AFL Template & Looping Reference Library

[Nick Radge]

Post and share any AFL templates you’ve created herein for the benefit of other members.

Feel free to add anything new, something we’ve missed or something you can do better.

[Nick Radge]

Historical Database Template

Code:

_SECTION_BEGIN(“Historical Data Base Testing”);
//=================================================================================
//Historical Data Base Testing
//=================================================================================
ASXList = ParamList(“ASX Historical Watchlist:”,”1: Off|2: ASX 20|3: ASX 50|4: ASX 100|5: ASX 200|6: ASX 300|7: ASX All Ordinaries|8: ASX Small Ordinaries|9: ASX Emerging Companies|10: Excluding ASX 300″,0);

if(ASXList == “1: Off”) HistDB = 1;
if(ASXList == “2: ASX 20”) HistDB = IsIndexConstituent(“$XTL”);
if(ASXList == “3: ASX 50”) HistDB = IsIndexConstituent(“$XFL”);
if(ASXList == “4: ASX 100”) HistDB = IsIndexConstituent(“$XTO”);
if(ASXList == “5: ASX 200”) HistDB = IsIndexConstituent(“$XJO”);
if(ASXList == “6: ASX 300”) HistDB = IsIndexConstituent(“$XKO”);
if(ASXList == “7: ASX All Ordinaries”) HistDB = IsIndexConstituent(“$XAO”);
if(ASXList == “8: ASX Small Ordinaries”) HistDB = IsIndexConstituent(“$XSO”);
if(ASXList == “9: ASX Emerging Companies”) HistDB = IsIndexConstituent(“$XEC”);
if(ASXList == “10: Excluding ASX 300”) HistDB = IsIndexConstituent(“$XKO”)==0;

//———————————————————————————
USList = ParamList(“US Historical Watchlist:”,”1: Off|2: Russell 1000|3: Russell 2000|4: Russell 3000|5: NASDAQ 100|6: Dow Jones Industrial Average|7: S&P 500|8: S&P 100|9: S&P MidCap 400|10: S&P SmallCap 600|11: S&P 1500|12: Russell MicroCap|13: Russell MidCap”,0);

if(USList == “1: Off”) USHistDB = 1;
if(USList == “2: Russell 1000”) USHistDB = IsIndexConstituent(“$RUI”);
if(USList == “3: Russell 2000”) USHistDB = IsIndexConstituent(“$RUT”);
if(USList == “4: Russell 3000”) USHistDB = IsIndexConstituent(“$RUA”);
if(USList == “5: NASDAQ 100”) USHistDB = IsIndexConstituent(“$NDX”);
if(USList == “6: Dow Jones Industrial Average”) USHistDB = IsIndexConstituent(“$DJI”);
if(USList == “7: S&P 500”) USHistDB = IsIndexConstituent(“$SPX”);
if(USList == “8: S&P 100”) USHistDB = IsIndexConstituent(“$OEX”);
if(USList == “9: S&P MidCap 400”) USHistDB = IsIndexConstituent(“$MID”);
if(USList == “10: S&P SmallCap 600”) USHistDB = IsIndexConstituent(“$SML”);
if(USList == “11: S&P 1500”) USHistDB = IsIndexConstituent(“$SP1500”);
if(USList == “12: Russell MicroCap”) USHistDB = IsIndexConstituent(“$RUMIC”);
if(USList == “13: Russell MidCap”) USHistDB = IsIndexConstituent(“$RMC”);

//———————————————————————————
HDBFilter = HistDB AND USHistDB;

//=================================================================================
_SECTION_END();

[Nick Radge]

Index Filter Code

Code:

_SECTION_BEGIN (“Index Filter”);
//=================================================================================
//Index Filter
//=================================================================================
IndexTog = ParamToggle(“Index Filter:”,”Off|On”);
“”;
“Index Filter”;
IndexCode = ParamStr(“Index Symbol”,”$XAO.asx”);
Index = Foreign(IndexCode,”C”);
IndMA = Param(“Index MA”,50,1,200,1);

IndFiltUp = Index > MA(Index,IndMA);
IndFiltL = IIf(IndexTog,IndFiltUp,1);

//=================================================================================
_SECTION_END();

[Nick Radge]

Price and Volume Filters

Code:

