Trading statistics spreadsheet

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

  1. If anyone is interested in what I come up with, let me know. If you are serious, let me know specifically what you want out of it and you can help defray the costs.
     
    #11     May 30, 2002
  2. 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.

    http://www.tradeperformance.com/

    Thanks to the board for the comments and suggestions.



    Thank you for sharing this link, Bigfoot. This product looks really good for the price. Tough to beat at $59 bucks. Especially if he accepts feedback and works to improve the product. I didn't notice any account equity charts on the screenshots, I wonder how hard this would be to add? I wouldn't think it should be that hard. Anyways, I sure appreciate the heads up.

    Cheers
     
    #12     May 30, 2002
  3. bigfootmm

    bigfootmm

    I asked about an equity curve and the programmer said he was planning to include this in a future iteration. What I like is that he is listening to his customers, so the more of us who use it and support him, the better the product is likely to be.

    bf
     
    #13     May 30, 2002
  4. that program would be absolutely useles to me ...i can export my trade data and whip that up in minutes (not the tax stuff)...what I need is nitty gritty data manipulation geared for the trader. Again, it'll be a custom job.
     
    #14     May 30, 2002


  5. Chasinfla, could you please elaborate on the data manipulation abilities that you are looking for? Myself, I am just looking for the standard system performance analysis. I would like to be able to analyse system by system as opposed to overall account performance. Thank you for your input, its appreciated.

    Cheers
     
    #15     May 31, 2002
  6. lundy

    lundy

    I've been using ensignsoftware for about 2 months... along with IB.

    Ensign has a basic trade report function that can show basic stuff like ratios, average win, average loss... etc etc. But the trades have to be entered manually so thats a bummer.

    However, the software is very flexible and has a programming language similar to delphi. With only a little programming experience I have been able to program in my trading system...

    After reading this thread, and seeing Ensigns capabilities... I'm pretty sure I can easily get these statistics by building on whats already there....

    Then the trick is for automated trade entry... but it shouldn't be any harder than integrating Ensign with IB's execution platform.

    I'll post here when I get the statistics up and running, and would share the enhancements with any ensign users out there.
     
    #16     May 31, 2002
  7. I do a fair number of trades each day. At the end of each day, I get a print of each execution. I need to match the entries with the exits. I'd like to be able to see my p&l by time. I already know what I think it might look like. I'd like to verify or disprove my hunch.

    Basically, I'd like to sort by whatever strikes me as relevant. P&L as a function of trade duration would be interesting to me as well. Obviously, P&L by symbol is essetial.

    I can do all this by spreadsheet, or craft a little thing in VBasic to do it, but it's all about time, y know?
     
    #17     May 31, 2002
  8. alain

    alain


    chasinfla, I have requested the software and they have sent a link to me where i can download it for free.
     
    #18     Aug 12, 2002
  9. Alain, would you please post the link for the benefit of all?

    Thanks
     
    #19     Aug 12, 2002
  10. alain

    alain

    #20     Aug 12, 2002