Output Data For All Dates A Trade is Open?

Presale / Trial
#1

Hello!

I just downloaded Amibroker yesterday and went through the tutorial today (Tutorial).

First of all, I have to say I'm completely blown away by what this software can do. I really regret it's taken me so long to try it out!

I'm just wondering if it is possible to get a report in the Analysis that includes columns for all "unrealized" days (ie all days when a position is held)? I did a very basic EMA crossover strategy in the Formula Editor just to learn Amibroker, and I got output in an Analysis window of all the completed trades...but I'm wondering if I can get more fine-grained output than that, that covers all days that a given trade was open.

For example, one row of output is:
SPY, Long, 2000-03-16, 146.344, 2000-04-13, ..., -0.53%, ... etc.

For each trade, I would like all of the column values for every day I held an open position; that is, this particular row would result in roughly 20 new rows:
2000-03-16, 1, SPY, Long, 2000-03-16, 146.344, 2000-04-13, ..., -0.08%, ... etc.
2000-03-17, 2, SPY, Long, 2000-03-16, 146.344, 2000-04-13, ..., 0.15%, ... etc.
2000-03-20, 3, SPY, Long, 2000-03-16, 146.344, 2000-04-13, ..., -0.26%, ... etc.
2000-03-21, 4, SPY, Long, 2000-03-16, 146.344, 2000-04-13, ..., 1.49%, ... etc.
... etc.

I would then output the results to a .csv for further analysis in R / python.

Is this possible?

Kind wishes.

#2

Go to the Settings and switch Reporting to "Detailed log". It gives equity and position values on each bar.

#3

Thank-you. That was helpful.

As I'm becoming familiar with Amibroker, I also discovered that I can use Explore to construct data that I can then export and process in R or python. This way I can tabulate all mark-to-market daily profits and losses programmatically.