I am trying to export the trade characteristics to a text file so I can analyse the trades with MSA.
My current code uses mid-level customer backtest object and is looping through the closed trades and exports the trade characteristics fine. However, to do a proper analysis in MSA I also need to access the initial risk set per trade and here is the tricky part. The initial risk for my system is not a fixed risk (e.g. 2%) but is derived from the SL which is set as the LLV(L,3). So ideally I would like to export the initial SL level or Risk (= entryprice-SL level). I cannot seem to make this happen as the trade.getprice() method won't let you access any other array then O,H,L,.. Any hints? Regards, Michael.
