Statistics at every candle

FileStorage.js

@@ -4,7 +4,7 @@ const path = require('path')
 exports.newFileStorage = function newFileStorage(logger, host, port) {
 
     const MODULE_NAME = 'FileStorage'
-    const MAX_RETRY = 30
+    const MAX_RETRY = 10
     const FAST_RETRY_TIME_IN_MILISECONDS = 500
     const SLOW_RETRY_TIME_IN_MILISECONDS = 2000
 
@@ -160,7 +160,7 @@ exports.newFileStorage = function newFileStorage(logger, host, port) {
             }
 
             function retry() {
-                console.log(new Date(), ' Retry #: ' + currentRetryGetTextFile, fileLocation)
+                console.log(new Date(), 'Read File Retry #: ' + currentRetryGetTextFile, fileLocation)
                 if (currentRetryGetTextFile < MAX_RETRY) {
                     currentRetryGetTextFile++
                     logger.write(MODULE_NAME, '[WARN] FileStorage -> getTextFile -> retry -> Will try to read the file again -> Retry #: ' + currentRetryGetTextFile)

LowFrequencyTrading/TradingEpisode.js

@@ -9,7 +9,6 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
         openEpisode: openEpisode,
         updateExitType: updateExitType,
         closeEpisode: closeEpisode,
-        calculateResults: calculateResults,
         calculateStatistics: calculateStatistics,
         initialize: initialize,
         finalize: finalize
@@ -114,118 +113,123 @@ exports.newTradingEpisode = function newTradingEpisode(bot, logger, tradingEngin
             global.ONE_DAY_IN_MILISECONDS
     }
 
-    function calculateStatistics() {
+    function calculateStatistics() { 
+        calculateEpisodeStatistics()
+        calculateAssetsStatistics()
 
