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tonyzhou
Registered: Jul 2006
Posts: 162 |
04-28-12 05:37 PM
Hi,
I want to have a easy way to track my multiple strategies, their performance. Currently I am using Interactive Brokers account and all the strategies are in one account. However, I do not know the exact performance for each strategy though the overall seems good. Do you know if IB has some inherit feature that can support this or any third party software can do this? For example, when I enter an order, I can give it a tag and then I can track the performance of all the transaction with the same tag? Thank you for your reply in advance.
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Traveler
Registered: Apr 2003
Posts: 774 |
04-28-12 07:56 PM
I think the order references show up when you download trades to Excel. Maybe you can track them like that? Manually mark each order with a strategy name then sort them that way.
I don't think this is something you can do in TWS.
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rmorse
Registered: Apr 2011
Posts: 1056 |
04-28-12 08:17 PM
We offer our clients the opportunity to create sub accounts to monitor P & L of either different strategies or different traders.
Bob
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Don Bright
Bright Trading, LLC
Registered: Oct 2001
Posts: 11698 |
04-29-12 10:11 PM
Quote from tonyzhou:
Hi,
I want to have a easy way to track my multiple strategies, their performance. Currently I am using Interactive Brokers account and all the strategies are in one account. However, I do not know the exact performance for each strategy though the overall seems good. Do you know if IB has some inherit feature that can support this or any third party software can do this? For example, when I enter an order, I can give it a tag and then I can track the performance of all the transaction with the same tag? Thank you for your reply in advance.
OK, very simple. Our traders just use the provided DDe links (Direct Data Exchange) - into a basic Excel spreadsheet. You can manipulate each trading type into a separate page. Viola' list each strategy.
Don
__________________
Don Bright (not an alias)
Bright Trading, LLC
http://www.stocktrading.com
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rmorse
Registered: Apr 2011
Posts: 1056 |
04-29-12 10:22 PM
Quote from Don Bright:
OK, very simple. Our traders just use the provided DDe links (Direct Data Exchange) - into a basic Excel spreadsheet. You can manipulate each trading type into a separate page. Viola' list each strategy.
Don
What if you are trading three strategies, and each one includes common securities?
Bob
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Don Bright
Bright Trading, LLC
Registered: Oct 2001
Posts: 11698 |
04-29-12 10:26 PM
Quote from rmorse:
What if you are trading three strategies, and each one includes common securities?
Bob
Then you may want to re-think the "why" of the strategy... i.e. when you long KO, short PEP, but want Long Wen vs. Short KO, you may want to replace it.
But, for openings, as an example, you just pull out the "opg" order types into a single spreadsheet.
Don
__________________
Don Bright (not an alias)
Bright Trading, LLC
http://www.stocktrading.com
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