Excel 1
Excel 1
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
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:
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):
Page 4 of 26
www.pepperstone.com Excel RTD
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
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:
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
Page 5 of 26
www.pepperstone.com Excel RTD
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.)
Page 6 of 26
www.pepperstone.com Excel RTD
W1 7200
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
Therefore, the close price on bar 0 (for any timeframe) is the current bid price. In
effect, the following two formulas are identical:
The amount of data available on each timeframe depends on the underlying platform,
but will typically be around 250 bars.
Page 7 of 26
www.pepperstone.com Excel RTD
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:
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.
Page 8 of 26
www.pepperstone.com Excel RTD
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
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
For example, the following formula does an average of the close prices of the last 21
bars on GBP/USD H1:
Page 9 of 26