[{"data":1,"prerenderedAt":7492},["ShallowReactive",2],{"kscript:functions/strategy-functions":3},{"slug":4,"filePath":5,"frontmatter":6,"rawMarkdown":13,"tree":14},"functions/strategy-functions","functions/strategy-functions.md",{"title":7,"description":8,"verified":9},"Strategy Functions","The strategy() declaration and every strategy.* method - orders, brackets, cancellation, and position getters - with full parameter tables.",{"engine":10,"probes":11},"3.0.67",[12],"scripts/probes/strategies/trend-brackets.ks","---\ntitle: Strategy Functions\ndescription: The strategy() declaration and every strategy.* method - orders, brackets, cancellation, and position getters - with full parameter tables.\nverified:\n  engine: 3.0.67\n  probes:\n    - scripts/probes/strategies/trend-brackets.ks\n---\n\n## Overview\n\nFunctions for declaring a backtestable strategy and placing simulated orders against the broker emulator. Concepts, fill semantics, and result interpretation live in the [Strategies section](../strategies/overview.md); this page is the per-parameter reference.\n\n| Function | Description |\n| --- | --- |\n| [`strategy`](#strategy) | Declare the script as a strategy and configure the simulated broker |\n| [`strategy.entry`](#strategy.entry) | Queue an entry order (market, limit, or stop) |\n| [`strategy.exit`](#strategy.exit) | Attach protective bracket legs (profit/loss/stop/limit/trailing) to entries |\n| [`strategy.close`](#strategy.close) | Close a named entry at market |\n| [`strategy.closeAll`](#strategy.closeall) | Close the entire position at market |\n| [`strategy.cancel`](#strategy.cancel) | Cancel pending unfilled orders by id |\n| [`strategy.cancelAll`](#strategy.cancelall) | Clear the entire pending order queue |\n| [Getters](#getters) | `positionSize`, `equity`, `netProfit`, and friends |\n\nA script contains either `define()` or `strategy()`, never both. Calling any `strategy.*` method without a `strategy()` declaration is a compile-time error (`strategy methods require a strategy() declaration`).\n\n## strategy\n\n`strategy(title, position?, axis?, customTitle?, format?, maxBarsBack?, initialCapital?, currency?, commissionPercent?, slippageBps?, slippageModel?, qtyType?, qtyValue?, pyramiding?, fillModel?, instrument?, leverage?, maintenanceMarginPercent?, makerFeePercent?, takerFeePercent?, funding?, onLiquidation?)`: declares the strategy and its broker configuration. Accepts everything `define()` accepts plus the broker parameters. Perps-specific parameters are since engine 3.0.63. Literal-only arguments, validated like `define()`; any broker parameter may also be wired to an `input()` so users can adjust it from script settings.\n\n| Parameter | Type | Default | Description |\n| --- | --- | --- | --- |\n| `title` | string | required | Display name, surfaced on the chart legend and the Strategy Tester |\n| `position` | `'onchart' \\| 'offchart'` | `'onchart'` | Strategies default onchart so trade markers land on the price series |\n| `initialCapital` | number | `10000` | Starting equity; must be positive |\n| `currency` | string | `\"USD\"` | Display label for money-denominated stats |\n| `commissionPercent` | number | `0` | Spot only: charged per fill as a percent of fill notional. Ignored under `instrument=\"perps\"` with a diagnostic if nonzero (see [Cross-instrument parameters](#cross-instrument-parameters)) |\n| `slippageBps` | number | `0` | Adverse basis points on market, stop, and trailing fills. Limit fills are exempt (a limit price is a bound) |\n| `slippageModel` | `'fixed' \\| 'bookEstimate'` | `'fixed'` | `'bookEstimate'` prices market-crossing fills from recorded order-book depth where available, falling back to `slippageBps` with a counted disclosure. See [Slippage and Costs](../strategies/slippage-and-costs.md) |\n| `qtyType` | `'fixed' \\| 'percentOfEquity' \\| 'cash'` | `'percentOfEquity'` | Default sizing for entries without an explicit `qty` |\n| `qtyValue` | number | `100` | Units for `'fixed'`; percent for `'percentOfEquity'` (`(qtyValue/100 * equityAtFill) / fillPrice`); account currency for `'cash'` (`qtyValue / fillPrice`). On perps, `'percentOfEquity'` and `'cash'` size committed margin, and notional is margin times leverage |\n| `pyramiding` | number | `1` | Maximum