Live Trading
Charting and Logging
Introduction
The live results page shows your algorithm's live trading performance. You can add custom charts and logs to the results page.
Charting
Custom charts are limited to 4,000 data points. Intensive charting requires hundreds of megabytes of data, which is too much to stream online or display in a web browser. If you exceed the quota, the following message displays:
You can create up to 10 custom chart series per algorithm. If you exceed the quota, your algorithm stops executing and the following message displays:
In live trading, charts are sampled every one and ten minutes. If you create 1-minute resolution custom charts, the IDE charting will downgrade the granularity and display the 10-minutes sampling after a certain amount of samples.
Logging
Algorithms can record string messages ('log statements') to a file for analysis after a backtest is complete, or as a live algorithm is running. These records can assist in debugging logical flow errors in the project code. Consider adding them in the code block of an if statement to signify an error has been caught.
It's good practice to add logging statements to live algorithms so you can understand its behavior and keep records to compare against backtest results. If you don't add logging statements to a live algorithm and the algorithm doesn't trade as you expect, it's difficult to evaluate the underlying problem.
If you run algorithms on QuantConnect, you must stay within the log quota. To only log when your algorithm is live, use the LiveMode property.
if (LiveMode)
{
Log("My log message");
} if self.LiveMode:
self.Log("My log message")
Runtime Statistics
Runtime statistics show the performace of your algorithm at a single moment in time.
The following table describes the default runtime statistics:
| Statistic | Description |
|---|---|
| Equity | The total portfolio value if all of the holdings were sold at current market rates. |
| Fees | The total quantity of fees paid for all the transactions. |
| Holdings | The absolute sum of the items in the portfolio. |
| Net Profit | The dollar-value return across the entire trading period. |
| PSR | The probability that the estimated Sharpe ratio of an algorithm is greater than a benchmark (1). |
| Return | The rate of return across the entire trading period. |
| Unrealized | The amount of profit a portfolio would capture if it liquidated all open positions and paid the fees for transacting and crossing the spread. |
| Volume | The total value of assets traded for all of an algorithm's transactions. |
For more information about runtime statistics, see Runtime Statistics.
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