Support Board
Date/Time: Tue, 04 Feb 2025 14:38:21 +0000
Post From: Statistical Performance Over Time - Trade Statistics & s_ACSTradeStatistics
| [2019-06-07 16:20:45] |
| User796776 - Posts: 95 |
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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? |