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Doing data analysis

Hi, 
After coming up with a working algo, is there any way to do analysis on like say if I were to have a bollinger band based trading system, how many trades were done in the upper band/lower band? How many of these are profitable? Where were all my home run trades executed? etcetc.
I was wondering if quantconnect had a way to do this quickly, or whether I'd have to do OnOrderEvents that would do count ifs for each of those scenarios?

Thanks

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Hi Ben,

I don't know if this will answer your question, but you can create logs in  the upper band and lower band to log if it executed a trade. You can also use Portfolio[].LastTradeProfit and Portfolio[].UnrealizedProfitPercent for profits on your trades. I hope this helps. 

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Dear Ben,

Unfortunately, this is not a supported feature. However, you can build your own trade statistics if you need, and track them using self.Debug or self.Log.

Best,
Shile Wen 

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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.


Hi Jovad,
The Portfolio[].LastTradeProfit does in fact seem to be a step further in my goal, thanks for the assist.

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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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