stacked same-direction entries; excess entries are rejected and counted |\n| `fillModel` | `'pessimistic' \\| 'pathHeuristic'` | `'pessimistic'` | Intrabar ordering assumption when a bar could fill two levels and no finer data covers it. See [Fill Simulation](../strategies/fill-simulation.md) |\n| `instrument` | `'spot' \\| 'perps'` | `'spot'` | Broker instrument mode. `'perps'` switches to isolated-margin perpetual futures: leverage, maker/taker fees, funding, and liquidation become active. See [Perps](../strategies/perps.md) |\n| `leverage` | number | `1` | Perps only. Any number literal `> 0`, fractions included (`0.5` commits twice the notional). Committed isolated margin per entry is `notional / leverage` |\n| `maintenanceMarginPercent` | number | `0.5` | Perps only. Number literal `>= 0` and `\u003C 100` (lower bound inclusive, upper exclusive); sets the liquidation threshold |\n| `makerFeePercent` | number | `0` | Perps only. Charged on limit-priced fills as a percent of fill notional; number literal `>= 0` |\n| `takerFeePercent` | number | `0` | Perps only. Charged on market-crossing fills as a percent of fill notional; number literal `>= 0` |\n| `funding` | `'data' \\| 'off'` | `'data'` | Perps only. `'data'` settles recorded funding events against open positions and counts uncovered bars; `'off'` disables funding exactly. See [Funding](../strategies/perps.md#funding) |\n| `onLiquidation` | `'continue' \\| 'halt'` | `'continue'` | Perps only. After a liquidation: keep trading, or reject every subsequent entry and report `liquidationHalted: true` |\n\n**Returns:** `void`.\n\n```javascript title=\"perps-happy.ks\"\n//@version=3\n\n// Perps happy path: every perps param declared explicitly. Probes the declared\n// echo, taker fees charged on market fills (makerFeesPaid stays 0 with no limit\n// orders), commissionPercent NOT charged (it is a spot-only param and is left\n// at its default 0 here so no warning fires), and the perps-only bar-aligned\n// series committedMarginSeries / fundingPaidSeries being present.\n// funding=\"off\" keeps funding an exact no-op: all three funding stats are 0.\nstrategy(title=\"Perps Happy\", initialCapital=10000,\n         instrument=\"perps\", leverage=5, maintenanceMarginPercent=1,\n         makerFeePercent=0.02, takerFeePercent=0.05,\n         funding=\"off\", onLiquidation=\"continue\",\n         qtyType=\"fixed\", qtyValue=1, pyramiding=1);\n\ntimeseries data = ohlcv(symbol=currentSymbol, exchange=currentExchange);\n\ntimeseries fastMa = sma(source=data.close, period=4);\ntimeseries slowMa = sma(source=data.close, period=9);\n\nif (crossover(fastMa, slowMa)) {\n  strategy.entry(\"Long\", \"long\");\n}\n\nif (crossunder(fastMa, slowMa)) {\n  strategy.close(\"Long\");\n}\n\nplotLine(value=strategy.equity(), width=1, colors=[\"#2563eb\"], label=[\"Equity\"], desc=[\"Strategy equity\"]);\n```\n\n### Validation of the perps parameters\n\nAll compile-time, literal-only, with these exact rejections (each error also carries the declaration's source location, e.g. `at 8:1`):\n\n| Declaration | Compile error |\n| --- | --- |\n| `instrument=\"margin\"` | `strategy(): 'instrument' must be 'spot' or 'perps'` |\n| `instrument=1` | `strategy(): 'instrument' must be a string literal` |\n| `leverage=0` / `leverage=-2` / `leverage=someIdentifier` | `strategy(): 'leverage' must be a number literal > 0` |\n| `maintenanceMarginPercent=-1` / `=100` | `strategy(): 'maintenanceMarginPercent' must be a number literal >= 0 and \u003C 100` |\n| `makerFeePercent=-0.1` | `strategy(): 'makerFeePercent' must be a number literal >= 0` |\n| `takerFeePercent=-0.1` | `strategy(): 'takerFeePercent' must be a number literal >= 0` |\n| `funding=\"on\"` | `strategy(): 'funding' must be 'data' or 'off'` |\n| `onLiquidation=\"stop\"` | `strategy(): 'onLiquidation' must be 'continue' or 'halt'` |\n\nBoundary values that ARE legal: `leverage=0.5` (any number `> 0`) and `maintenanceMarginPercent=0` (the `>= 0` is inclusive) both run cleanly and echo exactly in the declaration.\n\nParameters can never reference script variables: `strategy()` must be the script's first statement, so a `var` placed above it fails earlier with `Script must start with a define(title, position, axis) or strategy(title) statement`, and an identifier passed to a perps param is rejected as a non-literal with the same `must be a number literal` text.