Entity 'DukascopySymbol'
General info
Entity type: independent
Attributes
Key Attribute/role name Data type Not null Unique Comments
PK ID Integer YES NO
Created Timestamp YES NO GMT
Modified Timestamp NO NO GMT
Name Varchar (11) YES YES Dukascopy instrument identifier (the actual symbol)
Digits Tinyint YES NO decimal digits
HistoryStartTick Datetime NO NO time of first available tick (FXT)
HistoryStartM1 Datetime NO NO minute of first available M1 history (FXT)
HistoryStartH1 Datetime NO NO minute of first available H1 history (FXT)
HistoryStartD1 Datetime NO NO day of first available D1 history (FXT)
FK ID/RosaSymbol Integer NO YES
Relationships
Relationship name Type Parent entity Child entity Card.
fk_dukascopysymbol_rosasymbol Non-identifying RosaSymbol DukascopySymbol 1:N
Comments
Dukascopy instruments (available history may start or end intraday)
User-defined variables
Name Value
Temporary table No
If not exists No
Table type Default
Character Set
Row Format Default
Collation
Database Name
Initial AUTO_INCREMENT


Entity 'Order'
General info
Entity type: independent
Attributes
Key Attribute/role name Data type Not null Unique Comments
PK ID Integer YES NO
Created Timestamp YES NO GMT
Modified Timestamp NO NO GMT
Ticket Integer YES NO
Type Enum YES NO Buy | Sell
Lots Decimal (10,2) YES NO
Symbol Varchar (11) YES NO
OpenPrice Decimal (10,5) YES NO
OpenTime Datetime YES NO FXT
StopLoss Decimal (10,5) NO NO
TakeProfit Decimal (10,5) NO NO
ClosePrice Decimal (10,5) YES NO
CloseTime Datetime YES NO FXT
Commission Decimal (10,2) YES NO
Swap Decimal (10,2) YES NO
Profit Decimal (10,2) YES NO gross profit
MagicNumber Integer NO NO
Comment Varchar (27) NO NO
FK ID/Test Integer YES NO
Relationships
Relationship name Type Parent entity Child entity Card.
fk_order_test Non-identifying Test Order 1:N
Alternative keys
Name Attributes
Test,Ticket ID, Ticket
User-defined variables
Name Value
Temporary table No
If not exists No
Table type Default
Character Set
Row Format Default
Collation
Database Name
Initial AUTO_INCREMENT


Entity 'RosaSymbol'
General info
Entity type: independent
Attributes
Key Attribute/role name Data type Not null Unique Comments
PK ID Integer YES NO
Created Timestamp YES NO GMT
Modified Timestamp NO NO GMT
Type Enum YES NO forex | metals | synthetic
Group Integer YES NO determines default view and sort order
Name Varchar (11) YES YES Rosatrader instrument identifier (the actual symbol)
Description Varchar (63) YES NO symbol description
Digits Tinyint YES NO decimal digits
UpdateOrder Integer YES NO required symbols should be updated before dependent ones
Formula Text NO NO LaTeX formula to calculate quotes (only if synthetic instrument)
HistoryStartTick Datetime NO NO time of first locally stored tick (FXT)
HistoryEndTick Datetime NO NO time of last locally stored tick (FXT)
HistoryStartM1 Datetime NO NO minute of first locally stored M1 bar (FXT)
HistoryEndM1 Datetime NO NO minute of last locally stored M1 bar (FXT)
HistoryStartD1 Datetime NO NO day of first locally stored D1 bar (FXT)
HistoryEndD1 Datetime NO NO day of last locally stored D1 bar (FXT)
Relationships
Relationship name Type Parent entity Child entity Card.
fk_dukascopysymbol_rosasymbol Non-identifying RosaSymbol DukascopySymbol 1:N
Comments
Rosatrader instruments (history is stored in full days only)
User-defined variables
Name Value
Temporary table No
If not exists No
Table type Default
Character Set
Row Format Default
Collation
Database Name
Initial AUTO_INCREMENT


Entity 'Statistic'
General info
Entity type: independent
Attributes
Key Attribute/role name Data type Not null Unique Comments
PK ID Integer YES NO
Trades Integer YES NO
TradesPerDay Decimal (10,1) YES NO trades per day
MinDuration Integer YES NO minimum trade duration in seconds
AvgDuration Integer YES NO average trade duration in seconds
MaxDuration Integer YES NO maximum trade duration in seconds
MinPips Decimal (10,1) YES NO minimum trade profit in pip
AvgPips Decimal (10,1) YES NO average profit in pip
MaxPips Decimal (10,1) YES NO maximum trade profit in pip
Pips Decimal (10,1) YES NO total profit in pip
SharpeRatio Decimal (10,4) YES NO simplified non-normalized Sharpe ratio
SortinoRatio Decimal (10,4) YES NO simplified non-normalized Sortino ratio
CalmarRatio Decimal (10,4) YES NO simplified monthly Calmar ratio
MaxRecoveryTime Integer YES NO maximum drawdown recovery time in seconds
GrossProfit Decimal (10,2) YES NO total gross profit in money
Commission Decimal (10,2) YES NO total commission
Swap Decimal (10,2) YES NO total swap
FK ID/Test Integer YES YES
Relationships
Relationship name Type Parent entity Child entity Card.
fk_statistic_test Non-identifying Test Statistic 1:N
User-defined variables
Name Value
Temporary table No
If not exists No
Table type Default
Character Set
Row Format Default
Collation
Database Name
Initial AUTO_INCREMENT


Entity 'StrategyParameter'
General info
Entity type: independent
Attributes
Key Attribute/role name Data type Not null Unique
PK ID Integer YES NO
Name Varchar (32) YES NO
Value Varchar (255) YES NO
FK ID/Test Integer YES NO
Relationships
Relationship name Type Parent entity Child entity Card.
fk_strategyparameter_test Non-identifying Test StrategyParameter 1:N
Alternative keys
Name Attributes
Test,Name ID, Name
User-defined variables
Name Value
Temporary table No
If not exists No
Table type Default
Character Set
Row Format Default
Collation
Database Name
Initial AUTO_INCREMENT


Entity 'Test'
General info
Entity type: independent
Attributes
Key Attribute/role name Data type Not null Unique Comments
PK ID Integer YES NO
Created Timestamp YES NO GMT
Modified Timestamp NO NO GMT
Strategy Varchar (255) YES NO tested strategy
ReportingID Integer YES NO the test's reporting id
ReportingSymbol Varchar (11) YES YES the test's reporting symbol
Symbol Varchar (11) YES NO tested symbol
Timeframe Integer YES NO tested timeframe in minutes
StartTime Datetime YES NO FXT
EndTime Datetime YES NO FXT
BarModel Enum YES NO EveryTick | ControlPoints | BarOpen
Spread Decimal (10,1) YES NO
Bars Integer YES NO
Ticks Integer YES NO
TradeDirections Enum YES NO Long | Short | Both
Relationships
Relationship name Type Parent entity Child entity Card.
fk_order_test Non-identifying Test Order 1:N
fk_strategyparameter_test Non-identifying Test StrategyParameter 1:N
fk_statistic_test Non-identifying Test Statistic 1:N
Alternative keys
Name Attributes
Strategy,ReportingID Strategy, ReportingID
User-defined variables
Name Value
Temporary table No
If not exists No
Table type Default
Character Set
Row Format Default
Collation
Database Name
Initial AUTO_INCREMENT