strategy

Properties

account_currency

Type: series string

Returns the currency code used for the strategy's account, as set in the strategy declaration.

avg_losing_trade

Type: series float

Returns the average loss per losing trade in account currency.

Calculated as gross loss / number of losing trades. Expressed as a positive number.

avg_losing_trade_percent

Type: series float

Returns the average loss per losing trade as a percentage of initial capital.

Calculated as gross loss percent / number of losing trades. Expressed as a positive number.

avg_trade

Type: series float

Returns the average profit/loss per closed trade in account currency.

Calculated as net profit / number of closed trades.

avg_trade_percent

Type: series float

Returns the average profit/loss per closed trade as a percentage of initial capital.

Calculated as net profit percent / number of closed trades.

avg_winning_trade

Type: series float

Returns the average profit per winning trade in account currency.

Calculated as gross profit / number of winning trades.

avg_winning_trade_percent

Type: series float

Returns the average profit per winning trade as a percentage of initial capital.

Calculated as gross profit percent / number of winning trades.

closedtrades

Type: series int

Returns the count of closed trades since strategy start.

A trade is counted as closed when an entry is fully exited. Use strategy.closedtrades.* functions to access details of individual closed trades.

default_entry_qty

Type: series float

Returns the default number of contracts/shares/lots/units used for market orders.

Calculated from the default_qty_type and default_qty_value parameters of the strategy declaration. The value depends on the current price and equity.

equity

Type: series float

Returns the current account equity: initial capital + net profit + open profit.

This is the real-time value of the account including unrealized gains/losses from open positions.

eventrades

Type: series int

Returns the number of break-even closed trades.

A trade is considered even when its profit is exactly zero.

grossloss

Type: series float

Returns the gross loss: the sum of losses from all losing closed trades.

Expressed as a positive number. In account currency.

grossloss_percent

Type: series float

Returns the gross loss as a percentage of initial capital.

Calculated as (gross loss / initial capital) * 100.

grossprofit

Type: series float

Returns the gross profit: the sum of profits from all winning closed trades.

Does not subtract losses. In account currency.

grossprofit_percent

Type: series float

Returns the gross profit as a percentage of initial capital.

Calculated as (gross profit / initial capital) * 100.

initial_capital

Type: series float

Returns the initial capital set in the strategy declaration.

This is the starting cash for backtests, as specified by the initial_capital parameter.

losstrades

Type: series int

Returns the number of losing closed trades.

A trade is considered losing when its profit is less than zero.

margin_liquidation_price

Type: series float

Returns the price at which a margin call will be triggered for the current position.

max_contracts_held_all

Type: series float

Returns the maximum number of contracts/shares/lots/units held at any one time during the strategy.

Considers both long and short directions (whichever was larger).

max_contracts_held_long

Type: series float

Returns the maximum number of contracts/shares/lots/units held in a long position at any one time during the strategy.

max_contracts_held_short

Type: series float

Returns the maximum number of contracts/shares/lots/units held in a short position at any one time during the strategy.

max_drawdown

Type: series float

Returns the maximum drawdown: the largest peak-to-trough decline in equity during the strategy's history.

In account currency. A key risk metric showing the worst loss from a peak.

max_drawdown_percent

Type: series float

Returns the maximum drawdown as a percentage of equity at the peak.

A drawdown of 20% means equity fell 20% from its highest point.

max_runup

Type: series float

Returns the maximum run-up: the largest peak-to-trough rise in equity during the strategy's history.

In account currency. Represents the best unrealized gain achieved.

max_runup_percent

Type: series float

Returns the maximum run-up as a percentage of equity at the trough.

netprofit

Type: series float

Returns the net profit in the account currency.

This is the sum of all realized profits and losses from closed trades. Does not include open profit.

netprofit_percent

Type: series float

Returns the net profit as a percentage of initial capital.

Calculated as (net profit / initial capital) * 100.

openprofit

Type: series float

Returns the current unrealized profit/loss from open positions in account currency.

Positive when positions are profitable, negative when at a loss. This value fluctuates with price movements.

openprofit_percent

Type: series float

Returns the current unrealized profit/loss as a percentage of initial capital.

Calculated as (open profit / initial capital) * 100.

opentrades

Type: series int

Returns the count of currently open trades.

Positions that have been entered but not yet fully closed. Use strategy.opentrades.* functions to access details of individual open trades.

position_avg_price

Type: series float

Returns the quantity-weighted average entry price of the current open position.

Calculated as the sum of (entry_price × quantity) for all open trades divided by the total quantity. Returns na when flat.

position_entry_name

Type: series string

Returns the entry ID of the first open trade in the current position.

position_size

Type: series float

Returns the current position size in units (contracts, shares, etc.).

