Infront Portfolio Manager

Functions on trading phases

TradingPhase.exPurchaseDate→Date

Result: The ExKaufDatum function returns the execution date of the purchase. This may deviate from the signal date when using the signal delay.


TradingPhase.exSaleDate→Date

Result: The ExVerkaufsDatum function returns the execution date of the sale. This may deviate from the signal date when using the signal delay.


Trading phase.profit→number

Result: The Profit function returns the price profit (close prices) in the phase period. Trading always takes place on the day following the signal date.


Trading phase.GrossReturn→number

Result: The GrossReturn function provides the trade profit as a percentage without charges, but including slippage.


Trading phase.inPeriods→number

Result: The InPeriods function returns the length of the trading phase in periods.


Trading phase.inYears→number

Result: The InYears function provides the length of the trading phase in years.


Trade phase.purchaseDate→Date

Result: The BuyDate function returns the start date of the trading phase (also for short sales).


Trading phase.limitCancel→Boolean

Result: The LimitCancel function returns "True" if the end of the phase was induced by the limit addition strategy.


Trading phase.MaxDrawDown→number

Result: The MaxDrawDown function returns the maximum unrealized loss that was accepted within the trade.


TradingPhase.CurrentSignalPhases[StartDate;EndDate;Include_Short_Sales;LossLimit]→TradingPhase|BlankList

Start date (date).

End date (date).

Include_short_sales (Boolean).

Loss limit (number).

Result: The MomentaneousSignalPhases function returns the trading phase itself if it corresponds to the specification of the parameters (i.e. runs between <start date> and <end date> and is not a short sale if these are switched off). Otherwise an empty list.


Trading phase.name→string

Result: The Name function returns the name of the security.


Trading phase.netReturn→number

Result: The NetReturn function provides the trade profit as a percentage including charges.


TradingPhase.ShortPhase→Boolean

Result: The ShortPhase function returns "True" if it is a short phase.


TradingPhase.saleDate→Date

Result: The SalesDate function returns the end date of the trading phase.


Trading phase.WP→Securities

Result: The WP function returns the security to which the trading phase relates.