_SECTION_BEGIN (“Optional Price & Volume Filters”);
//=====================================================
//Optional Price & Volume Filters
//=====================================================
PriceTog = ParamToggle(“Price Filter”,”On|Off”);
MinSP = Param(“Minimum Share Price – $”,0.20,0.00,1000,0.01);
MaxSP = Param(“Maximum Share Price – $”,100,0.00,1000,0.01);
MinMaxSP = C >= MinSP AND C <= MaxSP; PriceFilt = IIf(PriceTog,MinMaxSP,1); //--------------------------------------------------------------------------------- TOTog = ParamToggle("Turnover Filter","Off|On"); Turnover = C*V; MinTO = Param("Minimum Turnover - $",300000,0,10000000,1000); TOMA = Param("Turnover MA",5,1,200,1); AveTO = MA(Turnover,TOMA); TOFilter = AveTO > MinTO AND Turnover > MinTO;
TOFilt = IIf(TOTog,TOFilter,1);
//———————————————————————————
VolTog = ParamToggle(“Volume Filter”,”Off|On”);
MinVol = Param(“Minimum Volume”,300000,0,10000000,1000);
VolFilter = Volume > MinVol;
VolFilt = IIf(VolTog,VolFilter,1);
//———————————————————————————
AveVolTog = ParamToggle(“Average Volume Filter”,”Off|On”);
MinAveVol = Param(“Minimum Average Volume”,300000,0,10000000,1000);
AVPer = Param(“Volume EMA”,7,1,200,1);
AveVol = EMA(V,AVPer) > MinAveVol;
AveVolFilt = IIf(AveVolTog,AveVol,1);
//———————————————————————————
OptFilt = PriceFilt AND TOFilt AND VolFilt AND AveVolFilt;

//====================================================
_SECTION_END();

[LeeDanello]

Best we save these as snippets

[Stephen James]

Profit Target Looping

Code:

Buy = 0;
Sell = 0;
LStop = Null;
PriceAtBuy = 0;
LBIT = 0;
ProfitTarget = Null;

for (j = 1; j < BarCount; j++) { if (PriceAtBuy==0 AND LE[j]) { Buy[j] = True; BuyPrice[j] = Open[j]; PriceAtBuy = BuyPrice[j]; LStop[j] = Max(TrailStop[j-1],TrailStop[j]); LStop[j-1] = TrailStop[j-1]; ProfitTarget[j] = PriceAtBuy*1.2; LBIT[j] = 1; if (LBIT[j]==1 AND L[j] <= LStop[j-1])//low breaches the stop price set yesterday { Sell[j] = True; SellPrice[j] = Min(Open[j],LStop[j-1]);//accounts for an opening gap down PriceAtBuy = 0; } } else if (PriceAtBuy > 0)
{
LBIT[j] = LBIT[j-1]+1;

if (LBIT[j]>1)
{
LStop[j] = Max(LStop[j-1],TrailStop[j]);
ProfitTarget[j] = ProfitTarget[j-1];//forms an array in the same manner as trail stop
}

if (LBIT[j]>1 AND H[j] >= ProfitTarget[j-1])//high breaches profit target
{
Sell[j] = True;
SellPrice[j] = Max(Open[j],ProfitTarget[j-1]);//accounts for opening gap higher
PriceAtBuy = 0;
}

if (LBIT[j]>1 AND L[j] <= LStop[j-1]) { Sell[j] = True; SellPrice[j] = Min(Open[j],LStop[j-1]); PriceAtBuy = 0; } } }

[Stephen James]

ASX Tick Sizes

Code:

TS = IIf(C < 0.10, 0.001, IIf(C < 2.00, 0.005, 0.01));

[Nick Radge]

Linear Regress Slope (Andreas Clenow “Stock on the Move”

Code:

LogOfPrice = ln( C );
ExponentialSlope = LinRegSlope( LogOfPrice, LookbackTimeframe );
AnnualizedSlope = 100 * ( ( exp( ExponentialSlope ) ) ^ 250 – 1 );
R2 = Correlation( LogOfPrice, BarIndex(), LookbackTimeframe ) ^ 2;
AdjustedSlope = IIf( InIndex, AnnualizedSlope * R2, Null );

[Stephen James]

