Mom | Momentum | ✔ |
Moment | Mean, variance, skew, kurtosis | ✔ |
MovingAverage | Moving Average with various MA types | ✔ |
NATR | Normalized Average True Range | ✔ |
Normalize | Normalize to -1 .. +1 | ✔ |
NumInRange | Count ranges in interval | ✔ |
NumDn | Count of falling elements | ✔ |
NumRiseFall | Length of streak | ✔ |
NumUp | Count of rising elements | ✔ |
NumWhiteBlack | Difference of white and black candles | ✔ |
OBV | On Balance Volume | ✔ |
peak | Curve peak | |
peakF | Curve peak, fuzzy | |
Percentile | Percentile | |
PercentRank | Percent rank | |
Pivot | Pivot point | ✔ |
PlusDI | Plus Directional Indicator | ✔ |
PlusDM | Plus Directional Movement | ✔ |
polyfit | Polynomial regression | |
polynom | Regression polynomial | |
PPO | Percentage Price Oscillator | ✔ |
predict | Curve peak / crossover prediction | |
predictMove | Predict price move by statistics | ✔ |
predictSeason | Predict price move by seasonal analysis | ✔ |
ProfitFactor | Ratio of positive to negative returns | ✔ |
QLSMA | Quadratic Least Squares Moving Average | ✔ |
R2 | Determination coefficient | |
Resistance | Resistance line | ✔ |
RET | Rate of change between two points | ✔ |
rising | Curve rising | |
risingF | Curve rising, fuzzy | |
ROC | Rate of change | ✔ |
ROCP | Rate of change percentage | ✔ |
ROCR | Rate of change ratio | ✔ |
ROCL | Logarithmic return | ✔ |
ROCR100 | Rate of change ratio, 100 scale | ✔ |
Roof | Ehlers' roofing filter | ✔ |
RSI | Relative Strength Index, original | ✔ |
RSIS | Relative Strength Index, simple MA | ✔ |
RVI | Ehlers' Relative Vigor Index | ✔ |
SAR | Parabolic SAR | ✔ |
SemiMoment | Mean, downside variance, skew, kurtosis | ✔ |
SentimentLW | Williams' Market Sentiment | ✔ |
SentimentG | Genesis Sentiment Index | ✔ |
ShannonEntropy | Randomness metric | ✔ |
ShannonGain | Expected gain rate | ✔ |
Sharpe | Sharpe ratio | ✔ |
SIROC | Smoothed Rate of Change | ✔ |
slope | Line through minima or maxima | ✔ |
SMA | Simple Moving Average | ✔ |
SMAP | Average of positive values | ✔ |
SMom | Smoothed Momentum | ✔ |
Smooth | Ehlers' super-smoother | ✔ |
Sortino | Sortino ratio | ✔ |
Spearman | Spearman's rank correlation coefficient | ✔ |
Spectrum | Spectral analysis | |
StdDev | Standard deviation | ✔ |
Stoch | Stochastic oscillator | ✔ |
StochEhlers | Ehlers' predictive stochastic | ✔ |
StochF | Stochastic Fast | ✔ |
StochRSI | Stochastic RSI | ✔ |
Sum | Sum of elements | ✔ |
SumDn | Sum of falling elements | ✔ |
SumUp | Sum of rising elements | ✔ |
Support | Support line | ✔ |
T3 | Triple smoothed MA | ✔ |
TEMA | Triple EMA | ✔ |
touch | Curve touches another | |
Trima | Triangular Moving Average | ✔ |
Trix | TEMA rate of change | ✔ |
TrueRange | True range | ✔ |
TSF | Time Series Forecast | ✔ |
TSI | Trend Strength Index | |
TypPrice | Typical price | ✔ |
UltOsc | Ultimate Oscillator | ✔ |
UO | Universal Oscillator | ✔ |
Variance | Variance | ✔ |
valley | Curve valley | |
valleyF | Curve valley, fuzzy | |
Volatility | Annualized volatility | ✔ |
VolatilityC | Chaikin Volatility indicator | ✔ |
VolatilityMM | Min/Max volatility | ✔ |
VolatilityOV | Empirical volatility | ✔ |
WCLPrice | Weighted Close Price | ✔ |
WillR | Williams' Percent Range | ✔ |
WMA | Weighted Moving Average | ✔ |
yield | Riskfree interest rate | ✔ |
ZigZag | ZigZag indicator | ✔ |
ZMA | Zero-lag Moving Average | ✔ |
Markets & trading |
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adviseLong/Short | Machine learning indicator | |
algo | Select algorithm | |
asset | Select asset | |
assetAdd | Add asset to list | |
assetHistory | Download price history | |
assetList | Select asset list | |
assetSource | Set up online data source | |
assetType | Type of asset | |
assign | Convert portfolio weights | |
brokerAccount | Retrieve account status | |
brokerAsset | Download asset parameters | |
brokerCommand | Send special command to broker | |
brokerRequest | Send a REST API request to broker | |
brokerTrades | Download list of open positons | |
cancelTrade | Undo trade | |
combo | Combine options to a combo | ✔ |
comboAdd | Add option to a combo | |
comboContract | Return contract of a combo leg | ✔ |
comboLeg | Select a combo leg | |
comboLegs | Return number of combo legs | |
comboMargin | Calculate the margin cost of a combo | ✔ |
comboStrike | Return strike of given combo leg | ✔ |
comboPremium | Calculate combo premium | ✔ |
comboProfit | Calculate combo profit | ✔ |
