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Python Algorithmic Trading Cookbook

You're reading from  Python Algorithmic Trading Cookbook

Product type Book
Published in Aug 2020
Publisher Packt
ISBN-13 9781838989354
Pages 542 pages
Edition 1st Edition
Languages
Author (1):
Pushpak Dagade Pushpak Dagade
Profile icon Pushpak Dagade

Table of Contents (16) Chapters

Preface 1. Handling and Manipulating Date, Time, and Time Series Data 2. Stock Markets - Primer on Trading 3. Fetching Financial Data 4. Computing Candlesticks and Historical Data 5. Computing and Plotting Technical Indicators 6. Placing Regular Orders on the Exchange 7. Placing Bracket and Cover Orders on the Exchange 8. Algorithmic Trading Strategies - Coding Step by Step 9. Algorithmic Trading - Backtesting 10. Algorithmic Trading - Paper Trading 11. Algorithmic Trading - Real Trading 12. Other Books You May Enjoy Appendix I
1. Appendix II
2. Appendix III

MACD-Bracket-Order strategy – fetching a paper trading report – profit and loss table

After submitting a paper trading job on the AlgoBulls platform, the AlgoBulls paper trading engine starts executing the strategy. During the execution, along with the logs, the AlgoBulls paper trading engine also generates a P&L table in real time. This table holds information on every trade punched by the strategy. It also has details on the mapping between entry and exit orders and the trade P&L and cumulative P&L, sorted chronologically, with the latest order first. This table gives an insight into the overall strategy performance with the help of individual and cumulative P&L numbers. The entry-exit order mapping also helps validate the strategy behavior.

In this recipe, you will fetch the P&L table report for your strategy. This report is available as soon as the first trade is punched by your strategy after you submit a paper trading job. The AlgoBulls platform...

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