I understand strategy analyzers have defined starts and finishes, which may make the scenario I described difficult but it would be really useful to be have historical live strategy performance be recallable in individual analysis just the same as preset strategy analyzer runs. Simple stuck in a file so I can reopen them.
I outlined a few scenarios in my previous post but ultimately Restarting a strategy (for whatever reason) doesn't use the historical fills for that so we can't really know how well they did without much more scrutiny and effort for analysis. This makes it difficult to know. And if I'm trading multiple of them, the Trade Performance features are not quite meeting the need.
An entirely separate idea:
An optional additional version of this that could be useful is to be able integrate previous live run data (the option at least to select those runs) to test for convergence. But this may ultimately be too difficult. This would allow for "backtesting meets livetesting." Sometimes I'll stop/start certain strategies for various reasons and it would be great to aggregate them all together. Not sure if tehre is some way to make this work.
Cheers!
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