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Excel 1

The document discusses the properties and data provided by the RTD app to summarize financial account information, symbol prices, trade tickets, bar history, and technical indicators in Excel. The app provides data on the account balance, equity, profit/loss, trade tickets, historical price bars for configured symbols, and values for common technical indicators like SMA, EMA, and RSI. Properties include the currency, individual symbol prices, trade details, bar timestamps and price values, and parameter values for calculated indicators. This allows Excel users to access real-time market data and account information from their brokerage.
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0% found this document useful (0 votes)
54 views6 pages

Excel 1

The document discusses the properties and data provided by the RTD app to summarize financial account information, symbol prices, trade tickets, bar history, and technical indicators in Excel. The app provides data on the account balance, equity, profit/loss, trade tickets, historical price bars for configured symbols, and values for common technical indicators like SMA, EMA, and RSI. Properties include the currency, individual symbol prices, trade details, bar timestamps and price values, and parameter values for calculated indicators. This allows Excel users to access real-time market data and account information from their brokerage.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 6

www.pepperstone.

com Excel RTD

2.3 Property names


The RTD app supplies data about the account (e.g. equity and balance), symbol
prices, “tickets“, bar history, and technical indicator values. The list of tickets includes
both open positions and pending orders.

2.3.1 Account data properties

Property Meaning
currency The deposit currency of the account
balance Account balance
equity Account equity
pl Floating profit/loss
usedmargin Margin in use
freemargin Free margin
tickets Number of “tickets“: open positions and pending orders

2.3.2 Price and symbol data properties

The app supplies the current ask and bid prices for all symbols configured in the app.
For example, if the symbol name you are interested in is EURUSD, then the property
name for its ask price is askEURUSD. For example:

=RTD("FXBlueLabs.ExcelRTD", , "156734", "askEURUSD")

Property Meaning
bidSymbol Bid price of symbol
askSymbol Ask price of symbol
highSymbol Daily high of the symbol. Not available on all platforms.
The definition of the day’s start (e.g. GMT, or some other
time zone) depends on the broker/platform.
lowSymbol Daily low of the symbol. Not available on all platforms. The
definition of the day’s start (e.g. GMT, or some other time
zone) depends on the broker/platform.

The app also provides a count and a list of all configured symbols. For example, the
following formulas return the number of available symbols and the name of the 5th
symbol on the list (which can be in any order):

=RTD("FXBlueLabs.ExcelRTD", , "156734", "symbols")

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=RTD("FXBlueLabs.ExcelRTD", , "156734", "s5")

Property Meaning
symbols Number of symbols
sN Name of the nth symbol, e.g. EURUSD. The N value is an
index between 1 and the total number of symbols

2.3.3 Ticket data properties

The app supplies the following information about each "ticket", i.e. each open
position and pending order. The N value in each property name is an index between
1 and the total number of tickets (reported by the tickets property).

For example, you can get the symbol name and net profit of the 2nd ticket (if there is
one) using the following formulas:

=RTD("FXBlueLabs.ExcelRTD", , "156734", "t2s")


=RTD("FXBlueLabs.ExcelRTD", , "156734", "t2npl")

Property Meaning
tNt Ticket number, i.e. the ID of the open position or pending
order
tNa Action: BUY, SELL, BUYLIMIT, SELLLIMIT, BUYSTOP,
SELLSTOP
tNs Symbol name
tNv Volume
tNnpl Net profit (gross profit + commission + swap). Not
applicable on pending orders, and reported as zero.
tNpl Gross profit. Not applicable on pending orders, and
reported as zero.
tNswap Swap. Not applicable on pending orders, and reported as
zero.
tNcomm Commission. Not applicable on pending orders, and
reported as zero.
tNsl Stop-loss price
tNtp Take-profit price
tNop Open/entry price
tNcp Current price of symbol
tNcm Order comment

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tNmg Order magic number (MetaTrader 4 only)


tNot Open time (as number of seconds since 1/1/1970)

2.3.4 Bar history

You can use the Excel RTD app to request recent price history from the platform. All
values are bid prices. (Please note that this price history is not available on the
tradable platform.)

The property name for bar history is as follows: @bh,symbol,timeframe,data,shift.


