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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 Handling and Manipulating Date, Time, and Time Series Data Stock Markets - Primer on Trading Fetching Financial Data Computing Candlesticks and Historical Data Computing and Plotting Technical Indicators Placing Regular Orders on the Exchange Placing Bracket and Cover Orders on the Exchange Algorithmic Trading Strategies - Coding Step by Step Algorithmic Trading - Backtesting Algorithmic Trading - Paper Trading Algorithmic Trading - Real Trading Other Books You May Enjoy Appendix I
Appendix II
Appendix III

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

After submitting a backtesting job on the AlgoBulls platform, the AlgoBulls backtesting engine starts executing the strategy. During its execution, along with the logs, the AlgoBulls backtesting engine also generates a P&L table in real time. This table holds information on every trade that's been punched in by the strategy. It also contains details on the mappings between entry and exit orders, the trade P&L, and the cumulative P&L, sorted chronologically, with the latest order first.

This table gives us insights into the strategy's overall performance with the help of individual and cumulative P&L numbers. The entry-exit order mapping also helps validate the strategy's 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 in by your strategy after you submit a backtesting...

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