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I've been trying to summarize the backtest results for 500+ symbols so that I can see a summary of the total gain/loss for all trades for each symbol on one line. I don't know if there is a setting to do this, but I have tried the summary, show trades, detailed buttons and also the "include tradelist in report checkbox" on the report page. I can't figure out how to do this with the current backtester settings. Is there a way to do this without coding this into backtester code? Also, can I do this with optimization turned on? ie, so I can see ONLY the BEST result for each security in the summary line?
If not, anyone know how I can do this with the backtester code? I imagine I use this code:
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
// trade variable now holds Trade object
}
And then get the symbol name, then sum the profit/loss. But how do I do that? Can I use the built in sum() functions to do that (but on what array)?
Also, if I am using the backtester with the optimizer, how do I determine what is the best setting is (I guess the highest profit based on the above method).
Thanks.
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