Positive values indicate a long position, negative values indicate a short position, and zero means flat (no position).

wintrades

Type: series int

Returns the number of winning closed trades.

A trade is considered winning when its profit is greater than zero.

Functions

cancel

navi

strategy.cancel(id: series string)

Cancels a pending order by ID.

Parameters

Name	Type	Default	Description
`id`	`series string`		Order identifier to cancel.

cancel_all

navi

strategy.cancel_all()

Cancels every pending order created by the strategy.

close

navi

strategy.close(
    id: series string,
    comment: series string = na,
    qty: series float = na,
    qty_percent: series float = na,
    alert_message: series string = na,
    immediately: series bool = false,
    disable_alert: series bool = false
  )

Closes an open position by entry ID.

Use either qty or qty_percent to request a partial close.

Parameters

Name	Type	Default	Description
`id`	`series string`		Entry ID to close.
`comment`	`series string`	`na`	Optional comment for the generated close order.
`qty`	`series float`	`na`	Absolute quantity to close.
`qty_percent`	`series float`	`na`	Percentage of the position to close.
`alert_message`	`series string`	`na`	Optional alert message.
`immediately`	`series bool`	`false`	If `true`, closes the position immediately.
`disable_alert`	`series bool`	`false`	If `true`, suppresses the strategy alert.

close_all

navi

strategy.close_all(
    comment: series string = na,
    alert_message: series string = na,
    immediately: series bool = false,
    disable_alert: series bool = false
  )

Closes every open position.

Parameters

Name	Type	Default	Description
`comment`	`series string`	`na`	Optional comment for the generated close orders.
`alert_message`	`series string`	`na`	Optional alert message.
`immediately`	`series bool`	`false`	If `true`, closes all positions immediately.
`disable_alert`	`series bool`	`false`	If `true`, suppresses the strategy alert.

convert_to_account

navi

strategy.convert_to_account(value: series float): series float

Converts a monetary value from the symbol's currency to the strategy's account currency.

Uses the configured currency converter. When no converter is provided, returns the value unchanged.

Parameters

Name	Type	Default	Description
`value`	`series float`		The value in the symbol's currency.

Returns: series float

convert_to_symbol

navi

strategy.convert_to_symbol(value: series float): series float

Converts a monetary value from the strategy's account currency to the symbol's currency.

Uses the configured currency converter. When no converter is provided, returns the value unchanged.

Parameters

Name	Type	Default	Description
`value`	`series float`		The value in the account currency.

Returns: series float

entry

navi

strategy.entry(
    id: series string,
    direction: series Direction,
    qty: series float = na,
    limit: series float = na,
    stop: series float = na,
    oca_name: series string = na,
    oca_type: series OcaType = OcaType.None,
    comment: series string = na,
    alert_message: series string = na,
    disable_alert: series bool = false
  )

Places or updates an entry order.

Reusing an existing pending id updates that order instead of creating a new one.

Parameters

Name	Type	Default	Description
`id`	`series string`		Unique order identifier.
`direction`	`series Direction`		Order side: Direction.Long or Direction.Short.
`qty`	`series float`	`na`	Order size. When `na`, the strategy default is used.
`limit`	`series float`	`na`	Limit price. When `na`, the order is not limited.
`stop`	`series float`	`na`	Stop price. When `na`, no stop trigger is attached.
`oca_name`	`series string`	`na`	Optional One-Cancels-All group name.
`oca_type`	`series OcaType`	`OcaType.None`	OCA behavior, such as `oca.cancel`, `oca.reduce`, or `oca.none`.
`comment`	`series string`	`na`	Optional order comment.
`alert_message`	`series string`	`na`	Optional alert message for this order.
`disable_alert`	`series bool`	`false`	If `true`, suppresses the strategy alert for this order.

exit

navi

strategy.exit(
    id: series string,
    from_entry: series string = na,
    qty: series float = na,
    qty_percent: series float = na,
    profit: series float = na,
    limit: series float = na,
    loss: series float = na,
    stop: series float = na,
    trail_price: series float = na,
    trail_points: series float = na,
    trail_offset: series float = na,
    oca_name: series string = na,
    comment: series string = na,
    comment_profit: series string = na,
    comment_loss: series string = na,
    comment_trailing: series string = na,
    alert_message: series string = na,
    alert_profit: series string = na,
    alert_loss: series string = na,
    alert_trailing: series string = na,
    disable_alert: series bool = false
  )

Places or updates an exit order for an open position.

The order can combine take-profit, stop-loss, and trailing-stop settings. If both take-profit and stop-loss values are supplied, they behave as a bracket.