-        /* Updating Profit Loss */
-        tradingEngine.current.episode.episodeStatistics.profitLoss.value =
-            tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
-            tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
-
-        tradingEngine.current.episode.episodeStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.profitLoss.value, 10)
-
-        /* Updating ROI */
-        tradingEngine.current.episode.episodeStatistics.ROI.value =
-            (
-                sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.episode.candle.close.value +
+        function calculateEpisodeStatistics() {
+            /* Updating Profit Loss */
+            tradingEngine.current.episode.episodeStatistics.profitLoss.value =
                 tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
-                sessionParameters.sessionQuotedAsset.config.initialBalance +
                 tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
-            ) / (
-                sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.episode.candle.close.value +
+    
+            tradingEngine.current.episode.episodeStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.profitLoss.value, 10)
+    
+            /* Updating ROI */
+            tradingEngine.current.episode.episodeStatistics.ROI.value =
+                (
+                    sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.episode.candle.close.value +
+                    tradingEngine.current.episode.episodeBaseAsset.profitLoss.value * tradingEngine.current.episode.candle.close.value +
+                    sessionParameters.sessionQuotedAsset.config.initialBalance +
+                    tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value
+                ) / (
+                    sessionParameters.sessionBaseAsset.config.initialBalance * tradingEngine.current.episode.candle.close.value +
+                    sessionParameters.sessionQuotedAsset.config.initialBalance
+                ) - 1
+    
+            tradingEngine.current.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
+    
+            /* Updating Annualized Rate Of Return */
+            tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =
+                tradingEngine.current.episode.episodeStatistics.ROI.value /
+                tradingEngine.current.episode.episodeStatistics.days.value * 365
+    
+            tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value, 10)
+    
+            /* Updating Hit or Fail */
+            if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
+                tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Fail'
+            }
+        }
+    
+        function calculateAssetsStatistics() {
+    
+            /* Updating Hits & Fails */
+            if (tradingEngine.current.position.positionBaseAsset.profitLoss.value > 0) {
+                tradingEngine.current.episode.episodeBaseAsset.hits.value++
+            } else {
+                tradingEngine.current.episode.episodeBaseAsset.fails.value++
+            }
+            if (tradingEngine.current.position.positionQuotedAsset.profitLoss.value > 0) {
+                tradingEngine.current.episode.episodeQuotedAsset.hits.value++
+            } else {
+                tradingEngine.current.episode.episodeQuotedAsset.fails.value++
+            }
+    
+            /* Updating Profit Loss */
+            tradingEngine.current.episode.episodeBaseAsset.profitLoss.value =
+                tradingEngine.current.episode.episodeBaseAsset.balance.value -
+                sessionParameters.sessionBaseAsset.config.initialBalance
+    
+            tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value =
+                tradingEngine.current.episode.episodeQuotedAsset.balance.value -
                 sessionParameters.sessionQuotedAsset.config.initialBalance
-            ) - 1
-
-        tradingEngine.current.episode.episodeStatistics.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.ROI.value, 10)
-
-        /* Updating Annualized Rate Of Return */
-        tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =
-            tradingEngine.current.episode.episodeStatistics.ROI.value /
-            tradingEngine.current.episode.episodeStatistics.days.value * 365
-
-        tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value, 10)
-
-        /* Updating Hit or Fail */
-        if (tradingEngine.current.episode.episodeStatistics.profitLoss.value > 0) {
-            tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Hit'
-        } else {
-            tradingEngine.current.episode.episodeStatistics.hitFail.value = 'Fail'
+    
+            tradingEngine.current.episode.episodeBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.profitLoss.value, 10)
+            tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value, 10)
+    
+            /* Updating ROI */
+            tradingEngine.current.episode.episodeBaseAsset.ROI.value =
+                (sessionParameters.sessionBaseAsset.config.initialBalance + tradingEngine.current.episode.episodeBaseAsset.profitLoss.value) /
+                sessionParameters.sessionBaseAsset.config.initialBalance - 1
+    
+            tradingEngine.current.episode.episodeQuotedAsset.ROI.value =
+                (sessionParameters.sessionQuotedAsset.config.initialBalance + tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value) /
+                sessionParameters.sessionQuotedAsset.config.initialBalance - 1
+    
+            tradingEngine.current.episode.episodeBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.ROI.value, 10)
+            tradingEngine.current.episode.episodeQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.ROI.value, 10)
+    
+            /* Updating Hit Ratio */
+            tradingEngine.current.episode.episodeBaseAsset.hitRatio.value =
+                tradingEngine.current.episode.episodeBaseAsset.hits.value /
+                tradingEngine.current.episode.episodeCounters.positions.value
+    
+            tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value =
+                tradingEngine.current.episode.episodeQuotedAsset.hits.value /
+                tradingEngine.current.episode.episodeCounters.positions.value
+    
+            tradingEngine.current.episode.episodeBaseAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.hitRatio.value, 10)
+            tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value, 10)
+    
+            /* Updating Annualized Rate Of Return */
+            tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =
+                tradingEngine.current.episode.episodeBaseAsset.ROI.value /
+                tradingEngine.current.episode.episodeStatistics.days.value * 365
+    
+            tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =
+                tradingEngine.current.episode.episodeQuotedAsset.ROI.value /
+                tradingEngine.current.episode.episodeStatistics.days.value * 365
+    
+            tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value, 10)
+            tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value, 10)
+    
+            /* Updating Hit or Fail */
+            if (tradingEngine.current.episode.episodeBaseAsset.profitLoss.value > 0) {
+                tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Fail'
+            }
+            if (tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value > 0) {
+                tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Fail'
+            }
         }
     }
 
