Selfprogrammed account statement... ideas needed

Discussion in 'Trading Software' started by Tom Frey, Aug 31, 2002.

  1. Tom Frey

    Tom Frey

    Hi,

    I just started to program something to track my trades, account statements, equity graphs, winner/loser ratio, etc. .. all this stuff.

    I intend to use a MySQL database therefore and writing the interface in PHP.
    This shall get very detailed so I hope you can help me a bit what i shall track and store in the database.

    The basic things of course are:
    Equity, winners/losers, holding time winners/losers, avg. win/loss, number of trades, percentage in which time trades take place.

    I hope you can give some ideas for what is worthwhile to track ... i once saw a very nice account statement from realtick or so .. maybe someone can provide me with a screenshot of those so i get some ideas.

    thx

    Tom
     
  2. Tom Frey

    Tom Frey

    any takers? =)
     
  3. I am doing this in Access/VB. I have a table containing the basics for each trade: time and price of entry and exit. Any other info can be built upon that.
    Why do you choose MySQL/PHP? If you want a server strength platform without busting your budget, that seems the only choice. But Access is good enough and I don't want to learn a new platform.
     
  4. Tom Frey

    Tom Frey

    Hi,

    sorry maybe this was a bit mistakable. Sure in the database there only has to be stored "trade entry, exit, price, qty, stock.
    But i also want to add another table in which i can store all the results (e.g. win/loser ratio etc.) so this hasn't to be updated whenever the php script is used but only when a new trade is entered into the db. This is due to performance issues.
    I chose using php/mysql as i'm pretty skilled in it and can easily program this ;)
     
  5. You'd better create a view for every statistics. For example, you could create a view for win/lose ratio.
     
  6. Tom Frey

    Tom Frey

    yes, that's not the problem .. this can be easily done with php ..

    i was just interested in some ideas for professional account statements what statistics they provide
     
  7. axehawk

    axehawk

    Tom,

    I am also interested in doing something like this, but am really not an expert programmer. Is Access the way to go or could I also do this in Excel?
     
  8. Tom Frey

    Tom Frey

    you can do it with either excel or access.

    But i'd rather have the trades in a self written database and with php the way i let display my account statement, draw graphs, adjust things, etc. is unlimited.
     
  9. nitro

    nitro

    Tom,

    There are so many things that one would be interested in.

    Here are a few:

    1) Percentage of winners long an short
    2) Length of time in winning/losing trades
    3) Percentage winners/losers at given time of the day
    4) TICK, TRIN, TIKI and spoos/PREM at time of trade, perhaps an Index
    5) Reason for trade
    6) Make sure you have a way to have a set of trades be logically tagged as one trade. For example, basket traders and Pair traders wouldn't necessarily care about each individually, but the logical trade as a whole. Also allow a reason for trade (5 above) be applicable to a "basket" trade.

    There are literally a dozens of things that would be useful...

    nitro
     
  10. axehawk

    axehawk

    Yes, this would be extremely helpful.
     
    #10     Sep 2, 2002