Asume I have a strategy that runs and does its thing intraday.At the end of day all positions are closed.
when it runs is has successful trades that reach target and also trades that end up with a stoploss
it also looks for some price patterns and acts upon them.
so I have various counters that count the patterns and how the strategy behaved
I would like to add some logic that will be based on previous days' trades. For example a week worth of trades.
So I assume I need to include some mechanism that will keep the historical results in some sort of list/dictionary etc. so it can be accessed in real time and analysed for trade decisions.
I am looking for advice about how to approach this.
I dont think I need to export the data into some external text file or excel . But maybe this can be a better idea ? and I can keep the files outside the strategy to look for some statistics of my own afterwards.
So what are the basic options / directions I can go to? What do other people use in such a case?
Thanks
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