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Keywords

To build a condition, you need to use the condition builder and use keywords to make expressions which can be joined with a "And" / "Or" between groups. The following screenshot will give you an idea of how to use the condition builder and the list of keywords will give you an idea of the various ready made functions available to build your conditions. 



 

idCategoryKeyword NameInputsOutput
1Date TimeDateDateReturns selected date as string





2
Days Differencedate1returns value of (date2-date1) as Integer



date2





3
DayName of Exchange Current day as integer 





4
HourName of Exchange Current hour as integer in 24-hour format as integer.





5
MinuteName of Exchange Current minutes as integer   





6
MonthName of Exchange Current month as integer  





7
NowName of Exchange Current date and time as integer as YYYYMMDDHHMM 





8
SecName of Exchange Current seconds as integer 





9
TimeName of Exchange Current time in number as HHMM 





10
TodayName of Exchange Current date as string in format YYYY-MM-DD 





11
TomorrowName of Exchange Next date as string in format YYYY-MM-DD 





12
WeekName of Exchange Number of current week  in the year as integer





13
Week DayName of Exchange Day of week as integer as 1 for Monday, 2 for Tuesday and so on 





14
YearName of Exchange Current year as integer  





15
Year DayName of Exchange Current day number from beginning of year as integer





16ExpiryFormulaCurrent Month ExpiryUnderlyingcurrent month expiry date as string



Offset





17
Current Week ExpiryUnderlyingcurrent week expiry date as string



Offset





18FxEURINR
Current EURINR Futures price as Float





19
GBPINR
Current GBPINR Futures price as Float





20
USDGBP
Current USDGBP Futures price as Float





21
USDINR
Current USDINR Futures price as Float





22InstrumentFormulaFuturesUnderlyingReturns name of futures instrument for an underlying. Eg. Future ('NIFTY 50') is FUTIDX_NIFTY_31OCT2019_XX_0 





23
Instrument NameExchange NameThis keyword allows you to select any cash, future or option instrument



Symbol/Underlying



Expiry Date (Optional)



Option Type (Optional)



Strike (Optional)



Expiry Offset (Optional)This field is used to select far month or far week expiry dates from current expiry.



Strike Offset (Optional)This field is used to select strike prices above or below ATM. Eg. If NIFTY ATM is 12100, with offset -1, strike12050 will be selected.
 Strike = ATM + (Strike Offset * Step size) , here step size is difference between 2 consecutive strike prices in option chain





24
Select Expiry
as string





25MathAbsoluteNumberAbsolute value of the output of selected keyword as float 





26
Math OperationNumber 1 (keyword)Result of selected operator on number 1 and number 2 inputs



Number 2 (keyword)



Opertor+, -, /, *, ^





27
Math Series OperationArray 1 (keyword)Result of selected operator on array 1 and array 2 inputs



Array 2 (keyword)



Opertor+, -, /, *, ^





28
MaxNumber 1 (keyword)Max value from the outputs of selected keywords as float



Number 2 (keyword)





29
MinNumber 1 (keyword)Min value from the outputs of selected keywords as float



Number 2 (keyword)





30
NumbervalueReturns value as float





31OptionGreeksAtmivInstrument NameImplied Volitility of ATM strike of selected underlying as float





32
DeltaInstrument NameDelta of selected Instrument as float





33
Delta NeutralUnderlyingQuantity of selected instrument required to make net delta of all positions in strategy of selected underlying to zero.Returns quantity in multiple of lot size of Instrument as float 



Instrument NameEg. Delta Neutral('NIFTY 50','OPTIDX_NIFTY_26DEC2019_CE_12000') : Returns quantity of 'OPTIDX_NIFTY_26DEC2019_CE_12000' required to make positions of NIFTY Delta Neutral





34
GammaInstrument Name  Gamma of selected option symbol as float 





35
Gamma NeutralUnderlyingQuantity of selected instrument required to make net gamma of all positions in strategy of selected underlying to zero.Returns quantity in multiple of lot size of Instrument as float 



Instrument NameEg. Gamma Neutral('NIFTY 50','OPTIDX_NIFTY_26DEC2019_CE_12000') : Returns quantity of 'OPTIDX_NIFTY_26DEC2019_CE_12000' required to make positions of NIFTY Gamma Neutral