\n\n### Cross-instrument parameters\n\nDeclaring a parameter for the instrument you did not pick produces a run diagnostic (or silence), never a charge:\n\n- Perps + nonzero `commissionPercent`: `STRATEGY_PERPS_COMMISSION_IGNORED: strategy(): 'commissionPercent' is ignored for instrument=\"perps\"; fees come from 'makerFeePercent'/'takerFeePercent'`. Commission is not charged.\n- Spot + `makerFeePercent`/`takerFeePercent`: `STRATEGY_SPOT_MAKER_TAKER_IGNORED: strategy(): 'makerFeePercent' and 'takerFeePercent' apply only to instrument=\"perps\"; spot uses 'commissionPercent'` (the message names only the params you declared). Maker/taker are not charged; commission is.\n- Spot + non-default `onLiquidation`: same diagnostic code, wording `'onLiquidation' applies only to instrument=\"perps\"`.\n- Spot + `funding=\"off\"`, `leverage`, or `maintenanceMarginPercent`: silently accepted and echoed, but inert.\n\nFull evidence and the run-side mechanics (margin, liquidation, funding settlement) are on the [Perps page](../strategies/perps.md).\n\n\n## strategy.entry\n\n`strategy.entry(id, direction, qty=na, limit=na, stop=na, ocaName=na, comment=na)`: queues an entry. Plain calls are market orders for the next bar open; `limit`/`stop` create resting orders that fill when touched. Re-issuing an id replaces the pending unfilled order with that id.\n\n| Parameter | Type | Description |\n| --- | --- | --- |\n| `id` | string | Your key for this entry; exits target it via `fromEntry`, and `strategy.close(id)` closes it |\n| `direction` | `'long' \\| 'short'` | Order direction. An entry opposite the current position is a reversal: it closes the position fully at the same fill, then opens the new one |\n| `qty` | number | Optional explicit quantity; overrides the declaration's `qtyType` sizing. Fractional quantities are legal |\n| `limit` | number | Optional limit price: fills when the bar trades through it, at the better of open and limit, with no slippage. Must be a number, not a timeseries: passing `data.close` directly is a compile error (`Type mismatch for 'strategy.entry.limit': expected number, got timeseries`); read it into a `var` first |\n| `stop` | number | Optional stop price: fills on touch, slippage-adjusted (stops cross the market) |\n| `ocaName` | string | Optional one-cancels-all group shared with other entries and exits: when any grouped order fills, the rest cancel |\n| `comment` | string | Optional free text carried on the trade |\n\n**Returns:** `void`. Rejected when the pyramiding cap is reached, sizing resolves non-positive, the bar has NaN OHLC, or the bar is not confirmed; on `instrument=\"perps\"`, also when the fee-inclusive required margin exceeds available margin (disclosed with a `STRATEGY_MARGIN_REJECTED` diagnostic, see [Perps](../strategies/perps.md#margin-rejection)). Rejections are counted in `stats.rejectedOrders`, never thrown.\n\n## strategy.exit\n\n`strategy.exit(id, fromEntry=na, qty=na, qtyPercent=na, profit=na, limit=na, loss=na, stop=na, trailPoints=na, trailOffset=na, ocaName=na, comment=na)`: attaches protective bracket legs to open entries. At least one of `profit`, `limit`, `loss`, `stop`, or a trailing pair is required. Legs within one exit id are inherently one-cancels-all: a full fill cancels the siblings, a partial fill keeps the bracket armed for the remainder.\n\n| Parameter | Type | Description |\n| --- | --- | --- |\n| `id` | string | Key for this exit order; re-issuing replaces the pending version |\n| `fromEntry` | string | Target entry id. Omitted: protects all open entries |\n| `qty` / `qtyPercent` | number | Total contracts (or percent of targeted quantity) to exit, allocated FIFO across targeted trades |\n| `profit` / `loss` | number | Take-profit / stop distance in ticks from entry; must be finite and positive |\n| `limit` / `stop` | number | Absolute take-profit / stop prices; must be finite and positive. Ticks and absolute together on the same leg is a diagnostic |\n| `trailPoints` | number | Favorable excursion (price units) that activates the trailing stop |\n| `trailOffset` | number | Trailing distance once active; the stop ratchets monotonically with new favorable extremes |\n| `ocaName` | string | Optional one-cancels-all group shared with entries and exits |\n| `comment` | string | Optional free text |\n\n**Returns:** `void`. Pre-arming before the entry fills is allowed; once armed, the exit auto-cancels if its trades are closed by another order. Take-profit limit legs fill without slippage; stop and trailing legs are slippage-adjusted. When both a stop and a profit level fall inside one bar, resolution follows [fill simulation](../strategies/fill-simulation.md#intrabar-ordering-and-fill-models).