BackTest Transaction Log Include Reason for Trade
When I study the transaction log for a backtest, I'm trying to determine why a particular trade was made. It's not always easy to tell, and it takes a lot of study. It would be very helpful if the transaction log would include a column for the reason for the trade with some degree of detail, such as "trailing stop hit at 99.99," or "RT Combo up signal," etc.
2
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Monte Schmiege
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