Trading Studies

This set of studies provides open trade equity, position, and profit and loss account statistics.

Study descriptions are followed by the study parameters that are used to change display or calculation behavior. Parameters allow you to choose between all accounts or a single account and between the current instrument or all instruments. Studies respect account mapping when a specific account is used.

Calculation is based on the parameters set in account preferences and global trading preferences, including:

      Group strategy positions by filled spread orders

      Show synthetic positions for strategies

      Use yesterday's settlement price to calculate OTE and P&L

      Calculate OTE using Last trade or Best Bid/Ask

      Trading studies do not take into account net combined commodity groups.

These studies, when applied to spreads, display the last value for the current bar only. Also in this case, all global trading preferences are taken into account.

For preceding trading days, study values are calculated following these rules:

      If the bar interval includes one or several historical statements, values are taken from the last statement belonging to the bar.

      If the bar interval does not include historical statements, values are taken from the historical statement of the preceding day for all bars except the last bar of the trading day. The value of last bar of the trading day is taken from the next historical statement corresponding to the trading day of the bar.

For example: For a week bar, the values are taken from Friday's statement. For yesterday's 60-min bars, the values are taken from the historical statement covering the day before yesterday, except for the last bar of yesterday. The value of the last bar of yesterday is taken from the next historical statement covering the yesterday.

These studies can be applied to charts that allow association of a bar with a specific bar time. They cannot be applied to Market Profile.* They do not support continuation mode and cannot be overlaid on a chart.

Access to trading studies requires an enablement.

*Market Profile is a registered trademark of CME, ©2011 Chicago Mercantile Exchange. ALL RIGHTS RESERVED.

See also:

Changing Study Parameters