comboRisk | Calculate maximum possible loss | ✔ |
comboType | Detect type of a combo | ✔ |
contract | Select option/future contract | |
contractCheck | Check for termination | |
contractCPD | Price probability analysis | |
contractDays | Contract duration | |
contractDelta | Delta value from strike | ✔ |
contractExercise | Exercise option | |
contractFind | Find contract by parameter | |
contractIntrinsic | Intrinsic value | ✔ |
contractMargin | Calculate contract margin | ✔ |
contractNext | Next contract in chain | |
contractPosition | Get current position size | |
contractPrice | Get current value | |
contractProfit | Get current profit/loss | |
contractRecord | Save contract chain to history | ✔ |
contractRoll | Roll expired contract forward | ✔ |
contractSellUnderlying | Sell assigned stock from exercised contracts | ✔ |
contractStrike | Strike value from Delta | ✔ |
contractUnderlying | Unadjusted underlying price | ✔ |
contractUpdate | Load contract chain | |
contractVal | Calculate option value | ✔ |
contractVol | Calculate implied volatiltiy | ✔ |
cpd | Predicted price probability | |
cpdv | Price at given probability | |
dataDownload | Market data from online source | |
dataFromCSV | Market data from CSV file | |
dataFromQuandl | Market reports from Quandl™ | ✔ |
distribute | Calculate portfolio weights | |
enterLong/Short | Open position | |
enterTrade | Add position from template | |
exitLong/Short | Close one or several positions | |
exitTrade | Close selected position | |
for(trades...) | Enumerate trades, assets, algos | |
frame | Timeframe state | |
frameSync | Timeframe synchronization | |
knapsack | Optimize asset amounts | |
loadStatus | Load system status | |
login | Connect to broker | |
loop | Loop through assets/algos | |
marketVal | Bar value (spread) | |
marketVol | Bar value (volume) | |
markowitz | Mean-variance optimization | |
markowitzReturn | Max return for given variance | |
markowitzVariance | Min variance for given return | |
optimize | Optimal parameter value | |
orderCVD | Order flow analysis | |
orderUpdate | Read order book | |
price | Mean price at bar | |
priceClose | Close at bar | |
priceHigh | High at bar | |
priceLow | Low at bar | |
priceOpen | Open at bar | |
priceQuote | Enter current price | |
priceRecord | Save price to history | |
priceSet | Modify price at bar | |
results | Statistics of trade results | |
saveStatus | Save system status | |
seriesO/H/L/C | Price series | |
suspended | Trading permission | |
tradeUpdate | Resize or update trade parameters | |
tradeUpdatePool | Synchronize virtual and pool trades | |
Math & misc |
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abs | Magnitude | |
aboveF | Fuzzy >= | |
andF | Fuzzy && (and) | |
asin | Arc sine | |
acos | Arc cosine | |
atan | Arc tangent | |
atan2 | Arc tangent, high precision | |
belowF | Fuzzy <= | |
between | Range check | |
betweenF | Fuzzy range check | |
cdf | Gaussian cumulative distribution | |
ceil | Round up | |
center | Center about median | |
changed | Change of value | ✔ |
clamp | Limits | |
compress | Scale to +/-100 | |
cos | Cosine | |
cosh | Hyperbolic cosine | |
cum | Accumulation function | ✔ |
diff | Change since last bar | |
dnorm | Gaussian probability | |
equalF | Fuzzy == | |
erf | Statistical error function | |
exp | Exponential | |
filter | 1D covolution filter | |
fix0 | Safe division | ✔ |
floor | Round down | |
fmod | Fractional modulo | |
fuzzy | Defuzzyfication | |
genNoise | Random noise | ✔ |
genSine | Sine wave chirp | ✔ |
genSquare | Square wave chirp | ✔ |
hmac | Cryptographic hash | |
ifelse | Conditional assignment | |
invalid | Invalid value | |
log | Logarithm | |
max | Maximum | |
min | Minimum | |
modf | Fractional part | |
normalize | Normalize to +/-100 | |
notF | Fuzzy ! (not) | |
once | First occurrence | |
orF | Fuzzy || (or) | |
pow | Nth power, Nth root | |
qnorm | Gaussian distribution value | |
random | Random number generator | |
ref | Value at bar | ✔ |
renorm | Multiply and normalize | |
round | Round to next integer | |
roundto | Round to next step | |
scale | Center and scale to +/-100 | |
seed | Random number initialization | |
sign | Sign | |
sin | Sine | |
sinh | Hyperbolic sine | |
sqrt | Square root | |
tan | Tangent | |
tanh | Hyperbolic tangent | |
valuewhen | Conditional array access | ✔ |
zscore | Z-Score | |
Time / date |