Position Sizing Options – Long and Short system

Code:

LRiskAmnt = P – LIS; //Price minus Long Initial stop
SRiskAmnt = SIS – P; //Short Initial stop minus Price
“”;
“Position Sizing Method:”;
PosSizeMethod = ParamList(“Position Sizing Method:”,”Fixed Fractional Risk %|Fixed $ Risk Amount|Fixed $ Total Position Size|Fixed % of Portfolio Equity”,0);

//Fixed Fractional Risk Percentage
Risk1Pcnt = Param(“Fixed Fractional Risk %”,1,0.01,5,0.01);
Risk1 = IIf(Buy,Risk1Pcnt*Ref(P,-1)/Ref(LRiskAmnt,-1),Risk1Pcnt*Ref(P,-1)/Ref(SRiskAmnt,-1));
//Fixed $ Risk Amount
Risk2Amnt = Param (“Fixed $ Risk Ammount”,1000,1,100000,100);
Risk2 = IIf(Buy,Risk2Amnt*Ref(P,-1)/Ref(LRiskAmnt,-1),Risk2Amnt*Ref(P,-1)/Ref(SRiskAmnt,-1));
//Fixed $ Position Size
FDAmount = Param (“Fixed $ Total Position Size”,5000,100,100000,100);
//Fixed % of Portfolio Equity
FPAmount = Param(“Fixed % of Portfolio Equity”,5,1,100,1);

if(PosSizeMethod == “Fixed Fractional Risk %”) SetPositionSize(Risk1,spsPercentOfEquity);
if(PosSizeMethod == “Fixed $ Risk Amount”) SetPositionSize(Risk2,spsShares);
if(PosSizeMethod == “Fixed $ Total Position Size”) SetPositionSize(FDAmount,spsValue);
if(PosSizeMethod == “Fixed % of Portfolio Equity”) SetPositionSize(FPAmount,spsPercentOfEquity);

[Stephen James]

Breakeven Trail Stop looping

Code:

Buy = 0;
Sell = 0;
LStop = Null;
PriceAtBuy = 0;
LBIT = 0;
BELevel = Null; //initiated to Null

for (j = 1; j < BarCount; j++) { if (PriceAtBuy==0 AND LE[j]) { Buy[j] = True; BuyPrice[j] = Open[j]; PriceAtBuy = BuyPrice[j]; LStop[j] = Max(TrailStop[j-1],TrailStop[j]); LStop[j-1] = TrailStop[j-1]; BELevel[j] = PriceAtBuy; //assign PriceAtBuy which contains the BuyPrice to the array LBIT[j] = 1; if (LBIT[j]==1 AND L[j] <= LStop[j-1]) { Sell[j] = True; SellPrice[j] = Min(Open[j],LStop[j-1]); PriceAtBuy = 0; } } else if (PriceAtBuy > 0)
{
LBIT[j] = LBIT[j-1]+1;

if (LBIT[j]>1)
{
LStop[j] = Max(LStop[j-1],TrailStop[j]);
BELevel[j] = BELevel[j-1]; //continuation of the array
}

if (LBIT[j]>1 AND Close[j] > (BELevel[j-1]*1.1)) //condition to move stop to BE
{
LStop[j] = Max(LStop[j],BELevel[j-1]); //stop reset to continue higher
}

if (LBIT[j]>1 AND L[j] <= LStop[j-1]) { Sell[j] = True; SellPrice[j] = Min(Open[j],LStop[j-1]); PriceAtBuy = 0; } } }

[Stephen James]

Template for an ‘n’ Bar Exit (or stale exit). Designed to use with other exits so FlagExit can be used for the exploration and plotting of exit signals.

Code:

ExitBars = Param(“# Exit Bars”,5,2,100,1);

//=================================================================================
//Looping
//=================================================================================
Buy = 0;
Sell = 0;
PriceAtBuy = 0;
LBIT = 0;
FlagExit = 0;
//=================================================================================
for (j = 1; j < BarCount; j++) { if (PriceAtBuy==0 AND LE[j]) { Buy[j] = True; PriceAtBuy = LEPrice[j]; BuyPrice[j] = LEPrice[j]; LBIT[j] = 1; } else if (PriceAtBuy > 0)
{
LBIT[j] = LBIT[j-1]+1;

if (LBIT[j] == ExitBars)
{
FlagExit[j] = True;
}

if (LBIT[j] > ExitBars)
{
Sell[j] = True;
SellPrice[j] = Open[j];
PriceAtBuy = 0;
}
}
}

[Stephen James]

Rounded tick sizes for ASX (US can just use 0.01 for tick) for Buy Limit Orders. Other rounding options are ‘floor’ or ‘ceiling’ (search user guide).

