Support Board
Date/Time: Sat, 11 Jan 2025 23:55:14 +0000
Post From: Trade Activity Log Time Analysis
| [2016-12-10 10:10:40] |
| User560062 - Posts: 100 |
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Just to make my question more clear I am giving an example on the attached image. Kindly go through it and let me know if I am clear. To answer the question I was referring to earlier regarding trade entry time - I noticed that on trade activity log -> trade activity tab, the fills are shown in millisecond format however, on the trade activity log -> trades tab, the fills the entry time is not shown in milliseconds. What I am looking for is an accurate way to export tick data and see where exactly my fill was in order to analyse the data. Is there a study to show this that could be exported with the OHLC data? I also tried to export intraday data to text file but even so the milliseconds on the tick file do not seem to match the tradelog. The milliseconds on the intraday text file only has 1 decimal place - it does not show the milliseconds accurately to 3 decimal places. I hope I have been more clear now. UPDATE: I noticed that you do provide some trading studies like Trading: Position, and Total Trades which could help me up with my analysis. I am now using a Range Per Bar - New Bar on Range Chart instead of what I referred to in the attached image. My problem at the moment is that I haven't found a study that shows information displayed in my 2nd attachment, e.g, the entry price and exit price, order id for the full trade from open to close). If I could get this info, I would not require to load any data from the trading log and try to match it with executions. This does not seem the correct way to do this if the chart already has access to this data. Is there a way I could have this data exported in a study? Is there some kind of direct reference on a chart study to an order id then I could accurately back reference any information in the trade log accurately for journal purposes? I also noticed that there is no indicator that groups a trade from open to flat irrespective of scaling in or out. i.e. if you enter with 10 and exit 5 and 5, those would be considered 2 different trades. Is there a way I can have a binary indicator when trade was open and when it was flat again to be considered as 1 trade rather than 2 separate trades? I went to the extent of looking into ACS_Source to see if I could find the source of Position Quantity and Total Trades studies to see if there is something I could try to figure out however I could not locate them. Are they not accessible? Your reply is very much appreciated. Date Time Of Last Edit: 2016-12-11 21:55:23
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