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Direct MessagesDate/Time: Mon, 29 Apr 2024 12:07:44 +0000
Post From: Accounting metrics for back test - way to create periodic report by-system/symbol/etc?
| [2019-04-10 17:11:26] |
| Chad - Posts: 231 |
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Hi. Is it feasible to use sc.CreateProfitLossDisplayString and/or sc.GetTradeStatisticsForSymbol during or after a backtest routine, which would have accounting metrics (PnL, drawdown, etc) as 'snapshots' every minute/hour/etc? If so, could it also be done by-system (strategy), assuming a parse of the Text Tag in Notes field?
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