The Initialize method is called first. Override this method to instantiate indicators or other objects you will need during your model's processing.
The Execute method is called once for each bar of data in the history. Override this method to implement your model's trading logic. You are passed the current index into the historical data in the idx parameter.
Goes long at open when a security gaps down 10% and the QQQs gap down 1%. Sells at close. Since the model needs to "peek ahead" at the next bar's open price, it is not able to generate next day alerts.
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The settings here control what data is used when you backtest your Model, as well as the position sizing. Settings information is saved when you save your Model.
|Maximum Drawdown %|
|Maximum Drawdown Date|
|Interest and Commission||Model||Benchmark|
|Cash Interest Earned|
|Margin Interest Paid|
|Number of Positions|
|Number of NSF Positions (not taken)|
|Average Profit %|
|Average Hold Time (Bars)|
|Number of Winners|
|Winners Avg Profit|
|Winners Avg Profit %|
|Winners Avg Hold Time (Bars)|
|Number of Losers|
|Losers Avg Loss|
|Losers Avg Loss %|
|Losers Avg Hold Time (Bars)|
|Position||Symbol||Quantity||Entry Date||Entry Price||Last Price||Profit||Profit %|
|Position||Symbol||Quantity||Entry Date||Entry Price||Exit Date||Exit Price||Profit||Profit %|