Support Board
Date/Time: Wed, 27 Nov 2024 16:58:02 +0000
Post From: Live equity peak & valley calculation : add Low While Open & High While Open datetime
| [2022-03-31 16:39:07] |
| Trader & Sierra++ developer - Posts: 109 |
|
Hi Sierra, I'm working on a Risk Manager study. I need the open equity peak & valley for a given period (typically a day). As GetTradeStatisticsForSymbolV2() provides only closed equity peak & valley, i'm looking for a way to retrieve/calculate the open equity peak & valley. In my understanding it is unfortunately not possible to get it using sc.GetTradeListSizeEntry() or sc.GetFlatToFlatTradeListEntry(), as : - we don't have the exact time of Low/High Price While Open - FlatToFlat Max Open Profit & Loss doesn't reflect this The only way I see is to parse historical market data and rebuild equity at each tick together with the tradelist, which is a massive overkill, and I really want to avoid such a solution because it is important that this study stays as light and robust as possible. Could you please consider adding the following fields to sc.GetTradeListEntry() : - "Low While Open DateTime" = the exact time "Low While Open" price was touched, and the first one if touched multiple times - "High While Open DateTime" = same for High While Open ACSIL already provides almost everything needed to work on trades without parsing market data. The only missing information is that one. If you add it, it will be possible to calculate the exact/live equity peaks & valleys during the whole trading session whatever the number of simultaneous trades are running. That would close the gap and allow many possibilities in risk / journaling management. |