Trading statistics spreadsheet

Originally posted by chasinfla
lately I've met a programmer whom I might work with. I definitely want to be able to sort by time. I also figure my Optimal f but right now it's academic.

The ideal would have a flexible file handler so you wouldn't have to spend forever formatting your data.
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If anyone is interested in what I come up with, let me know. If you are serious, let me know specifically what you want out of it and you can help defray the costs.
 
Here is a link to a fellow who sells a program for trade tracking. It has adequate statistics and looks pretty good and is improving because the programmer is taking suggestions from his customers. And it's $59 right now, so the price is right.

http://www.tradeperformance.com/

Thanks to the board for the comments and suggestions.


Thank you for sharing this link, Bigfoot. This product looks really good for the price. Tough to beat at $59 bucks. Especially if he accepts feedback and works to improve the product. I didn't notice any account equity charts on the screenshots, I wonder how hard this would be to add? I wouldn't think it should be that hard. Anyways, I sure appreciate the heads up.

Cheers
 
I asked about an equity curve and the programmer said he was planning to include this in a future iteration. What I like is that he is listening to his customers, so the more of us who use it and support him, the better the product is likely to be.

bf
 
that program would be absolutely useles to me ...i can export my trade data and whip that up in minutes (not the tax stuff)...what I need is nitty gritty data manipulation geared for the trader. Again, it'll be a custom job.
 
that program would be absolutely useles to me ...i can export my trade data and whip that up in minutes (not the tax stuff)...what I need is nitty gritty data manipulation geared for the trader. Again, it'll be a custom job.


__________________
"...time and chance happen to them all." Ecc. 9:11
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Chasinfla, could you please elaborate on the data manipulation abilities that you are looking for? Myself, I am just looking for the standard system performance analysis. I would like to be able to analyse system by system as opposed to overall account performance. Thank you for your input, its appreciated.

Cheers
 
I've been using ensignsoftware for about 2 months... along with IB.

Ensign has a basic trade report function that can show basic stuff like ratios, average win, average loss... etc etc. But the trades have to be entered manually so thats a bummer.

However, the software is very flexible and has a programming language similar to delphi. With only a little programming experience I have been able to program in my trading system...

After reading this thread, and seeing Ensigns capabilities... I'm pretty sure I can easily get these statistics by building on whats already there....

Then the trick is for automated trade entry... but it shouldn't be any harder than integrating Ensign with IB's execution platform.

I'll post here when I get the statistics up and running, and would share the enhancements with any ensign users out there.
 
Originally posted by flamethrower




Chasinfla, could you please elaborate on the data manipulation abilities that you are looking for? Myself, I am just looking for the standard system performance analysis. I would like to be able to analyse system by system as opposed to overall account performance. Thank you for your input, its appreciated.

Cheers
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I do a fair number of trades each day. At the end of each day, I get a print of each execution. I need to match the entries with the exits. I'd like to be able to see my p&l by time. I already know what I think it might look like. I'd like to verify or disprove my hunch.

Basically, I'd like to sort by whatever strikes me as relevant. P&L as a function of trade duration would be interesting to me as well. Obviously, P&L by symbol is essetial.

I can do all this by spreadsheet, or craft a little thing in VBasic to do it, but it's all about time, y know?
 
Originally posted by chasinfla
software from the UN.

Anyway, on that site you posted, WinIDAMS sounds perfect and it's supposed to be free BUT I don't see a download...maybe free for developing nations (Like everything else).
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chasinfla, I have requested the software and they have sent a link to me where i can download it for free.
 
Originally posted by alain



chasinfla, I have requested the software and they have sent a link to me where i can download it for free.
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Alain, would you please post the link for the benefit of all?

Thanks
 
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