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Date/Time: Fri, 26 Apr 2024 22:47:41 +0000

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Post From: Statistical Performance Over Time - Trade Statistics & s_ACSTradeStatistics

[2019-06-07 16:20:45]
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User796776 - Posts: 95
I am able to use sc.GetTradeStatisticsForSymbol to get both a period, and a daily statistical summary.

These are useful snapshots, but I am not able to leverage the statistics to measure and track performance over time.

In order to track performance over time, I need to capture the s_ACSTradeStatistics structure after each Flat to Flat trade is processed and write it out in a table format.

I am willing to do this in ACSIL by processing the order fill entries and reproducing the statistics in s_ACSTradeStatistics if necessary.

Before developing this, I wanted to ask:

1. Is there a way to iterate through the trades and obtain the s_ACSTradeStatistics structure after each Flat to Flat trade is processed?

2. If not, does sc.GetTradeStatisticsForSymbol contain the statistics algorithms necessary to populate s_ACSTradeStatistics and could this be released as an example in the \ACS_Source folder to allow enhancements like statistical performance over time to be added?