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As my aglo runs, I am building up some data about each position: MAE, MFE, Time In Trade, etc. I want to be able to export this data for further analysis (ie., do certain days of the week do better than others, etc.)
How would I go about outputting this data from my algorithm? is there anything in the API for this?
Thanks!
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Mia Alissi
Based on the information provided in the extracts, it's not possible to directly export data from your algorithm for further analysis. As mentioned by Jared Broad in a forum discussion, exporting data is against the terms of service. However, QuantConnect is working on a feature for AI-parameter optimization and will announce it in the forums when it's available.
For analyzing your trading logic and ensuring it's working as expected, you can use the debugging and logging features provided by QuantConnect. You can also use the backtesting feature to test your algorithm with historical data.
If you want to analyze specific data like MAE, MFE, Time In Trade, etc., you might need to implement this logic in your algorithm and use the logging feature to print out the results.
Unfortunately, without more specific extracts related to your question, I can't provide a more detailed answer. I recommend checking the QuantConnect Documentation and QuantConnect Forums for more information.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Benjamin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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