Parameters

Name	Type	Default	Description
`id`	`series string`		Unique exit-order identifier.
`from_entry`	`series string`	`na`	Entry ID to exit. When `na`, the exit applies to the whole matching position.
`qty`	`series float`	`na`	Absolute quantity to close. When `na`, the full matched quantity is used.
`qty_percent`	`series float`	`na`	Percentage of the position to close.
`profit`	`series float`	`na`	Take-profit distance in ticks from the entry price.
`limit`	`series float`	`na`	Absolute take-profit price. Overrides `profit`.
`loss`	`series float`	`na`	Stop-loss distance in ticks from the entry price.
`stop`	`series float`	`na`	Absolute stop-loss price. Overrides `loss`.
`trail_price`	`series float`	`na`	Absolute price that activates the trailing stop.
`trail_points`	`series float`	`na`	Tick distance from entry that activates the trailing stop.
`trail_offset`	`series float`	`na`	Tick offset maintained behind the best price after activation.
`oca_name`	`series string`	`na`	Optional OCA group name.
`comment`	`series string`	`na`	Default comment for fills from this exit.
`comment_profit`	`series string`	`na`	Comment used for take-profit fills.
`comment_loss`	`series string`	`na`	Comment used for stop-loss fills.
`comment_trailing`	`series string`	`na`	Comment used for trailing-stop fills.
`alert_message`	`series string`	`na`	Default alert message.
`alert_profit`	`series string`	`na`	Alert message used for take-profit fills.
`alert_loss`	`series string`	`na`	Alert message used for stop-loss fills.
`alert_trailing`	`series string`	`na`	Alert message used for trailing-stop fills.
`disable_alert`	`series bool`	`false`	If `true`, suppresses the strategy alert for this exit.

order

navi

strategy.order(
    id: series string,
    direction: series Direction,
    qty: series float = na,
    limit: series float = na,
    stop: series float = na,
    oca_name: series string = na,
    oca_type: series OcaType = OcaType.None,
    comment: series string = na,
    alert_message: series string = na,
    disable_alert: series bool = false
  )

Places or updates a general strategy order.

This API can open, add to, reduce, or close a position depending on the current position and arguments.

Parameters

Name	Type	Default	Description
`id`	`series string`		Unique order identifier.
`direction`	`series Direction`		Order side: Direction.Long or Direction.Short.
`qty`	`series float`	`na`	Order size. When `na`, the strategy default is used.
`limit`	`series float`	`na`	Limit price. When `na`, the order is not limited.
`stop`	`series float`	`na`	Stop price. When `na`, no stop trigger is attached.
`oca_name`	`series string`	`na`	Optional One-Cancels-All group name.
`oca_type`	`series OcaType`	`OcaType.None`	OCA behavior, such as `oca.cancel`, `oca.reduce`, or `oca.none`.
`comment`	`series string`	`na`	Optional order comment.
`alert_message`	`series string`	`na`	Optional alert message for this order.
`disable_alert`	`series bool`	`false`	If `true`, suppresses the strategy alert for this order.

strategy ​

Properties ​

account_currency ​

avg_losing_trade ​

avg_losing_trade_percent ​

avg_trade ​

avg_trade_percent ​

avg_winning_trade ​

avg_winning_trade_percent ​

closedtrades ​

default_entry_qty ​

equity ​

eventrades ​

grossloss ​

grossloss_percent ​

grossprofit ​

grossprofit_percent ​

initial_capital ​

losstrades ​

margin_liquidation_price ​

max_contracts_held_all ​

max_contracts_held_long ​

max_contracts_held_short ​

max_drawdown ​

max_drawdown_percent ​

max_runup ​

max_runup_percent ​

netprofit ​

netprofit_percent ​

openprofit ​

openprofit_percent ​

opentrades ​

position_avg_price ​

position_entry_name ​

position_size ​

wintrades ​

Functions ​

cancel ​

cancel_all ​

close ​

close_all ​

convert_to_account ​

convert_to_symbol ​

entry ​

exit ​

order ​

strategy

Properties

account_currency

avg_losing_trade

avg_losing_trade_percent

avg_trade

avg_trade_percent

avg_winning_trade

avg_winning_trade_percent

closedtrades

default_entry_qty

equity

eventrades

grossloss

grossloss_percent

grossprofit

grossprofit_percent

initial_capital

losstrades

margin_liquidation_price

max_contracts_held_all

max_contracts_held_long

max_contracts_held_short

max_drawdown

max_drawdown_percent

max_runup

max_runup_percent

netprofit

netprofit_percent

openprofit

openprofit_percent

opentrades

position_avg_price

position_entry_name

position_size

wintrades

Functions

cancel

cancel_all

close

close_all

convert_to_account

convert_to_symbol

entry

exit

order