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at | Event at time of day | ✔ |
barssince | Bars since condition became true | ✔ |
day | Day of month | |
dmy | YYYYMMDD to OLE time/date | ✔ |
dom | Days in month | |
dow | Day of week | |
dst | Daylight saving time | |
hour | UTC hour | |
ldow | Day of week at time zone | |
lhour | Hour at time zone | |
ltod | HHMM at time zone | |
market | Market open time | |
minute | Minute | |
minutesAgo | Bar distance in minutes | |
minutesWithin | Bar length in minutes | |
month | Month at given bar | |
mtu | OLE time/date from Unix time | |
ndow | N-th weekday of month | |
nthDay | Date of n-th weekday of month | ✔ |
second | Second with microseconds | |
tdm | Trading day of month | |
timeOffset | Bar at given time | |
tom | Trading days in month | |
tod | HHMM time of day | |
tow | DHHMM time of week | |
ltow | DHHMM at time zone | |
utm | Unix time | |
wdate | OLE time/date | |
wdateBar | OLE time/date at bar | |
wdatef | OLE time/date from string | |
week | Week number | |
workday | Workday or holiday | |
year | Year at given bar | |
ymd | OLE time/date to YYYYMMDD | ✔ |
Data structures |
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atof | String to var | |
atoi | String to int | |
conv | Convert array or time series | |
dataAppend | Extend dataset | |
dataAppendRow | Extend dataset by row | |
dataChart | Plot dataset content | |
dataClip | Remove records | |
dataCol | Extract data column | |
dataCompress | Remove duplicates | |
dataFind | Find date/time in dataset | |
dataLoad | Load dataset | |
dataInt | Get integer from field | |
dataMerge | Merge two datasets | |
dataNew | Create dataset | |
dataParse | Create dataset from CSV | |
dataParseJSON | Create OHLC dataset from JSON | |
dataSave | Save dataset | |
dataSaveCSV | Save dataset to CSV | |
dataSet | Set dataset field | |
dataSize | Get dataset format | |
dataSort | Sort dataset by date | |
dataStr | Get string from field | |
dataVar | Get variable from field | |
filter | Convolution filter | |
matrix | Matrix / vector creation | |
me | Matrix element | |
matAdd | Matrix addition | |
matMul | Matrix multiplication | |
matScale | Matrix scaling | |
matSet | Matrix copy | |
matSub | Matrix subtraction | |
matTrans | Matrix transpose | |
randomize | Shuffle array or time series | |
renorm | Normalize array | |
ref | Reference past value | |
rev | Reverse array or time series | |
series | Create time series | |
sftoa | Convert number to string | |
shift | Shift array or time series | |
sortData | Sort array | |
sortIdx | Create sort index | |
sortRank | Create ranking list | |
strcat | Append string | |
strcmp | Compare strings | |
strcpy | Copy string | |
strlen | String length | |
strstr | Find substring | |
strchr | Find character | |
strrchr | Find character from end | |
strtok | Tokenize string | |
strvar | Variable from ini string | |
strtext | Text from ini string | |
strdate | Time/date to string | |
strf | Variables to string | |
strx | Replace substrings | |
strxc | Replace characters | |
strmid | Strip string | |
strcount | Count characters | |
strw | Wide string | |
stridx | String to index | |
strxid | Index to string | |
strtr | Trade ID string | |
strcon | Contract ID string | |
sprintf | Print into string | |
sscanf | Parse string | |
ve | Vector element | |
Input / output |
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color | Define color range | |
colorScale | Brighten / darken color | |
dataParse | Create dataset from CSV | |
dataParseJSON | Create OHLC dataset from JSON | |
Send email | ||
file_append | Append data to end of file | |
file_appendfront | Append data to begin of file | |
file_content | Read content of file | |
file_copy | Copy file | |
file_date | File date | |
file_delete | Delete file | |
file_length | File size | |
file_next | Read directory | |
file_read | Read file to string | |
file_select | Open file dialog box | |
file_write | Write string to file | |
ftp_download | Download file from FTP server | |
ftp_upload | Upload file to FTP server | |
ftp_getdate | Get file date and size from FTP server | |
ftp_stop | Stop the current FTP transfer | |
ftp_size | Size of the received file | |
ftp_sent | Size of the sent file | |
ftp_timestamp | Get file timestamp | |
ftp_status | FTP transfer status | |
ftp_log | Enables FTP logging | |
getvar | Get system-wide variable | |
http_transfer | Load data from website | |
http_request | Send HTTP request | |
