ASE Domain Specific Language

 

"EasyLanguage friendly" commands supported by Ant Strategy Explorer:

1

Buy

40

BigPointValue

2

Sell

41

PriceScale

3

SellShort

42

MinMove

4

BuyToCover

43

Point

5

Short

44

Points

6

To

45

Lower

7

Cover

46

Higher

8

Contracts

47

Commission

9

Shares

48

Slippage

10

From

49

SessionStartTime *

11

Entry

50

SessionEndTime *

12

Next

51

SetProfitTarget

13

Bar

52

SetStoploss

14

At

53

SetBreakeven

15

Market

54

SetDollarTrailing

16

Stop

55

SetPercentTrailing

17

Limit

56

SetExitOnClose

18

Date

57

SetStopPosition

19

Time

58

SetStopContract

20

Open

59

SetStopShare

21

High

60

Square

22

Low

61

SquareRoot

23

Close

62

FileAppend

24

Volume

63

NumToStr

25

OpenInt

64

StrToNum

26

Upticks

65

StrLen

27

Downticks

66

UpperStr

28

Maxbarsback

67

LowerStr

29

Newline

68

MidStr

30

Numeric

69

LeftStr

31

NumericSimple

70

RightStr

32

NumericSeries

71

InStr

33

NumericRef

72

Spaces

34

True

73

CurrentDate

35

False

74

CurrentTime

36

TrueFalse

75

AbsValue

37

TrueFalseSimple

76

Arctangent

38

TrueFalseSeries

77

Ceiling

39

String

78

StringSeries


79

Floor

118

TotalTrades

80

Cosine

119

NumWinTrades

81

Sine

120

NumLosTrades

82

Cotangent

121

NumEvenTrades

83

ExpValue

122

TotalBarsWinTrades

84

FracPortion

123

TotalBarsLosTrades

85

IntPortion

124

TotalBarsEvenTrades

86

Round

125

MaxConsecLosers

87

Neg

126

MaxConsecWinners

88

Sign

127

MaxConsecEven

89

Tangent

128

CurrentEntries

90

Modulus

129

And

91

Maxlist

130

Or

92

Minlist

131

Not

93

Log

132

Xor

94

Power

133

In

95

Monday

134

Begin

96

Tuesday

135

End

97

Wednesday

136

Print

98

Thursday

137

Once

99

Friday

138

If

100

Saturday

139

Then

101

Sunday

140

Else

102

DateToJulian

141

Repeat

103

DayOfWeek

142

Until

104

DayOfMonth

143

While

105

Month

144

Break

106

Year

145

For

107

JulianToDate

146

To

108

Crosses

147

DownTo

109

Over

148

Nil

110

Under

149

Function

111

Above

150

Input

112

Below

151

Inputs

113

BarStatus

152

Var

114

CurrentBar

153

Variable

115

CurrentContracts

154

Vars

116

All

155

Variables

117

MaxContractsHeld

156

Constants


157

Array

177

PositionProfit

158

Arrays

178

EntryDate

159

Try

179

EntryTime

160

Catch

180

EntryPrice

161

Of

181

ExitDate

162

DefineDllFunc

182

ExitTime

163

ExecOffset

183

ExitPrice

164

NetProfit

184

BarsSinceEntry

165

OpenPositionProfit

185

BarsSinceExit

166

GrossProfit

186

MaxPositionProfit

167

GrossLoss

187

MaxPositionLoss

168

AvgBarsWinTrade

188

MaxContracts

169

AvgBarsLosTrade

189

MaxEntries

170

AvgBarsEvenTrade

190

Int

171

LargestWinTrade

191

Float

172

LargestLosTrade

192

Double

173

MaxIDDrawdown

193

Put

174

MarketPosition

194

Call

175

PointValue

195

ProfitCF

176

Category

196

* Command supported but not fully implemented yet

Additional Commands supported by ASE:

Commands related to Long & Short:

1

NetProfitLong

22

NetProfitShort

2

GrossProfitLong

23

GrossProfitShort

3

GrossLossLong

24

GrossLossShort

4

OpenPosiProfitLong

25

OpenPosiProfitShort

5

AvgBarsWinLong

26

AvgBarsWinShort

6

AvgBarsLosLong

27

AvgBarsLosShort

7

AvgBarsEvenLong

28

AvgBarsEvenShort

8

LargestWinLong

29

LargestWinShort

9

LargestLosLong

30

LargestLosShort

10

MaxIDDrawdownLong

31

MaxIDDrawdownShort

11

TotalTradesLong

32

TotalTradesShort

12

NumWinTradesLong

33

NumWinTradesShort

13

NumLosTradesLong

34

NumLosTradesShort

14

NumEvenTradesLong

35

NumEvenTradesShort

15

TotalBarsWinLong

36

TotalBarsWinShort

16

TotalBarsLosLong

37

TotalBarsLosShort

17

TotalBarsEvenLong

38

TotalBarsEvenShort

18

MaxConsecLosLong

39

MaxConsecLosShort

19

MaxConsecWinLong

40

CurrentConsecWinShort

20

CurrentConsecLosLong

41

CurrentConsecLosShort

21

CurrentConsecWinLong

42

CurrentConsecWinShort

Commands related to In-Sample and Out-Of-Sample:

1

NetProfitINS

11

NetProfitOOS

2

GrossProfitINS

12

GrossProfitOOS

3

GrossLossINS

13

GrossLossOOS

4

TotalBarsINS

14

TotalBarsOOS

5

TotalTradesINS

15

TotalTradesOOS

6

NumWinTradesINS

16

NumWinTradesOOS

7

NumLosTradesINS

17

NumLosTradesOOS

8

NumEvenTradesINS

18

NumEvenTradesOOS

9

MaxIDDrawdownINS

19

MaxIDDrawdownOOS

10

BarNumberOOSStart

20

BarNumberOOSEnd

ASE only commands:

1

EngineNumber

12

TotReturnOnDay

2

TotalBars

13

NumTradesOnDay

3

TotalDays

14

AvgReturnOnDay

4

TotalYears

15

OpenDFast

5

NetProfitPerc

16

HighDFast

6

GrossProfitPerc

17

LowDFast

7

GrossLossPerc

18

CloseDFast

8

MaxIDDrawdownPerc

19

BarsSinceDayStart

9

PositionProfitPerc

20

SetPercentTarget

10

EntryBarNumber

21

Strategy

11

TickSize

22

FileAppendSafe

Pascal related commands:

1

Record

11

ParamCount

2

Type

12

ParamStr

3

Set

13

Shl

4

Goto

14

Shr

5

Label

15

With

6

File

16

Case

7

Read

17

Trunc

8

ReadLn

9

Write

10

WriteLn