-    function calculateResults() {
-
-        /* Updating Hits & Fails */
-        if (tradingEngine.current.position.positionBaseAsset.profitLoss.value > 0) {
-            tradingEngine.current.episode.episodeBaseAsset.hits.value++
-        } else {
-            tradingEngine.current.episode.episodeBaseAsset.fails.value++
-        }
-        if (tradingEngine.current.position.positionQuotedAsset.profitLoss.value > 0) {
-            tradingEngine.current.episode.episodeQuotedAsset.hits.value++
-        } else {
-            tradingEngine.current.episode.episodeQuotedAsset.fails.value++
-        }
-
-        /* Updating Profit Loss */
-        tradingEngine.current.episode.episodeBaseAsset.profitLoss.value =
-            tradingEngine.current.episode.episodeBaseAsset.balance.value -
-            sessionParameters.sessionBaseAsset.config.initialBalance
-
-        tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value =
-            tradingEngine.current.episode.episodeQuotedAsset.balance.value -
-            sessionParameters.sessionQuotedAsset.config.initialBalance
-
-        tradingEngine.current.episode.episodeBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.profitLoss.value, 10)
-        tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value, 10)
-
-        /* Updating ROI */
-        tradingEngine.current.episode.episodeBaseAsset.ROI.value =
-            (sessionParameters.sessionBaseAsset.config.initialBalance + tradingEngine.current.episode.episodeBaseAsset.profitLoss.value) /
-            sessionParameters.sessionBaseAsset.config.initialBalance - 1
-
-        tradingEngine.current.episode.episodeQuotedAsset.ROI.value =
-            (sessionParameters.sessionQuotedAsset.config.initialBalance + tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value) /
-            sessionParameters.sessionQuotedAsset.config.initialBalance - 1
-
-        tradingEngine.current.episode.episodeBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.ROI.value, 10)
-        tradingEngine.current.episode.episodeQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.ROI.value, 10)
-
-        /* Updating Hit Ratio */
-        tradingEngine.current.episode.episodeBaseAsset.hitRatio.value =
-            tradingEngine.current.episode.episodeBaseAsset.hits.value /
-            tradingEngine.current.episode.episodeCounters.positions.value
-
-        tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value =
-            tradingEngine.current.episode.episodeQuotedAsset.hits.value /
-            tradingEngine.current.episode.episodeCounters.positions.value
-
-        tradingEngine.current.episode.episodeBaseAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.hitRatio.value, 10)
-        tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.hitRatio.value, 10)
-
-        /* Updating Annualized Rate Of Return */
-        tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =
-            tradingEngine.current.episode.episodeBaseAsset.ROI.value /
-            tradingEngine.current.episode.episodeStatistics.days.value * 365
-
-        tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =
-            tradingEngine.current.episode.episodeQuotedAsset.ROI.value /
-            tradingEngine.current.episode.episodeStatistics.days.value * 365
-
-        tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value, 10)
-        tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value = global.PRECISE(tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value, 10)
-
-        /* Updating Hit or Fail */
-        if (tradingEngine.current.episode.episodeBaseAsset.profitLoss.value > 0) {
-            tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Hit'
-        } else {
-            tradingEngine.current.episode.episodeBaseAsset.hitFail.value = 'Fail'
-        }
-        if (tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value > 0) {
-            tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Hit'
-        } else {
-            tradingEngine.current.episode.episodeQuotedAsset.hitFail.value = 'Fail'
-        }
-    }
 
     function updateDistanceToEventsCounters() {
         /* Keeping Distance Counters Up-to-date while avoinding counting before the first event happens. */

LowFrequencyTrading/TradingPosition.js

@@ -6,6 +6,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
     let thisObject = {
         mantain: mantain,
         reset: reset,
+        calculateStatistics: calculateStatistics, 
         openPosition: openPosition,
         closingPosition: closingPosition,
         closePosition: closePosition,
@@ -87,9 +88,6 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
         tradingEngine.current.position.positionBaseAsset.endBalance.value = tradingEngine.current.episode.episodeBaseAsset.balance.value
         tradingEngine.current.position.positionQuotedAsset.endBalance.value = tradingEngine.current.episode.episodeQuotedAsset.balance.value
 
-        /* Position Statistics & Results */
-        updateStatistics()
-        updateResults()
         /*
         Now that the position is closed, it is the right time to move this position from current to last at the Trading Engine data structure.
         */
@@ -258,82 +256,86 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
         }
     }
 
-    function updateStatistics() {
+    function calculateStatistics() { 
+        calculatePositionStatistics()
+        calculateAssetsStatistics()
 
