Support Board

Date/Time: Sun, 19 May 2024 08:29:19 +0000

Post From: TextTag and backtesting

[2020-02-16 00:18:37] Link To Thread - Link To Post [Go To First Post]
jmt816 - Posts: 45
In doing backtesting of an ACSIL trading system, like many others have noted in older posts, getting the values of various studies is a critical element for analysis. I used a pipe-delimited format to squeeze data in that can later be unpacked from the download of the TradeActivity log (which has a lot of very useful data elements, right out of the box). The process, as I understand it (from interactive debugging and documentation) is that the TextTag gets set on s_SCNewOrder. When order is accepted, that gets propagated into the s_SCTradeOrder. Thus, the values that can be written to TextTag are the values at the time of order SUBMISSION, rather than execution. I have attempted to over-ride the original values, which does not get rejected, but it does not persist. The Note in the TradeActivity log thus contains the values at order submission rather than order execution. 1) Is there a way to be able to update the TextTag so that it flows through to TradeActivity log? 2) Is there a way to also update values for the note at exit, to capture various study values that are relevant at that point? Of course, coding it all into a custom file is an option, but I don't want to have to reinvent the wheel to accomplish this.