Exporting trades

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TraderWalrus
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Exporting trades

Postby TraderWalrus » 04 Oct 2017

I do a lot of processing with Python on the trades list from Strategy Performance Report.
Currently I need to:
- View the report
- Save it as XLSX
- Remove all the other tabs except trades list (even when I only check to export "List of Trades", empty tabs are still generated)
- Save it as CSV
- Use my python script to read the CSV and do the analysis

I need to do that every week, and sometimes more often, for each of my systems.

Is there a quicker way to get the trades list? if there'd be an option to just get the trades in a csv file, it will save a lot of work.

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Henry MultiСharts
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Re: Exporting trades

Postby Henry MultiСharts » 05 Oct 2017

Hello TraderWalrus,

That is possible to export only the List of Trades in csv format from the Portfolio Performance Report.

TraderWalrus
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Re: Exporting trades

Postby TraderWalrus » 05 Oct 2017

Nice one. If you could add a column to the output, specifying which strategy initiated the trade (either a strategy ID or a name), it will be perfect.

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Henry MultiСharts
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Re: Exporting trades

Postby Henry MultiСharts » 09 Oct 2017

TraderWalrus,

Do you need to get the strategy name or the signal name in the file?
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TraderWalrus
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Re: Exporting trades

Postby TraderWalrus » 09 Oct 2017

The strategy name.

TraderWalrus
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Re: Exporting trades

Postby TraderWalrus » 19 Oct 2017

Any prospects for that being added? If portfolio trades can be exported to one file, with some indication of the originating strategy per trade, I could do my analysis on all strategies together in matter of minutes.

Currently I guess differentiation between the strategies could be done by somehow passing a name to the signals of that strategy and using it in the entry or exit order name.


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