Mechanica Help
Contents
| Index
- ~ -
~POSITION
- A -
ABS (absolute value)
AD (Accumulation Distribution)
ASI (Accumulative Swing Index)
ATR (Average True Range)
- B -
Batch files - Introduction
Batch files - operations
BEEP
BUYCLOSE
BUYLIMIT
BUYOPEN
BUYSTOP
- C -
Categories and Sets - understanding
CCI (Commodity Channel Index)
Charting options - chart setup
CLOSE
Closed Equity
CMP
COL
COLX, COLY, COLZ
COMMISSION
Contacting Us
Contract Rolls - OM
CONTRACTS
CORREL
CSI Data
Customer Support
- D -
Data - CSI
Data - Forex
Data - select the data your system will use
Data Page - Creating / Edit Page Properties
DATE
DAYOFMONTH
DAYOFWEEK
DAYSINTRADE
DAYSTOEND
DEADMARKET
Debug - Using X-Ray
Debug - Wrong Side: example
DECIMALS
DIRECTION
DMI_ADX (ADX)
DMI_DNDI (ADX)
DMI_DX (ADX)
DMI_UPDI (ADX)
DO
DPAGE
Drawdown
- E -
Editing - clear an error message
Editing - add entry rules
Editing - add position sizing rules
Editing - copy using the keyboard to select data
Editing - copy using the mouse to select data
Editing - define column values on the Resources Page
Editing - enter a column definition
Editing - enter comments in your program
Editing - enter multiple commands on a single line
Editing - Entries and Exits - which page to use
Editing - identify your system
Editing - Position Sizing Rules pages
Editing - Rules Editor (Summary)
Editing - Rules Editor status bar
Editing - Symbol Properties
Editing - Using the Rules Editor
EMA (exponential moving average)
END (batch)
ENDATE
Entries and Exits - which page to use
ENTRYDATE
ENTRYDAYOFMONTH
ENTRYDAYOFWEEK
ENTRYEAR
Equity
Equity curve, stepping into
ERASE
Exit Status
EXITPRICE
EXPECTEDRETURN
EXPORTGRID
Exporting Grid data - adjacent columns
Exporting Grid data - non-adjacent columns
EXTRA
- F -
Forex conversion - ensure position sizing is handled correctly
Forex Conversion (CMP)
Forex Conversion (discussion)
Forex Conversion data - set up
Forex data
FRIDAY
- G -
GBL
GBL (batch)
GBLINDEX
GBLMAP[n]
Global Manager
Grid column alias - creating
Grid column alias - referencing
Grid column aliases - create without defining a Column first
Grid discussion
Grid operations summary
- H -
HIGH
Holidays - setting / clearing in OM
- I -
Include Today
INCLUDETODAY
INITIALIZEGBL
INT (integer)
- J -
JUMPTO
- K -
Keywords, new in v3.2011
- L -
LASTRADE
Lesson2.sig
Lesson3.sig
LOG
LONG
LOSER
LOW
LR (linear regerssion)
LR_SLOPE
- M -
MACD
MAE_HI (Moving Average Exp. Hi/Lo band)
Margin
Markowitz style portfolio optimization
Math functions
MAX
MAXCONTRACTS
MAXPOSITIONS
MAXSHARES
Mean Variance Optimization
MEMORY
MIN
MINCONTRACTS
MINPOSITIONS
MINSHARES
MO (Momentum)
MONDAY
MONTH
MULTIPLIER
MVO (mean variance optimization)
- N -
NEWCONTRACTS
NEWMARGIN
NEWRISK
NEWSHARES
NEWTRADE
NEXTSTEP
NOWEIGHT
NTHIGHEST
- O -
OI (Open Interest)
OM - Account History
OM - Account setup
OM - Active field, red check
OM - Active Positions and Contingent Orders
OM - Adding a market to an existing account
OM - Adding a system to an existing account
OM - Associated batch file
OM - Calendar
OM - change position size
OM - Change Status field - Regenerate
OM - Changing the Child account size - Orders and Positions
OM - Child account creation and scaling
OM - Childless Parent - understanding
OM - Contract field
OM - ContractRolls
OM - Deleting positions
OM - Discretionary trades
OM - Edit size field
OM - Exits
OM - FAQ
OM - Frequency of Rescaling
OM - Holidays - setting / clearing
OM - Manage a Child account
OM - Missing data
