Multiple System Result Analysis

Discussion in 'Automated Trading' started by Trader922, May 9, 2009.

  1. 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 ( or something similar as a toolbox to start from??? Any thoughts/suggestions on this idea?

    I'm looking exclusively at open source projects.

  2. 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.