\n\n## strategy.close\n\n`strategy.close(id, comment=na)`: market-closes the trades opened by entry `id` at the next bar open.\n\n## strategy.closeAll\n\n`strategy.closeAll(comment=na)`: market-closes the entire position at the next bar open. Exit reason is `closeAll`.\n\n## strategy.cancel\n\n`strategy.cancel(id)`: removes all pending unfilled orders with that id across entry and exit namespaces. Unknown ids are silent no-ops.\n\n## strategy.cancelAll\n\n`strategy.cancelAll()`: clears the entire pending queue, including a pending `closeAll`.\n\n## Getters\n\nAll zero-argument, valid on any bar, reflecting state as of the current bar:\n\n| Getter | Returns |\n| --- | --- |\n| `strategy.positionSize()` | Signed open quantity (negative for shorts, `0` when flat) |\n| `strategy.positionAvgPrice()` | Average entry price of the open position |\n| `strategy.equity()` | Cash plus open position marked at the current close, minus fees paid |\n| `strategy.openProfit()` | Unrealized PnL of the open position |\n| `strategy.netProfit()` | Realized net profit so far |\n| `strategy.closedTradeCount()` | Closed trades so far |\n| `strategy.winTradeCount()` / `strategy.lossTradeCount()` | Winning / losing closed trades so far |\n| `strategy.maxDrawdown()` | Largest equity decline so far |\n\n```javascript title=\"trend-brackets.ks\"\n//@version=2\nstrategy(title=\"Trend with Brackets\", initialCapital=10000, qtyType=\"fixed\", qtyValue=1, pyramiding=1, fillModel=\"pathHeuristic\")\n\ntimeseries bars = ohlcv(symbol=currentSymbol, exchange=currentExchange)\ntimeseries fast = sma(source=bars.close, period=5)\ntimeseries slow = sma(source=bars.close, period=20)\nvar lastClose = bars.close\n\nif (crossover(fast, slow)) {\n  strategy.entry(\"Trend\", \"long\")\n}\nif (strategy.positionSize() > 0) {\n  strategy.exit(\"Protect\", fromEntry=\"Trend\", stop=lastClose * 0.97, limit=lastClose * 1.05)\n}\n\nplotLine(value=fast, width=1, colors=[\"#4f8cff\"], label=[\"Fast SMA\"], desc=[\"5-period SMA of close\"])\nplotLine(value=slow, width=1, colors=[\"#8b5cf6\"], label=[\"Slow SMA\"], desc=[\"20-period SMA of close\"])\n```\n\n## Order lifecycle notes\n\n- Orders placed during bar N join the queue for bar N+1; the processing sequence each bar is protective exits, then signal exits, then entries, each in insertion order.\n- All order methods are recorded as rejected (not thrown) on NaN-OHLC bars and non-confirmed bars.\n- On the last bar, unfilled orders remain visible under `pendingOrders` in the output.\n- The position model is netting: one net position, reversals close-then-open atomically at one fill price.\n",{"type":15,"children":16,"data":7485,"position":7487},"root",[17,38,40,81,83,630,631,742,743,757,758,842,844,2802,2803,2849,2850,3518,3519,3535,3536,3568,3569,4057,4058,4144,4145,4236,4237,4252,4253,4267,4268,4516,4517,4551,4552,4566,4567,4630,4632,5195,5196,5318,5319,5333,5334,5431,5433,6026,6027,6093,6094,6107,6108,6150,6151,6166,6167,6209,6210,6223,6224,6249,6250,6265,6266,6307,6308,6322,6323,6337,6338,6758,6759,7381,7382,7398,7399],{"type":18,"tagName":19,"properties":20,"children":22,"position":34},"element","h2",{"id":21},"overview",[23],{"type":24,"value":25,"position":26},"text","Overview",{"start":27,"end":31},{"line":28,"column":29,"offset":30},1,4,3,{"line":28,"column":32,"offset":33},12,11,{"start":35,"end":37},{"line":28,"column":28,"offset":36},0,{"line":28,"column":32,"offset":33},{"type":24,"value":39},"\n",{"type":18,"tagName":41,"properties":42,"children":43,"position":78},"p",{},[44,52,71],{"type":24,"value":45,"position":46},"Functions for declaring a backtestable strategy and placing simulated orders against the broker emulator. 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