Seeing more details on trade logs by

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Hi guys,

I can view trade log, but only has half a dozen fields.

I'd like to see;

date/time order created + date/time order filled

fill price, fill-time

exit time, exit price + exit tag (I can only see entry tag)

I've been trying to find Python documetation on this.. I found some C# code, using smething like 'resultsBacktestObject' but having difficulty figuring out how to do in Python. Please could anyone give an example?

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Accepted Answer

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Pro ,

Hi guys, does anyone know how to find this info, or a good Python link to it? Thank-you

Alexandre Catarino

Pro ,

We can get the information on closed trades from the TraderBuilder object:

def OnEndOfAlgorithm(self):

    for trade in self.TradeBuilder.ClosedTrades:

        self.Log("Symbol: {0} Quantity: {1} EntryTime: {2} EntryPrice: {3} ExitTime: {4} ExitPrice: {5}, ProfitLoss: {6}, TotalFees: {7}, MAE: {8}, MFE: {9}, Duration: {10}, EndTradeDrawdown: {11}"

            .format(

                trade.Symbol, 

                trade.Quantity, 

                trade.EntryTime, 

                trade.EntryPrice, 

                trade.ExitTime, trade.ExitPrice, 

                trade.ProfitLoss, 

                trade.TotalFees, 

                trade.MAE,

                trade.MFE,

                trade.Duration,

                trade.EndTradeDrawdown))

Pro ,

Your quick reply is greatly appreciated. I've been playing with this but not able to get OnEndOfAlgorithm to be called.. at least the Log isn't displaying anything. Will experiment with code more and try and fix. Thanks for pointer

Pro ,

Hi Alex, Unfortuantely I've tried several differnt examples and OnEndOfAlgorithm is not getting called. I see no Log output anyway. I tried adding not just to my code but included in QC Python moving average code, and still it doesn't get called. Anything I'm doing wrong? Thanks

Alexandre Catarino

Pro ,

Please checkout the working example:

Pro ,

Hi Alex, again thank-you for your dedication in repling to my queries.

I was surprised to see your code worked and couldn't understand why mine didn't.

Infact I still don't understand why my code doesn't do what's expacted. All I did was link your MA crossover code with the OnEndOfAlgorithm code about.. nothing shows in log. Is there something I have missed? Thanks

My code attached

Alexandre Catarino

Pro ,

There is an indentation bug in your code: a extra indent across the whole OnEndOfAlgorithm method.

Pro ,

opps. Great thank-you, tested it and it works fine now. Appreciated

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