Order Indicators

Sum Order Amount indicator

The total dollar amount across all matching orders within a window.

Definition

The total dollar amount across all matching orders within a window.

Parameters

Asset(s), Window (lookback period), Side, Order Status

Output range: >= 0

Example condition

text
`Sum Order Amount(*, 7 days, Buy, Filled) < 5000` (Cap weekly spending at $5K)

Use in a strategy

Add this indicator to a strategy condition, choose its supported parameters and compare the output with the threshold required by your rule. Preserve the same interval and lookback when comparing backtests.

After saving the condition, inspect its asset, interval, lookback and comparison operator against the parameters above. If no trades occur, check whether the condition ever became true and whether the requested input data exists for that period. A missing input is not a zero-valued signal. An indicator produces an input to a rule. It does not establish future returns, and data availability can differ across assets and periods.