edward-yakop / go-soft4fx Goto Github PK

The idea is to determine how good is the entry by recording maximum SL and TP during order's open and close time.

Benefit:

1. Determine maximum drawdown of order
2. Determine maximum TP of order
3. If the trade is a loss, the maximum TP will help whether to partial TP should be done to minimize the loss

Assumptions:

1. Simulation uses dukascopy as source data
2. Simulation uses NY timezone

As a trader,
I want files to be combined and aggregated
so that I can import them to google sheet or excel easily.

Acceptance criteria:

1. Group orders to a single file
2. Group day by week analysis to a single file

As a trader,
I want files to be able to see orders maximum drawdown and maximum profit statistic,
so that I can try to optimize my entry points and TP execution.

Acceptance criteria:

1. Order csv contains max profit, max DD for profit time;
2. Order csv contains max dd for the trade durations;
3. Order CSV contains stats to determine accuracy of the DD calculation