Log formats for reproducible EA research on EURUSD
Posted: Wed Oct 21, 2026 8:42 pm
Six months later, you want to know why an EA version performed differently. Without good logs, it's guesswork.
A log format that supports reproducibility:
Each line:
- Timestamp (server time, with offset to UTC noted).
- EA version and parameter set ID.
- Event type (SIGNAL, ORDER_SENT, FILL, MODIFY, CLOSE, SKIP, ERROR).
- Symbol, direction, size.
- Prices: bid, ask, requested, filled.
- Key indicator values at the decision.
- Reason codes for skips and closes.
Store as CSV or JSON lines. One file per day.
Version control:
- Each EA build has a version number.
- Parameter sets stored with a unique ID.
- Logs reference both.
Benefits:
- Rerun a backtest with the same parameters and compare decisions line by line.
- Spot divergence between backtest and live behaviour.
- Debug unexpected trades quickly.
What does your EA logging look like?
A log format that supports reproducibility:
Each line:
- Timestamp (server time, with offset to UTC noted).
- EA version and parameter set ID.
- Event type (SIGNAL, ORDER_SENT, FILL, MODIFY, CLOSE, SKIP, ERROR).
- Symbol, direction, size.
- Prices: bid, ask, requested, filled.
- Key indicator values at the decision.
- Reason codes for skips and closes.
Store as CSV or JSON lines. One file per day.
Version control:
- Each EA build has a version number.
- Parameter sets stored with a unique ID.
- Logs reference both.
Benefits:
- Rerun a backtest with the same parameters and compare decisions line by line.
- Spot divergence between backtest and live behaviour.
- Debug unexpected trades quickly.
What does your EA logging look like?