http_post | Start HTTP POST transfer | |
http_proxy | Define a proxy server | |
http_status | HTTP transfer status | |
http_result | Retrieve received file | |
http_free | Stop current HTTP transfer | |
keys | Send keystrokes to window | |
mouse | Mouse position | |
msg | Message box | |
panel | Create user panel from spreadsheet | |
panelFix | Determine panel scroll area | |
panelGet | Get data from user panel | |
panelLoad | Load panel state | |
panelMerge | Merge cells on panel | |
panelSave | Save panel state | |
panelSet | Update user panel or action scrollbox | |
plot | Plot curve | |
plotBar | Plot histogram bar | |
plotBuyHold | Plot a buy-and-hold benchmark | ✔ |
plotChart | Update histogram | |
plotContract | Plot option payoff diagram | ✔ |
plotCorrelogram | Plot autocorrelation histogram | ✔ |
plotData | Get plot data for export | |
plotDay | Daily seasonal analysis | ✔ |
plotDayProfit | Daily profit histogram | ✔ |
plotGraph | Plot symbol | |
plotHeatmap | Plot heatmap matrix | ✔ |
plotHistogram | Plot a general histogram | ✔ |
plotMAEGraph | Max adverse excursions histogram | ✔ |
plotMAEPercentGraph | Max adverse excursions in percent | ✔ |
plotMFEGraph | Max favorable excursion histogram | ✔ |
plotMFEPercentGraph | Max favorable excursions in percent | ✔ |
plotMonth | Monthly seasonal analysis | ✔ |
plotMonthProfit | Monthly profit histogram | ✔ |
plotPriceProfile | Price difference histogram | ✔ |
plotQuarterProfit | Quarterly profit histogram | ✔ |
plotTradeProfile | Profit distribution histogram | ✔ |
plotWeek | Weekly seasonal analysis | ✔ |
plotWeekProfit | Weekly profit histogram | ✔ |
plotWFOCycle | WFO cycle analysis | ✔ |
plotWFOProfit | Per-cycle profit histogram | ✔ |
plotYear | Annual seasonal analysis | ✔ |
printf | Print message | |
Print to target | ||
progress | Progress bar | |
putvar | Set system-wide variable | |
pyInt | Integer from Python variable | |
pySet | Send variables to Python | |
pyStart | Start Python session | |
pyVar | Double float from Python variable | |
pyVec | Array from Python variable | |
pyX | Execute Python code | |
Rd | Double float from R expression | |
Ri | Integer from R expression | |
Rrun | R status | |
Rset | Send variables to R | |
Rstart | Start R session | |
Rv | Array from R expression | |
Rx | Execute R expression | |
report | Generate performance report | |
slider | Slider input | |
sound | Play WAV file | |
window | Find active window | |
System |
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call | Run function at event | |
exec | Run external program | |
free | Free memory area | |
GetProcAddress | Get DLL function | |
ignore | Suppress error message | |
ifelse | Conditional assignment | |
is | System flag state | |
isf | Flag state of a variable | |
LoadLibrary | Open DLL | |
lock | Protect code against interruption | |
malloc | Allocate memory area | |
memcmp | Compare memory | |
memcpy | Copy memory area | |
memory | Get memory allocation | |
memset | Fill memory area | |
of | Enumerate elements in a loop | |
once | First condition change | |
quit | Terminate simulation | |
realloc | Change memory area | |
require | Require software version | |
resf | Reset flag of a variable | |
set | Set or reset system flag | |
setf | Set flag of a variable | |
timer | Performance timer | |
unlock | Unlock code | |
version | Software version | |
wait | Pause | |
watch | Debugging info | |
Win32 API | Windows API functions | |
zalloc | Allocate temporary memory space | |
zInit | Initialize multiprocess communication | |
zClose | Stop process | |
zData | Exchange process information | |
zOpen | Start process | |
zStatus | Get process status | |
Optional user-supplied functions |
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bar | Special bar definition (Renko, Kagi, etc) | |
click | Button click function | |
callback | Callback for broker API and messages | |
cleanup | Run once at the end | |
error | Run at any error | |
evaluate | Evaluate strategy results | |
manage | Trade micromanagement | |
main | Run once at the begin. | |
neural | External machine learning and prediction | |
objective | Parameter optimization target | |
order | Special order transmission | |
parameters | Parameter optimization setup | |
run | Run at any bar | |
tick | Run at any incoming price | |
tock | Run at fixed time intervals | |
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