-        /* Profit Loss Calculation */
-        tradingEngine.current.position.positionStatistics.profitLoss.value =
-            (
-                tradingEngine.current.episode.episodeBaseAsset.balance.value * tradingEngine.current.position.endRate.value +
-                tradingEngine.current.episode.episodeQuotedAsset.balance.value
-            ) -
-            (
-                tradingEngine.current.position.positionBaseAsset.beginBalance * tradingEngine.current.position.beginRate.value +
-                tradingEngine.current.position.positionQuotedAsset.beginBalance
-            )
-        tradingEngine.current.position.positionStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionStatistics.profitLoss.value, 10)
-
-        /* ROI Calculation */
-        tradingEngine.current.position.positionStatistics.ROI.value =
-            (
-                tradingEngine.current.position.positionStatistics.profitLoss.value
-            )
-            * 100 /
-            (
-                tradingEngine.current.position.positionBaseAsset.beginBalance * tradingEngine.current.position.beginRate.value +
-                tradingEngine.current.position.positionQuotedAsset.beginBalance
-            )
-        tradingEngine.current.position.positionStatistics.ROI.value = global.PRECISE(tradingEngine.current.position.positionStatistics.ROI.value, 10)
-
-        /* Hit Fail Calculation */
-        if (tradingEngine.current.position.positionStatistics.ROI.value > 0) {
-            tradingEngine.current.position.positionStatistics.hitFail.value = 'Hit'
-        } else {
-            tradingEngine.current.position.positionStatistics.hitFail.value = 'Fail'
+        function calculatePositionStatistics() {
+            /* Profit Loss Calculation */
+            tradingEngine.current.position.positionStatistics.profitLoss.value =
+                (
+                    tradingEngine.current.episode.episodeBaseAsset.balance.value * tradingEngine.current.position.endRate.value +
+                    tradingEngine.current.episode.episodeQuotedAsset.balance.value
+                ) -
+                (
+                    tradingEngine.current.position.positionBaseAsset.beginBalance * tradingEngine.current.position.beginRate.value +
+                    tradingEngine.current.position.positionQuotedAsset.beginBalance
+                )
+            tradingEngine.current.position.positionStatistics.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionStatistics.profitLoss.value, 10)
+    
+            /* ROI Calculation */
+            tradingEngine.current.position.positionStatistics.ROI.value =
+                (
+                    tradingEngine.current.position.positionStatistics.profitLoss.value
+                )
+                * 100 /
+                (
+                    tradingEngine.current.position.positionBaseAsset.beginBalance * tradingEngine.current.position.beginRate.value +
+                    tradingEngine.current.position.positionQuotedAsset.beginBalance
+                )
+            tradingEngine.current.position.positionStatistics.ROI.value = global.PRECISE(tradingEngine.current.position.positionStatistics.ROI.value, 10)
+    
+            /* Hit Fail Calculation */
+            if (tradingEngine.current.position.positionStatistics.ROI.value > 0) {
+                tradingEngine.current.position.positionStatistics.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.position.positionStatistics.hitFail.value = 'Fail'
+            }
+    
+            /* Days Calculation */
+            tradingEngine.current.position.positionStatistics.days.value =
+                tradingEngine.current.position.positionCounters.periods.value *
+                sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
+    
+            tradingEngine.current.position.positionStatistics.days.value = global.PRECISE(tradingEngine.current.position.positionStatistics.days.value, 10)
         }
-
-        /* Days Calculation */
-        tradingEngine.current.position.positionStatistics.days.value =
-            tradingEngine.current.position.positionCounters.periods.value *
-            sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
-
-        tradingEngine.current.position.positionStatistics.days.value = global.PRECISE(tradingEngine.current.position.positionStatistics.days.value, 10)
-    }
-
-    function updateResults() {
-        /* Profit Loss Calculation */
-        tradingEngine.current.position.positionBaseAsset.profitLoss.value =
-            tradingEngine.current.episode.episodeBaseAsset.balance.value -
-            tradingEngine.current.position.positionBaseAsset.beginBalance
-
-        tradingEngine.current.position.positionQuotedAsset.profitLoss.value =
-            tradingEngine.current.episode.episodeQuotedAsset.balance.value -
-            tradingEngine.current.position.positionQuotedAsset.beginBalance
-
-        tradingEngine.current.position.positionBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.profitLoss.value, 10)
-        tradingEngine.current.position.positionQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.profitLoss.value, 10)
-
-        /* ROI Calculation */
-        tradingEngine.current.position.positionBaseAsset.ROI.value =
-            tradingEngine.current.position.positionBaseAsset.profitLoss.value * 100 /
-            tradingEngine.current.position.positionBaseAsset.entryTargetSize.value
-
-        tradingEngine.current.position.positionQuotedAsset.ROI.value =
-            tradingEngine.current.position.positionQuotedAsset.profitLoss.value * 100 /
-            tradingEngine.current.position.positionQuotedAsset.entryTargetSize.value
-
-        tradingEngine.current.position.positionBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.ROI.value, 10)
-        tradingEngine.current.position.positionQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.ROI.value, 10)
-
-        /* Hit Fail Calculation */
-        if (tradingEngine.current.position.positionBaseAsset.ROI.value > 0) {
-            tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Hit'
-        } else {
-            tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Fail'
-        }
-        if (tradingEngine.current.position.positionQuotedAsset.ROI.value > 0) {
-            tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Hit'
-        } else {
-            tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Fail'
+    
+        function calculateAssetsStatistics() {
+            /* Profit Loss Calculation */
+            tradingEngine.current.position.positionBaseAsset.profitLoss.value =
+                tradingEngine.current.episode.episodeBaseAsset.balance.value -
+                tradingEngine.current.position.positionBaseAsset.beginBalance
+    
+            tradingEngine.current.position.positionQuotedAsset.profitLoss.value =
+                tradingEngine.current.episode.episodeQuotedAsset.balance.value -
+                tradingEngine.current.position.positionQuotedAsset.beginBalance
+    
+            tradingEngine.current.position.positionBaseAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.profitLoss.value, 10)
+            tradingEngine.current.position.positionQuotedAsset.profitLoss.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.profitLoss.value, 10)
+    
+            /* ROI Calculation */
+            tradingEngine.current.position.positionBaseAsset.ROI.value =
+                tradingEngine.current.position.positionBaseAsset.profitLoss.value * 100 /
+                tradingEngine.current.position.positionBaseAsset.entryTargetSize.value
+    
+            tradingEngine.current.position.positionQuotedAsset.ROI.value =
+                tradingEngine.current.position.positionQuotedAsset.profitLoss.value * 100 /
+                tradingEngine.current.position.positionQuotedAsset.entryTargetSize.value
+    
+            tradingEngine.current.position.positionBaseAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionBaseAsset.ROI.value, 10)
+            tradingEngine.current.position.positionQuotedAsset.ROI.value = global.PRECISE(tradingEngine.current.position.positionQuotedAsset.ROI.value, 10)
+    
+            /* Hit Fail Calculation */
+            if (tradingEngine.current.position.positionBaseAsset.ROI.value > 0) {
+                tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.position.positionBaseAsset.hitFail.value = 'Fail'
+            }
+            if (tradingEngine.current.position.positionQuotedAsset.ROI.value > 0) {
+                tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Hit'
+            } else {
+                tradingEngine.current.position.positionQuotedAsset.hitFail.value = 'Fail'
+            }
         }
     }
 

