Beyond simulations, the trading bot produces an additional output called Snapshots.
A snapshot is a flat file in the CSV format listing every trade in a backtesting session. CSV files may be imported and analyzed in spreadsheet software. Columns represent properties that may be available as internal variables or indicator properties, and rows represent trades.
The first eight columns in a snapshot file are the following:
Trade Number: A sequential number starting from 1.
Close Datetime: the datetime corresponding to the instant of the exit of the trade.
Strategy: The name of the strategy that produced the trade.
Trigger On Situation: The name of the situation that triggered on the strategy.
Take Position Situation: The name of the situation responsible for taking the position.
Result: The result of the trade expressed as a HIT or FAIL.
ROI: The return of investment of the particular trade.
Exit Type: The type of exit of the trade expressed as Close@StopLoss or Close@TakeProfit.
The rest of the columns in the file provide the value of each indicator property used throughout the trading system.
false, and add as many conditions as you wish, including all the indicator properties you may be interested in, for the time frames you may be interested in. To make sure the situation always evaluates
falseuse the following piece of code in the first condition:
You may find snapshots in the following path:
Data-Storage\[Exchange]\[Market]\TradingEngines\Protocol-Engine\Output\[Backtesting-Session-Folder]\Snapshots\[Multi-Period-Market or Multi-Period-Daily]\[Time Frame]