Interface IScheduledSignalCancelRow

Scheduled signal row with cancellation ID. Extends IScheduledSignalRow to include optional cancelId for user-initiated cancellations.

interface IScheduledSignalCancelRow {
    _entry?: { cost: number; price: number; timestamp: number }[];
    _fall: { price: number; timestamp: number } & IStrategyPnL;
    _isScheduled: boolean;
    _partial?: {
        costBasisAtClose: number;
        currentPrice: number;
        entryCountAtClose: number;
        percent: number;
        timestamp: number;
        type: "profit" | "loss";
    }[];
    _peak: { price: number; timestamp: number } & IStrategyPnL;
    _trailingPriceStopLoss?: number;
    _trailingPriceTakeProfit?: number;
    cancelId?: string;
    cancelNote?: string;
    cost: number;
    exchangeName: string;
    frameName: string;
    id: string;
    minuteEstimatedTime: number;
    note?: string;
    pendingAt: number;
    position: "long" | "short";
    priceOpen: number;
    priceStopLoss: number;
    priceTakeProfit: number;
    scheduledAt: number;
    strategyName: string;
    symbol: string;
    timestamp: number;
}

Hierarchy (View Summary)

Properties

_entry? _fall _isScheduled _partial? _peak _trailingPriceStopLoss? _trailingPriceTakeProfit? cancelId? cancelNote? cost exchangeName frameName id minuteEstimatedTime note? pendingAt position priceOpen priceStopLoss priceTakeProfit scheduledAt strategyName symbol timestamp

Properties

Optional_entry

_entry?: { cost: number; price: number; timestamp: number }[]

DCA (Dollar Cost Averaging) entry history. First element is always the original priceOpen at signal creation. Each subsequent element is a new averaging entry added by averageBuy(). Effective entry price = simple arithmetic mean of all price values. Original priceOpen is preserved unchanged for identity/audit purposes.

Type declaration

  • cost: number

    Cost of this entry in USD (e.g. 100 for $100 position)

  • price: number

    Price at which this entry was executed

  • timestamp: number

    Unix timestamp in milliseconds when this entry was executed

_fall

_fall: { price: number; timestamp: number } & IStrategyPnL

Worst price seen in loss direction during the life of this position. Initialized at position open with priceOpen/pendingAt (pnl = 0). Updated on every tick/candle when price moves toward SL (currentDistance < 0).

  • For LONG: minimum VWAP price seen below effective entry
  • For SHORT: maximum VWAP price seen above effective entry

_isScheduled

_isScheduled: boolean

Internal runtime marker for scheduled signals

Optional_partial

_partial?: {
    costBasisAtClose: number;
    currentPrice: number;
    entryCountAtClose: number;
    percent: number;
    timestamp: number;
    type: "profit" | "loss";
}[]

History of partial closes for PNL calculation. Each entry contains type (profit/loss), percent closed, and price. Used to calculate weighted PNL: Σ(percent_i × pnl_i) for each partial + (remaining% × final_pnl)

Computed values (derived from this array):

  • _tpClosed: Sum of all "profit" type partial close percentages
  • _slClosed: Sum of all "loss" type partial close percentages
  • _totalClosed: Sum of all partial close percentages (profit + loss)

Type declaration

  • costBasisAtClose: number

    Running cost basis (sum of entry costs) at the moment this partial was executed, BEFORE applying the percent reduction. Stored as a snapshot so helpers don't need to replay the full entry history. Effective entry price at this partial = costBasisAtClose / Σ(entry.cost/entry.price for entries[0..entryCountAtClose])

  • currentPrice: number

    Price at which this partial was executed

  • entryCountAtClose: number

    Number of _entry elements at the moment this partial close was executed. Used to slice _entry to only entries that existed at this partial.

  • percent: number

    Percentage of position closed (0-100)

  • timestamp: number

    Unix timestamp in milliseconds when this partial close was executed

  • type: "profit" | "loss"

    Type of partial close: profit (moving toward TP) or loss (moving toward SL)

_peak

_peak: { price: number; timestamp: number } & IStrategyPnL

Best price seen in profit direction during the life of this position. Initialized at position open with priceOpen/pendingAt. Updated on every tick/candle when price moves toward TP (currentDistance > 0).

  • For LONG: maximum VWAP price seen above effective entry
  • For SHORT: minimum VWAP price seen below effective entry

Optional_trailingPriceStopLoss

_trailingPriceStopLoss?: number

Trailing stop-loss price that overrides priceStopLoss when set. Updated by trailing() method based on position type and percentage distance.

  • For LONG: moves upward as price moves toward TP (never moves down)
  • For SHORT: moves downward as price moves toward TP (never moves up) When _trailingPriceStopLoss is set, it replaces priceStopLoss for TP/SL checks. Original priceStopLoss is preserved in persistence but ignored during execution.

Optional_trailingPriceTakeProfit

_trailingPriceTakeProfit?: number

Trailing take-profit price that overrides priceTakeProfit when set. Created and managed by trailingTake() method for dynamic TP adjustment. Allows moving TP further from or closer to current price based on strategy. Updated by trailingTake() method based on position type and percentage distance.

  • For LONG: can move upward (further) or downward (closer) from entry
  • For SHORT: can move downward (further) or upward (closer) from entry When _trailingPriceTakeProfit is set, it replaces priceTakeProfit for TP/SL checks. Original priceTakeProfit is preserved in persistence but ignored during execution.

OptionalcancelId

cancelId?: string

Cancellation ID (only for user-initiated cancellations)

OptionalcancelNote

cancelNote?: string

Note from user payload (only for user-initiated cancellations)

cost

cost: number

Cost of this entry in USD (e.g. 100 for $100 position)

exchangeName

exchangeName: string

Unique exchange identifier for execution

frameName

frameName: string

Unique frame identifier for execution (empty string for live mode)

id

id: string

Unique signal identifier (UUID v4 auto-generated)

minuteEstimatedTime

minuteEstimatedTime: number

Expected duration in minutes before time_expired (required in row, defaults applied in ClientStrategy)

Optionalnote

note?: string

Human-readable description of signal reason

pendingAt

pendingAt: number

Pending timestamp in milliseconds (when position became pending/active at priceOpen)

position

position: "long" | "short"

Trade direction: "long" (buy) or "short" (sell)

priceOpen

priceOpen: number

Entry price for the position

priceStopLoss

priceStopLoss: number

Stop loss exit price (must be < priceOpen for long, > priceOpen for short)

priceTakeProfit

priceTakeProfit: number

Take profit target price (must be > priceOpen for long, < priceOpen for short)

scheduledAt

scheduledAt: number

Signal creation timestamp in milliseconds (when signal was first created/scheduled)

strategyName

strategyName: string

Unique strategy identifier for execution

symbol

symbol: string

Trading pair symbol (e.g., "BTCUSDT")

timestamp

timestamp: number

Unix timestamp in milliseconds when this signal was created/scheduled in backtest context or when getSignal was called in live context (before validation)

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