OM - Parent account creation
OM - Prospective and Contingent Orders
OM - Rescaling - to manage changes in account size
OM - Rescaling - to realign Parent and Child
OM - Set up a Child Account
OM - Set up a Parent Account
OM - Stepping into the equity curve
OM - The first day of trading
OM - Trades Exited in previous session
OM - Understanding the Parent / Child relationship
OM - Unexplained Resizing orders
OMGBL
OPEN
Order of trade Processing - Summary
- P -
Page Processing Order
Pages - understanding Mechanica’s system of
POINTVALUE
Portfolio Summary - Detail notation
Portfolio Summary Report - Sortable Summaries
Position Status
Positions How many
Positions Short
Positions Long
Postdictive errors
PROCESSMANY
PROCESSONCE
- R -
RAMPUPSTARTDATE
RANDOMNUMBER
RANDOMPRICE
RANDOMTRADE
RANK
Rank - Conditional
RANKEND
RANKPERCENTILE
RANKSTART
RATIOGBL
Rejected trades
Resize notation - Multiplier - "mlcr"
RESIZEONLY
Results window (Grid)
RETURN
Risk
RISK
Risk Short
Risk control - Categories and Sets
Risk control - Introduction
Risk control - With Category-related keywords
Risk Long
ROC (Rate of Change)
ROLLFLAG
ROUND
RSI (Relative Strength Index)
Run a system - the concept
Run your system
- S -
SECTOR
SECTORISK
SECTORLONGPOSITIONS
SECTORLONGRISK
SECTORMARGIN
SECTORPOSITIONS
SECTORSHORTPOSITIONS
SECTORSHORTRISK
SELLCLOSE
SELLIMIT
SELLOPEN
SELLSTOP
SETBACK
SHARES
SHORT
SIG / SIZ files - MRU (most recently used)
SIG file - opening
SIG file - save
SIG file - save to another name
Signal Rules pages
SIMULTEST
Simultest - automate using a Batch file
Simultest - multiple systems from a single SIZ file
SIMULTEST - run
SIMULTEST - run (summary)
SIZ file - opening
SIZ file - save
SIZING
Sizing - Include Today
Sizing - Rejected trades
Sizing - SortList Manager
Sizing - STARTDATE
Sizing - Sysparam Manager
SLIPPAGE
SMA (simple moving average)
SORTLIST
SortList Manager
SQR (square root)
STARTDATE
STARTUPCASH
Status Bar
STD standard deviation)
STD_POP (STD population)
STEPPING
Stepping - code modification (sig and siz)
Stepping - dates
Stepping - FAQ
Stepping - Highlights
Stepping - Initiation
Stepping - lost icon
Stepping - parallel parameter incrementing
Stepping - saving and retrieving session
Stepping - scope
Stepping - screen
Stepping - speed up
Stepping - unusual case
Stepping into the equity curve
STOC (Stochastics)
Stops - set exit stops on the Trade in Progress & Exit Page
STORE
SUM
Support
Symbol Manager - set up Forex conversion data
Symbol Properties - import or export
Symbol Property
SYMBOLMARGIN
SYMBOLONGPOSITIONS
SYMBOLONGRISK
SYMBOLPOSITIONS
SYMBOLRISK
SYMBOLSHORTPOSITIONS
SYMBOLSHORTRISK
SYSPARAM
Sysparam Manager
SYSTEM
SYSTEMARGIN
SYSTEMLONGPOSITIONS
SYSTEMLONGRISK
SYSTEMPOSITIONS
SYSTEMRISK
SYSTEMSHORTPOSITIONS
SYSTEMSHORTRISK
- T -
TAGCOUNT
Technical Indicators
Technical Support
TEMPMEM
THURSDAY
TICK
TOTALCASH
TOTALCLOSEDEQUITY
TOTALDRAWDOWN
TOTALEQUITY
TOTALMARGIN
TOTALONGPOSITIONS
TOTALONGRISK
TOTALPOSITIONS
TOTALRISK
TOTALRISKTARGET
TOTALSHORTPOSITIONS
TOTALSHORTRISK
Trade Processing - Summary
TRADEMEM
TUESDAY
- U -
USERDEFINEDRISK
User-named variables - create and apply
UTILITY
- V -
V (Volume)
VAR
Variables - understanding persistence of
Variables - understanding user-named
Variables - User-named - create and apply
VARIABLESETBACK
VI (Volatility Index)
- W -
W, X, Y, Z
WEDNESDAY
WINNER
WPR (Williams Percent R)
Wrong Side: Definition
- X -
XRay
X-Ray
X-Ray - Introduction
X-Ray - Summary
XRAYENDATE
XRAYSTARTDATE
- Y -
YEAR