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Risk Metrics

by Dave Walton, 4175 days ago
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This script adds two columns, entry price and exit price, in the "Trade -> Realized trades" table of the simulation report. Entry price refers to the execution price of the buy or short order and the exit price refers to the execution price of the sell or cover order. For the positions that are not closed yet, the exit price refers to the last close price.

Here is how it works:

In the "OnEndSimulation" event, the script loops through all positions and creates two new trade metrics using the "AddTradeMetric" function. The first metric is called "Entry Price" and the second one "Exit Price".

After you have downloaded this script, here is how to add it to a trading system:

- Select a trading system then click on "Update"
- Select "Money management" tab then click on "Add an existing money management script"
- Select "Entry Price and Exit Price" then click on "Load Selected Item"
- Click on "Update a trading system" to save your strategy settings

To see the entry and exit price columns, backtest your strategy, select "Trades" then "Realized trades" tab.



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Type: Advanced Money Management

Object ID: 1322


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.