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Accessing historical strategy performance
Asjem
edited Feb 20, 2017
API Getting Started Using Data

Hello,

I'm new to Q, so please excuse my ignorance. I'm really enjoying the platform so far.

I'm trying to do some position sizing based on previous returns . I can make it work in backtesting by accumulating state in the context, but I presume this won't work in live trading due to the context state not being persistent?
If so, is there any way to do this?

It would be cool if there was something symmetric to the record API, so that I could load recorded time series. Alternatively, if there was a way of exporting returns I could do it offline and manually update the strategy periodically.

I understand that you have to control export of your market data sources, I guess you could control this by only allowing export of 'core' metrics.

Additionally, is there a way to programmatically run a backtest and access the results?

Thanks.

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