Trading statistics spreadsheet

Discussion in 'Trading Software' started by bigfootmm, May 28, 2002.

  1. bigfootmm


    The only really excellent program for compiling statistics on trades in an active account costs $795.

    Anybody know of an Excel spreadsheet source for tracking trades? I built a spreadsheet for myself but I have trouble doing some of the more sophisticated stuff and would rather apply my time to trading than developing a spreadsheet however satisfying that work might be to someone else!

  2. sabena


    The package of 795,-$ about which you are
    talking is probably Statistica Base from , right ?
  3. BKuerbs


    I do not know what kind of statistics you want to compute, but if you consider buying a $795 package it must be pretty complicated. If you want to spend less, have a look at They have a section for free software, maybe you will find something useful.

    good luck

    Bernd Kuerbs
  4. lately I've met a programmer whom I might work with. I definitely want to be able to sort by time. I also figure my Optimal f but right now it's academic.

    The ideal would have a flexible file handler so you wouldn't have to spend forever formatting your data.
  5. software from the UN.

    Anyway, on that site you posted, WinIDAMS sounds perfect and it's supposed to be free BUT I don't see a download...maybe free for developing nations (Like everything else).
  6. bigfootmm


    The $795 program I mentioned is the Portfolio Director. It is pretty comprehensive.

    The statistics I am looking for are not t-tests and Chi square and all that, but just winning percentages, net profit from longs and shorts, points per day, average winning and losing trades, $ gains for daily, weekly, and monthly, and so on.

    All of this is easy to set up in Excel as far as formulas and structure are concerned, but it is not easy to set it up so that you don't have to spend your life updating and re-setting the thing as time goes by.

    I wonder what active traders use with TradeStation inasmuch as you can't download trading data to Quicken, for example?
  7. BKuerbs


    Sounds like you have coded your statistics using macro-statements. Try coding it with the aid of VBA or have someone do it. In that way, you will have to import your data only and press some button (even that may be automated) the rest is done without the need to constantly copy and adjust some macro-statements. There are a lot of Excel newsgroups and pages where you might find help, e.g. .

    good luck

    Bernd Kuerbs
  8. Tradestation has a system report feature that has a lot of trading statistics that you are looking for, but I don't think that you have the option of manually entering your trade data. I believe that it is designed to test mechanical systems from backtest results only. A shame that the data can't be entered manually, or this would make an excellent portfolio manager. (Unless any of you tradestation experts out there have figured out how to do this already.)

    Great thread though, I've been looking for the same thing myself.

  9. Here is the link to the tradestation performance strategy report. If anyone knows how to use this feature with manually entered data, please let me know. The reason I say this is because I do some trading on the emini that is part mechanical but also has some discretionary elements that would be nex to impossible to code. I would like to study the performance of this system with more detail using this performance report, but since its not a purely mechanical system, it won't run in the performance strategy report. (Unless someone knows how?)

  10. bigfootmm


    Here is a link to a fellow who sells a program for trade tracking. It has adequate statistics and looks pretty good and is improving because the programmer is taking suggestions from his customers. And it's $59 right now, so the price is right.

    Thanks to the board for the comments and suggestions.

    #10     May 30, 2002