In a C# Coded Strategy I can add several intersting values to a Transaction/Position with the SetPositionMetric(name, value) call like so:
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.
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.
Rename
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