36
IvInstrument Name  Implied Volitility of selected option symbol as float





37
Net DeltaUnderlying  Net Delta of open positions in selected underlying for the strategy . Eg. Net Delta('NIFTY 50') as float





38
Net GammaUnderlying  Net Gamma of open positions in selected underlying for strategy. Eg. Net Gamma('NIFTY 50') as float





39
Net ThetaUnderlying  Net Theta of open positions in selected underlying for strategy. Eg. Net Theta('NIFTY 50') as float





40
Net VegaUnderlying  Net Vega of open positions in selected underlying for strategy. Eg. Net Vega('NIFTY 50') as float





41
RhoInstrument Name  Rho of selected option symbol as float





42
ThetaInstrument Name  Theta of selected option symbol as float





43
Theta NeutralUnderlyingQuantity of selected instrument required to make net Theta of all positions in strategy of selected underlying to zero.Returns quantity in multiple of lot size of Instrument as float 



Instrument NameEg. Theta Neutral('NIFTY 50','OPTIDX_NIFTY_26DEC2019_CE_12000') : Returns quantity of 'OPTIDX_NIFTY_26DEC2019_CE_12000' required to make positions of NIFTY Theta Neutral
44
VegaInstrument Name  Vega of selected option symbol as float





45
Vega NeutralUnderlyingQuantity of selected instrument required to make net vega of all positions in strategy of selected underlying to zero.Returns quantity in multiple of lot size of Instrument as float 



Instrument NameEg. Vega Neutral('NIFTY 50','OPTIDX_NIFTY_26DEC2019_CE_12000') : Returns quantity of 'OPTIDX_NIFTY_26DEC2019_CE_12000' required to make positions of NIFTY vega Neutral





46PriceDataAsk PriceInstrument NameBest Ask Price of selected Instrument. as float





47
Avg PriceInstrument NameAverage traded price for the day of selected Instrument as float





48
Bid Ask DiffInstrument Namedifference between best Bid and best Ask of selected Instrument. as float





49
Bid PriceInstrument NameBest Bid Price of selected Instrument. as float





50
ChangeInstrument NameDifference between ltp and previous day's Close price of Instrument as float





51
Change%Instrument NamePercentage change in price from previous day's close of selected instrument as float





52
Lot SizeInstrument NameLot size of Instruments as float





53
LTPInstrument NameLast Traded Price of selected Instrument. as float





54
Open InterestInstrument NameCurrent Open Interest ( only for Derivative instruments) as float





55
Previous CloseInstrument NamePrevious day's close price of selected Instrument as float





56
Tick SizeInstrument NameInstruments tick size as float





57
Traded ValueInstrument NameDay's total traded value of Intrument as float





58
VolumeInstrument NameCurrent days volume of selected Instrument. as float





59
VWAPInstrument NameVolume Weighted Average Price as float





60RankRank bottom A filtering condition and a list List filtered and rearranged based on the filtering condition and rank as float





61
Rank top A filtering condition and a list List filtered and rearranged based on the filtering condition and rank as float





62RuntimeVariablesEntryATMIV Name of Underlying  IV of the ATM Call and Put for the selected underlying at the time of entry as float





63
EntryATMStrike Name of Underlying  ATM strike for the selected underlying at the time of entry as float





64
EntryDate Name of Underlying  Entry Date for the selected underlying as string





65
EntryDelta Name of Underlying  Delta for the selected underlying at the time of entry as float





66
EntryGamma Name of Underlying  Gamma for the selected underlying at the time of entry as float





67
EntryIV Name of Underlying  IV of the Call and Put positions for the selected underlying at the time of entry as float





68
EntryPrice Name of Underlying  Instrument Price for the selected underlying at the time of entry as float





69
EntryRho Name of Underlying  Rho of the Call and Put positions for the selected underlying at the time of entry as float





70
EntryTheta Name of Underlying  Theta of the Call and Put positions for the selected underlying at the time of entry as float





71
EntryTime Name of Underlying  Entry time for the selected underlying at the time of entry as integer





72
EntryUnderlyingPrice Name of Underlying  Undelrying Price for the selected underlying at the time of entry as float





73
EntryValue Name of Underlying  Value of the underlying for the selected underlying at the time of entry as float





74
EntryVega Name of Underlying  Vega of the Call and Put positions for the selected underlying at the time of entry as float





