I'm running the Strategy Analyzer to backtest an Instrument List of around 400 stocks. I need to be able to export each and every trade of this backtest to Excel. I know how to program in C# and I was thinking to export it to CSV files. Is there a way to export one line with the total trade summary like?
Instrument, Open Time, Close Time, Open Price, Close Price, Qty, Strategy Name, Entry Name, Exit Name (Stoploss or Profit Target), MAE, MFE etc?
Can I use some kind of OnPositionUpdate method for this?
Thanks!
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