For example, the following formula shows the high of the current EUR/USD H1 bar:

=RTD("FXBlueLabs.ExcelRTD", ,"156734", "@bh,EURUSD,H1,high,0")

2.3.4.1 Timeframe value


The bar timeframe can either be specified as a number of minutes – e.g. 60 for
hourly bars – or you can use standard notations such as H1 or M3. The available
timeframes are as follows:

Period Timeframe value


M1 1
M2 2
M3 3
M4 4
M5 5
M6 6
M10 10
M12 12
M15 15
M30 30
H1 60
H2 120
H3 180
H4 240
H6 360
H8 480
D1 1440
D2 2880

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W1 7200

2.3.4.2 Price data


You can request the following information about each bar:

Data Meaning
time Start time of the bar (in the format yyyy/mm/dd hh:mm:ss)
open Open price
high High price
low Low price
close Close price
range Range from high to low
median Average of high and low
typical "Typical" price: average of high, low, and close
weighted "Weighted" price: average of high, low, close, and close – i.e.
double-weighting on the close value
change Change in bar: close minus open, therefore negative for down
bars and positive for up bars.
abschange Absolute change value, i.e. change converted to a positive
number if negative

2.3.4.3 Bar shift


The final part of the price history formula is the bar "shift", i.e. which bar to get
information about. Bars are numbered with the newest at zero, and increasing in
order of age. In other words, bar 0 is the current in-progress bar; bar 1 is the last
complete bar etc.

Therefore, the close price on bar 0 (for any timeframe) is the current bid price. In
effect, the following two formulas are identical:

=RTD("FXBlueLabs.ExcelRTD", , "156734", "bidGBPUSD")


=RTD("FXBlueLabs.ExcelRTD", , "156734", "@bh,GBPUSD,60,close,0")

The amount of data available on each timeframe depends on the underlying platform,
but will typically be around 250 bars.

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2.3.5 Technical indicators

The Excel RTD app has some built-in indicator calculations which you can request
using formulas. For example, the following formula will show 14-bar Relative
Strength Index for GBP/USD M5:

=RTD("FXBlueLabs.ExcelRTD", , "156734", "@rsi,GBPUSD,M5,14,0")

Please note that the technical indicators are not available on the tradable platform.

The property name for a technical indicator starts with an indicator name such as
@rsi or @ema, and is then followed by a list of parameters separated by commas.

The first two parameters for an indicator are always the symbol name and the
timeframe, which can be specified either as H2 or as the equivalent number of
minutes such as 120.

The last parameter is always the bar "shift". You will normally want to use a value of
0 for the shift, in order to get the current indicator value, but you can also use a shift
of e.g. 1 to get the value of the indicator at the end of the previous bar. (The only
exception are the swing-point indicators, which always return the latest swing point
and do not use a shift parameter.)

Many indicators can be applied to different data values from each bar, e.g. the high
price or even the bar range instead of the close price.

Please bear in mind that exponential moving averages and similar calculations are
affected by the amount of available bars. For convenience, everyone always refers
to the N value in such calculations as "N bars" (e.g. "21-bar EMA"), but this is not
what it truly means. The N is a weighting factor, and a calculation such as an EMA
always looks at the entire bar history which it has collected, but giving increased
weight to the most recent N bars. Two calculations of an EMA can be different –
though only usually by small amounts – if they are using different amounts of bar
history.

2.3.5.1 @sma – Simple Moving Average


You can calculate a simple moving average (i.e. arithmetic mean) using the @sma
indicator. For example, the following formula does an average of the median prices
for the last 10 bars on GBP/USD M5:

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=RTD("FXBlueLabs.ExcelRTD", , "156734", "@sma,GBPUSD,M5,median,10,0")

The indicator’s parameters are as follows:

Parameter Meaning
symbol Symbol name, e.g. GBPUSD
timeframe Bar timeframe, as a number of minutes or a notation such as H1
or M3
data Data to use from each bar, e.g. close or high
period Number of bars to calculate the average over
shift Bar shift, e.g. zero in order to get the current value of the indicator

2.3.5.2 @ema – Exponential Moving Average


You can calculate an exponential moving average using the @ema indicator. For
example, the following formula does an average of the ranges of the last 21 bars on
GBP/USD D1:

=RTD("FXBlueLabs.ExcelRTD", , "156734", "@ema,GBPUSD,1440,range,21,0")

The indicator’s parameters are as follows:

Parameter Meaning
symbol Symbol name, e.g. GBPUSD
timeframe Bar timeframe, as a number of minutes or a notation such as H1
or M3
data Data to use from each bar, e.g. close or high
period Number of bars to calculate the average over
shift Bar shift, e.g. zero in order to get the current value of the indicator

2.3.5.3 @smma – Smoothed Moving Average


You can calculate a smoothed moving average using the @smma indicator. (A
smoothed average with period N is the same as an exponential moving average with
period 2N-1).

For example, the following formula does an average of the close prices of the last 21
bars on GBP/USD H1:

=RTD("FXBlueLabs.ExcelRTD", , "156734", "@smma,GBPUSD,H1,close,21,0")

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