OPEN_POSITIONS

The positions this algorithm has open, oldest first. It is a list with helpers, not an array: use at(index) rather than [index].

declare const OPEN_POSITIONS: OpenPositions;

interface OpenPositions {
    /** The number of open positions. */
    readonly length: number;
    /** The position at an index, oldest first. */
    at(index: number): Position | undefined;
    /** The position with a broker identifier. */
    get(id: string): Position | undefined;
    /** Closes every open position. */
    closeAll(): void;
    size(): number;
    each(iterator: (position: Position, index: number, list: Position[]) => void): void;
    forEach(iterator: (position: Position, index: number, list: Position[]) => void): void;
    map<T>(iterator: (position: Position, index: number, list: Position[]) => T): T[];
    reduce<T>(iterator: (memo: T, position: Position, index: number, list: Position[]) => T, initialValue: T): T;
    find(predicate: (position: Position) => boolean): Position | undefined;
    filter(predicate: (position: Position) => boolean): Position[];
    reject(predicate: (position: Position) => boolean): Position[];
    every(predicate: (position: Position) => boolean): boolean;
    some(predicate: (position: Position) => boolean): boolean;
    where(fields: PositionFields): Position[];
    findWhere(fields: PositionFields): Position | undefined;
    pluck<K extends keyof Position>(field: K): Array<Position[K]>;
    max(iterator: (position: Position) => number): Position;
    min(iterator: (position: Position) => number): Position;
}

type PositionFields = Partial<Pick<Position, "ID" | "SESSION_ID" | "INSTRUMENT_ID" | "QUANTITY" | "DIRECTION" | "STATUS" | "STOP_LOSS" | "TAKE_PROFIT">>;

Methods

length and size(): the number of open positions, the same as OPEN_POSITIONS_COUNT.
at(index): the position at an index, oldest first. get(id): the position with a broker identifier.
closeAll(): closes them all, like closeAllPositions.
each (or forEach), map, reduce, find, filter, reject, every and some work like the array methods of the same names.
where(fields) and findWhere(fields): the positions, or the first one, whose fields match, such as { DIRECTION: "LONG" }.
pluck(field): one field from each position. max(fn) and min(fn): the position with the largest or smallest value of fn.

Example

function onTick() {
  const target = 15 * PIP_SIZE;
  OPEN_POSITIONS.each((position) => {
    const gained = position.DIRECTION === "LONG" ? BID - position.OPEN_PRICE : position.OPEN_PRICE - ASK;
    if (gained > target) {
      position.close();
    }
  });

  const longs = OPEN_POSITIONS.where({ DIRECTION: "LONG" });
  const profit = OPEN_POSITIONS.reduce((total, position) => {
    return total + position.PROFIT;
  }, 0);
  log(longs.length, "long positions,", profit.toFixed(2), "unrealized");
}

OPEN_POSITIONS

Methods

Example

Related