LowFrequencyTrading/TradingSimulation.js

@@ -119,8 +119,18 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
                     firstLoopExecution = false
                 }
 
+                if (checkInitialDatetime() === false) {
+                    controlLoop()
+                    return
+                }
+
+                if (checkFinalDatetime() === false) {
+                    closeEpisode('Final Datetime Reached')
+                    return
+                }
+
                 if (checkLastCandle() === false) {
-                    closeEpisode('Last Candle Reached')
+                    controlLoop()
                     return
                 }
 
@@ -129,11 +139,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
                     return
                 }
 
-                if (checkInitialAndFinalDatetime() === false) {
-                    controlLoop()
-                    return
-                }
-
                 positionChartAtCurrentCandle()
 
                 /* The chart was recalculated based on the current candle. */
@@ -211,7 +216,7 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
                     */
                     setImmediate(loop)
                 } else {
-                    updateEpisode('All Candles Processed')
+                    updateEpisode('All Available Candles Processed')
                 }
             }
 
@@ -398,12 +403,17 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
                 return true
             }
 
-            function checkInitialAndFinalDatetime() {
-                /* Here we check that the current candle is not outside of user-defined time range at the session parameters.*/
+            function checkInitialDatetime() {
+                /* Here we check that the current candle is not before the initial datetime defined at the session parameters.*/
                 if (tradingEngine.current.episode.candle.end.value < sessionParameters.timeRange.config.initialDatetime) {
                     if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> checkInitialAndFinalDatetime -> Skipping Candle before the sessionParameters.timeRange.config.initialDatetime.') }
                     return false
                 }
+                return true
+            }
+
+            function checkFinalDatetime() {
+                /* Here we check that the current candle is not after of the user-defined final datetime at the session parameters.*/
                 if (tradingEngine.current.episode.candle.begin.value > sessionParameters.timeRange.config.finalDatetime) {
                     if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> checkInitialAndFinalDatetime -> Skipping Candle after the sessionParameters.timeRange.config.finalDatetime.') }
                     return false

LowFrequencyTrading/TradingStages.js

@@ -7,6 +7,7 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
         updateChart: updateChart,
         mantain: mantain,
         reset: reset,
+        calculateStatistics: calculateStatistics,
         runTriggerStage: runTriggerStage,
         runOpenStage: runOpenStage,
         runManageStage: runManageStage,
@@ -101,6 +102,11 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
         resetTradingEngineDataStructure()
     }
 
+    function calculateStatistics() {
+        tradingEpisodeModule.calculateStatistics()
+        tradingPositionModule.calculateStatistics()
+    }
+
     function runTriggerStage() {
         /*
         We check if we will be triggering on, off or taking position.
@@ -870,9 +876,6 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
             /* Close the Position */
             tradingPositionModule.closePosition()
 
-            tradingEpisodeModule.calculateResults()
-            tradingEpisodeModule.calculateStatistics()
-
             /* Close the Strategy */
             tradingStrategyModule.closeStrategy('Position Closed')
 

LowFrequencyTrading/TradingSystem.js

@@ -131,6 +131,9 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM
 
             /* Run the Close Stage */
             await tradingStagesModule.runCloseStage()
+
+            tradingStagesModule.calculateStatistics()
+
         } catch (err) {
             /* 
             If an error ocurred during execution, it was alreeady logged and