Code:

Tick = IIf(OrderPrice<0.10,0.001,IIf(OrderPrice<2.00,0.005,0.01));
BuyLimVal = round(OrderPrice/Tick);
BuyLimit = BuyLimVal * Tick;

[Stephen James]

Looping template with line by line explanation

Code:

//=====================================================================
//Looping
//=====================================================================
Buy = 0; //Initialised to zero as no position active yet
Sell = 0; //Initialised to zero as no position active yet
PriceAtBuy = 0; //Holds BuyPrice in the looping – set to zero to start as no position active yet
LBIT = 0; //Long Bars In Trade – becomes a bar counter while position is active
LStop = Null; //Used for a trail stop. Initialised to Null (empty) so it only plots when a position is on
//Initialising to zero would have the stop starting at zero and plotting on all bars.
//———————————————————————

for (j = 1; j < BarCount; j++) //loop through all bars { //opening brace for section 1 if (PriceAtBuy==0 AND LE[j]) //LE (trigger bar) is true { //opening brace for section 2 Buy[j] = True; //Buy initiated on this bar BuyPrice[j] = LEPrice[j]; //BuyPrice set as LEPrice which is an identifier set in general code - eg a buy limit level. PriceAtBuy = LEPrice[j]; //PriceAtBuy now holds the buy price - note: no bar reference on PriceAtBuy LStop[j] = Max(TrailStop[j-1],TrailStop[j]); //trail stop is set to only go up LStop[j-1] = TrailStop[j-1]; //trail stop starts from setup bar when orders are determined LBIT[j] = 1; //barcounter starts at this bar if (LBIT[j]==1 AND L[j] <= LStop[j-1]) //Trail stop that may exit on same bar as entry. { //opening brace for section 3 Sell[j] = True; //Sell is true on this bar SellPrice[j] = Min(Open[j],LStop[j-1]); //Sell Price is the minimum of the Open at last bar or the trail stop level on bar before PriceAtBuy = 0; //variable reset to zero as no longer a position active } //closing brace for section 3 } //closing brace for section 2 else //if the previous section was not true then this if (PriceAtBuy > 0) //variable above zero so a position still open
{ //opening brace for section 4
LBIT[j] = LBIT[j-1]+1; //bar counter increments by 1

if (LBIT[j]>1)
{ //opening brace for section 5
LStop[j] = Max(LStop[j-1],TrailStop[j]); //trail stop set to always go up
} //closing brace section 5

if (LBIT[j]>1 AND L[j] <= LStop[j-1]) //check for exits again { //opeing brace section 6 Sell[j] = True; //Sell is true on this bar SellPrice[j] = Min(Open[j],LStop[j-1]); //Sell Price is the minimum of the Open at last bar or the trail stop level on bar before PriceAtBuy = 0; //variable reset to zero as no position } //closing brace for section 6 } //closing brace for section 4 } //closing brace for section 1

[LeeDanello]

Enhanced Profit Table

Code:

EnableTextOutput( 3 ); // enable HTML output into report (Version 5.84 or higher!)

function CalendarDays()
{
ddsince1900 = DaysSince1900();
result = ddsince1900 – ddsince1900[0];
return result;
}

// — MaxDD —
EQ = C;
MaxEQ = Highest( EQ );
DD = EQ – MaxEQ;
MaxDD = Lowest( DD );
DDpct = 100 * ( EQ – MaxEQ ) / MaxEQ;
MaxDDpct = Lowest( DDpct );

// — CAR —
bi = BarIndex();
fbr = Status( “firstbarinrange” );
lbr = Status( “lastbarinrange” );
fbrbi = LastValue( ValueWhen( fbr, bi ) );
lbrbi = LastValue( ValueWhen( lbr, bi ) );
cd = CalendarDays();
Days = cd[ lbrbi ] – cd[ fbrbi ];
CAR = 100 * ( ( eq / eq[ fbrbi ] ) ^ ( 365 / Days ) – 1 );

fillText = StrFormat( ” “);

