I did some experiments and found that this approach is not right. You can not simply nest the
all_algos loop with the
all_trades loop. (as these loops are not documented, they should not be used in other way than the official examples) Returning back to the original goal: Grouping trades by params can be for example achieved just by using all_trades and TradeVars. See the two examples, why the nesting approach is flawed:
for(all_algos)
{
for(all_trades)
{
print(TO_REPORT, "\n%s", Algo);
}
}
}
Does not produce output with multiple algo names. It is just stuck on one. Whereas this code does it:
for(all_algos)
{
print(TO_REPORT, "\n%s", Algo);
for(all_trades)
{
continue;
}
}