- ago
In a C# Coded Strategy I can add several intersting values to a Transaction/Position with the SetPositionMetric(name, value) call like so:
CODE:
         Transaction t = PlaceTrade(bars, TransactionType.Buy, OrderType.Limit, limit);          t.SetPositionMetric("DynPf:Profit",syms.Profit);          t.SetPositionMetric("DynPf:PrRank",syms.ProfitRank);          t.SetPositionMetric("DynPf:AvgCorr",syms.AverageCorrelation);          t.SetPositionMetric("DynPf:CrRnk",syms.CorrellationRank);          t.SetPositionMetric("DynPf:DaysPastRef",syms.DaysPastRefDate);


These are available in Backtest Results->Position Metrics and allow some plots and visual inspection.
However, I can't access the raw data anymore. For further analysis (for example with Excel) it would be helpful, if the PositionMetrics are also shown in the Backtest Results->Position table.

Please make PositionMetrics available in the Positions table.



8
123
0 Replies

Reply

Bookmark

Sort
Currently there are no replies yet. Please check back later.