> lean report

To add a chart with all traded buy/sell positions to the generated PDF report in QuantConnect, you can follow these steps:

1. Customize Report HTML:

   • Add a custom report.html file to your project to override the default report structure. This file will allow you to include custom charts and other elements in the report. You can find the default template here.

2. Define Chart Structure in Your Algorithm:

   • Use the Chart and Series classes in your algorithm to define the structure of the chart you want to include. For example, you can create a "Trade Plot" with "Buy" and "Sell" series.

   class CustomChartingAlgorithm(QCAlgorithm):
       def initialize(self):
           self.set_start_date(2020, 1, 1)
           self.set_end_date(2021, 1, 1)
           self.set_cash(100000)
           spy = self.add_equity("SPY", Resolution.DAILY).symbol
   
           # Create a chart for trades
           trade_plot = Chart("Trade Plot")
           trade_plot.add_series(Series("Buy", SeriesType.SCATTER, 0))
           trade_plot.add_series(Series("Sell", SeriesType.SCATTER, 0))
           self.add_chart(trade_plot)
   
       def on_data(self, slice):
           if not self.portfolio.invested:
               self.market_order("SPY", 10)
               self.plot("Trade Plot", "Buy", self.securities["SPY"].price)
           elif self.time.day % 10 == 0:
               self.liquidate()
               self.plot("Trade Plot", "Sell", self.securities["SPY"].price)
   

3. Include Chart in Report:

   • Use the report keys from the ReportKey.cs file to include the chart in your custom report.html. You can define the structure of your chart in the HTML file using placeholders for your custom chart data.

4. Generate Report:

   • Run your backtest and generate the report, ensuring the custom HTML file is used to include the new chart.

5. Verify PDF Output:

   • Check the generated PDF to ensure the chart with buy/sell positions is included as expected.

6. Adjust CSS if Necessary:

   • If the chart's appearance needs adjustment, add a custom report.css file to your project to override the default styles.

By following these steps, you can customize the PDF report to include a chart of all traded buy/sell positions.

Sources: Results - QuantConnect.com, Custom Charting Algorithm, Backtest Analysis - QuantConnect.com, Charting - QuantConnect.com, Live Analysis - QuantConnect.com

Hello,

As you requested, I added

# Create a chart for trades
trade_plot = Chart("Trade Plot")
trade_plot.add_series(Series("Buy", SeriesType.SCATTER, 0))
trade_plot.add_series(Series("Sell", SeriesType.SCATTER, 0))
self.add_chart(trade_plot)

Added the buy ant sell orders:

            # Buy if the price is above the moving average
            if price > self.fast_moving_average.current.value:
                if not self.portfolio.invested or self.last_action == "Sell":
                    self.set_holdings(self.symbol, 1)
                    self.last_action = "Buy"
                    self.plot("Trade_Plot", "Buy", self.securities["NVDA"].price)                    
            # Sell if the price is below the moving average
            elif price < self.fast_moving_average.current.value:
                if self.portfolio.invested and self.last_action == "Buy":
                    self.liquidate(self.symbol)
                    self.last_action = "Sell"
                    self.plot("Trade_Plot", "Sell", self.securities["NVDA"].price)    

In HTML template, I added the graph:

MY NEW TRADE PLOT GRAPH !! 

Then on CLI, I used the template:

> lean  report --html .\template.html --overwrite

Somthing is wrong or missing:

Any further assistance ?

Does anyone tried to add the Orders in the generated report and succeeded ?