75
Get Runtime Variable Name Value stored for this strategy variable as string





76
Last Repaired Price Name of Underlying  Price of the instrument at the time the strategy was last repaired as float





77
Last Repaired Underlying Price Name of Underlying  Price of the underlying at the time the strategy was last repaired as float





78
LastRepairedATMIV Name of Underlying  IV of the ATM Call and Put for the selected underlying at the time when strategy was last repaired as float





79
LastRepairedATMStrike Name of Underlying  ATM strike for the selected underlying at the time when strategy was last repaired as float





80
LastRepairedDate Name of Underlying  Last repaired date for the selected underlying as string





81
LastRepairedDelta Name of Underlying  Delta for the selected underlying at the time when strategy was last repaired as float





82
LastRepairedGamma Name of Underlying  Gamma for the selected underlying at the time when strategy was last repaired as float





83
LastRepairedIV Name of Underlying  IV of the Call and Put positions for the selected underlying at the time when strategy was last repaired as float





84
LastRepairedPrice Name of Underlying  Instrument Price for the selected underlying at the time when strategy was last repaired as float





85
LastRepairedRho Name of Underlying  Rho of the Call and Put positions for the selected underlying at the time when strategy was last repaired as float





86
LastRepairedTheta Name of Underlying  Theta of the Call and Put positions for the selected underlying at the time when strategy was last repaired as float





87
LastRepairedTime Name of Underlying  Entry time for the selected underlying at the time when strategy was last repaired as integer





88
LastRepairedUnderlyingPrice Name of Underlying  Undelrying Price for the selected underlying at the time when strategy was last repaired as float





89
LastRepairedValue Name of Underlying  Value of the underlying for the selected underlying at the time when strategy was last repaired as float





90
LastRepairedVega Name of Underlying  Vega of the Call and Put positions for the selected underlying at the time when strategy was last repaired as float





91
Set Runtime Name of Variable and Value  Sets the value in runtime variables table which can be accessed using the GetRuntime keyword





92Series_OpsAdd Array (Select Position keyword first) Any 2 Arrays  A new array after performing addition on each element of the 1st array with its corresponding counterpart in the 2nd array. 





93
Divide Array (Select Position keyword first) Any 2 Arrays  A new array after performing division on each element of the 1st array with its corresponding counterpart in the 2nd array. (1/2) 





94
Multiply Array (Select Position keyword first) Any 2 Arrays  A new array after performing multiplication on each element of the 1st array with its corresponding counterpart in the 2nd array. 





95
Power (Select Position keyword first) Any 2 Arrays  A new array after performing exponential on each element of the 1st array with its corresponding counterpart in the 2nd array. (1^2) 





96
Sqrt (Select Position keyword first) Any 1 Array  A new array after performing square root on each element of the array. 





97
Subtract Array (Select Position keyword first) Any 2 Arrays  A new array after performing subtraction on each element of the 1st array with its corresponding counterpart in the 2nd array. (1-2) 





98StatisticHarmonic Mean Series and Period Harmonic mean of the array





99
correl (Select Position keyword first) Any 2 Arrays and a period  Corelation coefficient between the series





100
Log (Select Position keyword first)
as array





101
Log Return
as array





102
Mean (Select Position keyword first)
as array





103
Median (Select Position keyword first)
as array





104
Percentile
as array





105
Percentile Rank
as array





106
Ratio (Select Position keyword first)Any 2 arraysgives you the ratio of the 1st series / 2nd series as series output as array





107
Stdev (Select Position keyword first)
as array





108
Sum
as array





109
Varriance (Select Position keyword first)
as array





110
Zscore (Select Position keyword first)
as array





111StrategyInfoCapital Deployed
Deployed capital in positions taken by strategy as float





112
Equity
  equity value of all positions in the strategy as output as float





113
Margin
  margin used by the strategy as output as float





114
Multiplier
  Float value of Multiplier used for strategy as float





115
Net Quantity
  Net quantity of a particular instrument as float





116
Open positions
as float





117
PNL
  Strategy PNL for current run counter as float





118
PNL Underlying
  strategy PNL for current run counter as float





119
Positions Detail
as float





120
Required Capital
Capital Required set by creator * multiplier as float





121
Traded Instrument1





122
Traded Instrument Name1





123StrikeFormulaATM
  ATM Strike of selected underlying Eg. ATM('NIFTY 50’) as float





