RuleTrader defines a number of columns that are or may be included in the main Share List window in the RuleTrader Test and Live session layouts. If any of these columns are missing, or you wish to add optional columns, then please refer to RuleTrader Column Is Missing for information on how this is done.

The Usage In Test and Avg Spread columns are pre-installed in the Test session’s Share List window and may be removed if you wish. They only contain data once a back-test has been run, or a previous back-test’s session data has been loaded:

• Usage In Test lists all those shares that were selected and traded during the back-test, and all those shares that were selected for a trading list but not traded. For this to work, you need to ensure that the:
  1. column is sorted in ascending or descending order by double-clicking on the column header once or twice
  2. shares shown in the Share List window include all those shares that your trading system is designed to work with and which may have been selected in the back-test. The simplest way of ensuring this is to right-click the top border of the Share List window, click Change List, then select All to display every share and other financial instrument in ShareScope’s database
• Avg Spread displays the average spread for each selected or traded share, the last time it was calculated. Note that the average spread is only used in back-tests for trades today. Historical trades rely on the average of spread and the outputs from RuleTrader’s three spread estimators, which are date dependent, so cannot be displayed in a column.

You can also add the RuleTrader Value Column to the Share List window to display the value or state of any of your Trading Spec’s terms, trading rules, trading strategies or list selectors. However, this will only display their value at the end of the back-test, so is more useful in Live sessions. To show their changing values over time, please use the RuleTrader Value Indicator graph or one of the Chart Overlays.

The columns that are pre-installed in the Live session’s Share List window are the RuleTrader Signals column and the RuleTrader Rules columns. These MUST be present in the RuleTrader Live layout and the intraday feed must be enabled, for  the live system to work correctly:

• RuleTrader Rules displays, for any share that has a trade-signal, the name of the trading rule that raised that signal. It is this column that drives the evaluation of your Trading Spec so it must never be removed or disabled.
• RuleTrader Signals displays the trade-signal for any shares that have one. For all remaining shares, the share’s list status is displayed. If there is no data for a share then it has never been selected for your trading system’s trading list. Entries in this column can be any of:
  • A trade signal, e.g. Open, Close, Hold, etc. These labels have a number in front of them, which is used to sort the signals, to group similar signals together, and to ensure that sell signals occur first, so the cash from them is available for any buy signals. Double click the column header to enable this sorting, if required (the little arrow-head in the column header should point upwards)
  • One or more strategy names for shares that are currently in the named strategies’ trading lists but which don’t currently have a trade-signal
  • Ex-list (traded) for shares that are not currently in any strategies’ trading lists but which have been in the past and which have also been traded in the past
  • Ex-list for shares that are not currently in any strategies’ trading lists but which have been in the past but have never been traded
  • Ex-list (traded, no data) for shares that are not currently in any strategies’ trading lists but which have been in the past and have also been traded, whose channel data has been purged to reduce session data file size (trade data is always preserved)
  • Ex-list (no data) for shares that are not currently in any strategies’ trading lists but which have been in the past but have never been traded and whose channel data has been purged to reduce session data file size
• Important Notes:
  1. The RuleTrader Signals column should be sorted in ascending order for signals to be correctly shown at the top of the column i.e. there should be a little arrow head pointing upwards in the column’s header. If there isn’t, then double-click once or twice on the column header until it is.
  2. If no data is showing in this column then please see RuleTrader Signals Column Not Displaying Data for instructions on how to quickly fix this common issue.

In your RuleTrader Live session you can also add a RuleTrader Value Column to display the value or state of any of your Trading Spec’s terms, trading rules, trading strategies or list selectors. This is far more useful here than in the Test session, as you can display live values from your trading system. For example, the current gain or return for a position, the gradient of a trend, the result of some expression, etc. It can also be used to feed data to a Detail window’s List Box Item, such as totals for your system’s gain, return, value invested, free cash, etc.