I assume that a future release of WL5 will have the funcionality of ranking symbols based on results for a specific strategy but until then i am looking to write a script that loops through each symbol in my dataset and outputs the performance results to excel. Is there a command that loops through a dataset? And then what is the command to export the metrics like Win/Loss Rate, Net Profi/Loss etc to excel. I appreciate the help.
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I assume that a future release of WL5 will have the funcionality of ranking symbols based on results for a specific strategy
Looks like the QuickRef example for
ClearPositions is quite close.
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Is there a command that loops through a dataset?
See QuickRef for
SetContext and
DataSetSymbols and bundled strategies "Dogs of the Dow (Rotation)" and "RSI Rotation". However I don't see the need in these commands for your particular task.
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And then what is the command to export the metrics like Win/Loss Rate, Net Profi/Loss etc to excel.
Here's an example of saving data to a comma-separated file easily imported by Excel:
WL5 Wiki :: SaveTrades
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