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umair
2013-03-18 06:51:12


Hi, i'm backtesting 900 individual securities using the Symlist indicator and money management script QS team has created. It works great but i'm curious to know if there is a way to display how many trades each symbol was involved in and display the total # of trades next to the symbol name. Rather than having to run the report on each symbol and then going to ''statistics.''

Sort of like a column next to, ie: A. return, drawdown, sharpe etc

thank you



QuantShare
2013-03-18 10:50:49

  0

Best Answer
You must first add a report metric in the "OnStartSimulation" event of the money management script:

Functions.AddReportMetric("Trades", 0);

Then calculate the number of trades in the "OnEndSimulation" event:

double trades = Portfolio.GetAllPositions().Length;
Variables.SetVariable("Trades", trades);




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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.