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
http://tradelink.googlecode.com this will handle all the backtesting/trading integrates with R (also open source) for analytics. http://www.r-project.org/
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.