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PureBytes Links
Trading Reference Links
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Use the "Chartscanner" to test against a directory or list. You may
enter the lists manually or generate them from prior chartscanner runs.
Include the following code in your trade station system.
if(LastBarOnChart)
then Begin
if( GrossProfit <> 0 or GrossLoss <> 0 or OpenPositionProfit <> 0 )
then
FileAppend("Trades.csv", GetSymbolName + ","
+ NumToStr(GrossProfit,2)+
","
+ NumToStr(GrossLoss,2) +
","
+
NumToStr(OpenPositionProfit,2) + ","
+
NumToStr(TotalBarsWinTrades,0) + ","
+
NumToStr(TotalBarsLosTrades,0) + ","
+ NumToStr(NumWinTrades,0)
+ ","
+ NumToStr(NumLosTrades,0)
+ ","
+ NewLine );
end;
You can import this file into your spreadsheet to measure the overall
profitability of your system. Hope this helps.
Michael Flinder
Christian Holzner wrote:
>
> > At 3:22 AM -0500 1/12/98, WhisprWulf wrote:
> > >Does anyone know of software that would allow you backtest using a
> > >portfolio of stocks or futures? ( One of tradestations limitations is that it
> > >can only test one security at a time ). Any help appreciated,
>
> If you want system testing at the portfolio level there are only two packages
> (commercially) available at the moment - Trading Recipes and Excalibur. If you are
> satisfied with gettingthe performance ratios of various (single) market systems
> consolidated into a portfolio view there are some programs out there. At least I know
> "Portfolio Analyzer" from Joe Krutsinger, "Performance Summary Plus" from Rina Software
> and "Performance Viewer" from me.
>
> For a general info on "Performance Viewer" see a second mail marked as "advertisment".
>
> Christian Holzner
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