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Trade statistics / Rolling statistics

Hey guys, would be nice to have some example on how to use Trade statistics :)
Update Backtest








Seems found it on VS, will test tomorrow.


//ex
decimal _mae = new Statistics.AlgorithmPerformance().TradeStatistics.AverageMAE;
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There's a TradeBuilder property available which manages all of the trades. This also allows setting things like how fills are matched to define a trade.var closedTrades = TradeBuilder.ClosedTrades
Take a peek here for the new statistics classes. The engine will automatically be updating your ClosedTrades by using the TradeBuilder.
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Maybe median profit and median loss is better than average since it tells you more about what to expect.

Average gets skewed because it includes huge losses and profits?
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Is there an event one can hook into when the algorithm finishes?

I looked for AlgorithmStatus.Completed and AlgorithmStatusPacket but couldn't get this to work.
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@Chris, on the algorithm level there is an OnEndOfAlgorithm event handler in QCAlgorithm base class.
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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.


Update Backtest





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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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