New Stuff |
Introduction |
Features And Functionality |
Analytical Tools |
Mechanica Basic |
Other Features |
Portfolio Testing |
Getting Started |
General |
Navigating Mechanica |
To Set Up And Run A Simulation |
Contacting Us |
Tutorial |
Lesson 1 |
The Rules Editor |
Create a new system |
Saving your work |
Running a system |
Review the Status Bars |
Display of SIG and SIZ file names |
Summary |
Lesson 2 |
More SIG and SIZ file basics |
Editing SIG and SIZ files |
Entries and exits |
Synopsis of Trade Processing |
System review: logic, status, trade processing order |
Crossed signals; on the 'wrong side' of the market |
Basic Troubleshooting |
Lesson 3 |
Grid Introduction |
Browse results in the Grid |
Position Status and Exit Status fields |
Exporting data from the Grid |
Grid Column Aliases |
User-named variables |
Summary |
Lesson 4 |
Yesterday and Today |
Using yesterday and today |
Charting Options |
Charting - day offsets |
Postdictive errors |
Lesson 5 |
Initial Sizing Overview |
Initial Size - write and run |
Size as a function of equity and risk |
Diagnostics: Examining variables |
Grid |
X-Ray |
Misc. Position sizing topics |
Risk control: Sets and categories |
Risk control: Examples |
Summary |
Lesson 6 |
Simultest |
Lesson - Misc. Topics |
Sortlist |
PSR Detail notation |
PSR - Sortable Summaries |
FAQ |
Lesson - Data |
Symbol Manager |
Forex Conversion |
FAQ |
Lesson - Stepping |
Highlights |
FAQ |
Order Manager |
Introduction |
Entry & Exit on Stops |
Entry & Exit on Open |
Going Live |
Lesson Order Manager |
Parent account |
Child account |
Child account management |
FAQ |
Mechanica Basic -- Language Reference |
SIG |
Batch file |
DEADMARKET |
DPAGE |
END |
EXPORTGRID |
EXPORTPSR |
GBL |
INITIALIZEGBL |
NEXTSTEP |
OMGBL |
PROCESSEVERY |
PROCESSONCE |
RANKSTART, RANKEND |
RATIOGBL |
RAMPUPSTARTDATE |
SIMULTEST |
STEPPING |
Technical Indicators |
AD |
ASI |
ATR |
CCI |
DMI_ADX |
DMI_DNDI |
DMI_DX |
DMI_UPDI |
MACD |
MAE_HI, MAE_LO |
MO |
ROC |
RSI |
STOC |
WPR |
VI |
Math functions |
ABS |
CORREL |
EMA |
INT |
LOG |
LR |
LR_SLOPE |
MAX |
MIN |
NTHIGHEST, NTHLOWEST |
RANDOMNUMBER |
ROUND |
SMA |
SQR |
STD |
STD_POP |
SUM |
General and trading |
BEEP |
BUYCLOSE |
BUYLIMIT |
BUYOPEN |
BUYSTOP |
CLOSE, C |
COL |
COLX, COLY, COLZ |
COMMISSION |
DAYSINTRADE |
DAYSTOEND |
DECIMALS |
DO |
EXITPRICE |
HIGH, H |
JUMPTO |
LONG |
LOW, L |
OI |
OPEN, O |
POINTVALUE |
RANDOMNUMBER |
RANDOMPRICE |
RANDOMTRADE |
RETURN |
ROLLFLAG |
SECTOR |
SELLCLOSE |
SELLIMIT |
SELLOPEN |
SELLSTOP |
SETBACK |
SHORT |
SLIPPAGE |
SYSTEM |
TAGCOUNT |
TICK |
USERDEFINEDRISK |
V |
VAR |
VARIABLESETBACK |
SIZ |
General and position sizing |
DIRECTION |
EXPECTEDRETURN |
INCLUDETODAY |
JUMPTO |
LASTRADE |
LOSER |
MAXCONTRACTS |
MAXPOSITIONS |
MAXSHARES |
MINCONTRACTS |
MINPOSITIONS |
MINSHARES |
NEWCONTRACTS |
NEWMARGIN |
NEWRISK |
NEWSHARES |
NOWEIGHT |
RESIZEONLY |
STARTUPCASH |
TOTALRISKTARGET |
UTILITY |
VAR |
WINNER |
Category names |
~POSITION |
Category-legal keywords |
CONTRACTS |
MULTIPLIER |
RISK |
SHARES |
TOTAL prefix |
Category-related keywords |
SECTOR prefix |
SECTOR |
SECTORISK |
SECTORLONGPOSITIONS |
SECTORLONGRISK |
SECTORMARGIN |
SECTORPOSITIONS |
SECTORSHORTPOSITIONS |
SECTORSHORTRISK |
SYMBOL prefix |
SYMBOLMARGIN |
SYMBOLONGPOSITIONS |
SYMBOLONGRISK |
SYMBOLPOSITIONS |
SYMBOLRISK |
SYMBOLSHORTPOSITIONS |
SYMBOLSHORTRISK |
SYSTEM prefix |
SYSTEM |
SYSTEMARGIN |
SYSTEMLONGPOSITIONS |
SYSTEMLONGRISK |
SYSTEMPOSITIONS |
SYSTEMRISK |
SYSTEMSHORTPOSITIONS |
SYSTEMSHORTRISK |
TOTAL prefix |
TOTALCLOSEDEQUITY |
TOTALDRAWDOWN |
TOTALCASH |
TOTALEQUITY |
TOTALMARGIN |
TOTALONGPOSITIONS |
TOTALONGRISK |
TOTALPOSITIONS |
TOTALRISK |
TOTALSHORTPOSITIONS |
TOTALSHORTRISK |
Calendar |
DATE |
DAYOFMONTH |
DAYOFWEEK |
ENDATE |
ENTRYDATE |
ENTRYDAYOFMONTH |
ENTRYDAYOFWEEK |
ENTRYEAR |
MONDAY-FRIDAY |
MONTH |
STARTDATE |
XRAYENDATE |
XRAYSTARTDATE |
YEAR |
Memory and Storage |
CMP[n] |
EXTRA[n] |
GBL[n] |
GBLINDEX |
GBLMAP |
MEMORY[n] |
RANK |
RANKPERCENTILE |
SIZING[n] |
SORTLIST |
STORE[n] |
SYSPARAM |
TEMPMEM[n] |
TRADEMEM[n] |
User named columns |
User named variables |
W, X, Y, Z |
X-Ray |
XRAYENDATE |
XRAYSTARTDATE |
Operators / Logical |
IF, THEN, ELSE |
FALSE |
TRUE |
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