Title = StrFormat( “Equity = $ %.2f%%, CAR = %.2f%%, MaxDD = $ %.2f%%, (= %.2f%%)”, EQ, CAR, MaxDD, MaxDDpct );

SetGradientFill( colorDarkGreen, ColorRGB( 0, 204, 0 ), 0 );

Plot( EQ, “Portfolio Equity”, colorDarkGreen, styleGradient | styleLine );

// — drawdown trenches in red —
PlotOHLC( MaxEQ, MaxEQ, EQ, MaxEQ, “”, colorRed, styleCloud );

// — paint log graph —
SetChartOptions( 2, chartLogarithmic );

////////////////////////////////////////////////////////////////////////////

////////////////////////////
// From: 3. Profit Table.afl
////////////////////////////

yr = Year();
mo = Month();

YearChange = yr != Ref( yr, 1 );
MonChange = mo != Ref( mo, 1 );

FirstYr = 0;
LastYr = 0;

startbar = 0;

////////////////////////////
// SKIP non-trading bars
////////////////////////////

for ( i = 0; i < BarCount; i++ ) { if ( eq[ i ] ) { startbar = i; break; } } //////////////////////////// // collect yearly / monthly changes in equity // into dynamic variables //////////////////////////// LastYrValue = eq[ startbar ]; LastMoValue = eq[ startbar ]; MaxYrProfit = MinYrProfit = 0; MaxMoProfit = MinMoProfit = 0; MaxYearEQ = YearDD = MaxYearDD = 0; for ( i = startbar + 1; i < BarCount; i++ ) { MaxYearEQ = Max( EQ[ i ], MaxYearEQ ); YearDD = Nz( 100 * ( EQ[ i ] - MaxYearEQ ) / MaxYearEQ ); MaxYearDD = Min( YearDD, MaxYearDD ); if ( YearChange[ i ] || i == BarCount - 1 ) { Chg = 100 * ( -1 + eq[ i ] / LastYrValue ); VarSet( "ChgYear" + yr[ i ], Chg ); MaxYrProfit = Max( MaxYrProfit, Chg ); MinYrProfit = Min( MinYrProfit, Chg ); if ( FirstYr == 0 ) FirstYr = yr[ i ]; LastYr = yr[ i ]; LastYrValue = eq[ i ]; VarSet("MaxYearDD"+ yr[ i - 1 ], MaxYearDD ); MaxYearEQ = YearDD = MaxYearDD = 0; } if ( MonChange [ i ] || i == BarCount - 1 ) { mon = mo[ i ]; Chg = 100 * ( -1 + eq[ i ] / LastMoValue ); VarSet( "ChgMon" + yr[ i ] + "-" + mon, Chg ); VarSet( "SumChgMon" + mon, Chg + Nz( VarGet( "SumChgMon" + mon ) ) ); VarSet( "SumMon" + mon, 1 + Nz( VarGet( "SumMon" + mon ) ) ); MaxMoProfit = Max( MaxMoProfit, Chg ); MinMoProfit = Min( MinMoProfit, Chg ); LastMoValue = eq[ i ]; } } MonthNames = "Jan,Feb,Mar,Apr,May,Jun,Jul,Aug,Sep,Oct,Nov,Dec"; function GenProfitTableHTML( ) { printf( "

n” );

printf( “

n” );

Header = “Year,” + MonthNames + “,Yr%%,” + “MDD”;

for ( Col = 0; ( Colname = StrExtract( Header, Col ) ) != “”; Col++ )
{
printf( “

” );
}

printf( “

n” );

for ( y = FirstYr; y <= LastYr; y++ ) { //Color = ColorRGB( IIf( row == 0 || col == 0 || col == 13, 220, 255 ), 255, IIf( row % 2, 255, 220 ) ); // new row if ( y % 2 ) printf( "

n

n

“, y );

for ( m = 1; m <= 12; m++ ) { Chg = VarGet( "ChgMon" + y + "-" + m ); if ( NOT IsNull( Chg ) ) { if ( Chg >= 0 )
printf( “

