akumidv / tradingview-assistant-chrome-extension

An assistant for backtesting trading strategies and checking (showing) external signals in Tradingview implemented as a Chrome browser extension.
GNU General Public License v3.0
176 stars 63 forks source link

Download "List of trades" #102

Closed Camilo-Mora closed 1 year ago

Camilo-Mora commented 1 year ago

A missing functionality that will be nice to include is the capacity to download the "list of trades" of each iteration of the optimization. These data can be post-processed for several reasons... in my specific case, I wish to compare temporally the drawdown (DD) of an account with numerous forex pairs. The list of trades can also be used for strategies using pyramiding for better calculation of the DD, which in TV is simply the largest DD of any single entry..but if multiple entries occur simultaneously, then the reported DD by TV could be misleading. With the list of trades, one can add the total DD of all open trades at any given time, and get a more accurate DD.

So we developed this functionality to download the list of trades... at each iteration of the optimization, this code will download the file, each file is given an sequential ID name, which is also attached as a column in the main list of results, so we can pair any analysis from the list of trades with the summary results returned by the TV Assistant.

I am already using this function in my own work, but wanted to make it known here in case you want to incorporate it. I rather you have it.