Skip to content
Log inRegister

Algorithm SDK

Position

One position this algorithm opened, as found in OPEN_POSITIONS. Fields are in capitals.

interface Position {
    /** The broker's identifier for the position. */
    readonly ID: string;
    /** The trading session that opened it. Not set in a backtest. */
    readonly SESSION_ID?: string | number;
    /** The instrument it is on, such as "EUR_USD:OANDA". */
    readonly INSTRUMENT_ID: string;
    readonly OPEN_TIME: Date;
    /** The ask for a long position, the bid for a short one. */
    readonly OPEN_PRICE: number;
    /** Size in units of the base currency. */
    readonly QUANTITY: number;
    readonly DIRECTION: "LONG" | "SHORT";
    readonly STATUS: "OPEN" | "CLOSED";
    readonly STOP_LOSS?: number;
    readonly TAKE_PROFIT?: number;
    readonly USED_MARGIN: number;
    /** Unrealized profit in your account currency while open; the realized profit once closed. */
    readonly PROFIT: number;
    readonly CLOSE_TIME?: Date;
    readonly CLOSE_PRICE?: number;
    /** Closes the position at the market. */
    close(): void;
    /** The current profit in your account currency, or null if it cannot be worked out yet. */
    getProfit(): number | null;
}

Fields

Section titled “Fields”
  • ID: the broker’s identifier. INSTRUMENT_ID: the instrument, such as "EUR_USD:OANDA". SESSION_ID: the trading session that opened it; not set in a backtest.
  • DIRECTION: "LONG" (opened with a buy) or "SHORT" (opened with a sell). QUANTITY: the size in units of the base currency.
  • OPEN_TIME and OPEN_PRICE: when and at what price it opened; the ask for a long position, the bid for a short one.
  • STOP_LOSS and TAKE_PROFIT: the exit prices, if set. USED_MARGIN: the margin it holds.
  • STATUS: "OPEN" or "CLOSED". PROFIT: the unrealized profit in your account currency while open, and the broker’s final figure once closed.
  • CLOSE_TIME and CLOSE_PRICE: set once it has closed.

Methods

Section titled “Methods”
  • close(): closes the position at the market.
  • getProfit(): the current profit, or null if it cannot be worked out yet (for example, before a conversion rate has arrived).

Example

Section titled “Example”
function onTick() {
  OPEN_POSITIONS.each((position) => {
    const ageHours = (TIME.getTime() - position.OPEN_TIME.getTime()) / 3600000;
    if (ageHours > 48) {
      log("Closing", position.ID, "after", ageHours.toFixed(0), "hours");
      position.close();
    }
  });
}
Section titled “Related”