AddTradeMetric AMM - Trading Software

AddTradeMetric AMM

David
2021-08-19 18:01:49

Hi

I am exporting the "Realized Trades" data from a simulation to LibreOffice Calc.

I have added trade metrics via the AddTradeMetric method, but this only allows adding a number, is there any way to add a string?

What I would like is to have a column called "Sector", under which the symbols sector can be added.

Currently I'm creating a new column for each sector i.e.
pos.AddTradeMetric("" + Data.GetSymbolInfo(pos.Symbol).Sector + "",1);

It would be so much cleaner if I could do something like

pos.AddTradeMetric("Sector",Data.GetSymbolInfo(pos.Symbol).Sector);

Main reason is when using a pivot table, it is alot easier to work with one field than many.

I guess I could get around this by using a switch statement based on the sector, and assigning a number to each sector, but just before I do that, I'm I missing something here?

Thanks

QuantShare
2021-08-25 04:36:04

Unfortunately, "AddTradeMetric" function accepts only double values.
You can either assign a numeric value to each sector via a switch or create your own table/dic within the MM script and save it to a csv file in the "OnEndSimulation" event.

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