HI all! I’m doing some research about how different DARWINs trade and I have read carefully the guide for understanding FTP DARWIN data. The point is that I still have some doubts I would like to share just in case any of you knows the answer (I have already skimmed through many of the posts in this topic, which is where I would expect to find the answer and I found nothing about it).
Here they go my questions:
Is it possible to obtain the 3-tuple given by (Instrument, Start time of the trade, Duration of the trade) for all trades done by a DARWIN strategy? I have dived into the different charts offered but I couldn’find it in a clear way. The problem is many of the charts have aggregated results and I can’t isolate them by trade. There are some charts that give certain information about single trades (for example LOSS_AVERSION), but don’t give the duration, for example. And there are other charts, such as DURATION_CONSISTENCY that gives the start time and the duration but not the instrument. I have tried to merge them both in Python, but results are not consistent, i.e. the real profit given by LOSS_AVERSION_UNADJUSTED_VAR doesn’t coincide with the result of a hypothetical trade made with the parameters given by DURATION_CONSISTENCY. Am I missing something?
Profits appearing in these charts are vey low numbers, I suppose they come from the difference in price among the closing and the opening time of the trade, so they are actually showing pips/10000 (for those pairs which point means ten-thousandth). Am I right?
Thankns for reading!