Multiple System Result Analysis

[Trader922]

I have multiple systems that I am running live & others that I am currently testing out. My goal is to have a solution that will allow me to better manage the transition from idea to testing to live to on-going results analysis.

I am looking for some ideas to use as a base to build a tool to better analyze the trade results. I would like to avoid starting from scratch and at this point am considering modifying using a BI platform to start from.

Has anyone used Pentaho (www.pentaho.com) or something similar as a toolbox to start from??? Any thoughts/suggestions on this idea?

I'm looking exclusively at open source projects.

Regards,
Eric

 

[tradelink]

http://tradelink.googlecode.com

this will handle all the backtesting/trading

integrates with R (also open source) for analytics.

http://www.r-project.org/

 

[Trader922]

Quote from tradelink:

http://tradelink.googlecode.com

this will handle all the backtesting/trading

integrates with R (also open source) for analytics.

http://www.r-project.org/

Thanks for the info, I'll check into it further.

Eric

 

[propseeker]

i'm actually working on this right now, and what i've found is that most all data can be inferred from your position, risk and order management code. i'm just building a lightweight class that queries these objects during live trading, performs the calculations for metrics i want, posts to a gui and shoots it off to a file when the day is done. then it's just some simple file parsing when you load everything up. a pentaho solution seems neat, but i think probably a more complex to integrate then a simple custom solution.