Registered: Mar 2011
07-30-12 05:10 AM
Quote from DT1:
What software do you use to import and analyze your trades?
IM still in the midst of automating the importing and analysis, however using IB's trade reports export, I'll dump them into my own macro enabled xls sheet solely for reporting.
It has most of the standard formulas in it eg. win/loss ratio, max winloss, per win loss amt, sharp ratio, probability distribution function.
Combined this with my algo trading stats and analysis, you paint a good picture what went well and what well wrong, given 1 month's of data. Theres alot of story to tell, and hell lots of parameters to tweak.