asset (string Name) : int

Parameters:

Returns:

Usage:

assetAdd (string Name)

assetAdd (string Name, string Symbol)

assetAdd (string Name, var Price, var Spread, var RollLong, var RollShort, var PipVal, var PipCost, var MarginCost, var Leverage, var LotAmount, var Commission, string Symbol)

Parameters:

Usage:

assetList (string Filename, string Select): int

Parameters:

Returns:

Usage:

assetSelect ()

assetType (string Name) : int

Parameters:

Returns:

Remarks:

• The place of an asset call (if any) in the script matters. All variables and flags that affect the creation of bars, such as BarPeriod, BarZone, LookBack, Detrend, StartDate, EndDate, TICKS, BarMode, UpdateDays, AssetList, History etc. must be set before calling asset(). Otherwise the simulation period is unknown at asset loading and either a default period is used, or the script will produce an Error 030 message. All parameters specific to an asset, such as Spread, Commission, etc., as well as all functions that use asset parameters or prices, such as price(), optimize(), advise(), etc. must be used after calling asset().
• Calling asset by script is not the same as selecting the asset with the Asset scroll box. If the script contains no asset call, the scroll box asset is selected _after_ the INITRUN, and its name is appended to the training files for being able to train different assets separately. Call asset(Asset) for loading the asset selected by the Scrollbox already in the INITRUN.
• In multi-asset scripts the order of asset() calls matters. Bars are created from the historical ticks of the first asset. Gaps in the price history of the first asset are therefore reflected in the price data of all further assets. When BR_FLAT is not set, price histories have normally gaps during weekends, holidays, or outside market hours. Therefore select first the asset with the most complete price history (for instance, a currency pair that is traded 24 hours). When a subsequent asset has a gap where the first asset has none, the gap is filled from the price data of previous bar. This produces a different price curve and can cause indicators to behave differently in multi-asset portfolios, dependent on asset order. Otherwise use BR_FLAT or don't combine assets with different market hours.
• Every asset call switches the asset parameters, asset variables, trade statistics and OptimalF factors to the values of the selected asset. At begin of the simulation, asset parameters are loaded from the asset list. If the asset is not found in the list, an error message will be displayed and defaults are substituted for the asset parameters.
• If an asset call fails, the failed asset is not selected and 0 is returned. Check the return value to make sure that only valid and available assets are traded.
• Any asset can have up to 3 different symbols and 3 different sources for trading, for live prices, and for historical prices. The symbols can be given in the Symbol field in the asset list, or by script in the SymbolTrade, SymbolLive, SymbolHist parameters. The current asset name is stored in the Asset string.
• The Assets array contains the names of all available assets. For selecting all assets of the asset list in a loop, use while(asset(loop(Assets))). For enumerating them without loop call, use for(used_assets) or for(listed_assets).
• The trading time of an asset can be set up with AssetZone, AssetMarket, and AssetFrame. Trading can be restricted to market times with the BR_LEISURE flag.
• Artificial assets can be created by combining the prices from a 'basket' of several real assets (see example).
• By passing an empty string (asset("")), a dummy asset is created with all prices at 1. This is useful when a real asset is not needed, f.i. for testing filters or indicators with artificial price curves.
• When loading price data, the prices are checked for plausibility dependent on the Outlier parameter. If a bar has invalid data, such as extreme outliers or prices at zero, it is automatically corrected. Setting Detrend = NOPRICE; before calling asset() prevents that asset and price data is checked and outliers are removed.
• If only a single asset is selected in the script, the [Asset] scrollbox is automatically set to that asset. If multiple assets are selected, the [Asset] scrollbox is unchanged and can be used to determine the price curve in the resulting chart.
• For adding new assets to the available asset set, see the description under Asset List.
• Assets must be subscribed before their prices are available. The asset function subscribes the asset automatically, but some brokers have a limit to the number of subscribed assets. Some platforms, for instance MT4, need a long time after subscribing an asset before prices are available.
• Any asset requires memory. The memory requirement in bytes can be estimated with the formula Years / BarPeriod * 15 MB, where Years is the number of backtest years (use 1 for live trading). The LEAN and LEANER flags reduce the memory requirement by about 50%, the TICKS flag increases it by 32 bytes per historical price quote. plot commands allocate 8..24 bytes per bar.

Examples:

// trade multiple strategies and assets in a single script
function run()
{
  BarPeriod = 240;
  StartDate = 2010;
  set(TICKS); // set relevant variables and flags before calling asset()
  
// call different strategy functions with different assets
  asset("EUR/USD");
  tradeLowpass();
  tradeFisher();
  
  asset("GBP/USD");
  tradeAverage();
  
  asset("SPX500");
  tradeBollinger();  
}

// For adding a new asset to the [Assets] scrollbox,
// click [Trade] with the script below. 
// Then edit History\AssetsFix.csv and copy the line 
// beginning with "Copper" over from History\Assets.csv.
function run()
{
  asset("Copper");     // add "Copper" to assets.csv
}

// Basket trading - generate a snythetic asset "USD" 
// combined from the USD value of EUR, GBP, and AUD
var priceUSD()
{
  var p = 0;
  asset("GBP/USD"); p += price();
  asset("AUD/USD"); p += price();
  asset("EUR/USD"); p += price();
  return p;
}

// basket trade function with stop limit
int tradeUSD(var StopUSD)
{
  if((TradeIsLong && priceUSD() <= StopUSD) 
    or (TradeIsShort && priceUSD() >= StopUSD)) 
      return 1;   // exit the trade
  else return 0;  // continue the trade
}

// open a trade with the synthetic asset and a stop loss  
void enterLongUSD(var StopDistUSD)
{
  var StopUSD = priceUSD()-StopDistUSD;
  asset("GBP/USD"); enterLong(tradeUSD,StopUSD);
  asset("AUD/USD"); enterLong(tradeUSD,StopUSD);
  asset("EUR/USD"); enterLong(tradeUSD,StopUSD);
}

void enterShortUSD(var StopDistUSD)
{
  var StopUSD = priceUSD()+StopDistUSD;
  asset("GBP/USD"); enterShort(tradeUSD,StopUSD);
  asset("AUD/USD"); enterShort(tradeUSD,StopUSD);
  asset("EUR/USD"); enterShort(tradeUSD,StopUSD);
}
 
// plot a price curve of the synthetic asset
// (the plot command is linked to the last used asset -
// so "EUR/USD" must be selected in the scrollbox)
function run() 
{
  set(PLOTNOW);
  plot("USD",priceUSD(),0,RED);
}

See also: