
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.
id | Category | Keyword Name | Inputs | Output |
1 | Date Time | Date | Date | Returns selected date as string |
2 | Days Difference | date1 | returns value of (date2-date1) as Integer | |
date2 | ||||
3 | Day | Name of Exchange | Current day as integer | |
4 | Hour | Name of Exchange | Current hour as integer in 24-hour format as integer. | |
5 | Minute | Name of Exchange | Current minutes as integer | |
6 | Month | Name of Exchange | Current month as integer | |
7 | Now | Name of Exchange | Current date and time as integer as YYYYMMDDHHMM | |
8 | Sec | Name of Exchange | Current seconds as integer | |
9 | Time | Name of Exchange | Current time in number as HHMM | |
10 | Today | Name of Exchange | Current date as string in format YYYY-MM-DD | |
11 | Tomorrow | Name of Exchange | Next date as string in format YYYY-MM-DD | |
12 | Week | Name of Exchange | Number of current week in the year as integer | |
13 | Week Day | Name of Exchange | Day of week as integer as 1 for Monday, 2 for Tuesday and so on | |
14 | Year | Name of Exchange | Current year as integer | |
15 | Year Day | Name of Exchange | Current day number from beginning of year as integer | |
16 | ExpiryFormula | Current Month Expiry | Underlying | current month expiry date as string |
Offset | ||||
17 | Current Week Expiry | Underlying | current week expiry date as string | |
Offset | ||||
18 | Fx | EURINR | 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 | ||
22 | InstrumentFormula | Futures | Underlying | Returns name of futures instrument for an underlying. Eg. Future ('NIFTY 50') is FUTIDX_NIFTY_31OCT2019_XX_0 |
23 | Instrument Name | Exchange Name | This 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 | ||
25 | Math | Absolute | Number | Absolute value of the output of selected keyword as float |
26 | Math Operation | Number 1 (keyword) | Result of selected operator on number 1 and number 2 inputs | |
Number 2 (keyword) | ||||
Opertor | +, -, /, *, ^ | |||
27 | Math Series Operation | Array 1 (keyword) | Result of selected operator on array 1 and array 2 inputs | |
Array 2 (keyword) | ||||
Opertor | +, -, /, *, ^ | |||
28 | Max | Number 1 (keyword) | Max value from the outputs of selected keywords as float | |
Number 2 (keyword) | ||||
29 | Min | Number 1 (keyword) | Min value from the outputs of selected keywords as float | |
Number 2 (keyword) | ||||
30 | Number | value | Returns value as float | |
31 | OptionGreeks | Atmiv | Instrument Name | Implied Volitility of ATM strike of selected underlying as float |
32 | Delta | Instrument Name | Delta of selected Instrument as float | |
33 | Delta Neutral | Underlying | Quantity 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 Name | Eg. 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 | Gamma | Instrument Name | Gamma of selected option symbol as float | |
35 | Gamma Neutral | Underlying | Quantity 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 Name | Eg. 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 | Iv | Instrument Name | Implied Volitility of selected option symbol as float | |
37 | Net Delta | Underlying | Net Delta of open positions in selected underlying for the strategy . Eg. Net Delta('NIFTY 50') as float | |
38 | Net Gamma | Underlying | Net Gamma of open positions in selected underlying for strategy. Eg. Net Gamma('NIFTY 50') as float | |
39 | Net Theta | Underlying | Net Theta of open positions in selected underlying for strategy. Eg. Net Theta('NIFTY 50') as float | |
40 | Net Vega | Underlying | Net Vega of open positions in selected underlying for strategy. Eg. Net Vega('NIFTY 50') as float | |
41 | Rho | Instrument Name | Rho of selected option symbol as float | |
42 | Theta | Instrument Name | Theta of selected option symbol as float | |
43 | Theta Neutral | Underlying | Quantity 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 Name | Eg. 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 | Vega | Instrument Name | Vega of selected option symbol as float | |
45 | Vega Neutral | Underlying | Quantity 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 Name | Eg. 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 | |||
46 | PriceData | Ask Price | Instrument Name | Best Ask Price of selected Instrument. as float |
47 | Avg Price | Instrument Name | Average traded price for the day of selected Instrument as float | |
48 | Bid Ask Diff | Instrument Name | difference between best Bid and best Ask of selected Instrument. as float | |
49 | Bid Price | Instrument Name | Best Bid Price of selected Instrument. as float | |
50 | Change | Instrument Name | Difference between ltp and previous day's Close price of Instrument as float | |
51 | Change% | Instrument Name | Percentage change in price from previous day's close of selected instrument as float | |
52 | Lot Size | Instrument Name | Lot size of Instruments as float | |
53 | LTP | Instrument Name | Last Traded Price of selected Instrument. as float | |
54 | Open Interest | Instrument Name | Current Open Interest ( only for Derivative instruments) as float | |
55 | Previous Close | Instrument Name | Previous day's close price of selected Instrument as float | |
56 | Tick Size | Instrument Name | Instruments tick size as float | |
57 | Traded Value | Instrument Name | Day's total traded value of Intrument as float | |
58 | Volume | Instrument Name | Current days volume of selected Instrument. as float | |
59 | VWAP | Instrument Name | Volume Weighted Average Price as float | |
60 | Rank | Rank 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 | |
62 | RuntimeVariables | EntryATMIV | 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 | |
92 | Series_Ops | Add 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) | |
98 | Statistic | Harmonic 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 arrays | gives 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 | ||
111 | StrategyInfo | Capital 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 Instrument | 1 | ||
122 | Traded Instrument Name | 1 | ||
123 | StrikeFormula | ATM | ATM Strike of selected underlying Eg. ATM('NIFTY 50’) as float | |
124 | Find Strike | as float | ||
125 | Get Strike | as float | ||
126 | Technical | ADX (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 variable | Stop 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 data | the 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 |