Performance Analytics Software

Anyone aware of software that can peform analytics on your trading history - i.e. generate the kind of performance statistics generated by a system backtester for real-time trading on a walk-forward basis?

Thx.
 
Opps...

Just tried to download the trial and they don't support it anymore.....

Any other programs guys...

Nick
 
I export my trade history each morning and again each afternoon to Excel and perform the usual tests, equity plotting, stdev consec wins/loss etc.

Why not use Excel?
 
Quote from mercurial:

I export my trade history each morning and again each afternoon to Excel and perform the usual tests, equity plotting, stdev consec wins/loss etc.

Why not use Excel?

Excel is tedious and not automated. You'll have to manually input your trades (prone to error and time consuming). There should be some software that should do this for you automatically!?
 
I saw an article on Adaptrade in TAOSAC yesterday in Borders. I was looking into buying this today..a few interesting features such as equity curve with MA cross....if anybody has used it let us know. www.adaptrade.com
 
Quote from SWScapital:

I saw an article on Adaptrade in TAOSAC yesterday in Borders. I was looking into buying this today..a few interesting features such as equity curve with MA cross....if anybody has used it let us know. www.adaptrade.com

Seems nice... Can you import trades from IB....
There is http://www.armencomp.com 's tradelog that has perfermace reports and graphs per year. You can also keep a file with all your years together and get stats and graphs on the entire timeframe.

There is http://www.tradeaccountant.com that looks good as well. Dont know if you can import for IB but there are many other brokers for now...

Ther is also portfolio director from http://www.scscompany.com... I downloded the option software but you can download the director for a test run. it costs about 750 for a non pro.

Oh...I just remembered a program called autotracker or something that tracks your trades from IB...Will try and find the Address later today... It looked good but no equity curve ...

Nick
 
Quote from NKNY:

Seems nice... Can you import trades from IB....
There is http://www.armencomp.com 's tradelog that has a perfermace reports and graphs per year. You can also keep a file with all your years together and get stats and graphs on the entire timeframe.




Nick

this is the one I use right now..LOVE IT!
 
Quote from SWScapital:

this is the one I use right now..LOVE IT!
Thx for the suggestions.

This is more of an accounting/tax platform with the add-on of performance metrics. Sadly, however, it des not uspport futures.
They say this is becuae there is no industry wide futures reporting method. And that is true?

Futures brokers don't have the best of statements and differ greatly from one to the other.
 
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