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Modify trade class?

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    Modify trade class?

    I want to get trade performance data based on the relative performance, for example MSFT rise 3% and SP500 rise 2% in this trade, I need the difference between these two. Is there any way to do that? I am thinking if modify the trade class would work. Thank you very much.

    #2
    Sorry not sure I follow you - couldn't use a multiseries strategy and access the MAE / MFE for the trades via the TradesPerformanceValues class?

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