124
Find Strike
as float





125
Get Strike
as float





126TechnicalADX (Select Position keyword first)  Symbol and period variables  ADX output as array





127
AROONDOWN (Select Position keyword first)  Symbol and period variables  Aroondown output as array





128
AROONUP (Select Position keyword first)  Symbol and period variables  Aroonup output as array





129
ATR (Select Position keyword first)
Average True Range of selected symbol. Eg. ATR(Symbol('NIFTY 50','day'),15) will return Array of 15 period ATR of NIFTY daily Candles as array





130
CCI (Select Position keyword first)  Symbol and period variables  CCI output as array





131
CLOSE (Select Position keyword first)
CLOSE price array of selected symbol. Eg. CLOSE(Symbol('NIFTY 50','15 min')) will return CLOSE array of Nifty's 15 min candles as array





132
Cross
1  as array





133
Donchain Ch Lower (Select Position keyword first)  Symbol and period variables  Donchain Ch Lower output as array





134
Donchain Ch Upper (Select Position keyword first)  Symbol and period variables  Donchain Ch Upper output as array





135
Donchain Ch Width (Select Position keyword first)  Symbol and period variables  Donchain Ch Width output as array





136
EMA (Select Position keyword first)
 the Exponential Moving Average of the instrument selected for the selected period as array





137
HIGH (Select Position keyword first)
  HIGH price array of selected symbol. Eg. HIGH(Symbol('NIFTY 50','15 min')) will return Hjgh array of Nifty's 15 min candles as array





138
Highest High Value
as array





139
HV (Select Position keyword first)  Symbol and period variables  Historical Volitality output as array





140
LINEARREG
as array





141
LINEARREG SLOPE
as array





142
LINEARREG_ANGLE
as array





143
LINEARREG_INTERCEPT
as array





144
LOW (Select Position keyword first)
  LOW price array of selected symbol. Eg. LOW(Symbol('NIFTY 50','15 min')) will return LOW array of Nifty's 15 min candles as array





145
Lower Bolinger (Select Position keyword first)
  Std Dev and the series of data and return the lower bolinger number for that symbol as array





146
Lowest Low Value
as array





147
MACD (Select Position keyword first)  Series, Fast and Slow variables  MACD output as array





148
Macdhist (Select Position keyword first)  Series, Fast and Slow variables  MACD hist output as array





149
Macdsignal (Select Position keyword first)  Series, Fast and Slow variables  MACD signal output as array





150
OHLC Spread
as table





151
OHLC Sum
as table





152
OPEN (Select Position keyword first)
Open price array of selected symbol. Eg. OPEN(Symbol('NIFTY 50','15 min')) will return Open array of Nifty's 15 min candles as array





153
Position
Value at selected position in input Array. Eg. Position(CLOSE('NIFTY 50','day'),-3) will return Nifty's Close price 3 days before last traded as float 





154
ROC
as array





155
ROCP (Select Position keyword first)  Symbol and period variables  ROCP output as array





156
RSI (Select Position keyword first)
Relative Strength Index of selected symbol. Eg. RSI(Symbol('NIFTY 50','day'),15) will return Array of 15 period RSI of NIFTY daily Candles as array





157
SAR (Select Position keyword first)  symbol, acceleration and maximum variableStop and Reverse Indicator as array





158
SMA (Select Position keyword first)
  Simple Moving Average of an Array. Eg. SMA(HIGH(Symbol('NIFTY 50','day')),15) will return Array of 15 period SMA of High of Nifty. as array





159
StochD  Series, Fast and Slow variables  StochD output as array





160
StochK  Series, Fast and Slow variables  Stochk output as array





161
SUPERTREND (Select Position keyword first)  Symbol, period and multiplier variables   Supertrend output as array





162
Symbol  Instrument, Candle and no of historical candles to be considered. Used within other keywords for data selection as table





163
TR (Select Position keyword first)  Symbol and  TR output as array





164
Upper Bolinger (Select Position keyword first)  Std Dev and the series of datathe upper bolinger number for that symbol as array





165
WILLR (Select Position keyword first)  Symbol and period variables  WillR output as array





166
WMA (Select Position keyword first)
the Weighted Moving Average of the instrument selected for the selected period as array