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Is there a simple way in the API to do this without building my own?
I'd like to chart the PL of a trade and it's length.
Thanks!
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Stefano Raggi
Hi @Tyler, you can access the list of closed trades in your algorithm:
var trades = TradeBuilder.ClosedTrades;You can find the definition of the Trade class here (including ProfitLoss and Duration properties):
https://github.com/QuantConnect/Lean/blob/master/Common/Statistics/Trade.cs
The TradeStatistics class could also be useful, it calculates many stats on the list of closed trades:
https://github.com/QuantConnect/Lean/blob/master/Common/Statistics/TradeStatistics.cs
Tyler Van Hoomissen
Thanks!
Tyler Van Hoomissen
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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