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I'm trying to access and calculate trade statistics (win ratios, profit, etc.) for total long and short positions, separately, over a period time prior to the current time and in OnEndOfAlgorithim(). How can this be done? Net trade statistics (net of slippage and fees) is preferable.
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Alpha23
I'm able to access the closed trades via self.TradeBuilder.ClosedTrades after importing * from QuantConnect.Statistics. I believe this resolves my question.
Alpha23
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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