Recording results of ATS

Discussion in 'Automated Trading' started by algonxt, Mar 22, 2009.

  1. algonxt


    hallo all,

    I am looking for a way/software that will help me to record multi strategies resoults ( in easy way) I have so many strategies with alot of prameters that are runing Simultaneously .... I am looking for a way to make an order in all the mess...

    there must be a" multi strategy monitor " or something that i can connect my strategies to....>@!?

    Do you have any idea ?

  2. CBuster


    For a guy running multi strategies and therefore probably a decent programmer (?) this shouldn't be too difficult. I have my algos output all my fills at the end of the day into a spreadsheet which I have setup with a couple of macros to do some analysis of the results. The results are then output to another worksheet, creating a long-term trading log.
  3. Craig66


    I also run multiple strategies, everything I do gets written into a Postgres Database, which I can access via a C# application which displays graphs and statistics.
  4. algonxt


    Hi, thanks for the quick replay... you are right.... but I am tiered of reinventing the weal every week.... I wanted to see if there is something out there... Maybe something nice & easy with charts...extra...

    . Before I am going to build it.... I prefer to focus on the algo itself and not on all the things around it....

    But its a good response...thanks,
  5. algonxt


    so you build it yourself ? (C# application)... maybe you are intresting to sell it ?
  6. Craig66


    In order of your questions yes & no.
  7. algonxt


    :) ok .. as you wish... so maybe you guys have any link for a software or an open source project that i can start from ?

  8. Craig66


  9. FaceOff


    I found the best solution for me was to store the results of each strategy each day in a database - then load the database results into an Excel pivot table - where you can more easily see what works and what doesn't.
  10. dmabe


    StockTickr provides performance analytics and an API that you can use in your trading applications.

    You can tag your trades by strategy or whatever and graphs and charts generated automatically.


    Sounds like it should do exactly what you want.
    #10     Apr 30, 2009