Infront Portfolio Manager

Functions on trading system folders

Trading system folder.GetTradeSystem[security;parameter]→trading system

Parameters (collection): By default, the parameters from the trading system formula and the optimization assignments are used. This parameter can also be used to pass external definitions that cover all others. Example of a formula that generates a parameter assignment: makeCollection.Add["Period";250]

Result: The GetTradeSystem function returns the trading system for the folder, security and parameter.


Trading system folder.inputfolder→folder

Result: The InputFolder function returns the input folder of the trading system folder.


TradingSystemFolder.CurrentSignals→List(TradingSystemSignal)

Result: The CurrentSignals function provides all signals according to the evaluation status of the folder.


TradingSystemFolder.CurrentSignalPhases[StartDate;EndDate;Include_Short_Sales;LossLimit]→List(TradingPhase)

Start date (date).

End date (date).

Include_short_sales (Boolean).

Loss limit (number).

Result: The MomentaneousSignalPhases function returns the trading phases if they correspond to the specification of the parameters (i.e. between <start date> and <end date> and are not short sales, provided they are switched off). Otherwise an empty list.

Please also read the section Functions on trend analysis folders.


Trading system folder.OptimizationStatistics→List(Optimization statistics)

Result: The OptimizationStatistics function provides the list of statistics according to the current status of the trading system optimization.


Trading system folder.parameters[Security]→Collection

Result: The Parameters function returns the parameter assignments for the security that were created by the last optimization.