Trident - Probability-Based Trade Manager
Parameter-free trade management with automatic stops and profit targets
Function Syntax
=PFR.Trident(Security, Periodicity, Interval, EntryDate, EntryDirection, MaximumEdge, InitialEdge, DurationBars, EdgeDecay, PeakPercent, RefreshMode)
Parameters
| Parameter |
Description |
| Security | Bloomberg security |
| Periodicity | Bar scale |
| Interval | Bar interval for MINUTE |
| EntryDate | Trade entry date |
| EntryDirection | 1=long, -1=short |
| MaximumEdge | Max edge (0.10=10%) |
| InitialEdge | Initial edge (0.10=10%) |
| DurationBars | Bars to zero edge |
| EdgeDecay | Decay at half duration |
| PeakPercent | Peak location (0.10=10%) |
| RefreshMode | Refresh rate INTERVAL,DAILY,...,FREEZE |
Output Columns
| Column |
Description |
| Output 1 | Security Symbol |
| Output 2 | Entry Date |
| Output 3 | Direction |
| Output 4 | Entry Price |
| Output 5 | Exit Date |
| Output 6 | Exit Price |
| Output 7 | Exit Reason |
| Output 8 | Stop Price |
| Output 9 | Target Price |
| Output 10 | Duration |
| Output 11 | Expected Max Duration |
| Output 12 | Time Stop |
| Output 13 | Trade %Gain |
Note: This function requires Bloomberg Terminal to be running and logged in.