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

Index is the position of the parent object in the corresponding data collection, as determined by the context.

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

Serial number is a sequential number assigned to the object represented by the parent node at the moment it is opened.

Serial numbers start at 1 and increment by 1 with each intance of the object that is opened.

Identifier

Identifier is a unique alphanumeric string by which the object represented by the parent node may be unequivocally identified.

The property is what would be used to access a specific known record.

Exchange Id

Exchange ID is a unique identifier the exchange assigns to the order, so that it may be unequivocally identified.

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

Status refers to the state of the object represented by the parent node at the moment of evaluation.

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

Exit type refers to the reason why the object is closed.

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.

In the context of the strategy object:

  • Position Closed: the position was closed.

In the context of the position object:

  • Take Profit: the take profit target was hit.

  • Stop Loss: the stop loss target was hit.

In the context of an order:

  • Closing Stage: the current stage started closing because the Close Stage is opening.

Situation Name

Situation name features the name of the situation that triggered a certain event, which is dependent on the context.

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

Strategy name features the name of the strategy that is currently open.

Algorithm Name

Algorithm name is the name of the execution algorithm that opened the order, as specified in the trading system.

Assigning names to execution algorithms in the definition of the trading system makes tracking the execution of orders easier.

Order Name

Order name is the name of the order as specified in the trading system.

Assigning names to orders in the definition of the trading system makes tracking the execution of orders easier.