Hi guys,
Perhaps this should be in a new thread but it kind of relates.... I have been attempting to get data upon entry orders from a strategy and analyze these at a later date. I could always collect these variables at the time of initially entering the code, but I would prefer these would be actual filled trades. Even if I did collect the information at the time a trade was entered, because I want to track when we exited the trade and if it was profitable, I would need to associate it to an Order ID later I suppose?
For example, lets say I want to track the EMA or Momentum (or any indicator) that was currently in place when the trade was executed...
The ideal solution would be if we were able to add performance metrics columns in the datagrid that gets exported. I have seen the examples for sample performance metrics you guys have provided, but as far as I know there is no way to link that type of field as a column in the datagrid within strategy analyzer or trade performance? If there is, please let me know.
So for example... Lets say we want to track trades and I want the momentum(14) at the time of entry and the time of exit of a trade? What would be the best way about doing that? If we can't add columns to the grid, would I need to track this and monitor OnExecutionUpdate?
If I later loop through the trades... How would I get the momentum at that time? Is there an example with BarsRequest in combination with performance of trades where I can later go back to the entry time and exit time of the bar and use it with an indicator such as momentum?
Thanks in advance!
-Chad
Perhaps this should be in a new thread but it kind of relates.... I have been attempting to get data upon entry orders from a strategy and analyze these at a later date. I could always collect these variables at the time of initially entering the code, but I would prefer these would be actual filled trades. Even if I did collect the information at the time a trade was entered, because I want to track when we exited the trade and if it was profitable, I would need to associate it to an Order ID later I suppose?
For example, lets say I want to track the EMA or Momentum (or any indicator) that was currently in place when the trade was executed...
The ideal solution would be if we were able to add performance metrics columns in the datagrid that gets exported. I have seen the examples for sample performance metrics you guys have provided, but as far as I know there is no way to link that type of field as a column in the datagrid within strategy analyzer or trade performance? If there is, please let me know.
So for example... Lets say we want to track trades and I want the momentum(14) at the time of entry and the time of exit of a trade? What would be the best way about doing that? If we can't add columns to the grid, would I need to track this and monitor OnExecutionUpdate?
If I later loop through the trades... How would I get the momentum at that time? Is there an example with BarsRequest in combination with performance of trades where I can later go back to the entry time and exit time of the bar and use it with an indicator such as momentum?
Thanks in advance!
-Chad
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