“, Chg );
else
printf( “

“, Chg );
}
else
printf( “

” );
}

if ( y % 2 )
printf( “

“, x );
else
printf( “%.1f%%

“, x );
Printf( “

“, z );
printf( “

n” ); // end row
}

printf( “

n” ); // new row

printf( “

” );

for ( m = 1; m <= 12; m++ ) { x = Nz( VarGet( "SumChgMon" + m ) / VarGet( "SumMon" + m ) ); if ( x >= 0 )
printf( “

“, x );
else
printf( “

“, x );
}
if ( CAR[ BarCount-1 ] >= 0 )
printf( “

“, CAR[ BarCount-1 ] );
//PrintInCell( StrFormat(“%.1f”, CAR[ BarCount-1 ] ), Row, 13, ColorRGB( 255, 128, 0 ) );
else
printf( “

“, CAR[ BarCount-1 ] );
//PrintInCell( StrFormat(“%.1f”, CAR[ BarCount-1 ] ), Row, 13, ColorRGB( 0, 204, 0 ) );
printf( “

“, MaxDDpct[ BarCount-1 ] );
//PrintInCell( StrFormat(“%.1f”, MaxDDpct[ BarCount-1 ] ), Row, 14, ColorRGB( 255, 255, 0) );
//printf( “

” );

printf( “

” + Colname + “
” ); else printf( “
” ); printf( “%g	%.1f%%	%.1f%%	N/A	” ); else printf( “	” ); x = VarGet( “ChgYear” + y ); z = VarGet(“maxYearDD” + y ); if ( x >= 0 ) printf( “%.1f%%
%.1f%%
Avg|Mx	%.1f%%	%.1f%%	%.1f%%	%.1f%%	%.1f%%

n” );

}

///////////////////////////
// This function checks if currently selected symbol
// is portfolio equity
//////////////////////////
function CheckSymbol()
{
if ( Name() != “~~~EQUITY” AND Name() != “~~~OSEQUITY” )
{
printf( “For accurate results switch to ~~~EQUITY symbol
” );
}
}

CheckSymbol();

////////////////////////////
// Main program
////////////////////////////
GenProfitTableHTML();

[Stephen James]

Exploration code for DDE or API speadsheets for Interactive Brokers – Entries only. Create one version for entries and another for open trades and exits.

Code:

_SECTION_BEGIN (“Explorer”);
//=================================================================================
//DDE Exploration
//=================================================================================

//DDE template example based on fixed % position sizing
//BuyLim = Buy Limit price
//LESetUp = setup bar after excess signals are dealt with – e.g. LESetup = (IIf(LBIT==0 OR Sell==1,BuySetUp,0));

AccountBalance = Param(“Account Balance”,100000,1,1000000,1);
PercentRisk = Param(“Explorer: % Equity”,10,1,100,0.01);
NumOfShares = round((AccountBalance*PercentRisk/100)/BuyLim);

SetOption(“NoDefaultColumns”,True);
Filter = LESetup;

Width = 65;
Width1 = 75;
if(Status(“action”)==4)
{
SetSortColumns(1);
}
AddTextColumn(WriteIf(LESetup,”” + Name(),””),”Symbol”,1.3,29,55,90);
AddTextColumn(WriteIf(LESetup,”STK”,””),”Type”,1.3,29,55,80);
AddTextColumn(WriteIf(LESetup,””,””),”Expiry”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Strike”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”P/C”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Multiplier”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Trading Class”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,”SMART”,””),”Exchange”,1.3,29,55,80);
AddTextColumn(WriteIf(LESetup,””,””),”Primary Exchange”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,”USD”,””),”Currency”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Comb Legs”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Leave This Empty”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,”BUY”,””),”Action”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””+NumOfShares,””),”Quantity”,1.0,29,55,Width);
AddTextColumn(WriteIf(LESetup,”LMT”,””),”Order Type”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””+BuyLim,””),”Lmt Price”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Aux Price”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Ctrl”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Id”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Status”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Filled”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Remaining”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Ave Fill Price”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Last Fill Price”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Parent Id”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,”DAY”,””),”Time in Force”,1.3,29,55,Width1);

//=================================================================================
_SECTION_END();

[Author]

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