SmartQuant Discussion

20.12.2013 20:00:00 AAPL
NumOfTrades: 23
MaxAdverseExcursion: -100.000000000005
MaxFavorableExcursion: -4.00000000000182
NumOfTransactions: 46
CommissionProvider.Type: PerShare
CommissionProvider.Commission: 0.03
CommissionProvider.MinCommission: 0
TotalCommissions: 138
SharesTraded: 4600
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20.12.2013 20:00:00 AAPL
NumOfTrades: 23
MaxAdverseExcursion: -96.3000000000055
MaxFavorableExcursion: -0.300000000001819
NumOfTransactions: 46
CommissionProvider.Type: Absolute
CommissionProvider.Commission: 1.15
CommissionProvider.MinCommission: 0
TotalCommissions: 52.9
SharesTraded: 4600

      protected override void OnStrategyStop()
      {
         Console.WriteLine(framework.Clock.DateTime+" "+Instrument.Symbol);
         
         Console.WriteLine("NumOfTrades: "+Portfolio.Statistics.Get(PortfolioStatisticsType.NumOfTrades).TotalValue );
         Console.WriteLine("MaxAdverseExcursion: "+Portfolio.Statistics.Get(PortfolioStatisticsType.MaxAdverseExcursion).TotalValue );
         Console.WriteLine("MaxFavorableExcursion: "+Portfolio.Statistics.Get(PortfolioStatisticsType.MaxFavorableExcursion).TotalValue );
         Console.WriteLine("NumOfTransactions: "+Portfolio.Transactions.Count );
         Console.WriteLine("CommissionProvider.Type: "+ExecutionSimulator.CommissionProvider.Type);
         Console.WriteLine("CommissionProvider.Commission: "+ExecutionSimulator.CommissionProvider.Commission);
         Console.WriteLine("CommissionProvider.MinCommission: "+ExecutionSimulator.CommissionProvider.MinCommission);
         
         double commissions = 0;
         double sharesTraded = 0;
         foreach(Transaction transaction in Portfolio.Transactions)
         {
            commissions += transaction.Commission;
            sharesTraded += transaction.Qty;
         }
         
         Console.WriteLine("TotalCommissions: " + commissions );
         Console.WriteLine("SharesTraded: " + sharesTraded );
      }